Home > Cottonwood Valley Bank > Securities
Cottonwood Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $25,607,000 | 3,351 |
| U.S. Government securities | $2,000 | 4,370 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $2,000 | 4,251 |
| Securities issued by states & political subdivisions | $25,605,000 | 1,531 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,604,000 | 3,124 |
| Mortgage-backed securities | $2,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,658 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $25,607,000 | 3,107 |
| Total debt securities | $25,607,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $23,774,000 | 3,441 |
| U.S. Government securities | $2,000 | 4,394 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,000 | 4,273 |
| Securities issued by states & political subdivisions | $23,772,000 | 1,601 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,282,000 | 3,036 |
| Mortgage-backed securities | $2,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,673 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $23,774,000 | 3,183 |
| Total debt securities | $23,774,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $25,457,000 | 3,420 |
| U.S. Government securities | $2,000 | 4,419 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,000 | 4,306 |
| Securities issued by states & political subdivisions | $25,455,000 | 1,584 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,762,000 | 3,139 |
| Mortgage-backed securities | $2,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,688 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $25,457,000 | 3,165 |
| Total debt securities | $25,456,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $26,208,000 | 3,475 |
| U.S. Government securities | $3,000 | 4,490 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $3,000 | 4,326 |
| Securities issued by states & political subdivisions | $26,205,000 | 1,602 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,874,000 | 3,071 |
| Mortgage-backed securities | $3,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,000 | 3,730 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $26,208,000 | 3,208 |
| Total debt securities | $26,209,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $25,897,000 | 3,514 |
| U.S. Government securities | $3,000 | 4,519 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $3,000 | 4,347 |
| Securities issued by states & political subdivisions | $25,894,000 | 1,659 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,041,000 | 2,969 |
| Mortgage-backed securities | $3,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,000 | 3,766 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $25,897,000 | 3,247 |
| Total debt securities | $25,899,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $25,245,000 | 3,545 |
| U.S. Government securities | $3,000 | 4,564 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $3,000 | 4,391 |
| Securities issued by states & political subdivisions | $25,242,000 | 1,680 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,433,000 | 2,988 |
| Mortgage-backed securities | $3,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,000 | 3,798 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $25,245,000 | 3,277 |
| Total debt securities | $25,245,000 | 3,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $25,191,000 | 3,577 |
| U.S. Government securities | $3,000 | 4,582 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,000 | 4,435 |
| Securities issued by states & political subdivisions | $25,188,000 | 1,737 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,112,000 | 3,026 |
| Mortgage-backed securities | $3,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $3,000 | 3,890 |
| Issued or guaranteed by U.S. | $3,000 | 3,827 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $25,191,000 | 3,323 |
| Total debt securities | $25,190,000 | 3,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $24,395,000 | 3,558 |
| U.S. Government securities | $3,000 | 4,573 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,000 | 4,443 |
| Securities issued by states & political subdivisions | $24,392,000 | 1,780 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,059,000 | 3,007 |
| Mortgage-backed securities | $3,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $3,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,000 | 3,854 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $24,395,000 | 3,344 |
| Total debt securities | $24,398,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $22,994,000 | 3,565 |
| U.S. Government securities | $4,000 | 4,570 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,000 | 4,455 |
| Securities issued by states & political subdivisions | $22,990,000 | 1,902 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,094,000 | 3,130 |
| Mortgage-backed securities | $4,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $4,000 | 3,926 |
| Issued or guaranteed by U.S. | $4,000 | 3,862 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $22,994,000 | 3,352 |
| Total debt securities | $22,993,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $15,018,000 | 3,885 |
| U.S. Government securities | $4,000 | 4,617 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,000 | 4,518 |
| Securities issued by states & political subdivisions | $15,014,000 | 2,322 |
| 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 | $5,104,000 | 3,137 |
| Mortgage-backed securities | $4,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $4,000 | 3,981 |
| Issued or guaranteed by U.S. | $4,000 | 3,919 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $15,018,000 | 3,671 |
| Total debt securities | $15,018,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $15,537,000 | 3,840 |
| U.S. Government securities | $4,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,000 | 4,554 |
| Securities issued by states & political subdivisions | $15,533,000 | 2,254 |
| 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 | $4,875,000 | 3,172 |
| Mortgage-backed securities | $4,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,001 |
| Issued or guaranteed by U.S. | $4,000 | 3,940 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $15,537,000 | 3,622 |
| Total debt securities | $15,537,000 | 3,817 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $12,827,000 | 3,912 |
| U.S. Government securities | $5,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,000 | 4,557 |
| Securities issued by states & political subdivisions | $12,822,000 | 2,381 |
| 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 | $4,863,000 | 3,151 |
| Mortgage-backed securities | $5,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,990 |
| Issued or guaranteed by U.S. | $5,000 | 3,924 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,827,000 | 3,688 |
| Total debt securities | $12,826,000 | 3,887 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $11,856,000 | 3,903 |
| U.S. Government securities | $5,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,000 | 4,555 |
| Securities issued by states & political subdivisions | $11,851,000 | 2,426 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,812,000 | 3,158 |
| Mortgage-backed securities | $5,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,992 |
| Issued or guaranteed by U.S. | $5,000 | 3,927 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $11,856,000 | 3,681 |
| Total debt securities | $11,856,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $10,406,000 | 3,979 |
| U.S. Government securities | $5,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,000 | 4,582 |
| Securities issued by states & political subdivisions | $10,401,000 | 2,446 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,905,000 | 3,177 |
| Mortgage-backed securities | $5,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,999 |
| Issued or guaranteed by U.S. | $5,000 | 3,936 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $10,406,000 | 3,747 |
| Total debt securities | $10,406,000 | 3,955 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $10,617,000 | 3,952 |
| U.S. Government securities | $6,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,000 | 4,614 |
| Securities issued by states & political subdivisions | $10,611,000 | 2,361 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,873,000 | 3,206 |
| Mortgage-backed securities | $6,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,002 |
| Issued or guaranteed by U.S. | $6,000 | 3,943 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,617,000 | 3,713 |
| Total debt securities | $10,615,000 | 3,926 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $10,045,000 | 4,022 |
| U.S. Government securities | $6,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,000 | 4,678 |
| Securities issued by states & political subdivisions | $10,039,000 | 2,323 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,820,000 | 3,205 |
| Mortgage-backed securities | $6,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,037 |
| Issued or guaranteed by U.S. | $6,000 | 3,968 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,045,000 | 3,775 |
| Total debt securities | $10,045,000 | 3,997 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $10,796,000 | 4,010 |
| U.S. Government securities | $6,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,000 | 4,746 |
| Securities issued by states & political subdivisions | $10,790,000 | 2,222 |
| 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 | $4,644,000 | 3,276 |
| Mortgage-backed securities | $6,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,063 |
| Issued or guaranteed by U.S. | $6,000 | 4,001 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,796,000 | 3,759 |
| Total debt securities | $10,795,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,443,000 | 4,192 |
| U.S. Government securities | $7,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,000 | 4,828 |
| Securities issued by states & political subdivisions | $9,436,000 | 2,361 |
| 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 | $4,485,000 | 3,363 |
| Mortgage-backed securities | $7,000 | 4,260 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,105 |
| Issued or guaranteed by U.S. | $7,000 | 4,034 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,443,000 | 3,932 |
| Total debt securities | $9,445,000 | 4,166 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $9,452,000 | 4,252 |
| U.S. Government securities | $7,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,000 | 4,880 |
| Securities issued by states & political subdivisions | $9,445,000 | 2,408 |
| 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 | $4,046,000 | 3,494 |
| Mortgage-backed securities | $7,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,135 |
| Issued or guaranteed by U.S. | $7,000 | 4,068 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,452,000 | 3,979 |
| Total debt securities | $9,452,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $9,851,000 | 4,272 |
| U.S. Government securities | $7,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,000 | 4,941 |
| Securities issued by states & political subdivisions | $9,844,000 | 2,444 |
| 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 | $4,185,000 | 3,516 |
| Mortgage-backed securities | $7,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,176 |
| Issued or guaranteed by U.S. | $7,000 | 4,110 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,851,000 | 3,999 |
| Total debt securities | $9,850,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $9,880,000 | 4,309 |
| U.S. Government securities | $7,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,000 | 4,985 |
| Securities issued by states & political subdivisions | $9,873,000 | 2,510 |
| 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 | $3,880,000 | 3,609 |
| Mortgage-backed securities | $7,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,215 |
| Issued or guaranteed by U.S. | $7,000 | 4,161 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $9,880,000 | 4,033 |
| Total debt securities | $9,880,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $9,734,000 | 4,369 |
| U.S. Government securities | $8,000 | 5,161 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,000 | 5,057 |
| Securities issued by states & political subdivisions | $9,726,000 | 2,548 |
| 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 | $3,790,000 | 3,668 |
| Mortgage-backed securities | $8,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $8,000 | 4,267 |
| Issued or guaranteed by U.S. | $8,000 | 4,246 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $9,734,000 | 4,093 |
| Total debt securities | $9,735,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $9,895,000 | 4,418 |
| U.S. Government securities | $8,000 | 5,219 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,000 | 5,114 |
| Securities issued by states & political subdivisions | $9,887,000 | 2,575 |
| 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 | $3,994,000 | 3,650 |
| Mortgage-backed securities | $8,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $8,000 | 4,318 |
| Issued or guaranteed by U.S. | $8,000 | 4,207 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $9,895,000 | 4,131 |
| Total debt securities | $9,893,000 | 4,396 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $8,465,000 | 4,582 |
| U.S. Government securities | $9,000 | 5,283 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,000 | 5,191 |
| Securities issued by states & political subdivisions | $8,456,000 | 2,803 |
| 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 | $3,804,000 | 3,737 |
| Mortgage-backed securities | $9,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,357 |
| Issued or guaranteed by U.S. | $9,000 | 4,349 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $8,465,000 | 4,300 |
| Total debt securities | $8,464,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,155,000 | 4,672 |
| U.S. Government securities | $9,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,000 | 5,251 |
| Securities issued by states & political subdivisions | $8,146,000 | 2,901 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,807,000 | 3,802 |
| Mortgage-backed securities | $9,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,415 |
| Issued or guaranteed by U.S. | $9,000 | 4,409 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $8,155,000 | 4,403 |
| Total debt securities | $8,155,000 | 4,644 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $5,415,000 | 4,999 |
| U.S. Government securities | $10,000 | 5,395 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,000 | 5,313 |
| Securities issued by states & political subdivisions | $5,405,000 | 3,354 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,822,000 | 3,852 |
| Mortgage-backed securities | $10,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,469 |
| Issued or guaranteed by U.S. | $10,000 | 4,464 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $5,415,000 | 4,703 |
| Total debt securities | $5,413,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,641,000 | 5,010 |
| U.S. Government securities | $11,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,000 | 5,368 |
| Securities issued by states & political subdivisions | $5,630,000 | 3,347 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,712,000 | 3,897 |
| Mortgage-backed securities | $11,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,501 |
| Issued or guaranteed by U.S. | $11,000 | 4,495 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $5,641,000 | 4,714 |
| Total debt securities | $5,640,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $5,952,000 | 5,034 |
| U.S. Government securities | $11,000 | 5,522 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,000 | 5,434 |
| Securities issued by states & political subdivisions | $5,941,000 | 3,324 |
| 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 | $4,172,000 | 3,848 |
| Mortgage-backed securities | $11,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,567 |
| Issued or guaranteed by U.S. | $11,000 | 4,562 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $5,952,000 | 4,730 |
| Total debt securities | $5,952,000 | 5,011 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,714,000 | 5,084 |
| U.S. Government securities | $11,000 | 5,572 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,000 | 5,489 |
| Securities issued by states & political subdivisions | $5,703,000 | 3,391 |
| 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 | $4,027,000 | 3,902 |
| Mortgage-backed securities | $11,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,611 |
| Issued or guaranteed by U.S. | $11,000 | 4,605 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $5,714,000 | 4,773 |
| Total debt securities | $5,715,000 | 5,059 |
| 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 | $5,836,000 | 5,120 |
| U.S. Government securities | $13,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,000 | 5,552 |
| Securities issued by states & political subdivisions | $5,823,000 | 3,386 |
| 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 | $4,127,000 | 3,931 |
| Mortgage-backed securities | $13,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,645 |
| Issued or guaranteed by U.S. | $13,000 | 4,641 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $5,836,000 | 4,793 |
| Total debt securities | $5,839,000 | 5,097 |
| 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 | $5,655,000 | 5,214 |
| U.S. Government securities | $13,000 | 5,725 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,000 | 5,644 |
| Securities issued by states & political subdivisions | $5,642,000 | 3,435 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,039,000 | 4,019 |
| Mortgage-backed securities | $13,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,711 |
| Issued or guaranteed by U.S. | $13,000 | 4,705 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $5,655,000 | 4,879 |
| Total debt securities | $5,654,000 | 5,193 |
| 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 | $5,372,000 | 5,314 |
| U.S. Government securities | $15,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,000 | 5,703 |
| Securities issued by states & political subdivisions | $5,357,000 | 3,467 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,142,000 | 4,046 |
| Mortgage-backed securities | $15,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,746 |
| Issued or guaranteed by U.S. | $15,000 | 4,742 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $5,372,000 | 4,972 |
| Total debt securities | $5,372,000 | 5,295 |
| 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 | $5,879,000 | 5,312 |
| U.S. Government securities | $409,000 | 5,738 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $409,000 | 5,645 |
| Securities issued by states & political subdivisions | $5,470,000 | 3,467 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,113,000 | 4,085 |
| Mortgage-backed securities | $15,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,787 |
| Issued or guaranteed by U.S. | $15,000 | 4,782 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $5,879,000 | 4,966 |
| Total debt securities | $5,878,000 | 5,292 |
| 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 | $5,845,000 | 5,408 |
| U.S. Government securities | $416,000 | 5,832 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $416,000 | 5,746 |
| Securities issued by states & political subdivisions | $5,429,000 | 3,512 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,507,000 | 4,303 |
| Mortgage-backed securities | $15,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,845 |
| Issued or guaranteed by U.S. | $15,000 | 4,839 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $5,845,000 | 5,044 |
| Total debt securities | $5,846,000 | 5,387 |
| 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 | $5,710,000 | 5,521 |
| U.S. Government securities | $412,000 | 5,911 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $412,000 | 5,819 |
| Securities issued by states & political subdivisions | $5,298,000 | 3,563 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,669,000 | 3,891 |
| Mortgage-backed securities | $16,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,922 |
| Issued or guaranteed by U.S. | $16,000 | 4,918 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $5,710,000 | 5,153 |
| Total debt securities | $5,710,000 | 5,502 |
| 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 | $5,432,000 | 5,603 |
| U.S. Government securities | $417,000 | 5,987 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $417,000 | 5,899 |
| Securities issued by states & political subdivisions | $5,015,000 | 3,609 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,574,000 | 4,393 |
| Mortgage-backed securities | $17,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,975 |
| Issued or guaranteed by U.S. | $17,000 | 4,967 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $5,432,000 | 5,239 |
| Total debt securities | $5,425,000 | 5,581 |
| 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 | $5,095,000 | 5,742 |
| U.S. Government securities | $413,000 | 6,083 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $413,000 | 5,990 |
| Securities issued by states & political subdivisions | $4,682,000 | 3,716 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,709,000 | 4,421 |
| Mortgage-backed securities | $17,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,048 |
| Issued or guaranteed by U.S. | $17,000 | 5,040 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $5,095,000 | 5,369 |
| Total debt securities | $5,096,000 | 5,724 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,232,000 | 5,806 |
| U.S. Government securities | $411,000 | 6,166 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $411,000 | 6,075 |
| Securities issued by states & political subdivisions | $4,821,000 | 3,737 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,579 |
| Mortgage-backed securities | $17,000 | 5,317 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,133 |
| Issued or guaranteed by U.S. | $17,000 | 5,127 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,232,000 | 5,431 |
| Total debt securities | $5,234,000 | 5,786 |
| 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 | $5,058,000 | 5,895 |
| U.S. Government securities | $413,000 | 6,232 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $413,000 | 6,138 |
| Securities issued by states & political subdivisions | $4,645,000 | 3,812 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,555,000 | 4,538 |
| Mortgage-backed securities | $18,000 | 5,368 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,180 |
| Issued or guaranteed by U.S. | $18,000 | 5,175 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $5,058,000 | 5,504 |
| Total debt securities | $5,058,000 | 5,876 |
| 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 | $5,071,000 | 5,949 |
| U.S. Government securities | $409,000 | 6,292 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $409,000 | 6,197 |
| Securities issued by states & political subdivisions | $4,662,000 | 3,827 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,587,000 | 4,551 |
| Mortgage-backed securities | $19,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,232 |
| Issued or guaranteed by U.S. | $19,000 | 5,226 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $5,071,000 | 5,565 |
| Total debt securities | $5,070,000 | 5,926 |
| 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 | $4,893,000 | 6,029 |
| U.S. Government securities | $405,000 | 6,357 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $405,000 | 6,260 |
| Securities issued by states & political subdivisions | $4,488,000 | 3,879 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,893,000 | 4,261 |
| Mortgage-backed securities | $19,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,279 |
| Issued or guaranteed by U.S. | $19,000 | 5,272 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $4,893,000 | 5,634 |
| Total debt securities | $4,892,000 | 6,004 |
| 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 | $4,803,000 | 6,096 |
| U.S. Government securities | $21,000 | 6,543 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,000 | 6,461 |
| Securities issued by states & political subdivisions | $4,782,000 | 3,830 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,546,000 | 4,640 |
| Mortgage-backed securities | $21,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,327 |
| Issued or guaranteed by U.S. | $21,000 | 5,320 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $4,803,000 | 5,704 |
| Total debt securities | $4,810,000 | 6,065 |
| 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 | $4,768,000 | 6,117 |
| U.S. Government securities | $22,000 | 6,576 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,000 | 6,494 |
| Securities issued by states & political subdivisions | $4,746,000 | 3,827 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,732,000 | 4,599 |
| Mortgage-backed securities | $22,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,336 |
| Issued or guaranteed by U.S. | $21,000 | 5,328 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,546 |
| 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) | $4,768,000 | 5,728 |
| Total debt securities | $4,768,000 | 6,089 |
| 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 | $5,192,000 | 6,103 |
| U.S. Government securities | $28,000 | 6,638 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $28,000 | 6,548 |
| Securities issued by states & political subdivisions | $5,164,000 | 3,744 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,647,000 | 4,973 |
| Mortgage-backed securities | $28,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $22,000 | 5,383 |
| Issued or guaranteed by U.S. | $22,000 | 5,377 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,539 |
| 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) | $5,192,000 | 5,731 |
| Total debt securities | $5,202,000 | 6,079 |
| 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 | $5,095,000 | 6,163 |
| U.S. Government securities | $33,000 | 6,698 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $33,000 | 6,610 |
| Securities issued by states & political subdivisions | $5,062,000 | 3,746 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,518,000 | 5,023 |
| Mortgage-backed securities | $33,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $22,000 | 5,414 |
| Issued or guaranteed by U.S. | $22,000 | 5,409 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,000 | 3,725 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,565 |
| 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) | $5,095,000 | 5,768 |
| Total debt securities | $5,095,000 | 6,137 |
| 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 | $4,642,000 | 6,309 |
| U.S. Government securities | $191,000 | 6,751 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $191,000 | 6,664 |
| Securities issued by states & political subdivisions | $4,451,000 | 3,867 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,666,000 | 5,033 |
| Mortgage-backed securities | $40,000 | 5,687 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,515 |
| Issued or guaranteed by U.S. | $23,000 | 5,506 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,000 | 3,789 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,620 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,642,000 | 5,906 |
| Total debt securities | $4,643,000 | 6,277 |
| 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 | $3,956,000 | 6,461 |
| U.S. Government securities | $202,000 | 6,814 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $202,000 | 6,725 |
| Securities issued by states & political subdivisions | $3,754,000 | 3,999 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,343,000 | 5,202 |
| Mortgage-backed securities | $49,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,559 |
| Issued or guaranteed by U.S. | $23,000 | 5,550 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,612 |
| 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) | $3,956,000 | 6,045 |
| Total debt securities | $3,956,000 | 6,434 |
| 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 | $3,325,000 | 6,606 |
| U.S. Government securities | $212,000 | 6,876 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $212,000 | 6,774 |
| Securities issued by states & political subdivisions | $3,113,000 | 4,117 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,217,000 | 5,273 |
| Mortgage-backed securities | $57,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $24,000 | 5,588 |
| Issued or guaranteed by U.S. | $24,000 | 5,580 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,000 | 3,799 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,622 |
| 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) | $3,325,000 | 6,174 |
| Total debt securities | $3,324,000 | 6,575 |
| 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 | $3,166,000 | 6,654 |
| U.S. Government securities | $66,000 | 6,967 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $66,000 | 6,878 |
| Securities issued by states & political subdivisions | $3,100,000 | 4,106 |
| 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 | $1,681,000 | 5,242 |
| Mortgage-backed securities | $66,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $24,000 | 5,586 |
| Issued or guaranteed by U.S. | $24,000 | 5,575 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $42,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,469 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $3,166,000 | 6,197 |
| Total debt securities | $3,166,000 | 6,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,382,000 | 6,692 |
| U.S. Government securities | $77,000 | 7,045 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $77,000 | 6,954 |
| Securities issued by states & political subdivisions | $3,305,000 | 3,985 |
| 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 | $1,667,000 | 5,246 |
| Mortgage-backed securities | $77,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,605 |
| Issued or guaranteed by U.S. | $25,000 | 5,593 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $52,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,437 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,382,000 | 6,230 |
| Total debt securities | $3,380,000 | 6,658 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,498,000 | 6,767 |
| U.S. Government securities | $86,000 | 7,131 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $86,000 | 7,028 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,922 |
| 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 | $1,650,000 | 5,282 |
| Mortgage-backed securities | $86,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,617 |
| Issued or guaranteed by U.S. | $26,000 | 5,611 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $60,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,414 |
| 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) | $3,498,000 | 6,290 |
| Total debt securities | $3,499,000 | 6,734 |
| 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 | $3,924,000 | 6,739 |
| U.S. Government securities | $346,000 | 7,095 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $346,000 | 6,988 |
| Securities issued by states & political subdivisions | $3,578,000 | 3,837 |
| 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 | $1,625,000 | 5,333 |
| Mortgage-backed securities | $96,000 | 5,748 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,626 |
| Issued or guaranteed by U.S. | $27,000 | 5,616 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $69,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,369 |
| 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) | $3,924,000 | 6,256 |
| Total debt securities | $3,924,000 | 6,700 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,104 |
| Fair value | $251,000 | 3,112 |
| 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 | $3,890,000 | 6,733 |
| U.S. Government securities | $361,000 | 7,125 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $361,000 | 7,017 |
| Securities issued by states & political subdivisions | $3,529,000 | 3,852 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,584,000 | 5,380 |
| Mortgage-backed securities | $110,000 | 5,758 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,615 |
| Issued or guaranteed by U.S. | $28,000 | 5,605 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $82,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,328 |
| 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) | $3,890,000 | 6,233 |
| Total debt securities | $3,890,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,989 |
| Fair value | $251,000 | 2,999 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,849,000 | 6,579 |
| U.S. Government securities | $1,286,000 | 6,905 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,286,000 | 6,791 |
| Securities issued by states & political subdivisions | $3,563,000 | 3,765 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,615,000 | 5,442 |
| Mortgage-backed securities | $133,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,654 |
| Issued or guaranteed by U.S. | $29,000 | 5,641 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $104,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,293 |
| 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) | $4,849,000 | 6,064 |
| Total debt securities | $4,848,000 | 6,544 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,018 |
| Fair value | $251,000 | 3,037 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,953,000 | 6,646 |
| U.S. Government securities | $1,337,000 | 7,020 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,337,000 | 6,914 |
| Securities issued by states & political subdivisions | $3,616,000 | 3,683 |
| 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 | $1,614,000 | 5,491 |
| Mortgage-backed securities | $180,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,696 |
| Issued or guaranteed by U.S. | $30,000 | 5,685 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $150,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 3,171 |
| 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) | $4,953,000 | 6,135 |
| Total debt securities | $4,952,000 | 6,604 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,106 |
| Fair value | $250,000 | 3,131 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,005,000 | 6,898 |
| U.S. Government securities | $883,000 | 7,245 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $883,000 | 7,137 |
| Securities issued by states & political subdivisions | $3,122,000 | 3,846 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 5,697 |
| Mortgage-backed securities | $223,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,800 |
| Issued or guaranteed by U.S. | $32,000 | 5,790 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $191,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,103 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,005,000 | 6,381 |
| Total debt securities | $4,005,000 | 6,859 |
| 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 | $4,063,000 | 6,906 |
| U.S. Government securities | $924,000 | 7,258 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $924,000 | 7,156 |
| Securities issued by states & political subdivisions | $3,139,000 | 3,857 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,328,000 | 5,752 |
| Mortgage-backed securities | $260,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $34,000 | 5,853 |
| Issued or guaranteed by U.S. | $34,000 | 5,839 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $226,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,071 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,063,000 | 6,390 |
| Total debt securities | $4,062,000 | 6,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,137,000 | 6,946 |
| U.S. Government securities | $954,000 | 7,324 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $954,000 | 7,232 |
| Securities issued by states & political subdivisions | $3,183,000 | 3,855 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,359,000 | 5,760 |
| Mortgage-backed securities | $286,000 | 5,892 |
| Certificates of participation in pools of residential mortgages | $37,000 | 5,930 |
| Issued or guaranteed by U.S. | $37,000 | 5,910 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $249,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,054 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,137,000 | 6,425 |
| Total debt securities | $4,137,000 | 6,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,423,000 | 7,117 |
| U.S. Government securities | $1,235,000 | 7,284 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,235,000 | 7,197 |
| Securities issued by states & political subdivisions | $2,188,000 | 4,249 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,344,000 | 5,785 |
| Mortgage-backed securities | $315,000 | 5,938 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,980 |
| Issued or guaranteed by U.S. | $39,000 | 5,958 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $276,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,032 |
| 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) | $3,423,000 | 6,580 |
| Total debt securities | $3,423,000 | 7,078 |
| 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 | $2,622,000 | 7,369 |
| U.S. Government securities | $1,281,000 | 7,374 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,281,000 | 7,287 |
| Securities issued by states & political subdivisions | $1,341,000 | 4,622 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,352,000 | 5,829 |
| Mortgage-backed securities | $360,000 | 5,949 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,038 |
| Issued or guaranteed by U.S. | $41,000 | 6,021 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $319,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 3,011 |
| 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) | $2,622,000 | 6,801 |
| Total debt securities | $2,622,000 | 7,328 |
| 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 | $2,501,000 | 7,475 |
| U.S. Government securities | $1,308,000 | 7,449 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,308,000 | 7,362 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,679 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,368,000 | 5,872 |
| Mortgage-backed securities | $382,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,059 |
| Issued or guaranteed by U.S. | $42,000 | 6,037 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $340,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,980 |
| 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) | $2,501,000 | 6,888 |
| Total debt securities | $2,501,000 | 7,434 |
| 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 | $2,048,000 | 7,603 |
| U.S. Government securities | $1,344,000 | 7,486 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,344,000 | 7,395 |
| Securities issued by states & political subdivisions | $704,000 | 5,033 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,417,000 | 5,890 |
| Mortgage-backed securities | $393,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,077 |
| Issued or guaranteed by U.S. | $44,000 | 6,055 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $349,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,897 |
| 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) | $2,048,000 | 6,996 |
| Total debt securities | $2,048,000 | 7,557 |
| 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 | $2,134,000 | 7,639 |
| U.S. Government securities | $1,419,000 | 7,522 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,419,000 | 7,443 |
| Securities issued by states & political subdivisions | $715,000 | 5,065 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,459,000 | 5,889 |
| Mortgage-backed securities | $411,000 | 5,927 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,083 |
| Issued or guaranteed by U.S. | $47,000 | 6,057 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $364,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,900 |
| 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) | $2,134,000 | 7,020 |
| Total debt securities | $2,134,000 | 7,585 |
| 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 | $2,192,000 | 7,654 |
| U.S. Government securities | $1,463,000 | 7,563 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,463,000 | 7,476 |
| Securities issued by states & political subdivisions | $729,000 | 5,072 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,922,000 | 5,670 |
| Mortgage-backed securities | $447,000 | 5,894 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,053 |
| Issued or guaranteed by U.S. | $54,000 | 6,023 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $393,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,854 |
| 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) | $2,192,000 | 7,035 |
| Total debt securities | $2,191,000 | 7,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,157,000 | 7,733 |
| U.S. Government securities | $1,475,000 | 7,665 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,475,000 | 7,559 |
| Securities issued by states & political subdivisions | $682,000 | 5,140 |
| 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 | $2,012,000 | 5,662 |
| Mortgage-backed securities | $470,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,954 |
| Issued or guaranteed by U.S. | $62,000 | 5,934 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $408,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 2,764 |
| 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) | $2,157,000 | 7,080 |
| Total debt securities | $2,157,000 | 7,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,927,000 | 7,848 |
| U.S. Government securities | $1,493,000 | 7,719 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,493,000 | 7,614 |
| Securities issued by states & political subdivisions | $434,000 | 5,422 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,857,000 | 5,792 |
| Mortgage-backed securities | $493,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,894 |
| Issued or guaranteed by U.S. | $69,000 | 5,871 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $424,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 2,713 |
| 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) | $1,927,000 | 7,178 |
| Total debt securities | $1,928,000 | 7,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,453,000 | 7,773 |
| U.S. Government securities | $1,755,000 | 7,684 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,755,000 | 7,570 |
| Securities issued by states & political subdivisions | $698,000 | 5,182 |
| 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 | $2,269,000 | 5,603 |
| Mortgage-backed securities | $515,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,881 |
| Issued or guaranteed by U.S. | $80,000 | 5,860 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $435,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,690 |
| 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) | $2,453,000 | 7,084 |
| Total debt securities | $2,453,000 | 7,725 |
| 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 | $2,507,000 | 7,798 |
| U.S. Government securities | $1,804,000 | 7,710 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,804,000 | 7,588 |
| Securities issued by states & political subdivisions | $703,000 | 5,229 |
| 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 | $2,317,000 | 5,594 |
| Mortgage-backed securities | $557,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,859 |
| Issued or guaranteed by U.S. | $95,000 | 5,835 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $462,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,648 |
| 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) | $2,507,000 | 7,091 |
| Total debt securities | $2,507,000 | 7,750 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,527,000 | 7,844 |
| U.S. Government securities | $1,824,000 | 7,757 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,824,000 | 7,637 |
| Securities issued by states & political subdivisions | $703,000 | 5,245 |
| 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 | $2,006,000 | 5,742 |
| Mortgage-backed securities | $580,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,850 |
| Issued or guaranteed by U.S. | $104,000 | 5,826 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $476,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,625 |
| 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) | $2,527,000 | 7,114 |
| Total debt securities | $2,526,000 | 7,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,313,000 | 7,972 |
| U.S. Government securities | $1,608,000 | 7,891 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,608,000 | 7,769 |
| Securities issued by states & political subdivisions | $705,000 | 5,278 |
| 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 | $2,193,000 | 5,699 |
| Mortgage-backed securities | $118,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,850 |
| Issued or guaranteed by U.S. | $118,000 | 5,821 |
| 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) | $2,313,000 | 7,224 |
| Total debt securities | $2,314,000 | 7,926 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,227,000 | 8,039 |
| U.S. Government securities | $1,609,000 | 7,949 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,609,000 | 7,817 |
| Securities issued by states & political subdivisions | $618,000 | 5,389 |
| 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 | $2,183,000 | 5,714 |
| Mortgage-backed securities | $134,000 | 6,193 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,846 |
| Issued or guaranteed by U.S. | $134,000 | 5,820 |
| 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) | $2,227,000 | 7,259 |
| Total debt securities | $2,227,000 | 7,994 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,515,000 | 8,245 |
| U.S. Government securities | $890,000 | 8,216 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $890,000 | 8,098 |
| Securities issued by states & political subdivisions | $625,000 | 5,404 |
| 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 | $979,000 | 6,433 |
| Mortgage-backed securities | $151,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,849 |
| Issued or guaranteed by U.S. | $151,000 | 5,825 |
| 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) | $1,515,000 | 7,483 |
| Total debt securities | $1,515,000 | 8,207 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,533,000 | 8,290 |
| U.S. Government securities | $907,000 | 8,257 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $907,000 | 8,133 |
| Securities issued by states & political subdivisions | $626,000 | 5,432 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,189,000 | 6,285 |
| Mortgage-backed securities | $167,000 | 6,252 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,875 |
| Issued or guaranteed by U.S. | $167,000 | 5,850 |
| 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) | $1,533,000 | 7,523 |
| Total debt securities | $1,523,000 | 8,246 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,564,000 | 8,316 |
| U.S. Government securities | $932,000 | 8,287 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $932,000 | 8,177 |
| Securities issued by states & political subdivisions | $632,000 | 5,446 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,217,000 | 6,297 |
| Mortgage-backed securities | $190,000 | 6,243 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,854 |
| Issued or guaranteed by U.S. | $190,000 | 5,835 |
| 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) | $1,564,000 | 7,539 |
| Total debt securities | $1,564,000 | 8,269 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,634,000 | 8,329 |
| U.S. Government securities | $1,544,000 | 8,106 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,544,000 | 7,977 |
| Securities issued by states & political subdivisions | $90,000 | 6,327 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,463,000 | 6,165 |
| Mortgage-backed securities | $797,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $797,000 | 5,198 |
| Issued or guaranteed by U.S. | $797,000 | 5,177 |
| 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) | $161,000 | 3,924 |
| Available-for-sale securities (fair market value) | $1,473,000 | 7,600 |
| Total debt securities | $1,634,000 | 8,283 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,641,000 | 8,401 |
| U.S. Government securities | $1,641,000 | 8,143 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,641,000 | 8,009 |
| 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 | $1,550,000 | 6,132 |
| Mortgage-backed securities | $897,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $897,000 | 5,172 |
| Issued or guaranteed by U.S. | $897,000 | 5,157 |
| 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) | $433,000 | 3,632 |
| Available-for-sale securities (fair market value) | $1,208,000 | 7,728 |
| Total debt securities | $1,644,000 | 8,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,993,000 | 8,363 |
| U.S. Government securities | $1,993,000 | 8,075 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,993,000 | 7,934 |
| 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 | $1,800,000 | 6,011 |
| Mortgage-backed securities | $986,000 | 5,645 |
| Certificates of participation in pools of residential mortgages | $986,000 | 5,138 |
| Issued or guaranteed by U.S. | $986,000 | 5,124 |
| 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) | $955,000 | 3,274 |
| Available-for-sale securities (fair market value) | $1,038,000 | 7,784 |
| Total debt securities | $1,993,000 | 8,308 |
| 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 | $2,103,000 | 8,375 |
| U.S. Government securities | $2,093,000 | 8,075 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,093,000 | 7,930 |
| Securities issued by states & political subdivisions | $10,000 | 6,586 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,871,000 | 6,006 |
| Mortgage-backed securities | $1,106,000 | 5,562 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 5,050 |
| Issued or guaranteed by U.S. | $1,106,000 | 5,040 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,235,000 | 3,155 |
| Available-for-sale securities (fair market value) | $868,000 | 7,896 |
| Total debt securities | $2,103,000 | 8,323 |
| 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 | $2,494,000 | 8,369 |
| U.S. Government securities | $2,484,000 | 8,039 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,484,000 | 7,868 |
| Securities issued by states & political subdivisions | $10,000 | 6,630 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,802,000 | 6,048 |
| Mortgage-backed securities | $1,244,000 | 5,562 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 5,035 |
| Issued or guaranteed by U.S. | $1,244,000 | 5,022 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,280,000 | 3,154 |
| Available-for-sale securities (fair market value) | $1,214,000 | 7,862 |
| Total debt securities | $2,494,000 | 8,318 |
| 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 | $2,997,000 | 8,243 |
| U.S. Government securities | $2,987,000 | 7,834 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,987,000 | 7,668 |
| Securities issued by states & political subdivisions | $10,000 | 6,625 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,491,000 | 6,233 |
| Mortgage-backed securities | $1,494,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $1,494,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,494,000 | 4,900 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,609,000 | 2,979 |
| Available-for-sale securities (fair market value) | $1,388,000 | 7,837 |
| Total debt securities | $2,997,000 | 8,173 |
| 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 | $3,658,000 | 8,162 |
| U.S. Government securities | $3,648,000 | 7,675 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,648,000 | 7,487 |
| Securities issued by states & political subdivisions | $10,000 | 6,714 |
| 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 | $990,000 | 6,568 |
| Mortgage-backed securities | $1,651,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 4,820 |
| Issued or guaranteed by U.S. | $1,651,000 | 4,802 |
| 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) | $2,165,000 | 2,793 |
| Available-for-sale securities (fair market value) | $1,493,000 | 7,883 |
| Total debt securities | $3,657,000 | 8,091 |
| 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 | $4,162,000 | 7,977 |
| U.S. Government securities | $4,143,000 | 7,404 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,143,000 | 7,220 |
| Securities issued by states & political subdivisions | $19,000 | 6,754 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,241,000 | 6,352 |
| Mortgage-backed securities | $1,892,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 4,667 |
| Issued or guaranteed by U.S. | $1,892,000 | 4,646 |
| 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) | $2,523,000 | 2,699 |
| Available-for-sale securities (fair market value) | $1,639,000 | 7,846 |
| Total debt securities | $4,168,000 | 7,890 |
| 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 | $4,726,000 | 7,839 |
| U.S. Government securities | $4,707,000 | 7,188 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,707,000 | 7,008 |
| Securities issued by states & political subdivisions | $19,000 | 6,776 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,283,000 | 6,330 |
| Mortgage-backed securities | $2,457,000 | 5,075 |
| Certificates of participation in pools of residential mortgages | $2,457,000 | 4,411 |
| Issued or guaranteed by U.S. | $2,457,000 | 4,393 |
| 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) | $2,976,000 | 2,575 |
| Available-for-sale securities (fair market value) | $1,750,000 | 7,840 |
| Total debt securities | $4,725,000 | 7,756 |
| 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 | $5,449,000 | 7,688 |
| U.S. Government securities | $5,430,000 | 6,995 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,430,000 | 6,785 |
| Securities issued by states & political subdivisions | $19,000 | 6,778 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,744,000 | 6,040 |
| Mortgage-backed securities | $2,926,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $2,926,000 | 4,225 |
| Issued or guaranteed by U.S. | $2,926,000 | 4,208 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,453,000 | 2,468 |
| Available-for-sale securities (fair market value) | $1,996,000 | 7,807 |
| Total debt securities | $5,448,000 | 7,603 |
| 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 | $3,827,000 | 8,190 |
| U.S. Government securities | $3,808,000 | 7,616 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,808,000 | 7,411 |
| Securities issued by states & political subdivisions | $19,000 | 6,804 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,746,000 | 6,056 |
| Mortgage-backed securities | $1,025,000 | 5,905 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 5,320 |
| Issued or guaranteed by U.S. | $1,025,000 | 5,301 |
| 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) | $3,827,000 | 2,434 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $3,826,000 | 8,107 |
| 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 | $3,056,000 | 8,550 |
| U.S. Government securities | $3,018,000 | 8,064 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,018,000 | 7,838 |
| Securities issued by states & political subdivisions | $38,000 | 6,929 |
| 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 | $2,512,000 | 5,638 |
| Mortgage-backed securities | $6,000 | 7,442 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,068 |
| Issued or guaranteed by U.S. | $6,000 | 7,045 |
| 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) | $3,056,000 | 2,772 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $3,056,000 | 8,456 |
| 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 | $7,064,000 | 7,652 |
| U.S. Government securities | $7,009,000 | 6,905 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $6,759,000 | 6,649 |
| Securities issued by states & political subdivisions | $55,000 | 7,111 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,019,000 | 5,667 |
| Mortgage-backed securities | $13,000 | 7,360 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,949 |
| Issued or guaranteed by U.S. | $13,000 | 6,926 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,064,000 | 2,309 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $7,064,000 | 7,533 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,436,000 | 7,842 |
| U.S. Government securities | $7,354,000 | 7,036 |
| U.S. Treasury securities | $750,000 | 4,065 |
| U.S. Government agency obligations | $6,604,000 | 6,805 |
| Securities issued by states & political subdivisions | $82,000 | 7,409 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,332,000 | 6,862 |
| Mortgage-backed securities | $94,000 | 7,291 |
| Certificates of participation in pools of residential mortgages | $18,000 | 7,249 |
| Issued or guaranteed by U.S. | $18,000 | 7,229 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $76,000 | 4,252 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 4,060 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,436,000 | 2,511 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $7,436,000 | 7,721 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,314,000 | 9,002 |
| U.S. Government securities | $4,113,000 | 8,462 |
| U.S. Treasury securities | $1,241,000 | 4,673 |
| U.S. Government agency obligations | $2,872,000 | 8,298 |
| Securities issued by states & political subdivisions | $201,000 | 7,256 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,000 | 6,397 |
| Mortgage-backed securities | $227,000 | 7,157 |
| Certificates of participation in pools of residential mortgages | $35,000 | 7,339 |
| Issued or guaranteed by U.S. | $35,000 | 7,318 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $192,000 | 4,297 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 4,123 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,314,000 | 3,659 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,314,000 | 8,864 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,738,000 | 8,912 |
| U.S. Government securities | $5,277,000 | 8,425 |
| U.S. Treasury securities | $2,497,000 | 4,734 |
| U.S. Government agency obligations | $2,780,000 | 8,570 |
| Securities issued by states & political subdivisions | $211,000 | 7,463 |
| Other domestic debt securities | $250,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $250,000 | 980 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,472,000 | 6,057 |
| Mortgage-backed securities | $300,000 | 7,358 |
| Certificates of participation in pools of residential mortgages | $50,000 | 7,574 |
| Issued or guaranteed by U.S. | $50,000 | 7,547 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $250,000 | 4,403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $250,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,738,000 | 3,875 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $5,738,000 | 8,791 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,893,000 | 9,025 |
| U.S. Government securities | $6,612,000 | 8,416 |
| U.S. Treasury securities | $3,049,000 | 4,969 |
| U.S. Government agency obligations | $3,563,000 | 8,471 |
| Securities issued by states & political subdivisions | $281,000 | 7,639 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,948,000 | 5,937 |
| Mortgage-backed securities | $309,000 | 7,896 |
| Certificates of participation in pools of residential mortgages | $58,000 | 8,093 |
| Issued or guaranteed by U.S. | $58,000 | 8,071 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $251,000 | 4,884 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 4,696 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,893,000 | 3,989 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $6,893,000 | 8,926 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,278,000 | 10,929 |
| U.S. Government securities | $3,159,000 | 10,498 |
| U.S. Treasury securities | $1,201,000 | 8,143 |
| U.S. Government agency obligations | $1,958,000 | 9,791 |
| Securities issued by states & political subdivisions | $119,000 | 8,537 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $953,000 | 8,243 |
| Mortgage-backed securities | $252,000 | 8,535 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $252,000 | 5,341 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 5,125 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,278,000 | 5,863 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $3,278,000 | 10,821 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,952,000 | 11,276 |
| U.S. Government securities | $3,817,000 | 10,792 |
| U.S. Treasury securities | $1,853,000 | 8,532 |
| U.S. Government agency obligations | $1,964,000 | 9,985 |
| Securities issued by states & political subdivisions | $135,000 | 8,912 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,000 | 8,552 |
| Mortgage-backed securities | $252,000 | 9,084 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $252,000 | 5,754 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 5,500 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,952,000 | 8,655 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,952,000 | 11,183 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,930,000 | 11,317 |
| U.S. Government securities | $4,789,000 | 10,658 |
| U.S. Treasury securities | $2,967,000 | 7,450 |
| U.S. Government agency obligations | $1,822,000 | 10,426 |
| Securities issued by states & political subdivisions | $141,000 | 9,112 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $904,000 | 8,763 |
| Mortgage-backed securities | $252,000 | 9,799 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $252,000 | 6,216 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 5,939 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,930,000 | 11,178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,209,000 | 12,016 |
| U.S. Government securities | $4,082,000 | 11,385 |
| U.S. Treasury securities | $2,866,000 | 7,734 |
| U.S. Government agency obligations | $1,216,000 | 11,317 |
| Securities issued by states & political subdivisions | $127,000 | 9,108 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,239,000 | 8,243 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,209,000 | 11,876 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |