Home > DSRM National Bank > Securities
DSRM National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,159,000 | 4,299 |
| U.S. Government securities | $2,125,000 | 4,184 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $2,125,000 | 3,947 |
| Securities issued by states & political subdivisions | $101,000 | 3,757 |
| Other domestic debt securities | $933,000 | 2,021 |
| 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 | $933,000 | 1,592 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| 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) | $3,159,000 | 1,277 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $3,159,000 | 4,273 |
| 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 | $3,363,000 | 4,326 |
| U.S. Government securities | $2,126,000 | 4,212 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,126,000 | 3,971 |
| Securities issued by states & political subdivisions | $102,000 | 3,803 |
| Other domestic debt securities | $1,135,000 | 1,946 |
| 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 | $1,135,000 | 1,525 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $1,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,681 |
| 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) | $3,363,000 | 1,290 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $3,363,000 | 4,301 |
| 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 | $3,370,000 | 4,363 |
| U.S. Government securities | $2,126,000 | 4,241 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,126,000 | 4,004 |
| Securities issued by states & political subdivisions | $103,000 | 3,837 |
| Other domestic debt securities | $1,141,000 | 1,950 |
| 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 | $1,141,000 | 1,529 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $1,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,697 |
| 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) | $3,370,000 | 1,304 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $3,370,000 | 4,337 |
| 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 | $3,378,000 | 4,429 |
| U.S. Government securities | $1,976,000 | 4,319 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,976,000 | 4,040 |
| Securities issued by states & political subdivisions | $104,000 | 3,888 |
| Other domestic debt securities | $1,298,000 | 1,966 |
| 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 | $1,298,000 | 1,537 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $1,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,747 |
| 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) | $3,378,000 | 1,339 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $3,378,000 | 4,402 |
| 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 | $3,384,000 | 4,456 |
| U.S. Government securities | $1,976,000 | 4,346 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,976,000 | 4,053 |
| Securities issued by states & political subdivisions | $105,000 | 3,929 |
| Other domestic debt securities | $1,303,000 | 1,995 |
| 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 | $1,303,000 | 1,557 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $1,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,790 |
| 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) | $3,384,000 | 1,358 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $3,384,000 | 4,432 |
| 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 | $3,391,000 | 4,493 |
| U.S. Government securities | $1,976,000 | 4,377 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,976,000 | 4,079 |
| Securities issued by states & political subdivisions | $107,000 | 3,968 |
| Other domestic debt securities | $1,308,000 | 1,962 |
| 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 | $1,308,000 | 1,556 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $1,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,821 |
| 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) | $3,391,000 | 1,342 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $3,391,000 | 4,469 |
| 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 | $2,992,000 | 4,533 |
| U.S. Government securities | $1,851,000 | 4,401 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,851,000 | 4,120 |
| Securities issued by states & political subdivisions | $107,000 | 4,007 |
| Other domestic debt securities | $1,034,000 | 1,893 |
| 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 | $1,034,000 | 1,603 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $1,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,912 |
| Issued or guaranteed by U.S. | $1,000 | 3,850 |
| 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) | $2,992,000 | 1,310 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $2,992,000 | 4,517 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $2,848,000 | 4,511 |
| U.S. Government securities | $1,601,000 | 4,375 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,601,000 | 4,141 |
| Securities issued by states & political subdivisions | $108,000 | 4,028 |
| Other domestic debt securities | $1,139,000 | 1,861 |
| 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 | $1,139,000 | 1,561 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $1,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,929 |
| Issued or guaranteed by U.S. | $1,000 | 3,872 |
| 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) | $2,848,000 | 1,218 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $2,848,000 | 4,494 |
| 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 | $3,121,000 | 4,493 |
| U.S. Government securities | $1,601,000 | 4,322 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,601,000 | 4,141 |
| Securities issued by states & political subdivisions | $334,000 | 3,983 |
| Other domestic debt securities | $1,186,000 | 1,807 |
| 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 | $1,186,000 | 1,488 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $1,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,953 |
| Issued or guaranteed by U.S. | $1,000 | 3,888 |
| 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) | $3,121,000 | 1,085 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $3,121,000 | 4,474 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $2,727,000 | 4,561 |
| U.S. Government securities | $1,351,000 | 4,375 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,351,000 | 4,219 |
| Securities issued by states & political subdivisions | $341,000 | 4,038 |
| Other domestic debt securities | $1,035,000 | 1,777 |
| 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 | $1,035,000 | 1,453 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $1,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,011 |
| Issued or guaranteed by U.S. | $1,000 | 3,950 |
| 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) | $2,727,000 | 1,111 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $2,727,000 | 4,537 |
| 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 | $3,013,000 | 4,559 |
| U.S. Government securities | $1,601,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,601,000 | 4,220 |
| Securities issued by states & political subdivisions | $343,000 | 4,062 |
| Other domestic debt securities | $1,069,000 | 1,742 |
| 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 | $1,069,000 | 1,391 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $1,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,027 |
| Issued or guaranteed by U.S. | $1,000 | 3,966 |
| 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) | $3,013,000 | 1,061 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $3,014,000 | 4,537 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $3,017,000 | 4,543 |
| U.S. Government securities | $1,601,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,601,000 | 4,196 |
| Securities issued by states & political subdivisions | $345,000 | 4,074 |
| Other domestic debt securities | $1,071,000 | 1,714 |
| 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 | $1,071,000 | 1,341 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $1,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,027 |
| Issued or guaranteed by U.S. | $1,000 | 3,961 |
| 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) | $3,017,000 | 1,046 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $3,017,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $3,022,000 | 4,529 |
| U.S. Government securities | $1,601,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,601,000 | 4,141 |
| Securities issued by states & political subdivisions | $347,000 | 4,085 |
| Other domestic debt securities | $1,074,000 | 1,656 |
| 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 | $1,074,000 | 1,288 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $1,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,032 |
| Issued or guaranteed by U.S. | $1,000 | 3,969 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,022,000 | 1,017 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $3,022,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $2,056,000 | 4,638 |
| U.S. Government securities | $851,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $851,000 | 4,332 |
| Securities issued by states & political subdivisions | $348,000 | 4,071 |
| Other domestic debt securities | $857,000 | 1,730 |
| 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 | $857,000 | 1,344 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $1,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,037 |
| Issued or guaranteed by U.S. | $1,000 | 3,975 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,056,000 | 1,121 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $2,056,000 | 4,616 |
| 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 | $1,701,000 | 4,697 |
| U.S. Government securities | $701,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $701,000 | 4,393 |
| Securities issued by states & political subdivisions | $350,000 | 4,080 |
| Other domestic debt securities | $650,000 | 1,724 |
| 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 | $650,000 | 1,350 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $1,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,047 |
| Issued or guaranteed by U.S. | $1,000 | 3,989 |
| 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) | $1,701,000 | 1,177 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $1,701,000 | 4,670 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $2,149,000 | 4,679 |
| U.S. Government securities | $1,651,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,651,000 | 4,261 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $498,000 | 1,742 |
| 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 | $498,000 | 1,346 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $1,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,083 |
| Issued or guaranteed by U.S. | $1,000 | 4,016 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,149,000 | 1,122 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $2,149,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $2,599,000 | 4,712 |
| U.S. Government securities | $2,101,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,101,000 | 4,254 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $498,000 | 1,723 |
| 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 | $498,000 | 1,330 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $1,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,113 |
| Issued or guaranteed by U.S. | $1,000 | 4,052 |
| 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) | $2,599,000 | 1,119 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $2,599,000 | 4,689 |
| 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 | $3,099,000 | 4,748 |
| U.S. Government securities | $2,601,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,601,000 | 4,258 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $498,000 | 1,758 |
| 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 | $498,000 | 1,325 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $1,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,155 |
| Issued or guaranteed by U.S. | $1,000 | 4,086 |
| 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) | $3,099,000 | 1,132 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $3,099,000 | 4,727 |
| 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 | $3,099,000 | 4,803 |
| U.S. Government securities | $2,601,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,601,000 | 4,312 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $498,000 | 1,749 |
| 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 | $498,000 | 1,358 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $1,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,189 |
| Issued or guaranteed by U.S. | $1,000 | 4,124 |
| 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) | $3,099,000 | 1,168 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $3,099,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $2,849,000 | 4,891 |
| U.S. Government securities | $2,352,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,352,000 | 4,407 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $497,000 | 1,744 |
| 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 | $497,000 | 1,357 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $2,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,000 | 4,154 |
| 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) | $2,849,000 | 1,210 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $2,849,000 | 4,870 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $3,099,000 | 4,909 |
| U.S. Government securities | $2,602,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,602,000 | 4,385 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $497,000 | 1,733 |
| 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 | $497,000 | 1,359 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $2,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,257 |
| Issued or guaranteed by U.S. | $2,000 | 4,209 |
| 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) | $3,099,000 | 1,218 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $3,099,000 | 4,890 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $3,099,000 | 4,976 |
| U.S. Government securities | $2,602,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,602,000 | 4,465 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $497,000 | 1,700 |
| 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 | $497,000 | 1,370 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $2,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,000 | 4,302 |
| 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) | $3,099,000 | 1,240 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $3,099,000 | 4,955 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $3,099,000 | 5,033 |
| U.S. Government securities | $2,602,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,602,000 | 4,494 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $497,000 | 1,898 |
| 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 | $497,000 | 1,375 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $2,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,000 | 4,265 |
| 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) | $3,099,000 | 1,257 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $3,099,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,602,000 | 5,139 |
| U.S. Government securities | $2,602,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,602,000 | 4,595 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $2,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,419 |
| Issued or guaranteed by U.S. | $2,000 | 4,412 |
| 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) | $2,602,000 | 1,344 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $2,602,000 | 5,117 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,802,000 | 5,178 |
| U.S. Government securities | $2,602,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,602,000 | 4,648 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $200,000 | 1,896 |
| 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 | $200,000 | 1,555 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $2,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,000 | 4,470 |
| 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) | $2,802,000 | 1,352 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $2,802,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,802,000 | 5,244 |
| U.S. Government securities | $2,602,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,602,000 | 4,707 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $200,000 | 1,922 |
| 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 | $200,000 | 1,594 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $2,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,538 |
| Issued or guaranteed by U.S. | $2,000 | 4,533 |
| 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) | $2,802,000 | 1,397 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $2,802,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,302,000 | 5,344 |
| U.S. Government securities | $2,102,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,102,000 | 4,852 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $200,000 | 1,962 |
| 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 | $200,000 | 1,626 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $2,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,576 |
| Issued or guaranteed by U.S. | $2,000 | 4,570 |
| 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) | $2,302,000 | 1,487 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $2,302,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,602,000 | 5,377 |
| U.S. Government securities | $2,402,000 | 4,979 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,402,000 | 4,861 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $200,000 | 2,021 |
| 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 | $200,000 | 1,666 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $2,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,641 |
| Issued or guaranteed by U.S. | $2,000 | 4,636 |
| 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) | $2,602,000 | 1,478 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $2,602,000 | 5,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,853,000 | 5,395 |
| U.S. Government securities | $2,403,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,403,000 | 4,873 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $450,000 | 1,898 |
| 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 | $450,000 | 1,561 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $3,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,672 |
| Issued or guaranteed by U.S. | $3,000 | 4,666 |
| 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) | $2,853,000 | 1,455 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $2,853,000 | 5,369 |
| 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 | $2,253,000 | 5,524 |
| U.S. Government securities | $1,802,000 | 5,183 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,802,000 | 5,068 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $451,000 | 1,908 |
| 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 | $451,000 | 1,567 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $2,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,724 |
| Issued or guaranteed by U.S. | $2,000 | 4,720 |
| 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) | $2,253,000 | 1,539 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $2,253,000 | 5,500 |
| 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 | $2,555,000 | 5,575 |
| U.S. Government securities | $2,103,000 | 5,202 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,103,000 | 5,094 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $452,000 | 1,945 |
| 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 | $452,000 | 1,579 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $3,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,777 |
| Issued or guaranteed by U.S. | $3,000 | 4,771 |
| 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) | $2,555,000 | 1,541 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $2,555,000 | 5,552 |
| 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 | $2,755,000 | 5,620 |
| U.S. Government securities | $2,303,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,303,000 | 5,153 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $452,000 | 1,960 |
| 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 | $452,000 | 1,590 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $3,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,820 |
| Issued or guaranteed by U.S. | $3,000 | 4,816 |
| 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) | $2,755,000 | 1,553 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $2,755,000 | 5,596 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,706,000 | 5,679 |
| U.S. Government securities | $2,453,000 | 5,300 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,453,000 | 5,197 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $253,000 | 2,028 |
| 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 | $253,000 | 1,643 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $3,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,862 |
| Issued or guaranteed by U.S. | $3,000 | 4,857 |
| 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) | $2,706,000 | 1,598 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $2,706,000 | 5,653 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,457,000 | 5,793 |
| U.S. Government securities | $2,203,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,203,000 | 5,357 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $254,000 | 2,052 |
| 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 | $254,000 | 1,655 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $3,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,928 |
| Issued or guaranteed by U.S. | $3,000 | 4,922 |
| 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) | $2,457,000 | 1,634 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $2,457,000 | 5,769 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,807,000 | 5,831 |
| U.S. Government securities | $2,553,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,553,000 | 5,379 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $254,000 | 2,074 |
| 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 | $254,000 | 1,678 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $3,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,006 |
| Issued or guaranteed by U.S. | $3,000 | 5,002 |
| 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) | $2,807,000 | 1,620 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $2,807,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,808,000 | 5,897 |
| U.S. Government securities | $2,553,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,553,000 | 5,454 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $255,000 | 2,132 |
| 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 | $255,000 | 1,711 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $3,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,070 |
| Issued or guaranteed by U.S. | $3,000 | 5,061 |
| 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) | $2,808,000 | 1,617 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $2,808,000 | 5,872 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,555,000 | 6,017 |
| U.S. Government securities | $2,555,000 | 5,637 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,555,000 | 5,536 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $4,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,132 |
| Issued or guaranteed by U.S. | $4,000 | 5,123 |
| 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) | $2,555,000 | 1,670 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $2,555,000 | 5,996 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,555,000 | 6,109 |
| U.S. Government securities | $2,555,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,555,000 | 5,633 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $4,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,220 |
| Issued or guaranteed by U.S. | $4,000 | 5,213 |
| 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) | $2,555,000 | 1,695 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $2,555,000 | 6,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,555,000 | 6,174 |
| U.S. Government securities | $2,555,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,555,000 | 5,694 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $4,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,272 |
| Issued or guaranteed by U.S. | $4,000 | 5,266 |
| 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) | $2,555,000 | 1,710 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $2,555,000 | 6,152 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,555,000 | 6,218 |
| U.S. Government securities | $2,555,000 | 5,840 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,555,000 | 5,739 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $4,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,338 |
| Issued or guaranteed by U.S. | $4,000 | 5,330 |
| 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) | $2,555,000 | 1,707 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $2,555,000 | 6,193 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,306,000 | 6,324 |
| U.S. Government securities | $2,305,000 | 5,937 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,305,000 | 5,840 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $1,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $5,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,371 |
| Issued or guaranteed by U.S. | $5,000 | 5,362 |
| 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) | $2,305,000 | 1,724 |
| Available-for-sale securities (fair market value) | $1,000 | 6,297 |
| Total debt securities | $2,305,000 | 6,299 |
| 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 | $2,306,000 | 6,395 |
| U.S. Government securities | $2,305,000 | 6,003 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,305,000 | 5,908 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $1,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $5,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,425 |
| Issued or guaranteed by U.S. | $5,000 | 5,416 |
| 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) | $2,305,000 | 1,697 |
| Available-for-sale securities (fair market value) | $1,000 | 6,365 |
| Total debt securities | $2,305,000 | 6,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,287,000 | 6,304 |
| U.S. Government securities | $2,305,000 | 6,020 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,305,000 | 5,919 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $251,000 | 2,530 |
| 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 | $251,000 | 2,005 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $731,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $5,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,443 |
| Issued or guaranteed by U.S. | $5,000 | 5,433 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $2,556,000 | 1,604 |
| Available-for-sale securities (fair market value) | $731,000 | 6,243 |
| Total debt securities | $2,556,000 | 6,356 |
| 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 | $3,281,000 | 6,340 |
| U.S. Government securities | $2,306,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,306,000 | 5,964 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $254,000 | 2,523 |
| 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 | $254,000 | 1,976 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $721,000 | 691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $6,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,484 |
| Issued or guaranteed by U.S. | $6,000 | 5,476 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $2,560,000 | 1,567 |
| Available-for-sale securities (fair market value) | $721,000 | 6,311 |
| Total debt securities | $2,560,000 | 6,404 |
| 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 | $3,267,000 | 6,390 |
| U.S. Government securities | $2,106,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,106,000 | 6,039 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $256,000 | 2,515 |
| 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 | $256,000 | 1,942 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $905,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $6,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,516 |
| Issued or guaranteed by U.S. | $6,000 | 5,510 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $2,362,000 | 1,610 |
| Available-for-sale securities (fair market value) | $905,000 | 6,334 |
| Total debt securities | $2,362,000 | 6,480 |
| 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 | $3,260,000 | 6,486 |
| U.S. Government securities | $2,307,000 | 6,218 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,307,000 | 6,125 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $259,000 | 2,600 |
| 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 | $259,000 | 2,017 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $694,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $7,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,606 |
| Issued or guaranteed by U.S. | $7,000 | 5,595 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $2,566,000 | 1,603 |
| Available-for-sale securities (fair market value) | $694,000 | 6,455 |
| Total debt securities | $2,566,000 | 6,546 |
| 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 | $3,244,000 | 6,545 |
| U.S. Government securities | $2,307,000 | 6,315 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,307,000 | 6,221 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $262,000 | 2,589 |
| 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 | $262,000 | 2,008 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $675,000 | 685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $7,000 | 5,853 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,644 |
| Issued or guaranteed by U.S. | $7,000 | 5,634 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $2,569,000 | 1,605 |
| Available-for-sale securities (fair market value) | $675,000 | 6,518 |
| Total debt securities | $2,569,000 | 6,615 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,681 |
| Fair value | $351,000 | 2,680 |
| 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 | $3,237,000 | 6,618 |
| U.S. Government securities | $2,307,000 | 6,391 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,307,000 | 6,293 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $266,000 | 2,568 |
| 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 | $266,000 | 2,001 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $664,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $7,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,687 |
| Issued or guaranteed by U.S. | $7,000 | 5,678 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $2,573,000 | 1,627 |
| Available-for-sale securities (fair market value) | $664,000 | 6,565 |
| Total debt securities | $2,573,000 | 6,672 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,903 |
| Fair value | $352,000 | 2,900 |
| 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 | $3,224,000 | 6,645 |
| U.S. Government securities | $1,958,000 | 6,501 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,958,000 | 6,406 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $250,000 | 2,585 |
| 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 | $250,000 | 1,942 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,016,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $8,000 | 5,906 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,681 |
| Issued or guaranteed by U.S. | $8,000 | 5,669 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $2,208,000 | 1,736 |
| Available-for-sale securities (fair market value) | $1,016,000 | 6,518 |
| Total debt securities | $2,208,000 | 6,762 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,785 |
| Fair value | $353,000 | 2,784 |
| 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 | $3,216,000 | 6,715 |
| U.S. Government securities | $1,933,000 | 6,575 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,933,000 | 6,472 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $252,000 | 2,565 |
| 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 | $252,000 | 1,904 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,031,000 | 578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $8,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,706 |
| Issued or guaranteed by U.S. | $8,000 | 5,694 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $2,185,000 | 1,761 |
| Available-for-sale securities (fair market value) | $1,031,000 | 6,588 |
| Total debt securities | $2,185,000 | 6,827 |
| Structured notes | ||
| Amortized cost | $875,000 | 2,462 |
| Fair value | $879,000 | 2,465 |
| 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 | $3,190,000 | 6,811 |
| U.S. Government securities | $2,283,000 | 6,595 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,283,000 | 6,480 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $252,000 | 2,505 |
| 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 | $252,000 | 1,833 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $655,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $9,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,719 |
| Issued or guaranteed by U.S. | $9,000 | 5,712 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $2,535,000 | 1,746 |
| Available-for-sale securities (fair market value) | $655,000 | 6,712 |
| Total debt securities | $2,535,000 | 6,869 |
| Structured notes | ||
| Amortized cost | $1,225,000 | 2,364 |
| Fair value | $1,226,000 | 2,364 |
| 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 | $3,185,000 | 6,854 |
| U.S. Government securities | $2,108,000 | 6,670 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,108,000 | 6,559 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $253,000 | 2,556 |
| 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 | $253,000 | 1,870 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $824,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $9,000 | 5,983 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,729 |
| Issued or guaranteed by U.S. | $9,000 | 5,718 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $2,361,000 | 1,789 |
| Available-for-sale securities (fair market value) | $824,000 | 6,733 |
| Total debt securities | $2,361,000 | 6,943 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,458 |
| Fair value | $1,049,000 | 2,458 |
| 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 | $3,158,000 | 6,858 |
| U.S. Government securities | $2,284,000 | 6,598 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,284,000 | 6,478 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $254,000 | 2,702 |
| 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 | $254,000 | 1,880 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $620,000 | 705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $10,000 | 6,005 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,720 |
| Issued or guaranteed by U.S. | $10,000 | 5,709 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $2,538,000 | 1,777 |
| Available-for-sale securities (fair market value) | $620,000 | 6,795 |
| Total debt securities | $2,538,000 | 6,947 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,583 |
| Fair value | $801,000 | 2,586 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,153,000 | 6,908 |
| U.S. Government securities | $2,285,000 | 6,628 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,285,000 | 6,509 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $255,000 | 2,789 |
| 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 | $255,000 | 1,907 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $613,000 | 745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $10,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,763 |
| Issued or guaranteed by U.S. | $10,000 | 5,748 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,540,000 | 1,810 |
| Available-for-sale securities (fair market value) | $613,000 | 6,856 |
| Total debt securities | $2,540,000 | 6,985 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,636 |
| Fair value | $804,000 | 2,641 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,129,000 | 7,005 |
| U.S. Government securities | $2,287,000 | 6,758 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,287,000 | 6,643 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $255,000 | 2,775 |
| 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 | $255,000 | 1,854 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $587,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $11,000 | 6,099 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,806 |
| Issued or guaranteed by U.S. | $11,000 | 5,794 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,542,000 | 1,880 |
| Available-for-sale securities (fair market value) | $587,000 | 6,937 |
| Total debt securities | $2,542,000 | 7,073 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,721 |
| Fair value | $803,000 | 2,729 |
| 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 | $3,119,000 | 7,069 |
| U.S. Government securities | $2,307,000 | 6,846 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,307,000 | 6,734 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $257,000 | 2,836 |
| 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 | $257,000 | 1,877 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $555,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $32,000 | 6,102 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,815 |
| Issued or guaranteed by U.S. | $28,000 | 5,805 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,390 |
| 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) | $2,564,000 | 1,892 |
| Available-for-sale securities (fair market value) | $555,000 | 7,017 |
| Total debt securities | $2,564,000 | 7,141 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,089,000 | 7,099 |
| U.S. Government securities | $2,199,000 | 6,909 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,199,000 | 6,811 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $257,000 | 2,902 |
| 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 | $257,000 | 1,924 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $633,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $50,000 | 6,107 |
| Certificates of participation in pools of residential mortgages | $40,000 | 5,837 |
| Issued or guaranteed by U.S. | $40,000 | 5,823 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,000 | 3,724 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,364 |
| 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) | $2,456,000 | 1,944 |
| Available-for-sale securities (fair market value) | $633,000 | 7,038 |
| Total debt securities | $2,456,000 | 7,195 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,075,000 | 7,168 |
| U.S. Government securities | $2,522,000 | 6,866 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,522,000 | 6,770 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $258,000 | 2,999 |
| 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 | $258,000 | 2,017 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $295,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $73,000 | 6,143 |
| Certificates of participation in pools of residential mortgages | $56,000 | 5,880 |
| Issued or guaranteed by U.S. | $56,000 | 5,861 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,328 |
| 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) | $2,780,000 | 1,957 |
| Available-for-sale securities (fair market value) | $295,000 | 7,190 |
| Total debt securities | $2,780,000 | 7,197 |
| 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 | $3,045,000 | 7,209 |
| U.S. Government securities | $2,050,000 | 7,042 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,050,000 | 6,945 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $259,000 | 3,063 |
| 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 | $259,000 | 2,086 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $736,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $100,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,896 |
| Issued or guaranteed by U.S. | $74,000 | 5,876 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $26,000 | 3,681 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,305 |
| 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) | $2,309,000 | 2,070 |
| Available-for-sale securities (fair market value) | $736,000 | 7,144 |
| Total debt securities | $2,309,000 | 7,323 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,036,000 | 7,276 |
| U.S. Government securities | $2,197,000 | 7,104 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,197,000 | 7,016 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $259,000 | 2,991 |
| 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 | $259,000 | 2,204 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $580,000 | 906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $297,000 | 5,998 |
| Certificates of participation in pools of residential mortgages | $261,000 | 5,688 |
| Issued or guaranteed by U.S. | $261,000 | 5,672 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $36,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,286 |
| 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) | $2,456,000 | 2,061 |
| Available-for-sale securities (fair market value) | $580,000 | 7,232 |
| Total debt securities | $2,456,000 | 7,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,000,000 | 7,370 |
| U.S. Government securities | $2,279,000 | 7,185 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,279,000 | 7,104 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $721,000 | 839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $379,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,627 |
| Issued or guaranteed by U.S. | $338,000 | 5,609 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $41,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,279 |
| 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) | $2,279,000 | 2,114 |
| Available-for-sale securities (fair market value) | $721,000 | 7,237 |
| Total debt securities | $2,279,000 | 7,475 |
| 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 | $2,963,000 | 7,408 |
| U.S. Government securities | $2,708,000 | 7,092 |
| U.S. Treasury securities | $200,000 | 945 |
| U.S. Government agency obligations | $2,508,000 | 7,055 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $255,000 | 1,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $408,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,610 |
| Issued or guaranteed by U.S. | $364,000 | 5,593 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $44,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,195 |
| 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) | $2,708,000 | 2,034 |
| Available-for-sale securities (fair market value) | $255,000 | 7,418 |
| Total debt securities | $2,708,000 | 7,420 |
| 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 | $2,972,000 | 7,474 |
| U.S. Government securities | $2,166,000 | 7,303 |
| U.S. Treasury securities | $200,000 | 941 |
| U.S. Government agency obligations | $1,966,000 | 7,299 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $806,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $466,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,574 |
| Issued or guaranteed by U.S. | $418,000 | 5,550 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $48,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,220 |
| 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) | $2,166,000 | 2,163 |
| Available-for-sale securities (fair market value) | $806,000 | 7,344 |
| Total debt securities | $2,166,000 | 7,580 |
| 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 | $2,956,000 | 7,494 |
| U.S. Government securities | $2,376,000 | 7,263 |
| U.S. Treasury securities | $201,000 | 967 |
| U.S. Government agency obligations | $2,175,000 | 7,228 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $580,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $525,000 | 5,831 |
| Certificates of participation in pools of residential mortgages | $471,000 | 5,501 |
| Issued or guaranteed by U.S. | $471,000 | 5,472 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $54,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,197 |
| 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) | $2,376,000 | 2,149 |
| Available-for-sale securities (fair market value) | $580,000 | 7,428 |
| Total debt securities | $2,376,000 | 7,566 |
| 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 | $2,957,000 | 7,572 |
| U.S. Government securities | $2,630,000 | 7,302 |
| U.S. Treasury securities | $201,000 | 1,064 |
| U.S. Government agency obligations | $2,429,000 | 7,260 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $327,000 | 1,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $579,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,308 |
| Issued or guaranteed by U.S. | $521,000 | 5,288 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $58,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,137 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,630,000 | 2,146 |
| Available-for-sale securities (fair market value) | $327,000 | 7,514 |
| Total debt securities | $2,630,000 | 7,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,955,000 | 7,598 |
| U.S. Government securities | $2,471,000 | 7,421 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,471,000 | 7,306 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $484,000 | 1,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $621,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $558,000 | 5,179 |
| Issued or guaranteed by U.S. | $558,000 | 5,161 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $63,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,093 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,471,000 | 2,222 |
| Available-for-sale securities (fair market value) | $484,000 | 7,518 |
| Total debt securities | $2,471,000 | 7,672 |
| 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 | $2,560,000 | 7,751 |
| U.S. Government securities | $2,431,000 | 7,496 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,431,000 | 7,372 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $129,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $681,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $613,000 | 5,130 |
| Issued or guaranteed by U.S. | $613,000 | 5,113 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $68,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,069 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,431,000 | 2,262 |
| Available-for-sale securities (fair market value) | $129,000 | 7,645 |
| Total debt securities | $2,431,000 | 7,732 |
| 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 | $2,368,000 | 7,828 |
| U.S. Government securities | $2,368,000 | 7,548 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,368,000 | 7,430 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $768,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $693,000 | 5,079 |
| Issued or guaranteed by U.S. | $693,000 | 5,060 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $75,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,059 |
| 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) | $2,368,000 | 2,312 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $2,368,000 | 7,782 |
| 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 | $2,529,000 | 7,842 |
| U.S. Government securities | $2,529,000 | 7,530 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,529,000 | 7,410 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $829,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $749,000 | 5,031 |
| Issued or guaranteed by U.S. | $749,000 | 5,013 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $80,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,057 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,529,000 | 2,309 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $2,529,000 | 7,794 |
| 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 | $2,326,000 | 7,971 |
| U.S. Government securities | $2,326,000 | 7,676 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,326,000 | 7,542 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $927,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $841,000 | 4,947 |
| Issued or guaranteed by U.S. | $841,000 | 4,924 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $86,000 | 3,321 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,027 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,326,000 | 2,420 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $2,326,000 | 7,925 |
| 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 | $2,391,000 | 8,009 |
| U.S. Government securities | $2,391,000 | 7,710 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,391,000 | 7,574 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $992,000 | 5,331 |
| Certificates of participation in pools of residential mortgages | $897,000 | 4,944 |
| Issued or guaranteed by U.S. | $897,000 | 4,923 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $95,000 | 3,323 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,012 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,391,000 | 2,436 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $2,391,000 | 7,963 |
| 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 | $2,527,000 | 8,015 |
| U.S. Government securities | $2,527,000 | 7,713 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,527,000 | 7,583 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,028,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $925,000 | 4,950 |
| Issued or guaranteed by U.S. | $925,000 | 4,931 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $103,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,008 |
| 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) | $2,527,000 | 2,426 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $2,527,000 | 7,974 |
| 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 | $2,364,000 | 8,096 |
| U.S. Government securities | $2,364,000 | 7,787 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,364,000 | 7,658 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,066,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $954,000 | 4,971 |
| Issued or guaranteed by U.S. | $954,000 | 4,952 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $112,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,006 |
| 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) | $2,364,000 | 2,515 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $2,364,000 | 8,045 |
| 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 | $2,407,000 | 8,115 |
| U.S. Government securities | $2,407,000 | 7,795 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,407,000 | 7,670 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,109,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $982,000 | 4,980 |
| Issued or guaranteed by U.S. | $982,000 | 4,962 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $127,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,999 |
| 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) | $2,407,000 | 2,526 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $2,407,000 | 8,057 |
| 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 | $2,054,000 | 8,226 |
| U.S. Government securities | $2,054,000 | 7,939 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,054,000 | 7,800 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,154,000 | 5,422 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 5,015 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,996 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $147,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,005 |
| 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) | $2,054,000 | 2,684 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $2,054,000 | 8,179 |
| 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 | $2,240,000 | 8,261 |
| U.S. Government securities | $2,240,000 | 7,950 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,240,000 | 7,798 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $1,340,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,952 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,938 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $163,000 | 3,334 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,044 |
| 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) | $2,240,000 | 2,660 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $2,240,000 | 8,208 |
| 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 | $2,349,000 | 8,283 |
| U.S. Government securities | $2,349,000 | 7,956 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,349,000 | 7,803 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $1,449,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,920 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,907 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $177,000 | 3,348 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,048 |
| 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) | $2,349,000 | 2,649 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $2,349,000 | 8,227 |
| 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 | $2,381,000 | 8,320 |
| U.S. Government securities | $2,381,000 | 7,989 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,381,000 | 7,839 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $1,481,000 | 5,347 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 4,922 |
| Issued or guaranteed by U.S. | $1,297,000 | 4,911 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $184,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,065 |
| 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) | $2,381,000 | 2,688 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $2,381,000 | 8,267 |
| 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 | $2,206,000 | 8,428 |
| U.S. Government securities | $2,206,000 | 8,123 |
| U.S. Treasury securities | $250,000 | 1,907 |
| U.S. Government agency obligations | $1,956,000 | 8,057 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,256,000 | 5,557 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 5,153 |
| Issued or guaranteed by U.S. | $1,069,000 | 5,139 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $187,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,141 |
| 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) | $2,206,000 | 2,752 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $2,206,000 | 8,375 |
| 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 | $2,232,000 | 8,415 |
| U.S. Government securities | $2,232,000 | 8,066 |
| U.S. Treasury securities | $250,000 | 1,903 |
| U.S. Government agency obligations | $1,982,000 | 8,020 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,282,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 5,180 |
| Issued or guaranteed by U.S. | $1,091,000 | 5,164 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $191,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,188 |
| 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) | $2,232,000 | 2,723 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $2,232,000 | 8,353 |
| 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 | $2,360,000 | 8,455 |
| U.S. Government securities | $2,360,000 | 8,107 |
| U.S. Treasury securities | $250,000 | 2,024 |
| U.S. Government agency obligations | $2,110,000 | 8,030 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,060,000 | 5,728 |
| Certificates of participation in pools of residential mortgages | $852,000 | 5,403 |
| Issued or guaranteed by U.S. | $852,000 | 5,381 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $208,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,352 |
| 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) | $2,360,000 | 2,736 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,360,000 | 8,385 |
| 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 | $2,002,000 | 8,566 |
| U.S. Government securities | $2,002,000 | 8,203 |
| U.S. Treasury securities | $250,000 | 2,081 |
| U.S. Government agency obligations | $1,752,000 | 8,136 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $702,000 | 6,070 |
| Certificates of participation in pools of residential mortgages | $617,000 | 5,676 |
| Issued or guaranteed by U.S. | $617,000 | 5,654 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $85,000 | 3,826 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,629 |
| 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) | $2,002,000 | 2,884 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,002,000 | 8,492 |
| 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 | $2,126,000 | 8,547 |
| U.S. Government securities | $2,126,000 | 8,154 |
| U.S. Treasury securities | $250,000 | 2,120 |
| U.S. Government agency obligations | $1,876,000 | 8,096 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $676,000 | 6,164 |
| Certificates of participation in pools of residential mortgages | $397,000 | 5,975 |
| Issued or guaranteed by U.S. | $397,000 | 5,954 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $279,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,526 |
| 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) | $2,126,000 | 2,837 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $2,126,000 | 8,469 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,679,000 | 8,707 |
| U.S. Government securities | $1,679,000 | 8,404 |
| U.S. Treasury securities | $250,000 | 2,174 |
| U.S. Government agency obligations | $1,429,000 | 8,326 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $629,000 | 6,223 |
| Certificates of participation in pools of residential mortgages | $336,000 | 6,058 |
| Issued or guaranteed by U.S. | $336,000 | 6,040 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $293,000 | 3,776 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 3,605 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,679,000 | 3,102 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $1,679,000 | 8,628 |
| 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 | $2,405,000 | 8,584 |
| U.S. Government securities | $2,405,000 | 8,163 |
| U.S. Treasury securities | $352,000 | 2,179 |
| U.S. Government agency obligations | $2,053,000 | 8,113 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,403,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $1,003,000 | 5,348 |
| Issued or guaranteed by U.S. | $1,003,000 | 5,329 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $400,000 | 3,721 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 3,562 |
| 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) | $2,405,000 | 2,867 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $2,405,000 | 8,494 |
| 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 | $2,432,000 | 8,746 |
| U.S. Government securities | $2,432,000 | 8,317 |
| U.S. Treasury securities | $103,000 | 3,068 |
| U.S. Government agency obligations | $2,329,000 | 8,145 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,329,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $1,669,000 | 4,716 |
| Issued or guaranteed by U.S. | $1,669,000 | 4,691 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $660,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 3,421 |
| 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) | $2,432,000 | 3,006 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,432,000 | 8,658 |
| 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 | $2,497,000 | 9,151 |
| U.S. Government securities | $2,437,000 | 8,821 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $2,237,000 | 8,600 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 7,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $797,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $587,000 | 5,276 |
| Issued or guaranteed by U.S. | $587,000 | 5,260 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $210,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,565 |
| 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) | $2,437,000 | 3,658 |
| Available-for-sale securities (fair market value) | $60,000 | 9,175 |
| Total debt securities | $2,437,000 | 9,048 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,586,000 | 9,459 |
| U.S. Government securities | $2,526,000 | 9,121 |
| U.S. Treasury securities | $200,000 | 5,118 |
| U.S. Government agency obligations | $2,326,000 | 8,764 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 7,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,526,000 | 3,974 |
| Available-for-sale securities (fair market value) | $60,000 | 9,431 |
| Total debt securities | $2,526,000 | 9,377 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,331,000 | 9,703 |
| U.S. Government securities | $2,271,000 | 9,312 |
| U.S. Treasury securities | $491,000 | 6,157 |
| U.S. Government agency obligations | $1,780,000 | 8,886 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,271,000 | 4,575 |
| Available-for-sale securities (fair market value) | $60,000 | 9,581 |
| Total debt securities | $2,271,000 | 9,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,556,000 | 10,140 |
| U.S. Government securities | $2,496,000 | 9,807 |
| U.S. Treasury securities | $899,000 | 6,661 |
| U.S. Government agency obligations | $1,597,000 | 9,312 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,496,000 | 5,318 |
| Available-for-sale securities (fair market value) | $60,000 | 9,944 |
| Total debt securities | $2,496,000 | 10,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,552,000 | 10,695 |
| U.S. Government securities | $2,492,000 | 10,390 |
| U.S. Treasury securities | $2,492,000 | 5,528 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,492,000 | 5,965 |
| Available-for-sale securities (fair market value) | $60,000 | 10,310 |
| Total debt securities | $2,492,000 | 10,617 |
| 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 |