Home > Dundee Bank > Securities
Dundee Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $58,458,000 | 2,399 |
| U.S. Government securities | $44,502,000 | 2,012 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $44,502,000 | 1,738 |
| Securities issued by states & political subdivisions | $13,956,000 | 2,151 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $38,648,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,843,000 | 1,063 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,805,000 | 1,569 |
| 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) | $796,000 | 1,551 |
| Available-for-sale securities (fair market value) | $57,662,000 | 2,196 |
| Total debt securities | $58,458,000 | 2,382 |
| 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 | $56,327,000 | 2,426 |
| U.S. Government securities | $43,855,000 | 2,028 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $43,855,000 | 1,719 |
| Securities issued by states & political subdivisions | $12,472,000 | 2,242 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $523,000 | 3,847 |
| Mortgage-backed securities | $38,318,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,949,000 | 1,058 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,369,000 | 1,610 |
| 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) | $861,000 | 1,561 |
| Available-for-sale securities (fair market value) | $55,466,000 | 2,226 |
| Total debt securities | $56,327,000 | 2,409 |
| 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 | $60,127,000 | 2,413 |
| U.S. Government securities | $46,123,000 | 2,009 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $46,123,000 | 1,713 |
| Securities issued by states & political subdivisions | $14,004,000 | 2,196 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $583,000 | 3,835 |
| Mortgage-backed securities | $40,442,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,989,000 | 1,026 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,453,000 | 1,788 |
| 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) | $992,000 | 1,561 |
| Available-for-sale securities (fair market value) | $59,135,000 | 2,200 |
| Total debt securities | $60,127,000 | 2,394 |
| 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 | $60,112,000 | 2,488 |
| U.S. Government securities | $45,757,000 | 2,101 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $45,757,000 | 1,741 |
| Securities issued by states & political subdivisions | $14,355,000 | 2,225 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $637,000 | 3,835 |
| Mortgage-backed securities | $40,056,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,983,000 | 1,048 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,073,000 | 2,146 |
| 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) | $1,073,000 | 1,589 |
| Available-for-sale securities (fair market value) | $59,039,000 | 2,276 |
| Total debt securities | $60,113,000 | 2,468 |
| 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 | $67,693,000 | 2,357 |
| U.S. Government securities | $53,640,000 | 1,918 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $53,640,000 | 1,560 |
| Securities issued by states & political subdivisions | $14,053,000 | 2,287 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,000 | 3,776 |
| Mortgage-backed securities | $49,209,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,133,000 | 914 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,076,000 | 2,167 |
| 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) | $1,149,000 | 1,592 |
| Available-for-sale securities (fair market value) | $66,544,000 | 2,152 |
| Total debt securities | $67,694,000 | 2,340 |
| 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 | $60,385,000 | 2,516 |
| U.S. Government securities | $46,488,000 | 2,124 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $46,488,000 | 1,742 |
| Securities issued by states & political subdivisions | $13,897,000 | 2,293 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $763,000 | 3,788 |
| Mortgage-backed securities | $45,528,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,668,000 | 974 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 2,263 |
| 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) | $1,448,000 | 1,533 |
| Available-for-sale securities (fair market value) | $58,937,000 | 2,311 |
| Total debt securities | $60,385,000 | 2,497 |
| 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 | $48,213,000 | 2,853 |
| U.S. Government securities | $34,942,000 | 2,472 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $34,942,000 | 2,091 |
| Securities issued by states & political subdivisions | $13,271,000 | 2,391 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $828,000 | 3,812 |
| Mortgage-backed securities | $34,460,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $33,528,000 | 1,243 |
| Issued or guaranteed by U.S. | $33,528,000 | 1,218 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $932,000 | 2,327 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 2,256 |
| 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) | $1,641,000 | 1,440 |
| Available-for-sale securities (fair market value) | $46,572,000 | 2,678 |
| Total debt securities | $48,215,000 | 2,836 |
| 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 | $41,437,000 | 3,017 |
| U.S. Government securities | $27,660,000 | 2,721 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $27,660,000 | 2,347 |
| Securities issued by states & political subdivisions | $13,777,000 | 2,374 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,000 | 3,818 |
| Mortgage-backed securities | $27,168,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $26,135,000 | 1,473 |
| Issued or guaranteed by U.S. | $26,135,000 | 1,450 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,033,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 2,220 |
| 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) | $1,761,000 | 1,329 |
| Available-for-sale securities (fair market value) | $39,676,000 | 2,873 |
| Total debt securities | $41,437,000 | 3,003 |
| 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 | $37,424,000 | 3,055 |
| U.S. Government securities | $22,308,000 | 2,820 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $22,308,000 | 2,565 |
| Securities issued by states & political subdivisions | $15,116,000 | 2,336 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,004,000 | 3,807 |
| Mortgage-backed securities | $22,308,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $22,165,000 | 1,607 |
| Issued or guaranteed by U.S. | $22,165,000 | 1,573 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $143,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,642 |
| 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) | $1,895,000 | 1,220 |
| Available-for-sale securities (fair market value) | $35,529,000 | 2,938 |
| Total debt securities | $37,424,000 | 3,034 |
| 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 | $37,482,000 | 2,992 |
| U.S. Government securities | $22,834,000 | 2,723 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $22,834,000 | 2,515 |
| Securities issued by states & political subdivisions | $14,551,000 | 2,347 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,131,000 | 3,802 |
| Mortgage-backed securities | $22,834,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $22,664,000 | 1,574 |
| Issued or guaranteed by U.S. | $22,664,000 | 1,538 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $170,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,659 |
| 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) | $2,073,000 | 1,182 |
| Available-for-sale securities (fair market value) | $35,312,000 | 2,903 |
| Total debt securities | $37,384,000 | 2,971 |
| 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 | $35,185,000 | 3,020 |
| U.S. Government securities | $23,656,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $23,656,000 | 2,435 |
| Securities issued by states & political subdivisions | $11,429,000 | 2,529 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,265,000 | 3,805 |
| Mortgage-backed securities | $23,656,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $23,448,000 | 1,493 |
| Issued or guaranteed by U.S. | $23,448,000 | 1,458 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $208,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 2,630 |
| 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) | $2,653,000 | 1,102 |
| Available-for-sale securities (fair market value) | $32,432,000 | 2,943 |
| Total debt securities | $35,087,000 | 2,998 |
| 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 | $33,932,000 | 2,953 |
| U.S. Government securities | $22,167,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $22,167,000 | 2,388 |
| Securities issued by states & political subdivisions | $11,680,000 | 2,473 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,471,000 | 3,757 |
| Mortgage-backed securities | $22,167,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $21,916,000 | 1,488 |
| Issued or guaranteed by U.S. | $21,916,000 | 1,449 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $251,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,583 |
| 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) | $4,067,000 | 949 |
| Available-for-sale securities (fair market value) | $29,780,000 | 2,921 |
| Total debt securities | $33,849,000 | 2,935 |
| 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 | $30,529,000 | 2,987 |
| U.S. Government securities | $21,772,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $21,772,000 | 2,321 |
| Securities issued by states & political subdivisions | $8,757,000 | 2,741 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,747,000 | 3,701 |
| Mortgage-backed securities | $21,772,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $21,453,000 | 1,391 |
| Issued or guaranteed by U.S. | $21,453,000 | 1,360 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $319,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,557 |
| 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) | $4,235,000 | 920 |
| Available-for-sale securities (fair market value) | $26,294,000 | 2,945 |
| Total debt securities | $30,527,000 | 2,966 |
| 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 | $30,840,000 | 2,872 |
| U.S. Government securities | $23,059,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,059,000 | 2,197 |
| Securities issued by states & political subdivisions | $7,781,000 | 2,736 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,799,000 | 1,842 |
| Mortgage-backed securities | $23,059,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $22,676,000 | 1,297 |
| Issued or guaranteed by U.S. | $22,676,000 | 1,262 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $383,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,547 |
| 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) | $5,350,000 | 842 |
| Available-for-sale securities (fair market value) | $25,490,000 | 2,910 |
| Total debt securities | $30,841,000 | 2,851 |
| 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 | $32,508,000 | 2,773 |
| U.S. Government securities | $24,782,000 | 2,237 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $24,782,000 | 2,126 |
| Securities issued by states & political subdivisions | $7,726,000 | 2,685 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $24,782,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $24,292,000 | 1,209 |
| Issued or guaranteed by U.S. | $24,292,000 | 1,175 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $490,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,518 |
| 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) | $5,943,000 | 832 |
| Available-for-sale securities (fair market value) | $26,565,000 | 2,815 |
| Total debt securities | $32,508,000 | 2,750 |
| 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 | $31,379,000 | 2,772 |
| U.S. Government securities | $25,726,000 | 2,210 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $25,726,000 | 2,092 |
| Securities issued by states & political subdivisions | $5,653,000 | 2,896 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $25,726,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $25,196,000 | 1,164 |
| Issued or guaranteed by U.S. | $25,196,000 | 1,131 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $530,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,499 |
| 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) | $6,305,000 | 830 |
| Available-for-sale securities (fair market value) | $25,074,000 | 2,858 |
| Total debt securities | $31,380,000 | 2,756 |
| 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 | $26,605,000 | 3,023 |
| U.S. Government securities | $21,960,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $21,960,000 | 2,318 |
| Securities issued by states & political subdivisions | $4,645,000 | 3,054 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,000 | 4,323 |
| Mortgage-backed securities | $21,960,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $21,399,000 | 1,284 |
| Issued or guaranteed by U.S. | $21,399,000 | 1,252 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $561,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,499 |
| 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) | $6,529,000 | 851 |
| Available-for-sale securities (fair market value) | $20,076,000 | 3,115 |
| Total debt securities | $26,606,000 | 3,005 |
| 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 | $26,039,000 | 3,079 |
| U.S. Government securities | $21,214,000 | 2,541 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $21,214,000 | 2,401 |
| Securities issued by states & political subdivisions | $4,825,000 | 3,044 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,000 | 4,406 |
| Mortgage-backed securities | $21,214,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $21,214,000 | 1,243 |
| Issued or guaranteed by U.S. | $21,214,000 | 1,210 |
| 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) | $6,909,000 | 882 |
| Available-for-sale securities (fair market value) | $19,130,000 | 3,229 |
| Total debt securities | $26,039,000 | 3,062 |
| 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 | $26,338,000 | 3,105 |
| U.S. Government securities | $22,065,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $22,065,000 | 2,382 |
| Securities issued by states & political subdivisions | $4,273,000 | 3,194 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,000 | 4,410 |
| Mortgage-backed securities | $22,065,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $22,065,000 | 1,197 |
| Issued or guaranteed by U.S. | $22,065,000 | 1,182 |
| 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) | $7,201,000 | 890 |
| Available-for-sale securities (fair market value) | $19,137,000 | 3,284 |
| Total debt securities | $26,340,000 | 3,088 |
| 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 | $26,991,000 | 3,111 |
| U.S. Government securities | $22,723,000 | 2,507 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,723,000 | 2,370 |
| Securities issued by states & political subdivisions | $4,268,000 | 3,252 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,000 | 4,459 |
| Mortgage-backed securities | $22,723,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $22,723,000 | 1,189 |
| Issued or guaranteed by U.S. | $22,723,000 | 1,175 |
| 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) | $7,423,000 | 905 |
| Available-for-sale securities (fair market value) | $19,568,000 | 3,289 |
| Total debt securities | $26,992,000 | 3,095 |
| 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 | $26,408,000 | 3,175 |
| U.S. Government securities | $22,311,000 | 2,550 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $22,311,000 | 2,410 |
| Securities issued by states & political subdivisions | $4,097,000 | 3,344 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $452,000 | 4,418 |
| Mortgage-backed securities | $22,311,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $22,311,000 | 1,212 |
| Issued or guaranteed by U.S. | $22,311,000 | 1,202 |
| 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) | $7,604,000 | 929 |
| Available-for-sale securities (fair market value) | $18,804,000 | 3,359 |
| Total debt securities | $26,410,000 | 3,156 |
| 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 | $27,925,000 | 3,107 |
| U.S. Government securities | $23,289,000 | 2,505 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $23,289,000 | 2,388 |
| Securities issued by states & political subdivisions | $4,636,000 | 3,291 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $443,000 | 4,487 |
| Mortgage-backed securities | $23,289,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $23,289,000 | 1,190 |
| Issued or guaranteed by U.S. | $23,289,000 | 1,184 |
| 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) | $8,358,000 | 918 |
| Available-for-sale securities (fair market value) | $19,567,000 | 3,346 |
| Total debt securities | $27,924,000 | 3,085 |
| 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 | $28,110,000 | 3,135 |
| U.S. Government securities | $23,446,000 | 2,494 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,446,000 | 2,365 |
| Securities issued by states & political subdivisions | $4,664,000 | 3,328 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,000 | 4,560 |
| Mortgage-backed securities | $23,446,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $23,446,000 | 1,229 |
| Issued or guaranteed by U.S. | $23,446,000 | 1,191 |
| 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) | $8,632,000 | 928 |
| Available-for-sale securities (fair market value) | $19,478,000 | 3,388 |
| Total debt securities | $28,111,000 | 3,117 |
| 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 | $27,298,000 | 3,212 |
| U.S. Government securities | $22,880,000 | 2,595 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $22,880,000 | 2,468 |
| Securities issued by states & political subdivisions | $4,418,000 | 3,422 |
| 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 | $344,000 | 4,628 |
| Mortgage-backed securities | $22,880,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $22,880,000 | 1,277 |
| Issued or guaranteed by U.S. | $22,880,000 | 1,274 |
| 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) | $8,625,000 | 935 |
| Available-for-sale securities (fair market value) | $18,673,000 | 3,482 |
| Total debt securities | $27,298,000 | 3,191 |
| 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 | $26,154,000 | 3,333 |
| U.S. Government securities | $21,673,000 | 2,679 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,673,000 | 2,557 |
| Securities issued by states & political subdivisions | $4,481,000 | 3,481 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,000 | 4,708 |
| Mortgage-backed securities | $21,673,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $21,673,000 | 1,344 |
| Issued or guaranteed by U.S. | $21,673,000 | 1,343 |
| 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) | $8,920,000 | 942 |
| Available-for-sale securities (fair market value) | $17,234,000 | 3,628 |
| Total debt securities | $26,154,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $20,064,000 | 3,759 |
| U.S. Government securities | $15,851,000 | 3,169 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,851,000 | 3,043 |
| Securities issued by states & political subdivisions | $4,213,000 | 3,562 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,000 | 4,758 |
| Mortgage-backed securities | $15,851,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $15,851,000 | 1,696 |
| Issued or guaranteed by U.S. | $15,851,000 | 1,695 |
| 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) | $9,341,000 | 966 |
| Available-for-sale securities (fair market value) | $10,723,000 | 4,210 |
| Total debt securities | $20,065,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $17,911,000 | 3,965 |
| U.S. Government securities | $13,695,000 | 3,409 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,695,000 | 3,283 |
| Securities issued by states & political subdivisions | $4,216,000 | 3,594 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,000 | 4,809 |
| Mortgage-backed securities | $13,695,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $13,695,000 | 1,877 |
| Issued or guaranteed by U.S. | $13,695,000 | 1,876 |
| 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) | $9,648,000 | 964 |
| Available-for-sale securities (fair market value) | $8,263,000 | 4,458 |
| Total debt securities | $17,911,000 | 3,939 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $13,621,000 | 4,343 |
| U.S. Government securities | $9,646,000 | 3,885 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,646,000 | 3,744 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,683 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,000 | 4,692 |
| Mortgage-backed securities | $9,646,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $9,646,000 | 2,282 |
| Issued or guaranteed by U.S. | $9,646,000 | 2,282 |
| 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) | $9,707,000 | 984 |
| Available-for-sale securities (fair market value) | $3,914,000 | 4,946 |
| Total debt securities | $13,621,000 | 4,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,359,000 | 4,449 |
| U.S. Government securities | $8,371,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,371,000 | 3,914 |
| Securities issued by states & political subdivisions | $3,988,000 | 3,715 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,736,000 | 3,589 |
| Mortgage-backed securities | $8,371,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $8,371,000 | 2,431 |
| Issued or guaranteed by U.S. | $8,371,000 | 2,429 |
| 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) | $10,012,000 | 976 |
| Available-for-sale securities (fair market value) | $2,347,000 | 5,130 |
| Total debt securities | $12,359,000 | 4,428 |
| 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 | $9,929,000 | 4,695 |
| U.S. Government securities | $5,929,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,929,000 | 4,364 |
| Securities issued by states & political subdivisions | $4,000,000 | 3,731 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,801,000 | 3,625 |
| Mortgage-backed securities | $5,929,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $5,929,000 | 2,820 |
| Issued or guaranteed by U.S. | $5,929,000 | 2,817 |
| 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) | $9,929,000 | 983 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $9,929,000 | 4,672 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $11,331,000 | 4,641 |
| U.S. Government securities | $7,339,000 | 4,335 |
| U.S. Treasury securities | $1,000,000 | 1,024 |
| U.S. Government agency obligations | $6,339,000 | 4,370 |
| Securities issued by states & political subdivisions | $3,992,000 | 3,753 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,871,000 | 3,662 |
| Mortgage-backed securities | $6,339,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $6,339,000 | 2,810 |
| Issued or guaranteed by U.S. | $6,339,000 | 2,805 |
| 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) | $10,331,000 | 992 |
| Available-for-sale securities (fair market value) | $1,000,000 | 5,408 |
| Total debt securities | $11,333,000 | 4,622 |
| 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 | $9,758,000 | 4,858 |
| U.S. Government securities | $5,633,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,633,000 | 4,574 |
| Securities issued by states & political subdivisions | $4,125,000 | 3,733 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,621,000 | 3,752 |
| Mortgage-backed securities | $5,633,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $5,633,000 | 2,936 |
| Issued or guaranteed by U.S. | $5,633,000 | 2,936 |
| 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) | $9,758,000 | 1,035 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $9,757,000 | 4,835 |
| 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 | $8,367,000 | 5,065 |
| U.S. Government securities | $5,729,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,729,000 | 4,613 |
| Securities issued by states & political subdivisions | $2,638,000 | 4,088 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,210,000 | 4,065 |
| Mortgage-backed securities | $5,729,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $5,692,000 | 2,917 |
| Issued or guaranteed by U.S. | $5,692,000 | 2,916 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $37,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,081 |
| 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) | $8,367,000 | 1,113 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $8,366,000 | 5,046 |
| 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 | $9,643,000 | 5,033 |
| U.S. Government securities | $5,732,000 | 4,830 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,732,000 | 4,715 |
| Securities issued by states & political subdivisions | $3,911,000 | 3,839 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,629,000 | 4,266 |
| Mortgage-backed securities | $5,732,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $5,692,000 | 2,959 |
| Issued or guaranteed by U.S. | $5,692,000 | 2,955 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $40,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,126 |
| 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) | $9,643,000 | 1,058 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $9,642,000 | 5,010 |
| 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 | $9,821,000 | 5,096 |
| U.S. Government securities | $5,664,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,664,000 | 4,846 |
| Securities issued by states & political subdivisions | $4,157,000 | 3,795 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,699,000 | 4,305 |
| Mortgage-backed securities | $5,664,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $5,620,000 | 3,047 |
| Issued or guaranteed by U.S. | $5,620,000 | 3,044 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $44,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,160 |
| 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) | $9,821,000 | 1,066 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $9,821,000 | 5,073 |
| 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 | $9,471,000 | 5,180 |
| U.S. Government securities | $5,525,000 | 5,052 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,525,000 | 4,948 |
| Securities issued by states & political subdivisions | $3,946,000 | 3,831 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,774,000 | 4,344 |
| Mortgage-backed securities | $5,525,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $5,478,000 | 3,132 |
| Issued or guaranteed by U.S. | $5,478,000 | 3,130 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $47,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,185 |
| 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) | $9,471,000 | 1,080 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $9,471,000 | 5,162 |
| 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 | $9,209,000 | 5,291 |
| U.S. Government securities | $5,280,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,280,000 | 5,060 |
| Securities issued by states & political subdivisions | $3,929,000 | 3,879 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,838,000 | 4,395 |
| Mortgage-backed securities | $5,280,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $5,229,000 | 3,232 |
| Issued or guaranteed by U.S. | $5,229,000 | 3,228 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $51,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,223 |
| 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) | $9,209,000 | 1,116 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $9,209,000 | 5,272 |
| 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 | $6,642,000 | 5,651 |
| U.S. Government securities | $2,690,000 | 5,711 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,690,000 | 5,612 |
| Securities issued by states & political subdivisions | $3,952,000 | 3,920 |
| 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 | $2,200,000 | 4,865 |
| Mortgage-backed securities | $2,690,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $2,635,000 | 3,957 |
| Issued or guaranteed by U.S. | $2,635,000 | 3,954 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $55,000 | 3,401 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,270 |
| 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) | $6,642,000 | 1,294 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $6,642,000 | 5,627 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $5,222,000 | 5,873 |
| U.S. Government securities | $1,269,000 | 6,047 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,269,000 | 5,956 |
| Securities issued by states & political subdivisions | $3,953,000 | 3,955 |
| 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 | $2,216,000 | 4,904 |
| Mortgage-backed securities | $1,269,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $1,210,000 | 4,477 |
| Issued or guaranteed by U.S. | $1,210,000 | 4,475 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $59,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,306 |
| 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) | $5,222,000 | 1,416 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $5,222,000 | 5,856 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $5,265,000 | 5,928 |
| U.S. Government securities | $1,345,000 | 6,090 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,345,000 | 5,998 |
| Securities issued by states & political subdivisions | $3,920,000 | 3,994 |
| 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 | $2,231,000 | 4,943 |
| Mortgage-backed securities | $1,345,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 4,483 |
| Issued or guaranteed by U.S. | $1,280,000 | 4,479 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $65,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,331 |
| 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) | $5,265,000 | 1,420 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $5,265,000 | 5,905 |
| 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 | $5,012,000 | 6,003 |
| U.S. Government securities | $1,415,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,415,000 | 6,041 |
| Securities issued by states & political subdivisions | $3,597,000 | 4,098 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,239,000 | 4,968 |
| Mortgage-backed securities | $1,415,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 4,483 |
| Issued or guaranteed by U.S. | $1,345,000 | 4,477 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $70,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,328 |
| 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) | $5,012,000 | 1,419 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $5,012,000 | 5,979 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $4,798,000 | 6,097 |
| U.S. Government securities | $1,121,000 | 6,254 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,121,000 | 6,163 |
| Securities issued by states & political subdivisions | $3,677,000 | 4,091 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,740,000 | 4,884 |
| Mortgage-backed securities | $1,121,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $1,043,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,043,000 | 4,622 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $78,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,348 |
| 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) | $4,798,000 | 1,420 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $4,798,000 | 6,067 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $4,791,000 | 6,110 |
| U.S. Government securities | $1,214,000 | 6,242 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,214,000 | 6,141 |
| Securities issued by states & political subdivisions | $3,577,000 | 4,116 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,770,000 | 4,887 |
| Mortgage-backed securities | $1,214,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 4,578 |
| Issued or guaranteed by U.S. | $1,129,000 | 4,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $85,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,362 |
| 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) | $4,791,000 | 1,358 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $4,790,000 | 6,084 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,924,000 | 6,137 |
| U.S. Government securities | $1,347,000 | 6,271 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,347,000 | 6,163 |
| Securities issued by states & political subdivisions | $3,577,000 | 4,105 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,824,000 | 4,909 |
| Mortgage-backed securities | $1,347,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,254,000 | 4,564 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $93,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,387 |
| 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) | $4,924,000 | 1,318 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $4,923,000 | 6,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $5,047,000 | 6,169 |
| U.S. Government securities | $1,470,000 | 6,286 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,470,000 | 6,179 |
| Securities issued by states & political subdivisions | $3,577,000 | 4,106 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,867,000 | 4,910 |
| Mortgage-backed securities | $1,470,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $1,369,000 | 4,553 |
| Issued or guaranteed by U.S. | $1,369,000 | 4,552 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $101,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,422 |
| 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) | $5,047,000 | 1,313 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $5,047,000 | 6,143 |
| 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 | $5,506,000 | 6,200 |
| U.S. Government securities | $1,614,000 | 6,375 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,614,000 | 6,277 |
| Securities issued by states & political subdivisions | $3,652,000 | 4,073 |
| Other domestic debt securities | $240,000 | 2,637 |
| 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 | $240,000 | 2,054 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,864,000 | 4,974 |
| Mortgage-backed securities | $1,614,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,618 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,616 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $109,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,485 |
| 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) | $5,506,000 | 1,272 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $5,507,000 | 6,173 |
| 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 | $5,642,000 | 6,245 |
| U.S. Government securities | $1,750,000 | 6,440 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,750,000 | 6,339 |
| Securities issued by states & political subdivisions | $3,652,000 | 4,027 |
| Other domestic debt securities | $240,000 | 2,634 |
| 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 | $240,000 | 2,051 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,922,000 | 4,987 |
| Mortgage-backed securities | $1,750,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,632,000 | 4,603 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $118,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,483 |
| 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) | $5,642,000 | 1,257 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $5,642,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $5,792,000 | 6,270 |
| U.S. Government securities | $1,900,000 | 6,493 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,900,000 | 6,396 |
| Securities issued by states & political subdivisions | $3,652,000 | 3,959 |
| Other domestic debt securities | $240,000 | 2,624 |
| 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 | $240,000 | 2,049 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,977,000 | 5,005 |
| Mortgage-backed securities | $1,900,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,571 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,567 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $129,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,500 |
| 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) | $5,792,000 | 1,270 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $5,791,000 | 6,240 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $5,767,000 | 6,299 |
| U.S. Government securities | $2,027,000 | 6,469 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,027,000 | 6,375 |
| Securities issued by states & political subdivisions | $3,500,000 | 3,991 |
| Other domestic debt securities | $240,000 | 2,611 |
| 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 | $240,000 | 1,969 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,481,000 | 4,951 |
| Mortgage-backed securities | $2,027,000 | 4,885 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 4,477 |
| Issued or guaranteed by U.S. | $1,890,000 | 4,470 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $137,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,356 |
| 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) | $5,767,000 | 1,292 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $5,768,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $5,706,000 | 6,331 |
| U.S. Government securities | $2,176,000 | 6,500 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,176,000 | 6,394 |
| Securities issued by states & political subdivisions | $3,530,000 | 3,919 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 5,527 |
| Mortgage-backed securities | $2,176,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $2,030,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,030,000 | 4,372 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $146,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,358 |
| 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) | $5,706,000 | 1,306 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $5,706,000 | 6,298 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $5,811,000 | 6,413 |
| U.S. Government securities | $2,281,000 | 6,598 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,281,000 | 6,484 |
| Securities issued by states & political subdivisions | $3,530,000 | 3,885 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 5,566 |
| Mortgage-backed securities | $2,281,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $2,128,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,128,000 | 4,329 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $153,000 | 3,618 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,333 |
| 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) | $5,811,000 | 1,343 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $5,811,000 | 6,384 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,902,000 | 6,421 |
| U.S. Government securities | $2,372,000 | 6,611 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,372,000 | 6,492 |
| Securities issued by states & political subdivisions | $3,530,000 | 3,856 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,000 | 6,020 |
| Mortgage-backed securities | $2,372,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $2,211,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,211,000 | 4,254 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $161,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 3,282 |
| 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) | $5,902,000 | 1,329 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $5,903,000 | 6,386 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,667,000 | 6,418 |
| U.S. Government securities | $2,512,000 | 6,528 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,512,000 | 6,407 |
| Securities issued by states & political subdivisions | $3,155,000 | 3,974 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,000 | 6,099 |
| Mortgage-backed securities | $2,512,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $2,338,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,338,000 | 4,111 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $174,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,245 |
| 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) | $5,667,000 | 1,350 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $5,667,000 | 6,385 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,705,000 | 6,987 |
| U.S. Government securities | $2,385,000 | 6,598 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,385,000 | 6,480 |
| Securities issued by states & political subdivisions | $320,000 | 5,447 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $2,385,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 4,159 |
| Issued or guaranteed by U.S. | $2,195,000 | 4,150 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $190,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 3,201 |
| 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) | $2,705,000 | 1,783 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $2,704,000 | 6,952 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,516,000 | 7,283 |
| U.S. Government securities | $1,516,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,516,000 | 6,863 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $1,516,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $1,306,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,306,000 | 4,590 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $210,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,108 |
| 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) | $1,516,000 | 2,111 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $1,512,000 | 7,245 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,363,000 | 7,393 |
| U.S. Government securities | $1,363,000 | 7,111 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,363,000 | 7,003 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $1,363,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,363,000 | 4,695 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,363,000 | 2,188 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $1,362,000 | 7,359 |
| 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 | $1,416,000 | 7,420 |
| U.S. Government securities | $1,416,000 | 7,132 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,416,000 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $1,416,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,416,000 | 4,757 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,416,000 | 2,218 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $1,416,000 | 7,389 |
| 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 | $1,128,000 | 7,543 |
| U.S. Government securities | $1,128,000 | 7,257 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,128,000 | 7,164 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $1,128,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,984 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,972 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,128,000 | 2,402 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $1,128,000 | 7,503 |
| 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 | $831,000 | 7,675 |
| U.S. Government securities | $831,000 | 7,401 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $831,000 | 7,317 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $831,000 | 5,628 |
| Certificates of participation in pools of residential mortgages | $831,000 | 5,207 |
| Issued or guaranteed by U.S. | $831,000 | 5,189 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $831,000 | 2,557 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $831,000 | 7,640 |
| 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 | $877,000 | 7,746 |
| U.S. Government securities | $877,000 | 7,484 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $877,000 | 7,403 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $877,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $877,000 | 5,267 |
| Issued or guaranteed by U.S. | $877,000 | 5,250 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $877,000 | 2,590 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $877,000 | 7,713 |
| 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 | $950,000 | 7,787 |
| U.S. Government securities | $950,000 | 7,568 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $950,000 | 7,489 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $950,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $950,000 | 5,224 |
| Issued or guaranteed by U.S. | $950,000 | 5,210 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $950,000 | 2,568 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $949,000 | 7,755 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,120,000 | 7,802 |
| U.S. Government securities | $1,120,000 | 7,539 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,120,000 | 7,454 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $1,020,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 5,145 |
| Issued or guaranteed by U.S. | $1,020,000 | 5,130 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,120,000 | 2,480 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,119,000 | 7,760 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,165,000 | 7,846 |
| U.S. Government securities | $1,165,000 | 7,581 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,165,000 | 7,501 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 6,607 |
| Mortgage-backed securities | $1,065,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 5,126 |
| Issued or guaranteed by U.S. | $1,065,000 | 5,105 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,165,000 | 2,482 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $1,164,000 | 7,800 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,217,000 | 7,875 |
| U.S. Government securities | $1,217,000 | 7,615 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,217,000 | 7,530 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 6,630 |
| Mortgage-backed securities | $1,117,000 | 5,480 |
| Certificates of participation in pools of residential mortgages | $1,117,000 | 5,048 |
| Issued or guaranteed by U.S. | $1,117,000 | 5,025 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,217,000 | 2,502 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $1,219,000 | 7,822 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,752,000 | 7,835 |
| U.S. Government securities | $1,752,000 | 7,574 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,752,000 | 7,464 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 6,685 |
| Mortgage-backed securities | $1,152,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,152,000 | 4,824 |
| Issued or guaranteed by U.S. | $1,152,000 | 4,805 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,752,000 | 2,378 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $1,760,000 | 7,784 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,791,000 | 7,877 |
| U.S. Government securities | $1,791,000 | 7,629 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,791,000 | 7,519 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 6,706 |
| Mortgage-backed securities | $1,091,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,730 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,715 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,791,000 | 2,420 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,790,000 | 7,828 |
| 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 | $2,129,000 | 7,843 |
| U.S. Government securities | $2,129,000 | 7,573 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,129,000 | 7,457 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 6,773 |
| Mortgage-backed securities | $1,129,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,129,000 | 4,678 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,129,000 | 2,333 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $2,129,000 | 7,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,630,000 | 7,997 |
| U.S. Government securities | $1,630,000 | 7,759 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,630,000 | 7,641 |
| 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 | $494,000 | 6,569 |
| Mortgage-backed securities | $630,000 | 5,569 |
| Certificates of participation in pools of residential mortgages | $630,000 | 5,133 |
| Issued or guaranteed by U.S. | $630,000 | 5,112 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,630,000 | 2,541 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,627,000 | 7,954 |
| 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 | $1,531,000 | 8,070 |
| U.S. Government securities | $1,531,000 | 7,846 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,531,000 | 7,731 |
| 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 | $703,000 | 6,435 |
| Mortgage-backed securities | $381,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,407 |
| Issued or guaranteed by U.S. | $381,000 | 5,386 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,531,000 | 2,633 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $1,531,000 | 8,025 |
| 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 | $1,751,000 | 8,101 |
| U.S. Government securities | $1,751,000 | 7,852 |
| U.S. Treasury securities | $100,000 | 1,519 |
| U.S. Government agency obligations | $1,651,000 | 7,754 |
| 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 | $703,000 | 6,508 |
| Mortgage-backed securities | $401,000 | 5,790 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,393 |
| Issued or guaranteed by U.S. | $401,000 | 5,367 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,751,000 | 2,619 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $1,750,000 | 8,057 |
| 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 | $1,749,000 | 8,150 |
| U.S. Government securities | $1,749,000 | 7,905 |
| U.S. Treasury securities | $100,000 | 1,568 |
| U.S. Government agency obligations | $1,649,000 | 7,806 |
| 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 | $704,000 | 6,543 |
| Mortgage-backed securities | $249,000 | 6,009 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,652 |
| Issued or guaranteed by U.S. | $249,000 | 5,625 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,749,000 | 2,649 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,750,000 | 8,104 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,817,000 | 8,183 |
| U.S. Government securities | $1,817,000 | 7,940 |
| U.S. Treasury securities | $150,000 | 1,635 |
| U.S. Government agency obligations | $1,667,000 | 7,852 |
| 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 | $595,000 | 6,627 |
| Mortgage-backed securities | $266,000 | 6,031 |
| Certificates of participation in pools of residential mortgages | $266,000 | 5,660 |
| Issued or guaranteed by U.S. | $266,000 | 5,635 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,817,000 | 2,671 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,816,000 | 8,141 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,831,000 | 8,236 |
| U.S. Government securities | $1,831,000 | 7,976 |
| U.S. Treasury securities | $150,000 | 1,654 |
| U.S. Government agency obligations | $1,681,000 | 7,890 |
| 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 | $490,000 | 6,763 |
| Mortgage-backed securities | $280,000 | 6,084 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,692 |
| Issued or guaranteed by U.S. | $280,000 | 5,666 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,831,000 | 2,716 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,831,000 | 8,187 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,851,000 | 8,256 |
| U.S. Government securities | $1,851,000 | 7,978 |
| U.S. Treasury securities | $150,000 | 1,691 |
| U.S. Government agency obligations | $1,701,000 | 7,904 |
| 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 | $441,000 | 6,838 |
| Mortgage-backed securities | $299,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,693 |
| Issued or guaranteed by U.S. | $299,000 | 5,672 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,851,000 | 2,725 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,850,000 | 8,204 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,941,000 | 8,271 |
| U.S. Government securities | $1,941,000 | 8,005 |
| U.S. Treasury securities | $150,000 | 1,751 |
| U.S. Government agency obligations | $1,791,000 | 7,913 |
| 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 | $491,000 | 6,813 |
| Mortgage-backed securities | $339,000 | 6,107 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,693 |
| Issued or guaranteed by U.S. | $339,000 | 5,666 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,941,000 | 2,736 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $1,940,000 | 8,222 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,878,000 | 8,349 |
| U.S. Government securities | $1,878,000 | 8,083 |
| U.S. Treasury securities | $150,000 | 1,872 |
| U.S. Government agency obligations | $1,728,000 | 7,989 |
| 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 | $491,000 | 6,839 |
| Mortgage-backed securities | $226,000 | 6,321 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,930 |
| Issued or guaranteed by U.S. | $226,000 | 5,909 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,878,000 | 2,806 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,879,000 | 8,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,890,000 | 8,388 |
| U.S. Government securities | $1,890,000 | 8,109 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $1,790,000 | 7,997 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,880,000 | 5,974 |
| Mortgage-backed securities | $237,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,939 |
| Issued or guaranteed by U.S. | $237,000 | 5,922 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,890,000 | 2,830 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $1,890,000 | 8,331 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,919,000 | 8,426 |
| U.S. Government securities | $1,919,000 | 8,141 |
| U.S. Treasury securities | $153,000 | 1,884 |
| U.S. Government agency obligations | $1,766,000 | 8,049 |
| 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 | $1,912,000 | 5,988 |
| Mortgage-backed securities | $261,000 | 6,354 |
| Certificates of participation in pools of residential mortgages | $261,000 | 5,933 |
| Issued or guaranteed by U.S. | $261,000 | 5,920 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,919,000 | 7,635 |
| Total debt securities | $1,919,000 | 8,374 |
| 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 | $2,005,000 | 8,476 |
| U.S. Government securities | $1,863,000 | 8,233 |
| U.S. Treasury securities | $203,000 | 1,954 |
| U.S. Government agency obligations | $1,660,000 | 8,144 |
| Securities issued by states & political subdivisions | $142,000 | 6,372 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,912,000 | 5,998 |
| Mortgage-backed securities | $272,000 | 6,413 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,983 |
| Issued or guaranteed by U.S. | $272,000 | 5,971 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $614,000 | 3,591 |
| Available-for-sale securities (fair market value) | $1,391,000 | 7,829 |
| Total debt securities | $2,005,000 | 8,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,976,000 | 8,487 |
| U.S. Government securities | $1,926,000 | 8,178 |
| U.S. Treasury securities | $308,000 | 1,825 |
| U.S. Government agency obligations | $1,618,000 | 8,128 |
| Securities issued by states & political subdivisions | $50,000 | 6,556 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 5,985 |
| Mortgage-backed securities | $300,000 | 6,402 |
| Certificates of participation in pools of residential mortgages | $300,000 | 5,970 |
| Issued or guaranteed by U.S. | $300,000 | 5,951 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $548,000 | 3,706 |
| Available-for-sale securities (fair market value) | $1,428,000 | 7,828 |
| Total debt securities | $1,976,000 | 8,422 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,996,000 | 8,549 |
| U.S. Government securities | $1,946,000 | 8,259 |
| U.S. Treasury securities | $309,000 | 1,937 |
| U.S. Government agency obligations | $1,637,000 | 8,199 |
| Securities issued by states & political subdivisions | $50,000 | 6,636 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,943,000 | 5,909 |
| Mortgage-backed securities | $331,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,981 |
| Issued or guaranteed by U.S. | $331,000 | 5,958 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $579,000 | 3,719 |
| Available-for-sale securities (fair market value) | $1,417,000 | 7,902 |
| Total debt securities | $1,996,000 | 8,482 |
| 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 | $2,003,000 | 8,563 |
| U.S. Government securities | $1,953,000 | 8,227 |
| U.S. Treasury securities | $364,000 | 1,971 |
| U.S. Government agency obligations | $1,589,000 | 8,192 |
| Securities issued by states & political subdivisions | $50,000 | 6,682 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,904,000 | 5,913 |
| Mortgage-backed securities | $374,000 | 6,409 |
| Certificates of participation in pools of residential mortgages | $374,000 | 5,969 |
| Issued or guaranteed by U.S. | $374,000 | 5,943 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $622,000 | 3,733 |
| Available-for-sale securities (fair market value) | $1,381,000 | 7,912 |
| Total debt securities | $2,003,000 | 8,490 |
| 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 | $2,268,000 | 8,520 |
| U.S. Government securities | $2,193,000 | 8,130 |
| U.S. Treasury securities | $667,000 | 1,705 |
| U.S. Government agency obligations | $1,526,000 | 8,230 |
| Securities issued by states & political subdivisions | $75,000 | 6,654 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,937,000 | 5,886 |
| Mortgage-backed securities | $453,000 | 6,371 |
| Certificates of participation in pools of residential mortgages | $453,000 | 5,905 |
| Issued or guaranteed by U.S. | $453,000 | 5,885 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $826,000 | 3,596 |
| Available-for-sale securities (fair market value) | $1,442,000 | 7,914 |
| Total debt securities | $2,271,000 | 8,438 |
| 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 | $2,183,000 | 8,598 |
| U.S. Government securities | $2,108,000 | 8,230 |
| U.S. Treasury securities | $717,000 | 1,730 |
| U.S. Government agency obligations | $1,391,000 | 8,342 |
| Securities issued by states & political subdivisions | $75,000 | 6,652 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,934,000 | 5,922 |
| Mortgage-backed securities | $525,000 | 6,323 |
| Certificates of participation in pools of residential mortgages | $525,000 | 5,819 |
| Issued or guaranteed by U.S. | $525,000 | 5,801 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $745,000 | 3,706 |
| Available-for-sale securities (fair market value) | $1,438,000 | 7,952 |
| Total debt securities | $2,182,000 | 8,512 |
| 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 | $2,428,000 | 8,578 |
| U.S. Government securities | $2,363,000 | 8,183 |
| U.S. Treasury securities | $723,000 | 1,820 |
| U.S. Government agency obligations | $1,640,000 | 8,295 |
| Securities issued by states & political subdivisions | $65,000 | 6,698 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 6,048 |
| Mortgage-backed securities | $530,000 | 6,311 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,790 |
| Issued or guaranteed by U.S. | $530,000 | 5,771 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,142,000 | 3,487 |
| Available-for-sale securities (fair market value) | $1,286,000 | 8,016 |
| Total debt securities | $2,428,000 | 8,486 |
| 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 | $2,645,000 | 8,683 |
| U.S. Government securities | $2,525,000 | 8,276 |
| U.S. Treasury securities | $1,131,000 | 1,769 |
| U.S. Government agency obligations | $1,394,000 | 8,556 |
| Securities issued by states & political subdivisions | $120,000 | 6,715 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,882,000 | 6,036 |
| Mortgage-backed securities | $524,000 | 6,312 |
| Certificates of participation in pools of residential mortgages | $524,000 | 5,681 |
| Issued or guaranteed by U.S. | $524,000 | 5,661 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,614,000 | 3,415 |
| Available-for-sale securities (fair market value) | $1,031,000 | 8,217 |
| Total debt securities | $2,645,000 | 8,589 |
| 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 | $2,632,000 | 9,109 |
| U.S. Government securities | $2,592,000 | 8,759 |
| U.S. Treasury securities | $1,561,000 | 2,173 |
| U.S. Government agency obligations | $1,031,000 | 9,049 |
| Securities issued by states & political subdivisions | $40,000 | 7,144 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,894,000 | 6,377 |
| Mortgage-backed securities | $591,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $591,000 | 5,274 |
| Issued or guaranteed by U.S. | $591,000 | 5,258 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,221,000 | 4,311 |
| Available-for-sale securities (fair market value) | $1,411,000 | 8,378 |
| Total debt securities | $2,632,000 | 8,992 |
| 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 | $2,487,000 | 9,488 |
| U.S. Government securities | $2,407,000 | 9,165 |
| U.S. Treasury securities | $1,643,000 | 3,025 |
| U.S. Government agency obligations | $764,000 | 9,451 |
| Securities issued by states & political subdivisions | $80,000 | 7,411 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,883,000 | 6,460 |
| Mortgage-backed securities | $664,000 | 6,226 |
| Certificates of participation in pools of residential mortgages | $664,000 | 5,463 |
| Issued or guaranteed by U.S. | $664,000 | 5,452 |
| 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) | $1,294,000 | 4,664 |
| Available-for-sale securities (fair market value) | $1,193,000 | 8,696 |
| Total debt securities | $2,487,000 | 9,389 |
| 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 | $2,474,000 | 9,664 |
| U.S. Government securities | $2,354,000 | 9,281 |
| U.S. Treasury securities | $1,623,000 | 4,239 |
| U.S. Government agency obligations | $731,000 | 9,485 |
| Securities issued by states & political subdivisions | $120,000 | 7,493 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,984,000 | 6,202 |
| Mortgage-backed securities | $631,000 | 6,508 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,782 |
| Issued or guaranteed by U.S. | $621,000 | 5,766 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,000 | 4,804 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 4,527 |
| 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) | $1,702,000 | 4,945 |
| Available-for-sale securities (fair market value) | $772,000 | 8,981 |
| Total debt securities | $2,474,000 | 9,551 |
| 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 | $2,465,000 | 10,170 |
| U.S. Government securities | $2,310,000 | 9,885 |
| U.S. Treasury securities | $1,661,000 | 5,533 |
| U.S. Government agency obligations | $649,000 | 9,884 |
| Securities issued by states & political subdivisions | $155,000 | 7,651 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 6,845 |
| Mortgage-backed securities | $549,000 | 6,889 |
| Certificates of participation in pools of residential mortgages | $498,000 | 6,161 |
| Issued or guaranteed by U.S. | $498,000 | 6,141 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $51,000 | 4,929 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 4,688 |
| 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) | $1,759,000 | 5,777 |
| Available-for-sale securities (fair market value) | $706,000 | 9,360 |
| Total debt securities | $2,465,000 | 10,068 |
| 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 | $2,535,000 | 10,701 |
| U.S. Government securities | $2,515,000 | 10,376 |
| U.S. Treasury securities | $1,721,000 | 6,330 |
| U.S. Government agency obligations | $794,000 | 10,294 |
| Securities issued by states & political subdivisions | $20,000 | 8,558 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 7,058 |
| Mortgage-backed securities | $544,000 | 7,464 |
| Certificates of participation in pools of residential mortgages | $451,000 | 6,800 |
| Issued or guaranteed by U.S. | $451,000 | 6,780 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $93,000 | 5,270 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 5,027 |
| 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) | $1,681,000 | 6,517 |
| Available-for-sale securities (fair market value) | $854,000 | 9,590 |
| Total debt securities | $2,535,000 | 10,599 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,494,000 | 11,214 |
| U.S. Government securities | $2,419,000 | 10,903 |
| U.S. Treasury securities | $1,561,000 | 7,627 |
| U.S. Government agency obligations | $858,000 | 10,612 |
| Securities issued by states & political subdivisions | $75,000 | 8,725 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,680,000 | 7,229 |
| Mortgage-backed securities | $608,000 | 7,816 |
| Certificates of participation in pools of residential mortgages | $424,000 | 7,191 |
| Issued or guaranteed by U.S. | $424,000 | 7,156 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $184,000 | 5,527 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 5,287 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,633,000 | 6,902 |
| Available-for-sale securities (fair market value) | $861,000 | 10,043 |
| Total debt securities | $2,494,000 | 11,118 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,447,000 | 11,900 |
| U.S. Government securities | $2,222,000 | 11,661 |
| U.S. Treasury securities | $1,178,000 | 9,352 |
| U.S. Government agency obligations | $1,044,000 | 10,804 |
| Securities issued by states & political subdivisions | $221,000 | 8,583 |
| Other domestic debt securities | $4,000 | 5,763 |
| Privately issued residential mortgage-backed securities | $4,000 | 2,839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,531,000 | 7,598 |
| Mortgage-backed securities | $547,000 | 8,430 |
| Certificates of participation in pools of residential mortgages | $324,000 | 7,911 |
| Issued or guaranteed by U.S. | $324,000 | 7,885 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $223,000 | 5,835 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 5,597 |
| Privately issued | $4,000 | 2,487 |
| 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) | $1,820,000 | 10,177 |
| Available-for-sale securities (fair market value) | $627,000 | 9,997 |
| Total debt securities | $2,447,000 | 11,810 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,440,000 | 12,393 |
| U.S. Government securities | $2,134,000 | 12,134 |
| U.S. Treasury securities | $952,000 | 10,182 |
| U.S. Government agency obligations | $1,182,000 | 10,998 |
| Securities issued by states & political subdivisions | $271,000 | 8,576 |
| Other domestic debt securities | $35,000 | 6,246 |
| Privately issued residential mortgage-backed securities | $35,000 | 3,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,635,000 | 7,512 |
| Mortgage-backed securities | $561,000 | 9,111 |
| Certificates of participation in pools of residential mortgages | $271,000 | 8,742 |
| Issued or guaranteed by U.S. | $236,000 | 8,819 |
| Privately issued | $35,000 | 658 |
| Collaterized mortgage obligations | $290,000 | 6,138 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 5,876 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,440,000 | 12,265 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,362,000 | 12,872 |
| U.S. Government securities | $2,020,000 | 12,694 |
| U.S. Treasury securities | $1,101,000 | 10,108 |
| U.S. Government agency obligations | $919,000 | 11,699 |
| Securities issued by states & political subdivisions | $246,000 | 8,587 |
| Other domestic debt securities | $96,000 | 6,799 |
| Privately issued residential mortgage-backed securities | $46,000 | 3,807 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 5,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,551,000 | 7,728 |
| Mortgage-backed securities | $415,000 | 9,965 |
| Certificates of participation in pools of residential mortgages | $144,000 | 9,634 |
| Issued or guaranteed by U.S. | $144,000 | 9,560 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $271,000 | 6,420 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 6,096 |
| Privately issued | $46,000 | 3,275 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,362,000 | 12,754 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |