Home > F & M Bank and Trust Company > Securities
F & M Bank and Trust Company, Securities
| 2025-03-31 | Rank | |
| Total securities | $5,222,000 | 4,085 |
| U.S. Government securities | $5,222,000 | 3,837 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $5,222,000 | 3,527 |
| Securities issued by states & political subdivisions | $0 | 3,672 |
| Other domestic debt securities | $0 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| 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 | $2,332,000 | 3,479 |
| Mortgage-backed securities | $5,222,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $567,000 | 3,316 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,655,000 | 1,644 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $5,222,000 | 3,850 |
| Total debt securities | $5,222,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $5,270,000 | 4,105 |
| U.S. Government securities | $5,270,000 | 3,840 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $5,270,000 | 3,533 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $0 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| 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 | $3,173,000 | 3,442 |
| Mortgage-backed securities | $5,270,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $570,000 | 3,320 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,700,000 | 1,606 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,270,000 | 3,866 |
| Total debt securities | $5,270,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $5,628,000 | 4,130 |
| U.S. Government securities | $5,628,000 | 3,854 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $5,628,000 | 3,536 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| 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 | $3,401,000 | 3,472 |
| Mortgage-backed securities | $5,628,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $612,000 | 3,326 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,016,000 | 1,537 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $5,628,000 | 3,891 |
| Total debt securities | $5,628,000 | 4,105 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $5,552,000 | 4,155 |
| U.S. Government securities | $5,552,000 | 3,864 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $5,552,000 | 3,545 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| 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 | $2,252,000 | 3,575 |
| Mortgage-backed securities | $5,552,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $602,000 | 3,321 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,950,000 | 1,484 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $5,552,000 | 3,899 |
| Total debt securities | $5,552,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $5,649,000 | 4,174 |
| U.S. Government securities | $5,649,000 | 3,898 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $5,649,000 | 3,598 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| 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 | $1,404,000 | 3,691 |
| Mortgage-backed securities | $5,649,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $608,000 | 3,334 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,041,000 | 1,455 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $5,649,000 | 3,919 |
| Total debt securities | $5,649,000 | 4,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $5,865,000 | 4,193 |
| U.S. Government securities | $5,865,000 | 3,904 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $5,865,000 | 3,593 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $1,477,000 | 3,700 |
| Mortgage-backed securities | $5,865,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $637,000 | 3,312 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,228,000 | 1,401 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $5,865,000 | 3,928 |
| Total debt securities | $5,865,000 | 4,168 |
| 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 | $5,821,000 | 4,218 |
| U.S. Government securities | $5,821,000 | 3,924 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $5,821,000 | 3,602 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $3,148,000 | 3,523 |
| Mortgage-backed securities | $5,821,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $626,000 | 3,335 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,195,000 | 1,383 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $5,821,000 | 3,935 |
| Total debt securities | $5,821,000 | 4,190 |
| 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 | $6,162,000 | 4,232 |
| U.S. Government securities | $6,162,000 | 3,938 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,162,000 | 3,606 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $6,162,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $664,000 | 3,337 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,498,000 | 1,365 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $6,162,000 | 3,951 |
| Total debt securities | $6,162,000 | 4,208 |
| 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 | $6,508,000 | 4,283 |
| U.S. Government securities | $6,508,000 | 3,989 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,508,000 | 3,581 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $3,641,000 | 3,417 |
| Mortgage-backed securities | $6,508,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $680,000 | 3,377 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,828,000 | 1,370 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $6,508,000 | 4,003 |
| Total debt securities | $6,508,000 | 4,260 |
| 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 | $6,607,000 | 4,326 |
| U.S. Government securities | $6,607,000 | 4,011 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $6,607,000 | 3,582 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $2,860,000 | 3,453 |
| Mortgage-backed securities | $6,607,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $707,000 | 3,403 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,900,000 | 1,381 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $6,607,000 | 4,029 |
| Total debt securities | $6,607,000 | 4,299 |
| 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 | $7,010,000 | 4,337 |
| U.S. Government securities | $7,010,000 | 3,993 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $7,010,000 | 3,570 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $3,074,000 | 3,407 |
| Mortgage-backed securities | $7,010,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $708,000 | 3,420 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,302,000 | 1,355 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $7,010,000 | 4,045 |
| Total debt securities | $7,010,000 | 4,314 |
| 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 | $7,472,000 | 4,338 |
| U.S. Government securities | $7,472,000 | 3,965 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $7,472,000 | 3,555 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $3,275,000 | 3,380 |
| Mortgage-backed securities | $7,472,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $732,000 | 3,536 |
| Issued or guaranteed by U.S. | $732,000 | 3,445 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,740,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $6,740,000 | 1,352 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $7,472,000 | 4,059 |
| Total debt securities | $7,472,000 | 4,321 |
| 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 | $8,728,000 | 4,236 |
| U.S. Government securities | $8,728,000 | 3,804 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $8,728,000 | 3,428 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $2,439,000 | 3,505 |
| Mortgage-backed securities | $8,728,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $829,000 | 3,521 |
| Issued or guaranteed by U.S. | $829,000 | 3,431 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,899,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $7,899,000 | 1,276 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $8,728,000 | 3,978 |
| Total debt securities | $8,728,000 | 4,217 |
| 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 | $9,770,000 | 4,158 |
| U.S. Government securities | $9,770,000 | 3,624 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,770,000 | 3,330 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $1,095,000 | 3,779 |
| Mortgage-backed securities | $9,770,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $918,000 | 3,513 |
| Issued or guaranteed by U.S. | $918,000 | 3,413 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,852,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $8,852,000 | 1,205 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $9,770,000 | 3,929 |
| Total debt securities | $9,769,000 | 4,136 |
| 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 | $10,658,000 | 4,107 |
| U.S. Government securities | $10,658,000 | 3,496 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,658,000 | 3,255 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $1,233,000 | 3,783 |
| Mortgage-backed securities | $10,658,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $982,000 | 3,532 |
| Issued or guaranteed by U.S. | $982,000 | 3,442 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,676,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $9,676,000 | 1,159 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $10,658,000 | 3,883 |
| Total debt securities | $10,658,000 | 4,082 |
| 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 | $5,917,000 | 4,373 |
| U.S. Government securities | $5,917,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,917,000 | 3,673 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $1,301,000 | 3,789 |
| Mortgage-backed securities | $5,917,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 3,535 |
| Issued or guaranteed by U.S. | $1,028,000 | 3,440 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,889,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $4,889,000 | 1,518 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,917,000 | 4,143 |
| Total debt securities | $5,917,000 | 4,350 |
| 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 | $565,000 | 4,751 |
| U.S. Government securities | $565,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $565,000 | 4,385 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $508,000 | 4,001 |
| Mortgage-backed securities | $565,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $565,000 | 3,677 |
| Issued or guaranteed by U.S. | $565,000 | 3,587 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $565,000 | 4,495 |
| Total debt securities | $565,000 | 4,728 |
| 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 | $712,000 | 4,752 |
| U.S. Government securities | $637,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $637,000 | 4,346 |
| Securities issued by states & political subdivisions | $75,000 | 4,187 |
| 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 | $554,000 | 4,004 |
| Mortgage-backed securities | $637,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $637,000 | 3,638 |
| Issued or guaranteed by U.S. | $637,000 | 3,552 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $712,000 | 4,497 |
| Total debt securities | $712,000 | 4,726 |
| 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 | $757,000 | 4,761 |
| U.S. Government securities | $682,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $682,000 | 4,360 |
| Securities issued by states & political subdivisions | $75,000 | 4,181 |
| 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 | $605,000 | 4,012 |
| Mortgage-backed securities | $682,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $682,000 | 3,622 |
| Issued or guaranteed by U.S. | $682,000 | 3,533 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $757,000 | 4,509 |
| Total debt securities | $756,000 | 4,736 |
| 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 | $381,000 | 4,835 |
| U.S. Government securities | $306,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $306,000 | 4,497 |
| Securities issued by states & political subdivisions | $75,000 | 4,194 |
| 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 | $220,000 | 4,174 |
| Mortgage-backed securities | $306,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $306,000 | 3,762 |
| Issued or guaranteed by U.S. | $306,000 | 3,687 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $381,000 | 4,583 |
| Total debt securities | $381,000 | 4,816 |
| 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 | $400,000 | 4,886 |
| U.S. Government securities | $325,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $325,000 | 4,563 |
| Securities issued by states & political subdivisions | $75,000 | 4,208 |
| 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 | $234,000 | 4,203 |
| Mortgage-backed securities | $325,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $325,000 | 3,785 |
| Issued or guaranteed by U.S. | $325,000 | 3,696 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $400,000 | 4,636 |
| Total debt securities | $399,000 | 4,864 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $2,311,000 | 4,734 |
| U.S. Government securities | $2,161,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,161,000 | 4,246 |
| Securities issued by states & political subdivisions | $150,000 | 4,196 |
| 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 | $400,000 | 4,222 |
| Mortgage-backed securities | $2,161,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $2,161,000 | 3,167 |
| Issued or guaranteed by U.S. | $2,161,000 | 3,073 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,311,000 | 4,493 |
| Total debt securities | $2,311,000 | 4,711 |
| 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 | $2,422,000 | 4,817 |
| U.S. Government securities | $2,272,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,272,000 | 4,309 |
| Securities issued by states & political subdivisions | $150,000 | 4,263 |
| 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 | $425,000 | 4,283 |
| Mortgage-backed securities | $2,272,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 3,143 |
| Issued or guaranteed by U.S. | $2,272,000 | 3,045 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,422,000 | 4,567 |
| Total debt securities | $2,422,000 | 4,791 |
| 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 | $2,519,000 | 4,864 |
| U.S. Government securities | $2,369,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,369,000 | 4,342 |
| Securities issued by states & political subdivisions | $150,000 | 4,322 |
| 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 | $451,000 | 4,319 |
| Mortgage-backed securities | $2,369,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $2,369,000 | 3,132 |
| Issued or guaranteed by U.S. | $2,369,000 | 3,046 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,519,000 | 4,595 |
| Total debt securities | $2,520,000 | 4,841 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $2,685,000 | 4,907 |
| U.S. Government securities | $2,439,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,439,000 | 4,386 |
| Securities issued by states & political subdivisions | $246,000 | 4,329 |
| 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 | $471,000 | 4,370 |
| Mortgage-backed securities | $2,439,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $2,439,000 | 3,139 |
| Issued or guaranteed by U.S. | $2,439,000 | 3,047 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,685,000 | 4,630 |
| Total debt securities | $2,685,000 | 4,883 |
| 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 | $2,782,000 | 4,933 |
| U.S. Government securities | $2,468,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,468,000 | 4,412 |
| Securities issued by states & political subdivisions | $314,000 | 4,336 |
| 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 | $484,000 | 4,412 |
| Mortgage-backed securities | $2,468,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $2,468,000 | 3,158 |
| Issued or guaranteed by U.S. | $2,468,000 | 3,088 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,782,000 | 4,657 |
| Total debt securities | $2,782,000 | 4,911 |
| 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 | $2,850,000 | 4,994 |
| U.S. Government securities | $2,539,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,539,000 | 4,475 |
| Securities issued by states & political subdivisions | $311,000 | 4,386 |
| 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 | $501,000 | 4,457 |
| Mortgage-backed securities | $2,539,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 3,180 |
| Issued or guaranteed by U.S. | $2,539,000 | 3,149 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,850,000 | 4,717 |
| Total debt securities | $2,849,000 | 4,971 |
| 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 | $2,958,000 | 5,046 |
| U.S. Government securities | $2,646,000 | 4,656 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,646,000 | 4,487 |
| Securities issued by states & political subdivisions | $312,000 | 4,443 |
| 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 | $374,000 | 4,555 |
| Mortgage-backed securities | $2,646,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $2,646,000 | 3,191 |
| Issued or guaranteed by U.S. | $2,646,000 | 3,028 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,958,000 | 4,768 |
| Total debt securities | $2,958,000 | 5,024 |
| 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 | $3,090,000 | 5,092 |
| U.S. Government securities | $2,776,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,776,000 | 4,563 |
| Securities issued by states & political subdivisions | $314,000 | 4,483 |
| 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 | $1,230,000 | 4,335 |
| Mortgage-backed securities | $2,776,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $2,776,000 | 3,214 |
| Issued or guaranteed by U.S. | $2,776,000 | 3,208 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,090,000 | 4,806 |
| Total debt securities | $3,090,000 | 5,070 |
| 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 | $3,267,000 | 5,134 |
| U.S. Government securities | $2,951,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,951,000 | 4,582 |
| Securities issued by states & political subdivisions | $316,000 | 4,550 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $2,951,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $2,951,000 | 3,214 |
| Issued or guaranteed by U.S. | $2,951,000 | 3,209 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,267,000 | 4,856 |
| Total debt securities | $3,267,000 | 5,111 |
| 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 | $3,403,000 | 5,190 |
| U.S. Government securities | $3,084,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,084,000 | 4,610 |
| Securities issued by states & political subdivisions | $319,000 | 4,596 |
| 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 | $875,000 | 4,608 |
| Mortgage-backed securities | $3,084,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $3,084,000 | 3,235 |
| Issued or guaranteed by U.S. | $3,084,000 | 3,232 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,403,000 | 4,896 |
| Total debt securities | $3,403,000 | 5,166 |
| 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 | $3,507,000 | 5,219 |
| U.S. Government securities | $3,189,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,189,000 | 4,654 |
| Securities issued by states & political subdivisions | $318,000 | 4,637 |
| 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 | $929,000 | 4,630 |
| Mortgage-backed securities | $3,189,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $3,189,000 | 3,252 |
| Issued or guaranteed by U.S. | $3,189,000 | 3,249 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,507,000 | 4,927 |
| Total debt securities | $3,507,000 | 5,197 |
| 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 | $4,397,000 | 5,197 |
| U.S. Government securities | $4,081,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,081,000 | 4,562 |
| Securities issued by states & political subdivisions | $316,000 | 4,698 |
| 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 | $1,769,000 | 4,428 |
| Mortgage-backed securities | $4,081,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $4,081,000 | 3,141 |
| Issued or guaranteed by U.S. | $4,081,000 | 3,139 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $4,397,000 | 4,894 |
| Total debt securities | $4,397,000 | 5,171 |
| 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 | $7,200,000 | 4,944 |
| U.S. Government securities | $6,887,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,887,000 | 4,147 |
| Securities issued by states & political subdivisions | $313,000 | 4,744 |
| 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 | $1,443,000 | 4,565 |
| Mortgage-backed securities | $4,205,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $4,205,000 | 3,123 |
| Issued or guaranteed by U.S. | $4,205,000 | 3,119 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $7,200,000 | 4,623 |
| Total debt securities | $7,200,000 | 4,916 |
| 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 | $7,385,000 | 4,964 |
| U.S. Government securities | $7,061,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,061,000 | 4,162 |
| Securities issued by states & political subdivisions | $324,000 | 4,778 |
| 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 | $1,591,000 | 4,580 |
| Mortgage-backed securities | $4,313,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 3,131 |
| Issued or guaranteed by U.S. | $4,313,000 | 3,130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $7,385,000 | 4,637 |
| Total debt securities | $7,385,000 | 4,942 |
| 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 | $7,519,000 | 5,016 |
| U.S. Government securities | $7,298,000 | 4,340 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,298,000 | 4,217 |
| Securities issued by states & political subdivisions | $221,000 | 4,892 |
| 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 | $2,147,000 | 4,505 |
| Mortgage-backed securities | $5,893,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $5,893,000 | 2,880 |
| Issued or guaranteed by U.S. | $5,893,000 | 2,878 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $7,519,000 | 4,684 |
| Total debt securities | $7,519,000 | 4,991 |
| Structured notes | ||
| Amortized cost | $500,000 | 968 |
| Fair value | $500,000 | 993 |
| 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 | $7,207,000 | 5,115 |
| U.S. Government securities | $6,984,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,984,000 | 4,389 |
| Securities issued by states & political subdivisions | $223,000 | 4,933 |
| 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 | $1,997,000 | 4,595 |
| Mortgage-backed securities | $4,985,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 3,056 |
| Issued or guaranteed by U.S. | $4,985,000 | 3,055 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $7,207,000 | 4,775 |
| Total debt securities | $7,207,000 | 5,094 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $500,000 | 1,145 |
| 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 | $7,236,000 | 5,171 |
| U.S. Government securities | $6,865,000 | 4,569 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,865,000 | 4,441 |
| Securities issued by states & political subdivisions | $371,000 | 4,877 |
| 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 | $2,023,000 | 4,609 |
| Mortgage-backed securities | $3,847,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $3,847,000 | 3,301 |
| Issued or guaranteed by U.S. | $3,847,000 | 3,298 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,236,000 | 4,824 |
| Total debt securities | $7,236,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $495,000 | 1,348 |
| 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 | $6,831,000 | 5,305 |
| U.S. Government securities | $6,457,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,457,000 | 4,598 |
| Securities issued by states & political subdivisions | $374,000 | 4,929 |
| 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 | $2,056,000 | 4,680 |
| Mortgage-backed securities | $2,938,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | $2,938,000 | 3,571 |
| Issued or guaranteed by U.S. | $2,938,000 | 3,567 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $6,831,000 | 4,947 |
| Total debt securities | $6,830,000 | 5,287 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $498,000 | 1,507 |
| 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 | $6,686,000 | 5,410 |
| U.S. Government securities | $6,315,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,315,000 | 4,743 |
| Securities issued by states & political subdivisions | $371,000 | 4,969 |
| 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 | $2,078,000 | 4,714 |
| Mortgage-backed securities | $3,038,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $3,038,000 | 3,626 |
| Issued or guaranteed by U.S. | $3,038,000 | 3,623 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $6,686,000 | 5,038 |
| Total debt securities | $6,686,000 | 5,389 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $491,000 | 1,665 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,207,000 | 5,629 |
| U.S. Government securities | $4,983,000 | 5,144 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,983,000 | 5,034 |
| Securities issued by states & political subdivisions | $224,000 | 5,075 |
| 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 | $1,660,000 | 4,898 |
| Mortgage-backed securities | $1,683,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 4,097 |
| Issued or guaranteed by U.S. | $1,683,000 | 4,090 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,207,000 | 5,262 |
| Total debt securities | $5,207,000 | 5,606 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| 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 | $3,256,000 | 5,936 |
| U.S. Government securities | $3,035,000 | 5,550 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,035,000 | 5,454 |
| Securities issued by states & political subdivisions | $221,000 | 5,156 |
| 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 | $2,224,000 | 4,804 |
| Mortgage-backed securities | $712,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $712,000 | 4,536 |
| Issued or guaranteed by U.S. | $712,000 | 4,529 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $3,256,000 | 5,546 |
| Total debt securities | $3,256,000 | 5,912 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $999,000 | 1,452 |
| 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 | $3,263,000 | 6,024 |
| U.S. Government securities | $3,039,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,039,000 | 5,544 |
| Securities issued by states & political subdivisions | $224,000 | 5,212 |
| 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 | $2,235,000 | 4,857 |
| Mortgage-backed securities | $766,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $766,000 | 4,603 |
| Issued or guaranteed by U.S. | $766,000 | 4,599 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $3,263,000 | 5,630 |
| Total debt securities | $3,263,000 | 6,000 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $972,000 | 1,657 |
| 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 | $3,415,000 | 6,071 |
| U.S. Government securities | $3,194,000 | 5,669 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,194,000 | 5,563 |
| Securities issued by states & political subdivisions | $221,000 | 5,269 |
| 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 | $2,299,000 | 4,873 |
| Mortgage-backed securities | $847,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $847,000 | 4,613 |
| Issued or guaranteed by U.S. | $847,000 | 4,610 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,415,000 | 5,670 |
| Total debt securities | $3,415,000 | 6,047 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $961,000 | 1,708 |
| 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 | $3,495,000 | 6,123 |
| U.S. Government securities | $3,272,000 | 5,693 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,272,000 | 5,596 |
| Securities issued by states & political subdivisions | $223,000 | 5,307 |
| 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 | $2,353,000 | 4,909 |
| Mortgage-backed securities | $950,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $950,000 | 4,608 |
| Issued or guaranteed by U.S. | $950,000 | 4,604 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,495,000 | 5,721 |
| Total debt securities | $3,495,000 | 6,095 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $951,000 | 1,726 |
| 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 | $3,622,000 | 6,160 |
| U.S. Government securities | $3,351,000 | 5,730 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,351,000 | 5,638 |
| Securities issued by states & political subdivisions | $271,000 | 5,321 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $1,034,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $1,034,000 | 4,592 |
| Issued or guaranteed by U.S. | $1,034,000 | 4,587 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,622,000 | 5,760 |
| Total debt securities | $3,622,000 | 6,132 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $927,000 | 1,728 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,682,000 | 6,230 |
| U.S. Government securities | $3,408,000 | 5,780 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,408,000 | 5,692 |
| Securities issued by states & political subdivisions | $274,000 | 5,359 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $1,109,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,601 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,682,000 | 5,837 |
| Total debt securities | $3,682,000 | 6,202 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $907,000 | 1,771 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,918,000 | 6,218 |
| U.S. Government securities | $3,647,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,647,000 | 5,650 |
| Securities issued by states & political subdivisions | $271,000 | 5,368 |
| 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 | $2,012,000 | 5,115 |
| Mortgage-backed securities | $1,181,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $1,181,000 | 4,560 |
| Issued or guaranteed by U.S. | $1,181,000 | 4,556 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,918,000 | 5,827 |
| Total debt securities | $3,919,000 | 6,186 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $962,000 | 1,688 |
| 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 | $9,559,000 | 5,600 |
| U.S. Government securities | $9,285,000 | 4,827 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,285,000 | 4,725 |
| Securities issued by states & political subdivisions | $274,000 | 5,383 |
| 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 | $8,518,000 | 3,568 |
| Mortgage-backed securities | $4,319,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,215,000 | 4,587 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,104,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $3,104,000 | 2,201 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,559,000 | 5,226 |
| Total debt securities | $9,558,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,000,000 | 1,653 |
| 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 | $7,578,000 | 5,849 |
| U.S. Government securities | $7,257,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,257,000 | 5,029 |
| Securities issued by states & political subdivisions | $321,000 | 5,390 |
| 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 | $4,706,000 | 4,360 |
| Mortgage-backed securities | $3,135,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $224,000 | 5,136 |
| Issued or guaranteed by U.S. | $224,000 | 5,132 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,911,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,911,000 | 2,315 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $7,578,000 | 5,473 |
| Total debt securities | $7,578,000 | 5,819 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $7,737,000 | 5,915 |
| U.S. Government securities | $7,412,000 | 5,208 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,412,000 | 5,114 |
| Securities issued by states & political subdivisions | $325,000 | 5,432 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,313,000 | 4,507 |
| Mortgage-backed securities | $3,198,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,205 |
| Issued or guaranteed by U.S. | $269,000 | 5,198 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,929,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $2,929,000 | 2,403 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,737,000 | 5,532 |
| Total debt securities | $7,736,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,187 |
| Fair value | $501,000 | 2,254 |
| 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 | $7,800,000 | 5,964 |
| U.S. Government securities | $7,478,000 | 5,314 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,478,000 | 5,212 |
| Securities issued by states & political subdivisions | $322,000 | 5,444 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,475,000 | 4,266 |
| Mortgage-backed securities | $3,227,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,214 |
| Issued or guaranteed by U.S. | $309,000 | 5,206 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,918,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $2,918,000 | 2,417 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,800,000 | 5,573 |
| Total debt securities | $7,791,000 | 5,941 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,443 |
| Fair value | $501,000 | 2,493 |
| 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 | $7,965,000 | 5,990 |
| U.S. Government securities | $7,626,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,626,000 | 5,287 |
| Securities issued by states & political subdivisions | $339,000 | 5,428 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,537,000 | 3,841 |
| Mortgage-backed securities | $3,381,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $355,000 | 5,206 |
| Issued or guaranteed by U.S. | $355,000 | 5,200 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,026,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $3,026,000 | 2,412 |
| 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) | $15,000 | 2,717 |
| Available-for-sale securities (fair market value) | $7,950,000 | 5,584 |
| Total debt securities | $7,957,000 | 5,966 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,676 |
| Fair value | $490,000 | 2,828 |
| 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 | $6,210,000 | 6,237 |
| U.S. Government securities | $5,874,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,874,000 | 5,576 |
| Securities issued by states & political subdivisions | $336,000 | 5,428 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,773,000 | 4,003 |
| Mortgage-backed securities | $3,369,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,150 |
| Issued or guaranteed by U.S. | $399,000 | 5,136 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,970,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $2,970,000 | 2,317 |
| 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) | $15,000 | 2,833 |
| Available-for-sale securities (fair market value) | $6,195,000 | 5,798 |
| Total debt securities | $6,211,000 | 6,205 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,002,000 | 2,220 |
| 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 | $8,332,000 | 5,967 |
| U.S. Government securities | $7,992,000 | 5,287 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,992,000 | 5,185 |
| Securities issued by states & political subdivisions | $340,000 | 5,428 |
| 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 | $7,107,000 | 3,691 |
| Mortgage-backed securities | $3,467,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $520,000 | 5,068 |
| Issued or guaranteed by U.S. | $520,000 | 5,053 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,947,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $2,947,000 | 2,291 |
| 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) | $15,000 | 2,869 |
| Available-for-sale securities (fair market value) | $8,317,000 | 5,532 |
| Total debt securities | $8,332,000 | 5,930 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 1,733 |
| Fair value | $2,007,000 | 1,765 |
| 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 | $7,495,000 | 6,169 |
| U.S. Government securities | $7,159,000 | 5,565 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,159,000 | 5,454 |
| Securities issued by states & political subdivisions | $336,000 | 5,420 |
| 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 | $7,155,000 | 3,742 |
| Mortgage-backed securities | $3,665,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,025 |
| Issued or guaranteed by U.S. | $605,000 | 5,013 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,060,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 2,227 |
| 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) | $15,000 | 2,921 |
| Available-for-sale securities (fair market value) | $7,480,000 | 5,730 |
| Total debt securities | $7,486,000 | 6,140 |
| Structured notes | ||
| Amortized cost | $2,007,000 | 1,941 |
| Fair value | $2,007,000 | 1,985 |
| 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 | $7,395,000 | 6,187 |
| U.S. Government securities | $7,046,000 | 5,583 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,046,000 | 5,467 |
| Securities issued by states & political subdivisions | $349,000 | 5,417 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,575,000 | 4,083 |
| Mortgage-backed securities | $3,607,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $676,000 | 4,952 |
| Issued or guaranteed by U.S. | $676,000 | 4,944 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,931,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $2,931,000 | 2,187 |
| 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) | $25,000 | 2,915 |
| Available-for-sale securities (fair market value) | $7,370,000 | 5,728 |
| Total debt securities | $7,393,000 | 6,158 |
| Structured notes | ||
| Amortized cost | $2,002,000 | 1,978 |
| Fair value | $2,003,000 | 2,004 |
| 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 | $5,662,000 | 6,419 |
| U.S. Government securities | $5,016,000 | 5,912 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,016,000 | 5,780 |
| Securities issued by states & political subdivisions | $646,000 | 5,167 |
| 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 | $4,273,000 | 4,418 |
| Mortgage-backed securities | $3,616,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $673,000 | 4,890 |
| Issued or guaranteed by U.S. | $673,000 | 4,882 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,943,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $2,943,000 | 2,123 |
| 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) | $25,000 | 2,942 |
| Available-for-sale securities (fair market value) | $5,637,000 | 5,931 |
| Total debt securities | $5,662,000 | 6,386 |
| 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 | $5,950,000 | 6,381 |
| U.S. Government securities | $5,300,000 | 5,842 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,300,000 | 5,715 |
| Securities issued by states & political subdivisions | $650,000 | 5,095 |
| 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 | $3,696,000 | 4,656 |
| Mortgage-backed securities | $3,771,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $749,000 | 4,861 |
| Issued or guaranteed by U.S. | $749,000 | 4,853 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,022,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $3,022,000 | 2,071 |
| 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) | $25,000 | 3,018 |
| Available-for-sale securities (fair market value) | $5,925,000 | 5,885 |
| Total debt securities | $5,948,000 | 6,340 |
| 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 | $4,398,000 | 6,746 |
| U.S. Government securities | $2,117,000 | 6,807 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,117,000 | 6,690 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,181 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,000 | 5,414 |
| Mortgage-backed securities | $2,117,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $886,000 | 4,824 |
| Issued or guaranteed by U.S. | $886,000 | 4,817 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,231,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,499 |
| 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) | $25,000 | 3,091 |
| Available-for-sale securities (fair market value) | $4,373,000 | 6,240 |
| Total debt securities | $4,395,000 | 6,701 |
| 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 | $5,605,000 | 6,612 |
| U.S. Government securities | $3,311,000 | 6,586 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,311,000 | 6,478 |
| Securities issued by states & political subdivisions | $2,294,000 | 4,163 |
| 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 | $702,000 | 5,989 |
| Mortgage-backed securities | $2,311,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $975,000 | 4,900 |
| Issued or guaranteed by U.S. | $975,000 | 4,891 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,336,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $1,336,000 | 2,410 |
| 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) | $35,000 | 3,119 |
| Available-for-sale securities (fair market value) | $5,570,000 | 6,094 |
| Total debt securities | $5,605,000 | 6,570 |
| 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 | $5,904,000 | 6,558 |
| U.S. Government securities | $3,565,000 | 6,514 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,565,000 | 6,420 |
| Securities issued by states & political subdivisions | $2,339,000 | 4,168 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,000 | 5,598 |
| Mortgage-backed securities | $2,582,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,899 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,889 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,473,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $1,473,000 | 2,339 |
| 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) | $35,000 | 3,179 |
| Available-for-sale securities (fair market value) | $5,869,000 | 6,035 |
| Total debt securities | $5,901,000 | 6,522 |
| 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 | $6,233,000 | 6,550 |
| U.S. Government securities | $3,882,000 | 6,474 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,882,000 | 6,379 |
| Securities issued by states & political subdivisions | $2,351,000 | 4,200 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,233,000 | 4,058 |
| Mortgage-backed securities | $2,903,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $1,353,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,353,000 | 4,872 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,550,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,285 |
| 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) | $35,000 | 3,271 |
| Available-for-sale securities (fair market value) | $6,198,000 | 6,024 |
| Total debt securities | $6,229,000 | 6,510 |
| 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 | $6,513,000 | 6,499 |
| U.S. Government securities | $4,226,000 | 6,377 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,226,000 | 6,286 |
| Securities issued by states & political subdivisions | $2,287,000 | 4,211 |
| 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 | $4,264,000 | 4,627 |
| Mortgage-backed securities | $3,269,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,609,000 | 4,824 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,660,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $1,660,000 | 2,241 |
| 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) | $35,000 | 3,317 |
| Available-for-sale securities (fair market value) | $6,478,000 | 5,998 |
| Total debt securities | $6,511,000 | 6,454 |
| 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 | $7,220,000 | 6,405 |
| U.S. Government securities | $4,938,000 | 6,306 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,938,000 | 6,222 |
| Securities issued by states & political subdivisions | $2,282,000 | 4,127 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,223,000 | 5,894 |
| Mortgage-backed securities | $3,940,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 4,699 |
| Issued or guaranteed by U.S. | $2,113,000 | 4,686 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,827,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $1,827,000 | 2,189 |
| 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) | $55,000 | 3,305 |
| Available-for-sale securities (fair market value) | $7,165,000 | 5,886 |
| Total debt securities | $7,219,000 | 6,361 |
| 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 | $7,769,000 | 6,347 |
| U.S. Government securities | $4,078,000 | 6,673 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,078,000 | 6,574 |
| Securities issued by states & political subdivisions | $3,691,000 | 3,522 |
| 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 | $6,497,000 | 4,131 |
| Mortgage-backed securities | $2,077,000 | 5,170 |
| Certificates of participation in pools of residential mortgages | $209,000 | 5,765 |
| Issued or guaranteed by U.S. | $209,000 | 5,744 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,868,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,868,000 | 2,161 |
| 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) | $55,000 | 3,325 |
| Available-for-sale securities (fair market value) | $7,714,000 | 5,824 |
| Total debt securities | $7,767,000 | 6,311 |
| 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 | $7,069,000 | 6,472 |
| U.S. Government securities | $5,022,000 | 6,377 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,022,000 | 6,284 |
| Securities issued by states & political subdivisions | $2,047,000 | 4,177 |
| 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 | $6,024,000 | 4,244 |
| Mortgage-backed securities | $2,102,000 | 5,108 |
| Certificates of participation in pools of residential mortgages | $214,000 | 5,760 |
| Issued or guaranteed by U.S. | $214,000 | 5,742 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,888,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 2,068 |
| 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) | $55,000 | 3,356 |
| Available-for-sale securities (fair market value) | $7,014,000 | 5,916 |
| Total debt securities | $7,066,000 | 6,430 |
| 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 | $7,743,000 | 6,376 |
| U.S. Government securities | $5,710,000 | 6,226 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,710,000 | 6,145 |
| Securities issued by states & political subdivisions | $2,033,000 | 4,229 |
| 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 | $6,231,000 | 4,176 |
| Mortgage-backed securities | $2,187,000 | 5,083 |
| Certificates of participation in pools of residential mortgages | $219,000 | 5,779 |
| Issued or guaranteed by U.S. | $219,000 | 5,755 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,968,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,968,000 | 2,047 |
| 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) | $55,000 | 3,375 |
| Available-for-sale securities (fair market value) | $7,688,000 | 5,830 |
| Total debt securities | $7,742,000 | 6,318 |
| Structured notes | ||
| Amortized cost | $555,000 | 1,332 |
| Fair value | $548,000 | 1,339 |
| 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 | $7,515,000 | 6,447 |
| U.S. Government securities | $5,240,000 | 6,400 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,240,000 | 6,308 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,122 |
| 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 | $2,871,000 | 5,242 |
| Mortgage-backed securities | $231,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,754 |
| Issued or guaranteed by U.S. | $231,000 | 5,723 |
| 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) | $60,000 | 3,408 |
| Available-for-sale securities (fair market value) | $7,455,000 | 5,899 |
| Total debt securities | $7,512,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,050 |
| Fair value | $1,007,000 | 1,111 |
| 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 | $8,036,000 | 6,423 |
| U.S. Government securities | $6,585,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,585,000 | 6,014 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,566 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,242,000 | 6,039 |
| Mortgage-backed securities | $234,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,637 |
| Issued or guaranteed by U.S. | $234,000 | 5,615 |
| 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) | $60,000 | 3,467 |
| Available-for-sale securities (fair market value) | $7,976,000 | 5,835 |
| Total debt securities | $8,033,000 | 6,361 |
| Structured notes | ||
| Amortized cost | $2,373,000 | 946 |
| Fair value | $2,358,000 | 943 |
| 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 | $7,895,000 | 6,511 |
| U.S. Government securities | $6,448,000 | 6,261 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,448,000 | 6,151 |
| Securities issued by states & political subdivisions | $1,447,000 | 4,577 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,242,000 | 6,062 |
| Mortgage-backed securities | $251,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $251,000 | 5,553 |
| Issued or guaranteed by U.S. | $251,000 | 5,531 |
| 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) | $60,000 | 3,529 |
| Available-for-sale securities (fair market value) | $7,835,000 | 5,907 |
| Total debt securities | $7,894,000 | 6,454 |
| Structured notes | ||
| Amortized cost | $2,373,000 | 1,131 |
| Fair value | $2,318,000 | 1,139 |
| 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 | $8,058,000 | 6,487 |
| U.S. Government securities | $6,348,000 | 6,335 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,348,000 | 6,218 |
| Securities issued by states & political subdivisions | $1,710,000 | 4,433 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,207,000 | 6,127 |
| Mortgage-backed securities | $257,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,560 |
| Issued or guaranteed by U.S. | $257,000 | 5,540 |
| 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) | $60,000 | 3,571 |
| Available-for-sale securities (fair market value) | $7,998,000 | 5,864 |
| Total debt securities | $8,056,000 | 6,430 |
| Structured notes | ||
| Amortized cost | $2,372,000 | 1,201 |
| Fair value | $2,282,000 | 1,212 |
| 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 | $8,245,000 | 6,476 |
| U.S. Government securities | $6,509,000 | 6,316 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,509,000 | 6,185 |
| Securities issued by states & political subdivisions | $1,736,000 | 4,438 |
| 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 | $1,226,000 | 6,126 |
| Mortgage-backed securities | $269,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,550 |
| Issued or guaranteed by U.S. | $269,000 | 5,527 |
| 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) | $70,000 | 3,623 |
| Available-for-sale securities (fair market value) | $8,175,000 | 5,837 |
| Total debt securities | $8,241,000 | 6,418 |
| Structured notes | ||
| Amortized cost | $2,371,000 | 1,249 |
| Fair value | $2,323,000 | 1,256 |
| 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 | $9,100,000 | 6,355 |
| U.S. Government securities | $7,360,000 | 6,108 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,360,000 | 5,982 |
| Securities issued by states & political subdivisions | $1,740,000 | 4,446 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,579,000 | 5,500 |
| Mortgage-backed securities | $277,000 | 5,909 |
| Certificates of participation in pools of residential mortgages | $277,000 | 5,541 |
| Issued or guaranteed by U.S. | $277,000 | 5,519 |
| 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) | $70,000 | 3,709 |
| Available-for-sale securities (fair market value) | $9,030,000 | 5,722 |
| Total debt securities | $9,097,000 | 6,301 |
| Structured notes | ||
| Amortized cost | $2,370,000 | 1,321 |
| Fair value | $2,302,000 | 1,336 |
| 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 | $9,074,000 | 6,406 |
| U.S. Government securities | $7,332,000 | 6,173 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,332,000 | 6,046 |
| Securities issued by states & political subdivisions | $1,742,000 | 4,468 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,231,000 | 5,682 |
| Mortgage-backed securities | $303,000 | 5,905 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,530 |
| Issued or guaranteed by U.S. | $303,000 | 5,503 |
| 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) | $70,000 | 3,793 |
| Available-for-sale securities (fair market value) | $9,004,000 | 5,734 |
| Total debt securities | $9,071,000 | 6,343 |
| Structured notes | ||
| Amortized cost | $2,369,000 | 1,400 |
| Fair value | $2,282,000 | 1,420 |
| 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 | $8,918,000 | 6,474 |
| U.S. Government securities | $7,183,000 | 6,221 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,183,000 | 6,090 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,467 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,212,000 | 5,695 |
| Mortgage-backed securities | $312,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,555 |
| Issued or guaranteed by U.S. | $312,000 | 5,530 |
| 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) | $70,000 | 3,848 |
| Available-for-sale securities (fair market value) | $8,848,000 | 5,784 |
| Total debt securities | $8,915,000 | 6,413 |
| Structured notes | ||
| Amortized cost | $2,369,000 | 1,462 |
| Fair value | $2,228,000 | 1,473 |
| 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 | $9,152,000 | 6,488 |
| U.S. Government securities | $7,394,000 | 6,233 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,394,000 | 6,088 |
| Securities issued by states & political subdivisions | $1,758,000 | 4,486 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 5,865 |
| Mortgage-backed securities | $336,000 | 5,938 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,542 |
| Issued or guaranteed by U.S. | $336,000 | 5,519 |
| 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) | $80,000 | 3,893 |
| Available-for-sale securities (fair market value) | $9,072,000 | 5,791 |
| Total debt securities | $9,151,000 | 6,425 |
| Structured notes | ||
| Amortized cost | $2,369,000 | 1,476 |
| Fair value | $2,279,000 | 1,483 |
| 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 | $9,348,000 | 6,486 |
| U.S. Government securities | $7,449,000 | 6,215 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,449,000 | 6,079 |
| Securities issued by states & political subdivisions | $1,899,000 | 4,425 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,882,000 | 5,938 |
| Mortgage-backed securities | $358,000 | 5,977 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,560 |
| Issued or guaranteed by U.S. | $358,000 | 5,534 |
| 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) | $182,000 | 3,790 |
| Available-for-sale securities (fair market value) | $9,166,000 | 5,788 |
| Total debt securities | $9,345,000 | 6,424 |
| Structured notes | ||
| Amortized cost | $2,369,000 | 1,468 |
| Fair value | $2,297,000 | 1,473 |
| 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 | $9,456,000 | 6,449 |
| U.S. Government securities | $7,548,000 | 6,198 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,548,000 | 6,068 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,427 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,924,000 | 5,916 |
| Mortgage-backed securities | $382,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,570 |
| Issued or guaranteed by U.S. | $382,000 | 5,550 |
| 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) | $178,000 | 3,856 |
| Available-for-sale securities (fair market value) | $9,278,000 | 5,763 |
| Total debt securities | $9,455,000 | 6,391 |
| Structured notes | ||
| Amortized cost | $2,369,000 | 1,445 |
| Fair value | $2,324,000 | 1,450 |
| 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 | $9,576,000 | 6,455 |
| U.S. Government securities | $7,654,000 | 6,220 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,654,000 | 6,083 |
| Securities issued by states & political subdivisions | $1,922,000 | 4,399 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,000 | 5,894 |
| Mortgage-backed securities | $420,000 | 6,010 |
| Certificates of participation in pools of residential mortgages | $420,000 | 5,579 |
| Issued or guaranteed by U.S. | $420,000 | 5,553 |
| 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) | $178,000 | 3,900 |
| Available-for-sale securities (fair market value) | $9,398,000 | 5,756 |
| Total debt securities | $9,575,000 | 6,395 |
| Structured notes | ||
| Amortized cost | $2,368,000 | 1,444 |
| Fair value | $2,342,000 | 1,446 |
| 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 | $9,606,000 | 6,527 |
| U.S. Government securities | $7,579,000 | 6,304 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,579,000 | 6,162 |
| Securities issued by states & political subdivisions | $2,027,000 | 4,334 |
| 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 | $2,001,000 | 5,894 |
| Mortgage-backed securities | $1,254,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,905 |
| Issued or guaranteed by U.S. | $1,254,000 | 4,892 |
| 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) | $183,000 | 3,958 |
| Available-for-sale securities (fair market value) | $9,423,000 | 5,814 |
| Total debt securities | $9,605,000 | 6,464 |
| Structured notes | ||
| Amortized cost | $1,555,000 | 1,741 |
| Fair value | $1,504,000 | 1,746 |
| 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 | $9,869,000 | 6,500 |
| U.S. Government securities | $7,787,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,787,000 | 6,097 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,301 |
| 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 | $1,513,000 | 6,142 |
| Mortgage-backed securities | $1,376,000 | 5,413 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,861 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,847 |
| 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) | $183,000 | 4,009 |
| Available-for-sale securities (fair market value) | $9,686,000 | 5,779 |
| Total debt securities | $9,866,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $1,555,000 | 1,709 |
| Fair value | $1,530,000 | 1,713 |
| 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 | $9,963,000 | 6,509 |
| U.S. Government securities | $7,871,000 | 6,246 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,871,000 | 6,095 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,304 |
| 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 | $1,077,000 | 6,459 |
| Mortgage-backed securities | $1,425,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $1,425,000 | 4,840 |
| Issued or guaranteed by U.S. | $1,425,000 | 4,830 |
| 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) | $183,000 | 4,061 |
| Available-for-sale securities (fair market value) | $9,780,000 | 5,802 |
| Total debt securities | $9,962,000 | 6,443 |
| Structured notes | ||
| Amortized cost | $1,555,000 | 1,704 |
| Fair value | $1,535,000 | 1,711 |
| 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 | $9,845,000 | 6,612 |
| U.S. Government securities | $7,806,000 | 6,351 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,806,000 | 6,186 |
| Securities issued by states & political subdivisions | $2,039,000 | 4,330 |
| 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 | $3,056,000 | 5,378 |
| Mortgage-backed securities | $1,598,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $1,598,000 | 4,799 |
| Issued or guaranteed by U.S. | $1,598,000 | 4,786 |
| 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) | $183,000 | 4,120 |
| Available-for-sale securities (fair market value) | $9,662,000 | 5,881 |
| Total debt securities | $9,842,000 | 6,535 |
| Structured notes | ||
| Amortized cost | $1,555,000 | 1,685 |
| Fair value | $1,474,000 | 1,750 |
| 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 | $10,441,000 | 6,480 |
| U.S. Government securities | $8,306,000 | 6,160 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,306,000 | 5,999 |
| Securities issued by states & political subdivisions | $2,135,000 | 4,268 |
| 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 | $3,336,000 | 5,177 |
| Mortgage-backed securities | $1,820,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,692 |
| 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) | $188,000 | 4,158 |
| Available-for-sale securities (fair market value) | $10,253,000 | 5,773 |
| Total debt securities | $10,433,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $1,555,000 | 1,493 |
| Fair value | $1,535,000 | 1,499 |
| 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 | $11,339,000 | 6,332 |
| U.S. Government securities | $9,221,000 | 5,984 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,221,000 | 5,814 |
| Securities issued by states & political subdivisions | $2,118,000 | 4,320 |
| 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 | $3,347,000 | 5,149 |
| Mortgage-backed securities | $1,935,000 | 5,218 |
| Certificates of participation in pools of residential mortgages | $1,935,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,935,000 | 4,625 |
| 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) | $188,000 | 4,220 |
| Available-for-sale securities (fair market value) | $11,151,000 | 5,633 |
| Total debt securities | $11,336,000 | 6,248 |
| Structured notes | ||
| Amortized cost | $1,558,000 | 1,363 |
| Fair value | $1,515,000 | 1,375 |
| 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 | $11,711,000 | 6,184 |
| U.S. Government securities | $9,609,000 | 5,712 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,609,000 | 5,547 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,343 |
| 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 | $3,626,000 | 4,988 |
| Mortgage-backed securities | $2,362,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 4,402 |
| Issued or guaranteed by U.S. | $2,362,000 | 4,381 |
| 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) | $188,000 | 4,243 |
| Available-for-sale securities (fair market value) | $11,523,000 | 5,501 |
| Total debt securities | $11,711,000 | 6,096 |
| Structured notes | ||
| Amortized cost | $1,562,000 | 1,179 |
| Fair value | $1,504,000 | 1,214 |
| 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 | $13,027,000 | 5,858 |
| U.S. Government securities | $10,864,000 | 5,350 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,864,000 | 5,183 |
| Securities issued by states & political subdivisions | $2,163,000 | 4,268 |
| 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 | $4,348,000 | 4,650 |
| Mortgage-backed securities | $3,292,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $3,292,000 | 4,022 |
| Issued or guaranteed by U.S. | $3,292,000 | 4,010 |
| 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) | $188,000 | 4,293 |
| Available-for-sale securities (fair market value) | $12,839,000 | 5,170 |
| Total debt securities | $13,024,000 | 5,768 |
| Structured notes | ||
| Amortized cost | $1,570,000 | 994 |
| Fair value | $1,571,000 | 996 |
| 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 | $12,157,000 | 6,055 |
| U.S. Government securities | $10,024,000 | 5,572 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,024,000 | 5,392 |
| Securities issued by states & political subdivisions | $2,133,000 | 4,202 |
| 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 | $5,216,000 | 4,344 |
| Mortgage-backed securities | $7,137,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $7,137,000 | 2,856 |
| Issued or guaranteed by U.S. | $7,137,000 | 2,846 |
| 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) | $203,000 | 4,326 |
| Available-for-sale securities (fair market value) | $11,954,000 | 5,331 |
| Total debt securities | $12,155,000 | 5,954 |
| 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 | $10,634,000 | 6,378 |
| U.S. Government securities | $8,503,000 | 6,022 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,503,000 | 5,819 |
| Securities issued by states & political subdivisions | $2,131,000 | 4,212 |
| 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 | $5,599,000 | 4,198 |
| Mortgage-backed securities | $8,232,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $8,232,000 | 2,614 |
| Issued or guaranteed by U.S. | $8,232,000 | 2,601 |
| 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) | $203,000 | 4,403 |
| Available-for-sale securities (fair market value) | $10,431,000 | 5,625 |
| Total debt securities | $10,631,000 | 6,276 |
| 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 | $11,670,000 | 6,095 |
| U.S. Government securities | $9,597,000 | 5,615 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,597,000 | 5,380 |
| Securities issued by states & political subdivisions | $2,073,000 | 4,280 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,616,000 | 5,562 |
| Mortgage-backed securities | $7,742,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $5,761,000 | 2,943 |
| Issued or guaranteed by U.S. | $5,761,000 | 2,926 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,981,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 2,581 |
| 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) | $213,000 | 4,641 |
| Available-for-sale securities (fair market value) | $11,457,000 | 5,266 |
| Total debt securities | $11,670,000 | 6,005 |
| 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 | $13,016,000 | 5,991 |
| U.S. Government securities | $10,619,000 | 5,656 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,619,000 | 5,342 |
| Securities issued by states & political subdivisions | $2,195,000 | 4,247 |
| 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 | $202,000 | 5,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,646,000 | 5,893 |
| Mortgage-backed securities | $7,201,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | $4,921,000 | 2,652 |
| Issued or guaranteed by U.S. | $4,921,000 | 2,634 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,280,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $2,280,000 | 2,038 |
| 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) | $304,000 | 5,140 |
| Available-for-sale securities (fair market value) | $12,712,000 | 5,073 |
| Total debt securities | $12,814,000 | 5,917 |
| 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 | $9,217,000 | 7,314 |
| U.S. Government securities | $6,696,000 | 7,294 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,696,000 | 6,774 |
| Securities issued by states & political subdivisions | $2,319,000 | 4,369 |
| 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 | $202,000 | 5,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,658,000 | 6,605 |
| Mortgage-backed securities | $4,384,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $3,397,000 | 3,409 |
| Issued or guaranteed by U.S. | $3,397,000 | 3,397 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $987,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,875 |
| 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) | $308,000 | 5,560 |
| Available-for-sale securities (fair market value) | $8,909,000 | 6,181 |
| Total debt securities | $9,015,000 | 7,255 |
| 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 | $6,862,000 | 8,066 |
| U.S. Government securities | $5,154,000 | 7,959 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,154,000 | 7,136 |
| Securities issued by states & political subdivisions | $1,658,000 | 5,044 |
| 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 | $50,000 | 7,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,183,000 | 4,709 |
| Mortgage-backed securities | $1,929,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,929,000 | 4,433 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $318,000 | 6,091 |
| Available-for-sale securities (fair market value) | $6,544,000 | 6,816 |
| Total debt securities | $6,812,000 | 7,960 |
| 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 | $6,947,000 | 8,471 |
| U.S. Government securities | $6,016,000 | 8,081 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $6,016,000 | 6,807 |
| Securities issued by states & political subdivisions | $881,000 | 6,032 |
| 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 | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,523,000 | 4,731 |
| Mortgage-backed securities | $400,000 | 7,179 |
| Certificates of participation in pools of residential mortgages | $400,000 | 6,387 |
| Issued or guaranteed by U.S. | $400,000 | 6,365 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $318,000 | 6,937 |
| Available-for-sale securities (fair market value) | $6,629,000 | 6,831 |
| Total debt securities | $6,897,000 | 8,357 |
| 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 | $5,182,000 | 9,701 |
| U.S. Government securities | $4,301,000 | 9,518 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $4,301,000 | 8,041 |
| Securities issued by states & political subdivisions | $831,000 | 6,387 |
| 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 | $50,000 | 7,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,246,000 | 5,665 |
| Mortgage-backed securities | $134,000 | 8,364 |
| Certificates of participation in pools of residential mortgages | $134,000 | 7,714 |
| Issued or guaranteed by U.S. | $134,000 | 7,695 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $295,000 | 7,632 |
| Available-for-sale securities (fair market value) | $4,887,000 | 7,826 |
| Total debt securities | $5,132,000 | 9,608 |
| 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 | $5,338,000 | 10,054 |
| U.S. Government securities | $4,152,000 | 9,986 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,152,000 | 8,228 |
| Securities issued by states & political subdivisions | $1,136,000 | 6,113 |
| 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 | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,322,000 | 6,549 |
| Mortgage-backed securities | $2,729,000 | 5,711 |
| Certificates of participation in pools of residential mortgages | $2,298,000 | 4,670 |
| Issued or guaranteed by U.S. | $2,298,000 | 4,643 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $431,000 | 5,032 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 4,842 |
| 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) | $295,000 | 8,036 |
| Available-for-sale securities (fair market value) | $5,043,000 | 8,004 |
| Total debt securities | $5,288,000 | 9,971 |
| Structured notes | ||
| Amortized cost | $885,000 | 2,999 |
| Fair value | $906,000 | 2,939 |
| 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 | $4,782,000 | 10,965 |
| U.S. Government securities | $3,317,000 | 11,070 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,317,000 | 8,848 |
| Securities issued by states & political subdivisions | $1,415,000 | 5,961 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,760,000 | 6,287 |
| Mortgage-backed securities | $2,529,000 | 6,202 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 6,405 |
| Issued or guaranteed by U.S. | $1,013,000 | 6,379 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,516,000 | 4,023 |
| CMOs issued by government agencies or sponsored agencies | $1,516,000 | 3,841 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $295,000 | 11,254 |
| Available-for-sale securities (fair market value) | $4,487,000 | 7,171 |
| Total debt securities | $4,732,000 | 10,878 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,817,000 | 11,381 |
| U.S. Government securities | $3,295,000 | 11,490 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $3,295,000 | 9,135 |
| Securities issued by states & political subdivisions | $1,472,000 | 6,054 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,000 | 9,278 |
| Mortgage-backed securities | $3,295,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 6,649 |
| Issued or guaranteed by U.S. | $1,280,000 | 6,601 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,015,000 | 4,021 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 3,834 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,767,000 | 11,261 |
| 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 | $3,344,000 | 12,421 |
| U.S. Government securities | $1,887,000 | 12,778 |
| U.S. Treasury securities | $296,000 | 11,738 |
| U.S. Government agency obligations | $1,591,000 | 10,918 |
| Securities issued by states & political subdivisions | $1,407,000 | 5,840 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,000 | 9,439 |
| Mortgage-backed securities | $942,000 | 9,033 |
| Certificates of participation in pools of residential mortgages | $123,000 | 9,709 |
| Issued or guaranteed by U.S. | $123,000 | 9,635 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $819,000 | 5,354 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 4,959 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,294,000 | 12,326 |
| 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 |