Home > Farmers & Merchants Bank > Securities
Farmers & Merchants Bank, Securities
| 2024-03-31 | Rank | |
| Total securities | $359,024,000 | 581 |
| U.S. Government securities | $291,786,000 | 474 |
| U.S. Treasury securities | $27,931,000 | 694 |
| U.S. Government agency obligations | $263,855,000 | 472 |
| Securities issued by states & political subdivisions | $38,650,000 | 1,092 |
| Other domestic debt securities | $28,588,000 | 570 |
| Privately issued residential mortgage-backed securities | $1,331,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $27,257,000 | 308 |
| 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 | $207,163,000 | 494 |
| Mortgage-backed securities | $140,436,000 | 589 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,907,000 | 610 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,198,000 | 347 |
| Privately issued | $1,331,000 | 359 |
| 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) | $359,024,000 | 481 |
| Total debt securities | $359,025,000 | 567 |
| 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 | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $368,674,000 | 566 |
| U.S. Government securities | $301,272,000 | 467 |
| U.S. Treasury securities | $32,881,000 | 646 |
| U.S. Government agency obligations | $268,391,000 | 457 |
| Securities issued by states & political subdivisions | $38,761,000 | 1,110 |
| Other domestic debt securities | $28,641,000 | 588 |
| Privately issued residential mortgage-backed securities | $1,385,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $27,256,000 | 319 |
| 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 | $215,553,000 | 487 |
| Mortgage-backed securities | $145,072,000 | 576 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $78,846,000 | 597 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,841,000 | 334 |
| Privately issued | $1,385,000 | 365 |
| 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) | $368,674,000 | 472 |
| Total debt securities | $368,674,000 | 557 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $372,465,000 | 559 |
| U.S. Government securities | $309,048,000 | 468 |
| U.S. Treasury securities | $37,131,000 | 622 |
| U.S. Government agency obligations | $271,917,000 | 452 |
| Securities issued by states & political subdivisions | $36,323,000 | 1,156 |
| Other domestic debt securities | $27,094,000 | 603 |
| Privately issued residential mortgage-backed securities | $1,417,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $25,677,000 | 343 |
| 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 | $190,194,000 | 518 |
| Mortgage-backed securities | $141,720,000 | 578 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $76,661,000 | 606 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,642,000 | 334 |
| Privately issued | $1,417,000 | 356 |
| 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) | $125,000 | 1,702 |
| Available-for-sale securities (fair market value) | $372,340,000 | 462 |
| Total debt securities | $372,466,000 | 550 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $384,776,000 | 558 |
| U.S. Government securities | $318,229,000 | 452 |
| U.S. Treasury securities | $37,178,000 | 629 |
| U.S. Government agency obligations | $281,051,000 | 442 |
| Securities issued by states & political subdivisions | $38,986,000 | 1,140 |
| Other domestic debt securities | $27,561,000 | 599 |
| Privately issued residential mortgage-backed securities | $1,470,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $26,091,000 | 338 |
| 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 | $197,406,000 | 502 |
| Mortgage-backed securities | $150,939,000 | 561 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,984,000 | 588 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $67,485,000 | 325 |
| Privately issued | $1,470,000 | 349 |
| 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) | $125,000 | 1,716 |
| Available-for-sale securities (fair market value) | $384,651,000 | 460 |
| Total debt securities | $384,776,000 | 545 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $388,373,000 | 581 |
| U.S. Government securities | $321,878,000 | 473 |
| U.S. Treasury securities | $37,327,000 | 664 |
| U.S. Government agency obligations | $284,551,000 | 431 |
| Securities issued by states & political subdivisions | $38,979,000 | 1,177 |
| Other domestic debt securities | $27,516,000 | 627 |
| Privately issued residential mortgage-backed securities | $1,495,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $26,021,000 | 357 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $154,546,000 | 582 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,780,000 | 610 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,271,000 | 340 |
| Privately issued | $1,495,000 | 359 |
| 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) | $125,000 | 1,771 |
| Available-for-sale securities (fair market value) | $388,248,000 | 481 |
| Total debt securities | $388,373,000 | 571 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $392,220,000 | 584 |
| U.S. Government securities | $321,872,000 | 473 |
| U.S. Treasury securities | $36,769,000 | 712 |
| U.S. Government agency obligations | $285,103,000 | 429 |
| Securities issued by states & political subdivisions | $42,198,000 | 1,129 |
| Other domestic debt securities | $28,150,000 | 633 |
| Privately issued residential mortgage-backed securities | $1,519,000 | 495 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $26,631,000 | 357 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $156,873,000 | 585 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $85,086,000 | 608 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,268,000 | 337 |
| Privately issued | $1,519,000 | 356 |
| 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) | $125,000 | 1,789 |
| Available-for-sale securities (fair market value) | $392,095,000 | 481 |
| Total debt securities | $392,220,000 | 571 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $430,585,000 | 544 |
| U.S. Government securities | $359,789,000 | 433 |
| U.S. Treasury securities | $46,011,000 | 605 |
| U.S. Government agency obligations | $313,778,000 | 398 |
| Securities issued by states & political subdivisions | $41,835,000 | 1,138 |
| Other domestic debt securities | $28,961,000 | 598 |
| Privately issued residential mortgage-backed securities | $1,634,000 | 480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $27,327,000 | 349 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $162,702,000 | 574 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $87,770,000 | 607 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $73,298,000 | 332 |
| Privately issued | $1,634,000 | 356 |
| 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) | $125,000 | 1,779 |
| Available-for-sale securities (fair market value) | $430,460,000 | 446 |
| Total debt securities | $430,585,000 | 535 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $446,948,000 | 537 |
| U.S. Government securities | $372,344,000 | 434 |
| U.S. Treasury securities | $46,862,000 | 580 |
| U.S. Government agency obligations | $325,482,000 | 409 |
| Securities issued by states & political subdivisions | $43,686,000 | 1,145 |
| Other domestic debt securities | $30,918,000 | 535 |
| Privately issued residential mortgage-backed securities | $1,697,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $29,221,000 | 337 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $171,030,000 | 569 |
| Certificates of participation in pools of residential mortgages | $92,143,000 | 607 |
| Issued or guaranteed by U.S. | $92,143,000 | 601 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $78,887,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $77,190,000 | 327 |
| Privately issued | $1,697,000 | 348 |
| 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) | $125,000 | 1,716 |
| Available-for-sale securities (fair market value) | $446,823,000 | 454 |
| Total debt securities | $446,947,000 | 527 |
| Structured notes | ||
| Amortized cost | $8,300,000 | 239 |
| Fair value | $8,022,000 | 230 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $461,947,000 | 512 |
| U.S. Government securities | $397,358,000 | 403 |
| U.S. Treasury securities | $42,993,000 | 536 |
| U.S. Government agency obligations | $354,365,000 | 380 |
| Securities issued by states & political subdivisions | $32,674,000 | 1,484 |
| Other domestic debt securities | $31,915,000 | 513 |
| Privately issued residential mortgage-backed securities | $1,769,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $30,146,000 | 321 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $197,594,000 | 528 |
| Certificates of participation in pools of residential mortgages | $101,598,000 | 573 |
| Issued or guaranteed by U.S. | $101,598,000 | 568 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $95,996,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $94,227,000 | 293 |
| Privately issued | $1,769,000 | 326 |
| 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) | $125,000 | 1,638 |
| Available-for-sale securities (fair market value) | $461,822,000 | 441 |
| Total debt securities | $461,948,000 | 506 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $404,007,000 | 559 |
| U.S. Government securities | $345,163,000 | 446 |
| U.S. Treasury securities | $29,606,000 | 528 |
| U.S. Government agency obligations | $315,557,000 | 421 |
| Securities issued by states & political subdivisions | $34,336,000 | 1,472 |
| Other domestic debt securities | $24,508,000 | 582 |
| Privately issued residential mortgage-backed securities | $1,806,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $22,702,000 | 376 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $183,649,000 | 538 |
| Certificates of participation in pools of residential mortgages | $89,256,000 | 631 |
| Issued or guaranteed by U.S. | $89,256,000 | 621 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $94,393,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $92,587,000 | 296 |
| Privately issued | $1,806,000 | 284 |
| 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) | $125,000 | 1,559 |
| Available-for-sale securities (fair market value) | $403,882,000 | 497 |
| Total debt securities | $404,008,000 | 548 |
| Structured notes | ||
| Amortized cost | $19,050,000 | 84 |
| Fair value | $19,098,000 | 84 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $271,570,000 | 751 |
| U.S. Government securities | $221,834,000 | 584 |
| U.S. Treasury securities | $29,619,000 | 423 |
| U.S. Government agency obligations | $192,215,000 | 602 |
| Securities issued by states & political subdivisions | $30,294,000 | 1,574 |
| Other domestic debt securities | $19,442,000 | 631 |
| Privately issued residential mortgage-backed securities | $1,841,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $17,601,000 | 428 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $139,082,000 | 659 |
| Certificates of participation in pools of residential mortgages | $42,312,000 | 1,056 |
| Issued or guaranteed by U.S. | $42,312,000 | 1,034 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $96,770,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $94,929,000 | 288 |
| Privately issued | $1,841,000 | 252 |
| 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) | $125,000 | 1,580 |
| Available-for-sale securities (fair market value) | $271,445,000 | 683 |
| Total debt securities | $271,571,000 | 743 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 88 |
| Fair value | $12,989,000 | 87 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $188,779,000 | 989 |
| U.S. Government securities | $143,791,000 | 791 |
| U.S. Treasury securities | $29,531,000 | 363 |
| U.S. Government agency obligations | $114,260,000 | 862 |
| Securities issued by states & political subdivisions | $29,332,000 | 1,565 |
| Other domestic debt securities | $15,656,000 | 675 |
| Privately issued residential mortgage-backed securities | $1,901,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $13,755,000 | 467 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $91,426,000 | 863 |
| Certificates of participation in pools of residential mortgages | $10,615,000 | 2,207 |
| Issued or guaranteed by U.S. | $10,615,000 | 2,150 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $80,811,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $78,910,000 | 322 |
| Privately issued | $1,901,000 | 232 |
| 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) | $125,000 | 1,569 |
| Available-for-sale securities (fair market value) | $188,654,000 | 908 |
| Total debt securities | $188,778,000 | 976 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $171,827,000 | 994 |
| U.S. Government securities | $137,906,000 | 752 |
| U.S. Treasury securities | $29,546,000 | 277 |
| U.S. Government agency obligations | $108,360,000 | 840 |
| Securities issued by states & political subdivisions | $20,692,000 | 1,900 |
| Other domestic debt securities | $13,229,000 | 722 |
| Privately issued residential mortgage-backed securities | $1,922,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $11,307,000 | 510 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $85,405,000 | 856 |
| Certificates of participation in pools of residential mortgages | $11,448,000 | 2,083 |
| Issued or guaranteed by U.S. | $11,448,000 | 2,024 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $73,957,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $72,035,000 | 316 |
| Privately issued | $1,922,000 | 229 |
| 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) | $125,000 | 1,563 |
| Available-for-sale securities (fair market value) | $171,702,000 | 920 |
| Total debt securities | $171,829,000 | 983 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $107,024,000 | 1,351 |
| U.S. Government securities | $78,020,000 | 1,069 |
| U.S. Treasury securities | $125,000 | 1,174 |
| U.S. Government agency obligations | $77,895,000 | 1,008 |
| Securities issued by states & political subdivisions | $17,692,000 | 2,025 |
| Other domestic debt securities | $11,312,000 | 730 |
| Privately issued residential mortgage-backed securities | $1,923,000 | 337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $9,389,000 | 541 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $73,771,000 | 891 |
| Certificates of participation in pools of residential mortgages | $12,914,000 | 1,872 |
| Issued or guaranteed by U.S. | $12,914,000 | 1,823 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $60,857,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $58,934,000 | 346 |
| Privately issued | $1,923,000 | 215 |
| 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) | $125,000 | 1,549 |
| Available-for-sale securities (fair market value) | $106,899,000 | 1,256 |
| Total debt securities | $107,027,000 | 1,332 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $107,210,000 | 1,281 |
| U.S. Government securities | $80,919,000 | 970 |
| U.S. Treasury securities | $125,000 | 1,191 |
| U.S. Government agency obligations | $80,794,000 | 913 |
| Securities issued by states & political subdivisions | $17,533,000 | 1,929 |
| Other domestic debt securities | $8,758,000 | 817 |
| Privately issued residential mortgage-backed securities | $1,927,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,831,000 | 596 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $76,714,000 | 830 |
| Certificates of participation in pools of residential mortgages | $13,528,000 | 1,795 |
| Issued or guaranteed by U.S. | $13,528,000 | 1,748 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $63,186,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $61,259,000 | 339 |
| Privately issued | $1,927,000 | 209 |
| 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) | $125,000 | 1,552 |
| Available-for-sale securities (fair market value) | $107,085,000 | 1,194 |
| Total debt securities | $107,208,000 | 1,265 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $81,170,000 | 1,522 |
| U.S. Government securities | $69,129,000 | 1,102 |
| U.S. Treasury securities | $3,125,000 | 723 |
| U.S. Government agency obligations | $66,004,000 | 1,087 |
| Securities issued by states & political subdivisions | $8,951,000 | 2,520 |
| Other domestic debt securities | $3,090,000 | 1,184 |
| 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 | $3,090,000 | 853 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $44,996,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $4,595,000 | 2,731 |
| Issued or guaranteed by U.S. | $4,595,000 | 2,653 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $40,401,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $40,401,000 | 457 |
| 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) | $125,000 | 1,565 |
| Available-for-sale securities (fair market value) | $81,045,000 | 1,418 |
| Total debt securities | $81,169,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $7,402,000 | 4,240 |
| U.S. Government securities | $5,430,000 | 3,831 |
| U.S. Treasury securities | $3,123,000 | 737 |
| U.S. Government agency obligations | $2,307,000 | 4,139 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $1,972,000 | 1,313 |
| 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 | $1,972,000 | 955 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $306,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $306,000 | 3,796 |
| Issued or guaranteed by U.S. | $306,000 | 3,708 |
| 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) | $125,000 | 1,579 |
| Available-for-sale securities (fair market value) | $7,277,000 | 4,009 |
| Total debt securities | $7,402,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $4,490,000 | 4,547 |
| U.S. Government securities | $2,433,000 | 4,359 |
| U.S. Treasury securities | $124,000 | 1,344 |
| U.S. Government agency obligations | $2,309,000 | 4,217 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,057,000 | 1,253 |
| 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 | $2,057,000 | 892 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $319,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $319,000 | 3,799 |
| Issued or guaranteed by U.S. | $319,000 | 3,727 |
| 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) | $124,000 | 1,625 |
| Available-for-sale securities (fair market value) | $4,366,000 | 4,314 |
| Total debt securities | $4,490,000 | 4,525 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $5,456,000 | 4,525 |
| U.S. Government securities | $5,456,000 | 3,977 |
| U.S. Treasury securities | $124,000 | 1,408 |
| U.S. Government agency obligations | $5,332,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $339,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $339,000 | 3,833 |
| Issued or guaranteed by U.S. | $339,000 | 3,755 |
| 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) | $124,000 | 1,693 |
| Available-for-sale securities (fair market value) | $5,332,000 | 4,284 |
| Total debt securities | $5,456,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $8,478,000 | 4,343 |
| U.S. Government securities | $8,478,000 | 3,685 |
| U.S. Treasury securities | $124,000 | 1,445 |
| U.S. Government agency obligations | $8,354,000 | 3,530 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $364,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $364,000 | 3,837 |
| Issued or guaranteed by U.S. | $364,000 | 3,767 |
| 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) | $124,000 | 1,735 |
| Available-for-sale securities (fair market value) | $8,354,000 | 4,089 |
| Total debt securities | $8,478,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $8,428,000 | 4,396 |
| U.S. Government securities | $8,428,000 | 3,738 |
| U.S. Treasury securities | $123,000 | 1,495 |
| U.S. Government agency obligations | $8,305,000 | 3,582 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $386,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $386,000 | 3,854 |
| Issued or guaranteed by U.S. | $386,000 | 3,773 |
| 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) | $123,000 | 1,761 |
| Available-for-sale securities (fair market value) | $8,305,000 | 4,138 |
| Total debt securities | $8,428,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $8,412,000 | 4,446 |
| U.S. Government securities | $8,412,000 | 3,763 |
| U.S. Treasury securities | $123,000 | 1,495 |
| U.S. Government agency obligations | $8,289,000 | 3,612 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $403,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $403,000 | 3,883 |
| Issued or guaranteed by U.S. | $403,000 | 3,816 |
| 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) | $123,000 | 1,802 |
| Available-for-sale securities (fair market value) | $8,289,000 | 4,181 |
| Total debt securities | $8,412,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $8,367,000 | 4,492 |
| U.S. Government securities | $8,367,000 | 3,825 |
| U.S. Treasury securities | $123,000 | 1,481 |
| U.S. Government agency obligations | $8,244,000 | 3,681 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $424,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $424,000 | 3,922 |
| Issued or guaranteed by U.S. | $424,000 | 3,894 |
| 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) | $123,000 | 1,843 |
| Available-for-sale securities (fair market value) | $8,244,000 | 4,234 |
| Total debt securities | $8,367,000 | 4,467 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $8,384,000 | 4,545 |
| U.S. Government securities | $8,384,000 | 3,817 |
| U.S. Treasury securities | $122,000 | 1,452 |
| U.S. Government agency obligations | $8,262,000 | 3,673 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $447,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $447,000 | 3,958 |
| Issued or guaranteed by U.S. | $447,000 | 3,798 |
| 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) | $122,000 | 1,871 |
| Available-for-sale securities (fair market value) | $8,262,000 | 4,278 |
| Total debt securities | $8,384,000 | 4,519 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $8,437,000 | 4,587 |
| U.S. Government securities | $8,437,000 | 3,888 |
| U.S. Treasury securities | $125,000 | 1,400 |
| U.S. Government agency obligations | $8,312,000 | 3,748 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $476,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $476,000 | 3,987 |
| Issued or guaranteed by U.S. | $476,000 | 3,979 |
| 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) | $125,000 | 1,898 |
| Available-for-sale securities (fair market value) | $8,312,000 | 4,318 |
| Total debt securities | $8,437,000 | 4,558 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $28,605,000 | 3,201 |
| U.S. Government securities | $28,605,000 | 2,289 |
| U.S. Treasury securities | $20,123,000 | 257 |
| U.S. Government agency obligations | $8,482,000 | 3,768 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $502,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $502,000 | 4,018 |
| Issued or guaranteed by U.S. | $502,000 | 4,012 |
| 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) | $125,000 | 1,930 |
| Available-for-sale securities (fair market value) | $28,480,000 | 2,958 |
| Total debt securities | $28,605,000 | 3,177 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $22,672,000 | 3,602 |
| U.S. Government securities | $22,672,000 | 2,643 |
| U.S. Treasury securities | $22,123,000 | 236 |
| U.S. Government agency obligations | $549,000 | 5,130 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $549,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $549,000 | 4,047 |
| Issued or guaranteed by U.S. | $549,000 | 4,042 |
| 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) | $125,000 | 1,986 |
| Available-for-sale securities (fair market value) | $22,547,000 | 3,318 |
| Total debt securities | $22,672,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $24,698,000 | 3,510 |
| U.S. Government securities | $24,698,000 | 2,581 |
| U.S. Treasury securities | $24,125,000 | 230 |
| U.S. Government agency obligations | $573,000 | 5,178 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $573,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $573,000 | 4,069 |
| Issued or guaranteed by U.S. | $573,000 | 4,063 |
| 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) | $125,000 | 2,012 |
| Available-for-sale securities (fair market value) | $24,573,000 | 3,233 |
| Total debt securities | $24,698,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $24,729,000 | 3,543 |
| U.S. Government securities | $24,729,000 | 2,603 |
| U.S. Treasury securities | $4,133,000 | 658 |
| U.S. Government agency obligations | $20,596,000 | 2,744 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $597,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $597,000 | 4,128 |
| Issued or guaranteed by U.S. | $597,000 | 4,124 |
| 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) | $125,000 | 2,047 |
| Available-for-sale securities (fair market value) | $24,604,000 | 3,259 |
| Total debt securities | $24,729,000 | 3,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $24,773,000 | 3,542 |
| U.S. Government securities | $24,773,000 | 2,578 |
| U.S. Treasury securities | $24,139,000 | 235 |
| U.S. Government agency obligations | $634,000 | 5,284 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $634,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $634,000 | 4,142 |
| Issued or guaranteed by U.S. | $634,000 | 4,136 |
| 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) | $125,000 | 2,071 |
| Available-for-sale securities (fair market value) | $24,648,000 | 3,261 |
| Total debt securities | $24,773,000 | 3,516 |
| 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 | $24,849,000 | 3,535 |
| U.S. Government securities | $24,849,000 | 2,567 |
| U.S. Treasury securities | $24,152,000 | 211 |
| U.S. Government agency obligations | $697,000 | 5,334 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $2,025,000 | 4,451 |
| Mortgage-backed securities | $697,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $697,000 | 4,160 |
| Issued or guaranteed by U.S. | $697,000 | 4,157 |
| 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) | $125,000 | 2,097 |
| Available-for-sale securities (fair market value) | $24,724,000 | 3,260 |
| Total debt securities | $24,849,000 | 3,508 |
| 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 | $10,928,000 | 4,683 |
| U.S. Government securities | $10,928,000 | 3,846 |
| U.S. Treasury securities | $4,159,000 | 576 |
| U.S. Government agency obligations | $6,769,000 | 4,293 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $10,803,000 | 2,931 |
| Mortgage-backed securities | $744,000 | 4,443 |
| Certificates of participation in pools of residential mortgages | $744,000 | 4,194 |
| Issued or guaranteed by U.S. | $744,000 | 4,189 |
| 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) | $125,000 | 2,142 |
| Available-for-sale securities (fair market value) | $10,803,000 | 4,346 |
| Total debt securities | $10,928,000 | 4,663 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $13,001,000 | 4,563 |
| U.S. Government securities | $13,001,000 | 3,689 |
| U.S. Treasury securities | $4,155,000 | 584 |
| U.S. Government agency obligations | $8,846,000 | 4,094 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $12,876,000 | 2,758 |
| Mortgage-backed securities | $784,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $784,000 | 4,204 |
| Issued or guaranteed by U.S. | $784,000 | 4,200 |
| 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) | $125,000 | 2,182 |
| Available-for-sale securities (fair market value) | $12,876,000 | 4,229 |
| Total debt securities | $13,001,000 | 4,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $13,037,000 | 4,617 |
| U.S. Government securities | $13,037,000 | 3,729 |
| U.S. Treasury securities | $4,146,000 | 628 |
| U.S. Government agency obligations | $8,891,000 | 4,126 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $12,912,000 | 2,763 |
| Mortgage-backed securities | $817,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $817,000 | 4,221 |
| Issued or guaranteed by U.S. | $817,000 | 4,218 |
| 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) | $125,000 | 2,220 |
| Available-for-sale securities (fair market value) | $12,912,000 | 4,274 |
| Total debt securities | $13,037,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $13,163,000 | 4,683 |
| U.S. Government securities | $13,163,000 | 3,800 |
| U.S. Treasury securities | $4,172,000 | 589 |
| U.S. Government agency obligations | $8,991,000 | 4,207 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $13,038,000 | 2,768 |
| Mortgage-backed securities | $872,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $872,000 | 4,260 |
| Issued or guaranteed by U.S. | $872,000 | 4,255 |
| 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) | $125,000 | 2,230 |
| Available-for-sale securities (fair market value) | $13,038,000 | 4,325 |
| Total debt securities | $13,163,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $13,237,000 | 4,759 |
| U.S. Government securities | $13,237,000 | 3,891 |
| U.S. Treasury securities | $4,167,000 | 612 |
| U.S. Government agency obligations | $9,070,000 | 4,325 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $13,112,000 | 2,776 |
| Mortgage-backed securities | $925,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $925,000 | 4,317 |
| Issued or guaranteed by U.S. | $925,000 | 4,313 |
| 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) | $125,000 | 2,276 |
| Available-for-sale securities (fair market value) | $13,112,000 | 4,401 |
| Total debt securities | $13,237,000 | 4,738 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $13,298,000 | 4,833 |
| U.S. Government securities | $13,298,000 | 3,971 |
| U.S. Treasury securities | $4,165,000 | 590 |
| U.S. Government agency obligations | $9,133,000 | 4,391 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $11,174,000 | 3,034 |
| Mortgage-backed securities | $981,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $981,000 | 4,349 |
| Issued or guaranteed by U.S. | $981,000 | 4,343 |
| 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) | $125,000 | 2,280 |
| Available-for-sale securities (fair market value) | $13,173,000 | 4,461 |
| Total debt securities | $13,298,000 | 4,807 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $13,205,000 | 4,889 |
| U.S. Government securities | $13,205,000 | 4,034 |
| U.S. Treasury securities | $4,145,000 | 613 |
| U.S. Government agency obligations | $9,060,000 | 4,445 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,080,000 | 2,827 |
| Mortgage-backed securities | $1,021,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,021,000 | 4,400 |
| 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) | $125,000 | 2,313 |
| Available-for-sale securities (fair market value) | $13,080,000 | 4,517 |
| Total debt securities | $13,205,000 | 4,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $11,265,000 | 5,178 |
| U.S. Government securities | $11,265,000 | 4,380 |
| U.S. Treasury securities | $4,146,000 | 608 |
| U.S. Government agency obligations | $7,119,000 | 4,869 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,140,000 | 3,085 |
| Mortgage-backed securities | $1,065,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,482 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,479 |
| 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) | $125,000 | 2,353 |
| Available-for-sale securities (fair market value) | $11,140,000 | 4,807 |
| Total debt securities | $11,265,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $11,278,000 | 5,247 |
| U.S. Government securities | $11,278,000 | 4,450 |
| U.S. Treasury securities | $4,131,000 | 554 |
| U.S. Government agency obligations | $7,147,000 | 4,938 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,178,000 | 3,109 |
| Mortgage-backed securities | $1,116,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,116,000 | 4,503 |
| 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) | $100,000 | 2,391 |
| Available-for-sale securities (fair market value) | $11,178,000 | 4,857 |
| Total debt securities | $11,278,000 | 5,223 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $11,347,000 | 5,288 |
| U.S. Government securities | $11,347,000 | 4,472 |
| U.S. Treasury securities | $106,000 | 1,162 |
| U.S. Government agency obligations | $11,241,000 | 4,390 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,219,000 | 3,401 |
| Mortgage-backed securities | $1,166,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,166,000 | 4,521 |
| 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) | $106,000 | 2,400 |
| Available-for-sale securities (fair market value) | $11,241,000 | 4,894 |
| Total debt securities | $11,347,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $2,002,000 | 1,219 |
| Fair value | $1,999,000 | 1,223 |
| 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 | $30,372,000 | 3,674 |
| U.S. Government securities | $30,372,000 | 2,730 |
| U.S. Treasury securities | $106,000 | 1,095 |
| U.S. Government agency obligations | $30,266,000 | 2,662 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $8,241,000 | 3,570 |
| Mortgage-backed securities | $1,201,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,201,000 | 4,529 |
| 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) | $106,000 | 2,427 |
| Available-for-sale securities (fair market value) | $30,266,000 | 3,366 |
| Total debt securities | $30,372,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $8,412,000 | 5,665 |
| U.S. Government securities | $8,412,000 | 4,901 |
| U.S. Treasury securities | $107,000 | 1,091 |
| U.S. Government agency obligations | $8,305,000 | 4,816 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $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 | $8,305,000 | 3,571 |
| Mortgage-backed securities | $1,243,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 4,558 |
| Issued or guaranteed by U.S. | $1,243,000 | 4,554 |
| 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) | $107,000 | 2,428 |
| Available-for-sale securities (fair market value) | $8,305,000 | 5,291 |
| Total debt securities | $8,412,000 | 5,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,458,000 | 5,676 |
| U.S. Government securities | $8,458,000 | 4,887 |
| U.S. Treasury securities | $107,000 | 1,112 |
| U.S. Government agency obligations | $8,351,000 | 4,803 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $6,286,000 | 3,968 |
| Mortgage-backed securities | $1,338,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 4,498 |
| Issued or guaranteed by U.S. | $1,338,000 | 4,494 |
| 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) | $107,000 | 2,375 |
| Available-for-sale securities (fair market value) | $8,351,000 | 5,304 |
| Total debt securities | $8,458,000 | 5,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,590,000 | 5,486 |
| U.S. Government securities | $10,590,000 | 4,639 |
| U.S. Treasury securities | $107,000 | 1,119 |
| U.S. Government agency obligations | $10,483,000 | 4,551 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $10,483,000 | 3,234 |
| Mortgage-backed securities | $1,463,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 4,493 |
| Issued or guaranteed by U.S. | $1,463,000 | 4,491 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $107,000 | 2,372 |
| Available-for-sale securities (fair market value) | $10,483,000 | 5,130 |
| Total debt securities | $10,590,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,785,000 | 5,691 |
| U.S. Government securities | $8,785,000 | 4,887 |
| U.S. Treasury securities | $107,000 | 1,094 |
| U.S. Government agency obligations | $8,678,000 | 4,799 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $8,678,000 | 3,533 |
| Mortgage-backed securities | $1,647,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 4,449 |
| Issued or guaranteed by U.S. | $1,647,000 | 4,448 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $107,000 | 2,404 |
| Available-for-sale securities (fair market value) | $8,678,000 | 5,329 |
| Total debt securities | $8,785,000 | 5,658 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,980,000 | 5,523 |
| U.S. Government securities | $10,980,000 | 4,653 |
| U.S. Treasury securities | $107,000 | 1,041 |
| U.S. Government agency obligations | $10,873,000 | 4,563 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $10,873,000 | 3,185 |
| Mortgage-backed securities | $1,830,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,830,000 | 4,509 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $107,000 | 2,462 |
| Available-for-sale securities (fair market value) | $10,873,000 | 5,145 |
| Total debt securities | $10,980,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $13,118,000 | 5,299 |
| U.S. Government securities | $13,118,000 | 4,410 |
| U.S. Treasury securities | $108,000 | 1,024 |
| U.S. Government agency obligations | $13,010,000 | 4,333 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $11,010,000 | 3,199 |
| Mortgage-backed securities | $1,961,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $1,961,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,961,000 | 4,504 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $108,000 | 2,495 |
| Available-for-sale securities (fair market value) | $13,010,000 | 4,917 |
| Total debt securities | $13,118,000 | 5,272 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $18,190,000 | 4,769 |
| U.S. Government securities | $18,190,000 | 3,897 |
| U.S. Treasury securities | $108,000 | 1,109 |
| U.S. Government agency obligations | $18,082,000 | 3,830 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $18,082,000 | 2,418 |
| Mortgage-backed securities | $2,021,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 4,500 |
| Issued or guaranteed by U.S. | $2,021,000 | 4,497 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $108,000 | 2,547 |
| Available-for-sale securities (fair market value) | $18,082,000 | 4,420 |
| Total debt securities | $18,190,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $13,235,000 | 5,319 |
| U.S. Government securities | $13,235,000 | 4,452 |
| U.S. Treasury securities | $108,000 | 1,029 |
| U.S. Government agency obligations | $13,127,000 | 4,384 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $13,127,000 | 2,795 |
| Mortgage-backed securities | $2,063,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $2,063,000 | 4,420 |
| Issued or guaranteed by U.S. | $2,063,000 | 4,413 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $108,000 | 2,651 |
| Available-for-sale securities (fair market value) | $13,127,000 | 4,915 |
| Total debt securities | $13,235,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,196,000 | 5,560 |
| U.S. Government securities | $11,196,000 | 4,709 |
| U.S. Treasury securities | $108,000 | 1,078 |
| U.S. Government agency obligations | $11,088,000 | 4,624 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $11,088,000 | 3,026 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $108,000 | 2,683 |
| Available-for-sale securities (fair market value) | $11,088,000 | 5,146 |
| Total debt securities | $11,196,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $13,376,000 | 5,333 |
| U.S. Government securities | $13,376,000 | 4,501 |
| U.S. Treasury securities | $109,000 | 1,175 |
| U.S. Government agency obligations | $13,267,000 | 4,397 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $8,447,000 | 3,488 |
| Mortgage-backed securities | $3,229,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $3,229,000 | 3,979 |
| Issued or guaranteed by U.S. | $3,229,000 | 3,964 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $109,000 | 2,728 |
| Available-for-sale securities (fair market value) | $13,267,000 | 4,914 |
| Total debt securities | $13,376,000 | 5,299 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $14,640,000 | 5,162 |
| U.S. Government securities | $13,616,000 | 4,445 |
| U.S. Treasury securities | $109,000 | 1,222 |
| U.S. Government agency obligations | $13,507,000 | 4,341 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $1,024,000 | 574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,640,000 | 2,836 |
| Mortgage-backed securities | $3,523,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $3,523,000 | 3,829 |
| Issued or guaranteed by U.S. | $3,523,000 | 3,818 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $109,000 | 2,742 |
| Available-for-sale securities (fair market value) | $14,531,000 | 4,758 |
| Total debt securities | $13,616,000 | 5,253 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $13,015,000 | 5,299 |
| U.S. Government securities | $12,041,000 | 4,536 |
| U.S. Treasury securities | $109,000 | 1,226 |
| U.S. Government agency obligations | $11,932,000 | 4,437 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $974,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,678,000 | 4,017 |
| Mortgage-backed securities | $3,931,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $3,931,000 | 3,618 |
| Issued or guaranteed by U.S. | $3,931,000 | 3,608 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $109,000 | 2,776 |
| Available-for-sale securities (fair market value) | $12,906,000 | 4,879 |
| Total debt securities | $12,041,000 | 5,394 |
| 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 | $12,612,000 | 5,289 |
| U.S. Government securities | $11,682,000 | 4,539 |
| U.S. Treasury securities | $109,000 | 1,134 |
| U.S. Government agency obligations | $11,573,000 | 4,439 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $930,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,289,000 | 3,688 |
| Mortgage-backed securities | $4,543,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $4,543,000 | 3,450 |
| Issued or guaranteed by U.S. | $4,543,000 | 3,443 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $109,000 | 2,841 |
| Available-for-sale securities (fair market value) | $12,503,000 | 4,864 |
| Total debt securities | $11,682,000 | 5,395 |
| 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 | $13,272,000 | 5,213 |
| U.S. Government securities | $12,180,000 | 4,540 |
| U.S. Treasury securities | $109,000 | 1,076 |
| U.S. Government agency obligations | $12,071,000 | 4,449 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,092,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,797,000 | 2,967 |
| Mortgage-backed securities | $5,064,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $5,064,000 | 3,346 |
| Issued or guaranteed by U.S. | $5,064,000 | 3,338 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $109,000 | 2,917 |
| Available-for-sale securities (fair market value) | $13,163,000 | 4,788 |
| Total debt securities | $12,180,000 | 5,340 |
| 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 | $13,757,000 | 5,191 |
| U.S. Government securities | $12,625,000 | 4,511 |
| U.S. Treasury securities | $110,000 | 1,084 |
| U.S. Government agency obligations | $12,515,000 | 4,416 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,132,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,230,000 | 3,448 |
| Mortgage-backed securities | $5,527,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $5,527,000 | 3,329 |
| Issued or guaranteed by U.S. | $5,527,000 | 3,322 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $110,000 | 2,974 |
| Available-for-sale securities (fair market value) | $13,647,000 | 4,762 |
| Total debt securities | $12,625,000 | 5,313 |
| 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 | $13,193,000 | 5,274 |
| U.S. Government securities | $12,293,000 | 4,542 |
| U.S. Treasury securities | $110,000 | 1,031 |
| U.S. Government agency obligations | $12,183,000 | 4,471 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $900,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,882,000 | 3,052 |
| Mortgage-backed securities | $6,171,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $6,171,000 | 3,255 |
| Issued or guaranteed by U.S. | $6,171,000 | 3,246 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $110,000 | 3,023 |
| Available-for-sale securities (fair market value) | $13,083,000 | 4,841 |
| Total debt securities | $12,293,000 | 5,353 |
| 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 | $13,750,000 | 5,227 |
| U.S. Government securities | $12,843,000 | 4,479 |
| U.S. Treasury securities | $110,000 | 997 |
| U.S. Government agency obligations | $12,733,000 | 4,409 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $907,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,416,000 | 2,976 |
| Mortgage-backed securities | $6,715,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | $6,715,000 | 3,215 |
| Issued or guaranteed by U.S. | $6,715,000 | 3,208 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $110,000 | 3,115 |
| Available-for-sale securities (fair market value) | $13,640,000 | 4,807 |
| Total debt securities | $12,843,000 | 5,321 |
| 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 | $14,177,000 | 5,168 |
| U.S. Government securities | $13,406,000 | 4,387 |
| U.S. Treasury securities | $110,000 | 986 |
| U.S. Government agency obligations | $13,296,000 | 4,310 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $771,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,951,000 | 2,932 |
| Mortgage-backed securities | $7,237,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $7,237,000 | 3,162 |
| Issued or guaranteed by U.S. | $7,237,000 | 3,150 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $110,000 | 3,154 |
| Available-for-sale securities (fair market value) | $14,067,000 | 4,737 |
| Total debt securities | $13,406,000 | 5,238 |
| 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 | $19,011,000 | 4,549 |
| U.S. Government securities | $18,426,000 | 3,712 |
| U.S. Treasury securities | $110,000 | 928 |
| U.S. Government agency obligations | $18,316,000 | 3,650 |
| Securities issued by states & political subdivisions | $125,000 | 5,739 |
| 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 | $460,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,958,000 | 2,456 |
| Mortgage-backed securities | $8,141,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $8,141,000 | 3,064 |
| Issued or guaranteed by U.S. | $8,141,000 | 3,051 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,000 | 3,195 |
| Available-for-sale securities (fair market value) | $18,901,000 | 4,117 |
| Total debt securities | $18,551,000 | 4,578 |
| 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 | $18,893,000 | 4,583 |
| U.S. Government securities | $18,768,000 | 3,710 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,768,000 | 3,638 |
| Securities issued by states & political subdivisions | $125,000 | 5,706 |
| 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 | $18,395,000 | 2,437 |
| Mortgage-backed securities | $8,574,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $8,574,000 | 2,949 |
| Issued or guaranteed by U.S. | $8,574,000 | 2,935 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,893,000 | 4,112 |
| Total debt securities | $18,893,000 | 4,548 |
| 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 | $20,166,000 | 4,378 |
| U.S. Government securities | $19,071,000 | 3,630 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,071,000 | 3,557 |
| Securities issued by states & political subdivisions | $124,000 | 5,728 |
| Other domestic debt securities | $971,000 | 2,262 |
| 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 | $971,000 | 1,514 |
| 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 | $16,685,000 | 2,558 |
| Mortgage-backed securities | $8,897,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $8,897,000 | 2,820 |
| Issued or guaranteed by U.S. | $8,897,000 | 2,806 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $20,166,000 | 3,900 |
| Total debt securities | $20,166,000 | 4,344 |
| 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 | $19,381,000 | 4,535 |
| U.S. Government securities | $18,330,000 | 3,752 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,330,000 | 3,685 |
| Securities issued by states & political subdivisions | $126,000 | 5,781 |
| Other domestic debt securities | $925,000 | 2,339 |
| 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 | $925,000 | 1,629 |
| 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 | $17,926,000 | 2,395 |
| Mortgage-backed securities | $9,188,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $9,188,000 | 2,768 |
| Issued or guaranteed by U.S. | $9,188,000 | 2,753 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,381,000 | 4,072 |
| Total debt securities | $19,381,000 | 4,480 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $19,842,000 | 4,455 |
| U.S. Government securities | $17,707,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,707,000 | 3,751 |
| Securities issued by states & political subdivisions | $251,000 | 5,601 |
| Other domestic debt securities | $1,884,000 | 1,806 |
| 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 | $1,884,000 | 1,191 |
| 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 | $13,551,000 | 2,835 |
| Mortgage-backed securities | $4,854,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $4,854,000 | 3,567 |
| Issued or guaranteed by U.S. | $4,854,000 | 3,552 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $19,842,000 | 3,987 |
| Total debt securities | $19,842,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $24,076,000 | 3,976 |
| U.S. Government securities | $21,869,000 | 3,354 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,869,000 | 3,288 |
| Securities issued by states & political subdivisions | $250,000 | 5,623 |
| Other domestic debt securities | $1,957,000 | 1,642 |
| 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 | $1,957,000 | 1,090 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,975,000 | 2,138 |
| Mortgage-backed securities | $5,410,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $5,410,000 | 3,128 |
| Issued or guaranteed by U.S. | $5,410,000 | 3,112 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $24,076,000 | 3,533 |
| Total debt securities | $24,076,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $24,239,000 | 3,984 |
| U.S. Government securities | $22,061,000 | 3,385 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,061,000 | 3,316 |
| Securities issued by states & political subdivisions | $248,000 | 5,662 |
| Other domestic debt securities | $1,930,000 | 1,612 |
| 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 | $1,930,000 | 1,081 |
| 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 | $21,055,000 | 2,091 |
| Mortgage-backed securities | $5,709,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 2,910 |
| Issued or guaranteed by U.S. | $5,709,000 | 2,895 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $24,239,000 | 3,515 |
| Total debt securities | $24,239,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $23,070,000 | 4,089 |
| U.S. Government securities | $20,827,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,827,000 | 3,457 |
| Securities issued by states & political subdivisions | $248,000 | 5,695 |
| Other domestic debt securities | $1,995,000 | 1,517 |
| 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 | $1,995,000 | 1,010 |
| 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 | $19,667,000 | 2,215 |
| Mortgage-backed securities | $5,985,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $5,985,000 | 2,760 |
| Issued or guaranteed by U.S. | $5,985,000 | 2,747 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $23,070,000 | 3,604 |
| Total debt securities | $23,070,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $23,638,000 | 4,029 |
| U.S. Government securities | $21,289,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $21,289,000 | 3,424 |
| Securities issued by states & political subdivisions | $370,000 | 5,575 |
| Other domestic debt securities | $1,979,000 | 1,538 |
| 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 | $1,979,000 | 1,043 |
| 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 | $19,018,000 | 2,270 |
| Mortgage-backed securities | $2,321,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,321,000 | 3,991 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $23,638,000 | 3,542 |
| Total debt securities | $23,638,000 | 3,980 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $23,814,000 | 4,066 |
| U.S. Government securities | $21,451,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,451,000 | 3,443 |
| Securities issued by states & political subdivisions | $369,000 | 5,618 |
| Other domestic debt securities | $1,994,000 | 1,522 |
| 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 | $1,994,000 | 1,056 |
| 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 | $20,032,000 | 2,204 |
| Mortgage-backed securities | $2,506,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 3,924 |
| Issued or guaranteed by U.S. | $2,506,000 | 3,912 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $23,814,000 | 3,558 |
| Total debt securities | $23,814,000 | 4,014 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $22,999,000 | 4,198 |
| U.S. Government securities | $20,645,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,645,000 | 3,572 |
| Securities issued by states & political subdivisions | $368,000 | 5,675 |
| Other domestic debt securities | $1,986,000 | 1,528 |
| 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 | $1,986,000 | 1,061 |
| 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 | $19,102,000 | 2,262 |
| Mortgage-backed securities | $2,727,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $2,727,000 | 3,816 |
| Issued or guaranteed by U.S. | $2,727,000 | 3,794 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $22,999,000 | 3,652 |
| Total debt securities | $22,999,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $21,025,000 | 4,433 |
| U.S. Government securities | $18,681,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,681,000 | 3,843 |
| Securities issued by states & political subdivisions | $364,000 | 5,705 |
| Other domestic debt securities | $1,980,000 | 1,549 |
| 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 | $1,980,000 | 1,088 |
| 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 | $17,032,000 | 2,442 |
| Mortgage-backed securities | $2,895,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $2,895,000 | 3,758 |
| Issued or guaranteed by U.S. | $2,895,000 | 3,743 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $21,025,000 | 3,854 |
| Total debt securities | $21,025,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $23,433,000 | 4,197 |
| U.S. Government securities | $21,096,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,096,000 | 3,543 |
| Securities issued by states & political subdivisions | $365,000 | 5,738 |
| Other domestic debt securities | $1,972,000 | 1,606 |
| 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 | $1,972,000 | 1,152 |
| 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 | $17,254,000 | 2,413 |
| Mortgage-backed securities | $3,236,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 3,645 |
| Issued or guaranteed by U.S. | $3,236,000 | 3,628 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $23,433,000 | 3,641 |
| Total debt securities | $23,433,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $21,654,000 | 4,411 |
| U.S. Government securities | $19,330,000 | 3,899 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,330,000 | 3,765 |
| Securities issued by states & political subdivisions | $365,000 | 5,756 |
| Other domestic debt securities | $1,959,000 | 1,655 |
| 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 | $1,959,000 | 1,219 |
| 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 | $15,363,000 | 2,606 |
| Mortgage-backed securities | $3,510,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $3,510,000 | 3,543 |
| Issued or guaranteed by U.S. | $3,510,000 | 3,527 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $21,654,000 | 3,806 |
| Total debt securities | $21,654,000 | 4,346 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $22,059,000 | 4,344 |
| U.S. Government securities | $19,746,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,746,000 | 3,668 |
| Securities issued by states & political subdivisions | $366,000 | 5,781 |
| Other domestic debt securities | $1,947,000 | 1,690 |
| 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 | $1,947,000 | 1,266 |
| 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 | $15,544,000 | 2,542 |
| Mortgage-backed securities | $3,896,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $3,896,000 | 3,462 |
| Issued or guaranteed by U.S. | $3,896,000 | 3,447 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $22,059,000 | 3,753 |
| Total debt securities | $22,059,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $22,610,000 | 4,298 |
| U.S. Government securities | $20,277,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,277,000 | 3,634 |
| Securities issued by states & political subdivisions | $365,000 | 5,785 |
| Other domestic debt securities | $1,968,000 | 1,703 |
| 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 | $1,968,000 | 1,301 |
| 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 | $13,768,000 | 2,764 |
| Mortgage-backed securities | $4,389,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $4,389,000 | 3,377 |
| Issued or guaranteed by U.S. | $4,389,000 | 3,362 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $22,610,000 | 3,732 |
| Total debt securities | $22,609,000 | 4,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $33,172,000 | 3,366 |
| U.S. Government securities | $30,838,000 | 2,795 |
| U.S. Treasury securities | $9,995,000 | 376 |
| U.S. Government agency obligations | $20,843,000 | 3,624 |
| Securities issued by states & political subdivisions | $366,000 | 5,813 |
| Other domestic debt securities | $1,968,000 | 1,768 |
| 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 | $1,968,000 | 1,381 |
| 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 | $14,028,000 | 2,716 |
| Mortgage-backed securities | $4,899,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $4,899,000 | 3,300 |
| Issued or guaranteed by U.S. | $4,899,000 | 3,293 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $33,172,000 | 2,896 |
| Total debt securities | $33,171,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $23,758,000 | 4,275 |
| U.S. Government securities | $21,436,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,436,000 | 3,572 |
| Securities issued by states & political subdivisions | $370,000 | 5,851 |
| Other domestic debt securities | $1,952,000 | 1,834 |
| 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 | $1,952,000 | 1,459 |
| 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 | $12,382,000 | 2,923 |
| Mortgage-backed securities | $5,425,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $5,425,000 | 3,172 |
| Issued or guaranteed by U.S. | $5,425,000 | 3,163 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $23,758,000 | 3,707 |
| Total debt securities | $23,758,000 | 4,210 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $26,560,000 | 3,934 |
| U.S. Government securities | $24,213,000 | 3,353 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $24,213,000 | 3,227 |
| Securities issued by states & political subdivisions | $371,000 | 5,894 |
| Other domestic debt securities | $1,976,000 | 1,831 |
| 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 | $1,976,000 | 1,494 |
| 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 | $13,251,000 | 2,770 |
| Mortgage-backed securities | $6,062,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $6,062,000 | 3,063 |
| Issued or guaranteed by U.S. | $6,062,000 | 3,057 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $26,560,000 | 3,419 |
| Total debt securities | $26,560,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $44,355,000 | 2,700 |
| U.S. Government securities | $34,019,000 | 2,585 |
| U.S. Treasury securities | $4,998,000 | 650 |
| U.S. Government agency obligations | $29,021,000 | 2,827 |
| Securities issued by states & political subdivisions | $363,000 | 5,948 |
| Other domestic debt securities | $9,973,000 | 818 |
| 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 | $9,973,000 | 567 |
| 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 | $12,950,000 | 2,788 |
| Mortgage-backed securities | $6,929,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $6,929,000 | 2,950 |
| Issued or guaranteed by U.S. | $6,929,000 | 2,943 |
| 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) | $760,000 | 3,496 |
| Available-for-sale securities (fair market value) | $43,595,000 | 2,339 |
| Total debt securities | $44,355,000 | 2,644 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $39,076,000 | 2,988 |
| U.S. Government securities | $28,667,000 | 2,918 |
| U.S. Treasury securities | $4,147,000 | 703 |
| U.S. Government agency obligations | $24,520,000 | 3,210 |
| Securities issued by states & political subdivisions | $373,000 | 5,943 |
| Other domestic debt securities | $10,036,000 | 856 |
| 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 | $10,036,000 | 594 |
| 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 | $13,443,000 | 2,688 |
| Mortgage-backed securities | $8,208,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $8,208,000 | 2,703 |
| Issued or guaranteed by U.S. | $8,208,000 | 2,693 |
| 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) | $762,000 | 3,526 |
| Available-for-sale securities (fair market value) | $38,314,000 | 2,621 |
| Total debt securities | $39,076,000 | 2,923 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $45,900,000 | 2,658 |
| U.S. Government securities | $35,409,000 | 2,552 |
| U.S. Treasury securities | $7,143,000 | 507 |
| U.S. Government agency obligations | $28,266,000 | 2,935 |
| Securities issued by states & political subdivisions | $373,000 | 5,984 |
| Other domestic debt securities | $10,118,000 | 836 |
| 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 | $10,118,000 | 637 |
| 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 | $16,706,000 | 2,258 |
| Mortgage-backed securities | $8,989,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $8,989,000 | 2,582 |
| Issued or guaranteed by U.S. | $8,989,000 | 2,570 |
| 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) | $763,000 | 3,571 |
| Available-for-sale securities (fair market value) | $45,137,000 | 2,333 |
| Total debt securities | $45,900,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $41,872,000 | 2,825 |
| U.S. Government securities | $30,281,000 | 2,804 |
| U.S. Treasury securities | $10,234,000 | 404 |
| U.S. Government agency obligations | $20,047,000 | 3,648 |
| Securities issued by states & political subdivisions | $367,000 | 6,037 |
| Other domestic debt securities | $11,224,000 | 814 |
| 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 | $11,224,000 | 625 |
| 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 | $18,069,000 | 2,039 |
| Mortgage-backed securities | $7,704,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $7,704,000 | 2,791 |
| Issued or guaranteed by U.S. | $7,704,000 | 2,776 |
| 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) | $764,000 | 3,613 |
| Available-for-sale securities (fair market value) | $41,108,000 | 2,468 |
| Total debt securities | $41,872,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $50,405,000 | 2,373 |
| U.S. Government securities | $37,082,000 | 2,310 |
| U.S. Treasury securities | $22,122,000 | 227 |
| U.S. Government agency obligations | $14,960,000 | 4,356 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $13,323,000 | 766 |
| 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 | $13,323,000 | 573 |
| 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 | $17,955,000 | 2,003 |
| Mortgage-backed securities | $6,844,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $6,844,000 | 2,969 |
| Issued or guaranteed by U.S. | $6,844,000 | 2,957 |
| 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) | $765,000 | 3,636 |
| Available-for-sale securities (fair market value) | $49,640,000 | 2,048 |
| Total debt securities | $50,405,000 | 2,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $50,555,000 | 2,355 |
| U.S. Government securities | $37,826,000 | 2,263 |
| U.S. Treasury securities | $20,199,000 | 259 |
| U.S. Government agency obligations | $17,627,000 | 3,877 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $12,729,000 | 796 |
| 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 | $12,729,000 | 581 |
| 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 | $18,116,000 | 2,015 |
| Mortgage-backed securities | $5,463,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $5,463,000 | 3,295 |
| Issued or guaranteed by U.S. | $5,463,000 | 3,284 |
| 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) | $766,000 | 3,683 |
| Available-for-sale securities (fair market value) | $49,789,000 | 2,020 |
| Total debt securities | $50,555,000 | 2,278 |
| 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 | $56,650,000 | 2,101 |
| U.S. Government securities | $43,544,000 | 1,967 |
| U.S. Treasury securities | $25,254,000 | 223 |
| U.S. Government agency obligations | $18,290,000 | 3,768 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $13,106,000 | 785 |
| 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 | $13,106,000 | 583 |
| 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 | $17,605,000 | 2,045 |
| Mortgage-backed securities | $5,069,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $5,069,000 | 3,353 |
| Issued or guaranteed by U.S. | $5,069,000 | 3,340 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,767,000 | 3,129 |
| Available-for-sale securities (fair market value) | $54,883,000 | 1,814 |
| Total debt securities | $56,650,000 | 2,022 |
| 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 | $49,524,000 | 2,213 |
| U.S. Government securities | $37,349,000 | 2,100 |
| U.S. Treasury securities | $20,118,000 | 260 |
| U.S. Government agency obligations | $17,231,000 | 3,776 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $12,175,000 | 840 |
| 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 | $12,175,000 | 630 |
| 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 | $19,773,000 | 1,741 |
| Mortgage-backed securities | $7,922,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $7,922,000 | 2,440 |
| Issued or guaranteed by U.S. | $7,922,000 | 2,424 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,772,000 | 3,333 |
| Available-for-sale securities (fair market value) | $47,752,000 | 1,894 |
| Total debt securities | $49,524,000 | 2,146 |
| 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 | $30,752,000 | 3,376 |
| U.S. Government securities | $18,230,000 | 3,931 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $18,230,000 | 3,668 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $11,257,000 | 757 |
| 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 | $11,257,000 | 619 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,265,000 | 2,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,107,000 | 2,015 |
| Mortgage-backed securities | $1,813,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $1,813,000 | 4,098 |
| Issued or guaranteed by U.S. | $1,813,000 | 4,072 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,776,000 | 3,516 |
| Available-for-sale securities (fair market value) | $27,976,000 | 2,913 |
| Total debt securities | $29,487,000 | 3,391 |
| 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 | $29,097,000 | 3,679 |
| U.S. Government securities | $18,921,000 | 4,033 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,921,000 | 3,639 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $9,126,000 | 881 |
| 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 | $9,126,000 | 708 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,050,000 | 2,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,836,000 | 2,498 |
| Mortgage-backed securities | $2,651,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $2,651,000 | 3,786 |
| Issued or guaranteed by U.S. | $2,651,000 | 3,768 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,218,000 | 3,326 |
| Available-for-sale securities (fair market value) | $24,879,000 | 3,281 |
| Total debt securities | $28,047,000 | 3,694 |
| 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 | $34,258,000 | 3,234 |
| U.S. Government securities | $23,860,000 | 3,429 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $23,860,000 | 2,899 |
| Securities issued by states & political subdivisions | $250,000 | 7,119 |
| Other domestic debt securities | $8,941,000 | 823 |
| 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 | $8,941,000 | 642 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,207,000 | 2,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,553,000 | 2,351 |
| Mortgage-backed securities | $5,103,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $4,590,000 | 3,101 |
| Issued or guaranteed by U.S. | $4,590,000 | 3,087 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $513,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 3,577 |
| 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) | $9,600,000 | 2,387 |
| Available-for-sale securities (fair market value) | $24,658,000 | 3,266 |
| Total debt securities | $33,051,000 | 3,248 |
| 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 | $28,511,000 | 3,784 |
| U.S. Government securities | $18,815,000 | 4,279 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $18,815,000 | 3,379 |
| Securities issued by states & political subdivisions | $405,000 | 6,934 |
| Other domestic debt securities | $8,278,000 | 638 |
| 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 | $8,278,000 | 476 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,013,000 | 2,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,547,000 | 3,272 |
| Mortgage-backed securities | $6,820,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $4,612,000 | 3,031 |
| Issued or guaranteed by U.S. | $4,612,000 | 3,015 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,208,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $2,208,000 | 2,490 |
| 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) | $16,763,000 | 1,913 |
| Available-for-sale securities (fair market value) | $11,748,000 | 5,238 |
| Total debt securities | $27,498,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $499,000 | 1,905 |
| 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 | $35,144,000 | 3,449 |
| U.S. Government securities | $24,547,000 | 3,788 |
| U.S. Treasury securities | $2,025,000 | 5,886 |
| U.S. Government agency obligations | $22,522,000 | 3,040 |
| Securities issued by states & political subdivisions | $250,000 | 7,738 |
| Other domestic debt securities | $9,340,000 | 601 |
| 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 | $9,340,000 | 412 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,007,000 | 2,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,569,000 | 3,594 |
| Mortgage-backed securities | $6,189,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $3,305,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,305,000 | 3,911 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,884,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $2,884,000 | 2,506 |
| 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) | $21,723,000 | 1,777 |
| Available-for-sale securities (fair market value) | $13,421,000 | 5,082 |
| Total debt securities | $34,137,000 | 3,427 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $487,000 | 2,778 |
| 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 | $37,927,000 | 3,334 |
| U.S. Government securities | $28,013,000 | 3,546 |
| U.S. Treasury securities | $7,069,000 | 3,582 |
| U.S. Government agency obligations | $20,944,000 | 3,187 |
| Securities issued by states & political subdivisions | $235,000 | 8,102 |
| Other domestic debt securities | $8,629,000 | 759 |
| 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 | $8,629,000 | 543 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,050,000 | 2,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,048,000 | 5,207 |
| Mortgage-backed securities | $6,504,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $5,239,000 | 3,210 |
| Issued or guaranteed by U.S. | $5,239,000 | 3,185 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,265,000 | 3,995 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 3,840 |
| 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) | $26,870,000 | 1,548 |
| Available-for-sale securities (fair market value) | $11,057,000 | 5,836 |
| Total debt securities | $36,877,000 | 3,342 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,026 |
| Fair value | $3,418,000 | 1,048 |
| 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 | $38,293,000 | 3,442 |
| U.S. Government securities | $30,823,000 | 3,368 |
| U.S. Treasury securities | $13,639,000 | 2,582 |
| U.S. Government agency obligations | $17,184,000 | 3,619 |
| Securities issued by states & political subdivisions | $1,033,000 | 6,591 |
| Other domestic debt securities | $5,012,000 | 1,170 |
| 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 | $5,012,000 | 885 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,425,000 | 1,634 |
| 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 | 7,055 |
| Mortgage-backed securities | $3,090,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $3,090,000 | 4,310 |
| Issued or guaranteed by U.S. | $3,090,000 | 4,285 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $33,778,000 | 2,178 |
| Available-for-sale securities (fair market value) | $4,515,000 | 7,153 |
| Total debt securities | $36,868,000 | 3,483 |
| 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 | $41,201,000 | 3,378 |
| U.S. Government securities | $31,532,000 | 3,431 |
| U.S. Treasury securities | $18,728,000 | 1,977 |
| U.S. Government agency obligations | $12,804,000 | 4,676 |
| Securities issued by states & political subdivisions | $2,643,000 | 4,612 |
| Other domestic debt securities | $5,883,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $494,000 | 1,728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,389,000 | 990 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,143,000 | 1,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,272,000 | 6,670 |
| Mortgage-backed securities | $5,764,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $5,270,000 | 3,656 |
| Issued or guaranteed by U.S. | $5,270,000 | 3,619 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $494,000 | 5,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $494,000 | 1,392 |
| 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 | $40,058,000 | 3,388 |
| 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 | $31,980,000 | 4,210 |
| U.S. Government securities | $20,485,000 | 4,980 |
| U.S. Treasury securities | $13,007,000 | 2,846 |
| U.S. Government agency obligations | $7,478,000 | 6,602 |
| Securities issued by states & political subdivisions | $4,072,000 | 3,277 |
| Other domestic debt securities | $6,854,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $2,065,000 | 1,183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,789,000 | 1,241 |
| Foreign debt securities | NA | NA |
| Equity securities | $569,000 | 2,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,059,000 | 7,005 |
| Mortgage-backed securities | $3,595,000 | 6,317 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 6,729 |
| Issued or guaranteed by U.S. | $1,530,000 | 6,666 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,065,000 | 3,995 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $2,065,000 | 894 |
| 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 | $31,411,000 | 4,192 |
| 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 |