Home > First Southeast Bank > Securities
First Southeast Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $21,106,000 | 3,536 |
| U.S. Government securities | $19,890,000 | 2,963 |
| U.S. Treasury securities | $8,218,000 | 1,518 |
| U.S. Government agency obligations | $11,672,000 | 3,118 |
| Securities issued by states & political subdivisions | $1,139,000 | 3,502 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,337,000 | 3,225 |
| Mortgage-backed securities | $11,672,000 | 2,463 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,471,000 | 2,007 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,201,000 | 2,108 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,139,000 | 1,495 |
| Available-for-sale securities (fair market value) | $19,890,000 | 3,335 |
| Total debt securities | $21,028,000 | 3,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $20,330,000 | 3,577 |
| U.S. Government securities | $19,112,000 | 3,016 |
| U.S. Treasury securities | $8,081,000 | 1,583 |
| U.S. Government agency obligations | $11,031,000 | 3,146 |
| Securities issued by states & political subdivisions | $1,155,000 | 3,534 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,254,000 | 3,205 |
| Mortgage-backed securities | $11,031,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,832,000 | 2,051 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,199,000 | 2,074 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,155,000 | 1,522 |
| Available-for-sale securities (fair market value) | $19,112,000 | 3,366 |
| Total debt securities | $20,265,000 | 3,558 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $21,105,000 | 3,589 |
| U.S. Government securities | $19,893,000 | 3,020 |
| U.S. Treasury securities | $8,049,000 | 1,606 |
| U.S. Government agency obligations | $11,844,000 | 3,133 |
| Securities issued by states & political subdivisions | $1,155,000 | 3,567 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,228,000 | 3,179 |
| Mortgage-backed securities | $11,844,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,559,000 | 2,036 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,285,000 | 2,061 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,155,000 | 1,533 |
| Available-for-sale securities (fair market value) | $19,893,000 | 3,383 |
| Total debt securities | $21,048,000 | 3,570 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $22,988,000 | 3,595 |
| U.S. Government securities | $21,781,000 | 3,004 |
| U.S. Treasury securities | $9,501,000 | 1,561 |
| U.S. Government agency obligations | $12,280,000 | 3,125 |
| Securities issued by states & political subdivisions | $1,155,000 | 3,624 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,239,000 | 3,125 |
| Mortgage-backed securities | $12,280,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,928,000 | 2,049 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,352,000 | 2,074 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,155,000 | 1,580 |
| Available-for-sale securities (fair market value) | $21,781,000 | 3,368 |
| Total debt securities | $22,938,000 | 3,572 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $30,091,000 | 3,367 |
| U.S. Government securities | $28,777,000 | 2,657 |
| U.S. Treasury securities | $16,339,000 | 1,203 |
| U.S. Government agency obligations | $12,438,000 | 3,115 |
| Securities issued by states & political subdivisions | $1,270,000 | 3,633 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,000 | 3,962 |
| Mortgage-backed securities | $12,438,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,061,000 | 2,056 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,377,000 | 2,084 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,270,000 | 1,576 |
| Available-for-sale securities (fair market value) | $28,777,000 | 3,149 |
| Total debt securities | $30,048,000 | 3,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $33,159,000 | 3,272 |
| U.S. Government securities | $31,831,000 | 2,571 |
| U.S. Treasury securities | $20,307,000 | 1,068 |
| U.S. Government agency obligations | $11,524,000 | 3,201 |
| Securities issued by states & political subdivisions | $1,286,000 | 3,664 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,000 | 3,984 |
| Mortgage-backed securities | $11,524,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,095,000 | 2,138 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,429,000 | 2,082 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,286,000 | 1,562 |
| Available-for-sale securities (fair market value) | $31,831,000 | 3,067 |
| Total debt securities | $33,118,000 | 3,246 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $33,817,000 | 3,295 |
| U.S. Government securities | $32,493,000 | 2,576 |
| U.S. Treasury securities | $20,482,000 | 1,051 |
| U.S. Government agency obligations | $12,011,000 | 3,198 |
| Securities issued by states & political subdivisions | $1,286,000 | 3,701 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,000 | 4,007 |
| Mortgage-backed securities | $12,011,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $10,480,000 | 2,208 |
| Issued or guaranteed by U.S. | $10,480,000 | 2,152 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,531,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,531,000 | 2,088 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,286,000 | 1,494 |
| Available-for-sale securities (fair market value) | $32,493,000 | 3,092 |
| Total debt securities | $33,778,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $30,350,000 | 3,366 |
| U.S. Government securities | $29,022,000 | 2,661 |
| U.S. Treasury securities | $19,687,000 | 964 |
| U.S. Government agency obligations | $9,335,000 | 3,375 |
| Securities issued by states & political subdivisions | $1,286,000 | 3,715 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,000 | 4,031 |
| Mortgage-backed securities | $9,335,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $8,181,000 | 2,466 |
| Issued or guaranteed by U.S. | $8,181,000 | 2,402 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,154,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,173 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,286,000 | 1,392 |
| Available-for-sale securities (fair market value) | $29,022,000 | 3,194 |
| Total debt securities | $30,308,000 | 3,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $11,440,000 | 4,074 |
| U.S. Government securities | $9,987,000 | 3,608 |
| U.S. Treasury securities | $3,475,000 | 1,572 |
| U.S. Government agency obligations | $6,512,000 | 3,595 |
| Securities issued by states & political subdivisions | $1,407,000 | 3,723 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,000 | 4,048 |
| Mortgage-backed securities | $6,512,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $6,512,000 | 2,633 |
| Issued or guaranteed by U.S. | $6,512,000 | 2,551 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,407,000 | 1,279 |
| Available-for-sale securities (fair market value) | $9,987,000 | 3,918 |
| Total debt securities | $11,397,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $8,584,000 | 4,217 |
| U.S. Government securities | $7,353,000 | 3,743 |
| U.S. Treasury securities | $2,498,000 | 1,472 |
| U.S. Government agency obligations | $4,855,000 | 3,791 |
| Securities issued by states & political subdivisions | $1,189,000 | 3,800 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,000 | 4,079 |
| Mortgage-backed securities | $4,855,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $4,855,000 | 2,836 |
| Issued or guaranteed by U.S. | $4,855,000 | 2,759 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,189,000 | 1,315 |
| Available-for-sale securities (fair market value) | $7,353,000 | 4,065 |
| Total debt securities | $8,542,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $5,972,000 | 4,368 |
| U.S. Government securities | $5,474,000 | 3,940 |
| U.S. Treasury securities | $2,500,000 | 1,370 |
| U.S. Government agency obligations | $2,974,000 | 4,015 |
| Securities issued by states & political subdivisions | $452,000 | 4,021 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,000 | 4,121 |
| Mortgage-backed securities | $2,974,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $2,974,000 | 3,098 |
| Issued or guaranteed by U.S. | $2,974,000 | 3,005 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $452,000 | 1,456 |
| Available-for-sale securities (fair market value) | $5,474,000 | 4,163 |
| Total debt securities | $5,927,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $2,689,000 | 4,569 |
| U.S. Government securities | $2,198,000 | 4,259 |
| U.S. Treasury securities | $980,000 | 1,413 |
| U.S. Government agency obligations | $1,218,000 | 4,258 |
| Securities issued by states & political subdivisions | $452,000 | 4,037 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,000 | 4,140 |
| Mortgage-backed securities | $1,218,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 3,472 |
| Issued or guaranteed by U.S. | $1,218,000 | 3,377 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $452,000 | 1,451 |
| Available-for-sale securities (fair market value) | $2,198,000 | 4,376 |
| Total debt securities | $2,650,000 | 4,551 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,146,000 | 4,707 |
| U.S. Government securities | $652,000 | 4,457 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $652,000 | 4,339 |
| Securities issued by states & political subdivisions | $465,000 | 4,047 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,000 | 4,045 |
| Mortgage-backed securities | $652,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $652,000 | 3,631 |
| Issued or guaranteed by U.S. | $652,000 | 3,545 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $229,000 | 1,505 |
| Available-for-sale securities (fair market value) | $888,000 | 4,482 |
| Total debt securities | $1,116,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $507,000 | 4,785 |
| U.S. Government securities | $40,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $40,000 | 4,566 |
| Securities issued by states & political subdivisions | $467,000 | 4,032 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,000 | 4,055 |
| Mortgage-backed securities | $40,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $40,000 | 3,929 |
| Issued or guaranteed by U.S. | $40,000 | 3,863 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $229,000 | 1,504 |
| Available-for-sale securities (fair market value) | $278,000 | 4,559 |
| Total debt securities | $507,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,151,000 | 4,756 |
| U.S. Government securities | $55,000 | 4,686 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $55,000 | 4,591 |
| Securities issued by states & political subdivisions | $1,096,000 | 3,829 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $969,000 | 3,978 |
| Mortgage-backed securities | $55,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $55,000 | 3,920 |
| Issued or guaranteed by U.S. | $55,000 | 3,851 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $244,000 | 1,507 |
| Available-for-sale securities (fair market value) | $907,000 | 4,529 |
| Total debt securities | $1,151,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $1,173,000 | 4,797 |
| U.S. Government securities | $73,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $73,000 | 4,644 |
| Securities issued by states & political subdivisions | $1,100,000 | 3,804 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 3,996 |
| Mortgage-backed securities | $73,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $73,000 | 3,933 |
| Issued or guaranteed by U.S. | $73,000 | 3,858 |
| 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) | $244,000 | 1,520 |
| Available-for-sale securities (fair market value) | $929,000 | 4,580 |
| Total debt securities | $1,173,000 | 4,770 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,382,000 | 4,840 |
| U.S. Government securities | $90,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $90,000 | 4,711 |
| Securities issued by states & political subdivisions | $1,292,000 | 3,761 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,177,000 | 3,988 |
| Mortgage-backed securities | $90,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $90,000 | 3,941 |
| Issued or guaranteed by U.S. | $90,000 | 3,873 |
| 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) | $294,000 | 1,548 |
| Available-for-sale securities (fair market value) | $1,088,000 | 4,625 |
| Total debt securities | $1,382,000 | 4,815 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $1,445,000 | 4,922 |
| U.S. Government securities | $111,000 | 4,901 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $111,000 | 4,784 |
| Securities issued by states & political subdivisions | $1,334,000 | 3,793 |
| 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 | $1,229,000 | 4,048 |
| Mortgage-backed securities | $111,000 | 4,141 |
| Certificates of participation in pools of residential mortgages | $111,000 | 3,963 |
| Issued or guaranteed by U.S. | $111,000 | 3,892 |
| 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) | $330,000 | 1,605 |
| Available-for-sale securities (fair market value) | $1,115,000 | 4,700 |
| Total debt securities | $1,444,000 | 4,898 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $1,474,000 | 4,975 |
| U.S. Government securities | $134,000 | 4,941 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $134,000 | 4,826 |
| Securities issued by states & political subdivisions | $1,340,000 | 3,856 |
| 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 | $1,251,000 | 4,085 |
| Mortgage-backed securities | $134,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $134,000 | 3,965 |
| Issued or guaranteed by U.S. | $134,000 | 3,901 |
| 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) | $330,000 | 1,649 |
| Available-for-sale securities (fair market value) | $1,144,000 | 4,733 |
| Total debt securities | $1,472,000 | 4,952 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,501,000 | 5,017 |
| U.S. Government securities | $159,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $159,000 | 4,876 |
| Securities issued by states & political subdivisions | $1,342,000 | 3,918 |
| 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 | $1,270,000 | 4,122 |
| Mortgage-backed securities | $159,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $159,000 | 3,984 |
| Issued or guaranteed by U.S. | $159,000 | 3,913 |
| 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) | $330,000 | 1,673 |
| Available-for-sale securities (fair market value) | $1,171,000 | 4,776 |
| Total debt securities | $1,499,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,783,000 | 5,031 |
| U.S. Government securities | $182,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $182,000 | 4,913 |
| Securities issued by states & political subdivisions | $1,601,000 | 3,884 |
| 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 | $1,511,000 | 4,117 |
| Mortgage-backed securities | $182,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $182,000 | 3,998 |
| Issued or guaranteed by U.S. | $182,000 | 3,941 |
| 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) | $378,000 | 1,692 |
| Available-for-sale securities (fair market value) | $1,405,000 | 4,806 |
| Total debt securities | $1,784,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $1,848,000 | 5,097 |
| U.S. Government securities | $210,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $210,000 | 4,977 |
| Securities issued by states & political subdivisions | $1,638,000 | 3,910 |
| 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 | $1,564,000 | 4,161 |
| Mortgage-backed securities | $210,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $210,000 | 4,044 |
| Issued or guaranteed by U.S. | $210,000 | 4,023 |
| 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) | $413,000 | 1,714 |
| Available-for-sale securities (fair market value) | $1,435,000 | 4,867 |
| Total debt securities | $1,848,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $2,015,000 | 5,138 |
| U.S. Government securities | $243,000 | 5,139 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $243,000 | 5,025 |
| Securities issued by states & political subdivisions | $1,772,000 | 3,931 |
| 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 | $1,720,000 | 4,164 |
| Mortgage-backed securities | $243,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $243,000 | 4,078 |
| Issued or guaranteed by U.S. | $243,000 | 3,942 |
| 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) | $535,000 | 1,688 |
| Available-for-sale securities (fair market value) | $1,480,000 | 4,918 |
| Total debt securities | $2,014,000 | 5,116 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,056,000 | 5,194 |
| U.S. Government securities | $280,000 | 5,191 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $280,000 | 5,088 |
| Securities issued by states & political subdivisions | $1,776,000 | 3,973 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 4,216 |
| Mortgage-backed securities | $280,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $280,000 | 4,097 |
| Issued or guaranteed by U.S. | $280,000 | 4,090 |
| 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) | $535,000 | 1,709 |
| Available-for-sale securities (fair market value) | $1,521,000 | 4,968 |
| Total debt securities | $2,057,000 | 5,174 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,432,000 | 5,221 |
| U.S. Government securities | $321,000 | 5,229 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $321,000 | 5,130 |
| Securities issued by states & political subdivisions | $2,111,000 | 3,957 |
| 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 | $1,862,000 | 4,251 |
| Mortgage-backed securities | $321,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $321,000 | 4,119 |
| Issued or guaranteed by U.S. | $321,000 | 4,114 |
| 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) | $610,000 | 1,719 |
| Available-for-sale securities (fair market value) | $1,822,000 | 5,004 |
| Total debt securities | $2,432,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $2,528,000 | 5,267 |
| U.S. Government securities | $365,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $365,000 | 5,184 |
| Securities issued by states & political subdivisions | $2,163,000 | 3,993 |
| 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 | $1,939,000 | 4,295 |
| Mortgage-backed securities | $365,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $365,000 | 4,154 |
| Issued or guaranteed by U.S. | $365,000 | 4,150 |
| 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) | $644,000 | 1,770 |
| Available-for-sale securities (fair market value) | $1,884,000 | 5,048 |
| Total debt securities | $2,528,000 | 5,243 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $2,798,000 | 5,291 |
| U.S. Government securities | $613,000 | 5,276 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $613,000 | 5,168 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,019 |
| 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 | $2,074,000 | 4,289 |
| Mortgage-backed securities | $411,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $411,000 | 4,164 |
| Issued or guaranteed by U.S. | $411,000 | 4,159 |
| 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) | $644,000 | 1,796 |
| Available-for-sale securities (fair market value) | $2,154,000 | 5,070 |
| Total debt securities | $2,798,000 | 5,268 |
| Structured notes | ||
| Amortized cost | $201,000 | 979 |
| Fair value | $202,000 | 981 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $3,136,000 | 5,328 |
| U.S. Government securities | $953,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $953,000 | 5,168 |
| Securities issued by states & political subdivisions | $2,183,000 | 4,069 |
| 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 | $2,804,000 | 4,160 |
| Mortgage-backed securities | $456,000 | 4,430 |
| Certificates of participation in pools of residential mortgages | $456,000 | 4,212 |
| Issued or guaranteed by U.S. | $456,000 | 4,208 |
| 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) | $644,000 | 1,829 |
| Available-for-sale securities (fair market value) | $2,492,000 | 5,083 |
| Total debt securities | $3,136,000 | 5,304 |
| Structured notes | ||
| Amortized cost | $491,000 | 931 |
| Fair value | $497,000 | 878 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $3,278,000 | 5,361 |
| U.S. Government securities | $1,026,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,026,000 | 5,178 |
| Securities issued by states & political subdivisions | $2,252,000 | 4,083 |
| 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 | $2,935,000 | 4,156 |
| Mortgage-backed securities | $505,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $505,000 | 4,210 |
| Issued or guaranteed by U.S. | $505,000 | 4,203 |
| 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) | $717,000 | 1,831 |
| Available-for-sale securities (fair market value) | $2,561,000 | 5,103 |
| Total debt securities | $3,278,000 | 5,337 |
| Structured notes | ||
| Amortized cost | $510,000 | 845 |
| Fair value | $521,000 | 839 |
| 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 | $3,438,000 | 5,386 |
| U.S. Government securities | $1,119,000 | 5,325 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,119,000 | 5,213 |
| Securities issued by states & political subdivisions | $2,319,000 | 4,084 |
| 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 | $3,074,000 | 4,161 |
| Mortgage-backed securities | $570,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $570,000 | 4,216 |
| Issued or guaranteed by U.S. | $570,000 | 4,213 |
| 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) | $750,000 | 1,829 |
| Available-for-sale securities (fair market value) | $2,688,000 | 5,141 |
| Total debt securities | $3,438,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $532,000 | 825 |
| Fair value | $549,000 | 822 |
| 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 | $4,304,000 | 5,385 |
| U.S. Government securities | $1,956,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,956,000 | 5,143 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,105 |
| 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 | $3,754,000 | 4,087 |
| Mortgage-backed securities | $628,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $628,000 | 4,241 |
| Issued or guaranteed by U.S. | $628,000 | 4,236 |
| 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) | $750,000 | 1,875 |
| Available-for-sale securities (fair market value) | $3,554,000 | 5,126 |
| Total debt securities | $4,304,000 | 5,364 |
| Structured notes | ||
| Amortized cost | $1,055,000 | 712 |
| Fair value | $1,078,000 | 710 |
| 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 | $4,373,000 | 5,440 |
| U.S. Government securities | $2,029,000 | 5,307 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,029,000 | 5,203 |
| Securities issued by states & political subdivisions | $2,344,000 | 4,129 |
| 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 | $3,810,000 | 4,117 |
| Mortgage-backed securities | $682,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $682,000 | 4,250 |
| Issued or guaranteed by U.S. | $682,000 | 4,246 |
| 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) | $750,000 | 1,908 |
| Available-for-sale securities (fair market value) | $3,623,000 | 5,175 |
| Total debt securities | $4,373,000 | 5,417 |
| Structured notes | ||
| Amortized cost | $1,076,000 | 849 |
| Fair value | $1,099,000 | 845 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,218,000 | 5,392 |
| U.S. Government securities | $2,348,000 | 5,325 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,348,000 | 5,224 |
| Securities issued by states & political subdivisions | $2,870,000 | 4,029 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,129,000 | 4,081 |
| Mortgage-backed securities | $735,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $735,000 | 4,260 |
| Issued or guaranteed by U.S. | $735,000 | 4,257 |
| 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) | $817,000 | 1,929 |
| Available-for-sale securities (fair market value) | $4,401,000 | 5,147 |
| Total debt securities | $5,218,000 | 5,369 |
| Structured notes | ||
| Amortized cost | $1,353,000 | 914 |
| Fair value | $1,367,000 | 913 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $6,191,000 | 5,370 |
| U.S. Government securities | $3,282,000 | 5,246 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,282,000 | 5,135 |
| Securities issued by states & political subdivisions | $2,909,000 | 4,067 |
| 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 | $4,662,000 | 4,019 |
| Mortgage-backed securities | $806,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $806,000 | 4,286 |
| Issued or guaranteed by U.S. | $806,000 | 4,281 |
| 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) | $850,000 | 1,935 |
| Available-for-sale securities (fair market value) | $5,341,000 | 5,113 |
| Total debt securities | $6,191,000 | 5,352 |
| Structured notes | ||
| Amortized cost | $1,712,000 | 968 |
| Fair value | $1,735,000 | 959 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $6,665,000 | 5,413 |
| U.S. Government securities | $3,745,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,745,000 | 5,150 |
| Securities issued by states & political subdivisions | $2,920,000 | 4,082 |
| 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 | $4,356,000 | 4,134 |
| Mortgage-backed securities | $874,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $874,000 | 4,341 |
| Issued or guaranteed by U.S. | $874,000 | 4,337 |
| 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) | $850,000 | 1,959 |
| Available-for-sale securities (fair market value) | $5,815,000 | 5,135 |
| Total debt securities | $6,665,000 | 5,392 |
| Structured notes | ||
| Amortized cost | $2,125,000 | 919 |
| Fair value | $2,140,000 | 915 |
| 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 | $6,885,000 | 5,441 |
| U.S. Government securities | $3,939,000 | 5,308 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,939,000 | 5,198 |
| Securities issued by states & political subdivisions | $2,946,000 | 4,084 |
| 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 | $4,357,000 | 4,205 |
| Mortgage-backed securities | $951,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $951,000 | 4,361 |
| Issued or guaranteed by U.S. | $951,000 | 4,355 |
| 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) | $850,000 | 1,966 |
| Available-for-sale securities (fair market value) | $6,035,000 | 5,167 |
| Total debt securities | $6,885,000 | 5,423 |
| Structured notes | ||
| Amortized cost | $2,195,000 | 967 |
| Fair value | $2,246,000 | 963 |
| 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 | $7,209,000 | 5,508 |
| U.S. Government securities | $4,042,000 | 5,379 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,042,000 | 5,268 |
| Securities issued by states & political subdivisions | $3,167,000 | 4,070 |
| 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 | $4,616,000 | 4,198 |
| 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) | $870,000 | 1,974 |
| Available-for-sale securities (fair market value) | $6,339,000 | 5,225 |
| Total debt securities | $7,209,000 | 5,486 |
| Structured notes | ||
| Amortized cost | $2,261,000 | 1,021 |
| Fair value | $2,294,000 | 1,016 |
| 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 | $7,386,000 | 5,572 |
| U.S. Government securities | $4,174,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,174,000 | 5,332 |
| Securities issued by states & political subdivisions | $3,212,000 | 4,096 |
| 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 | $4,683,000 | 4,237 |
| Mortgage-backed securities | $1,094,000 | 4,758 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,094,000 | 4,469 |
| 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) | $902,000 | 1,995 |
| Available-for-sale securities (fair market value) | $6,484,000 | 5,294 |
| Total debt securities | $7,386,000 | 5,550 |
| Structured notes | ||
| Amortized cost | $2,341,000 | 1,093 |
| Fair value | $2,359,000 | 1,087 |
| 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 | $7,620,000 | 5,616 |
| U.S. Government securities | $4,990,000 | 5,385 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,990,000 | 5,273 |
| Securities issued by states & political subdivisions | $2,630,000 | 4,306 |
| 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 | $4,421,000 | 4,347 |
| Mortgage-backed securities | $1,177,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,489 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,487 |
| 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) | $532,000 | 2,131 |
| Available-for-sale securities (fair market value) | $7,088,000 | 5,265 |
| Total debt securities | $7,620,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $3,094,000 | 977 |
| Fair value | $3,090,000 | 974 |
| 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 | $8,018,000 | 5,618 |
| U.S. Government securities | $5,404,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,404,000 | 5,245 |
| Securities issued by states & political subdivisions | $2,614,000 | 4,348 |
| 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 | $4,702,000 | 4,295 |
| Mortgage-backed securities | $1,250,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,250,000 | 4,491 |
| 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) | $532,000 | 2,139 |
| Available-for-sale securities (fair market value) | $7,486,000 | 5,280 |
| Total debt securities | $8,018,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $3,216,000 | 978 |
| Fair value | $3,199,000 | 970 |
| 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 | $8,191,000 | 5,643 |
| U.S. Government securities | $5,219,000 | 5,401 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,219,000 | 5,305 |
| Securities issued by states & political subdivisions | $2,972,000 | 4,266 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,134,000 | 4,430 |
| Mortgage-backed securities | $1,325,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,484 |
| 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) | $532,000 | 2,141 |
| Available-for-sale securities (fair market value) | $7,659,000 | 5,300 |
| Total debt securities | $8,191,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $3,005,000 | 976 |
| Fair value | $2,954,000 | 983 |
| 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 | $8,559,000 | 5,646 |
| U.S. Government securities | $5,538,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,538,000 | 5,281 |
| Securities issued by states & political subdivisions | $3,021,000 | 4,265 |
| 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 | $4,478,000 | 4,403 |
| Mortgage-backed securities | $1,430,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $1,430,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,430,000 | 4,491 |
| 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) | $563,000 | 2,121 |
| Available-for-sale securities (fair market value) | $7,996,000 | 5,324 |
| Total debt securities | $8,559,000 | 5,616 |
| Structured notes | ||
| Amortized cost | $3,169,000 | 957 |
| Fair value | $3,156,000 | 947 |
| 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 | $8,712,000 | 5,644 |
| U.S. Government securities | $5,940,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,940,000 | 5,210 |
| Securities issued by states & political subdivisions | $2,772,000 | 4,344 |
| 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 | $4,526,000 | 4,377 |
| Mortgage-backed securities | $1,526,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $1,526,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,526,000 | 4,426 |
| 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) | $313,000 | 2,207 |
| Available-for-sale securities (fair market value) | $8,399,000 | 5,292 |
| Total debt securities | $8,712,000 | 5,606 |
| Structured notes | ||
| Amortized cost | $3,407,000 | 907 |
| Fair value | $3,459,000 | 888 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $9,285,000 | 5,629 |
| U.S. Government securities | $6,428,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,428,000 | 5,180 |
| Securities issued by states & political subdivisions | $2,857,000 | 4,301 |
| 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 | $4,694,000 | 4,370 |
| Mortgage-backed securities | $1,693,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $1,693,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,693,000 | 4,409 |
| 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) | $313,000 | 2,196 |
| Available-for-sale securities (fair market value) | $8,972,000 | 5,285 |
| Total debt securities | $9,285,000 | 5,591 |
| Structured notes | ||
| Amortized cost | $3,617,000 | 881 |
| Fair value | $3,734,000 | 868 |
| 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 | $9,577,000 | 5,591 |
| U.S. Government securities | $6,496,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,496,000 | 5,162 |
| Securities issued by states & political subdivisions | $3,081,000 | 4,233 |
| 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 | $5,158,000 | 4,248 |
| Mortgage-backed securities | $1,830,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 4,390 |
| Issued or guaranteed by U.S. | $1,830,000 | 4,390 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,577,000 | 5,209 |
| Total debt securities | $9,577,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $3,532,000 | 933 |
| Fair value | $3,663,000 | 923 |
| 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 | $8,937,000 | 5,758 |
| U.S. Government securities | $5,660,000 | 5,565 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,660,000 | 5,450 |
| Securities issued by states & political subdivisions | $3,277,000 | 4,174 |
| 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 | $5,200,000 | 4,289 |
| Mortgage-backed securities | $1,985,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,453 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,937,000 | 5,379 |
| Total debt securities | $8,937,000 | 5,731 |
| Structured notes | ||
| Amortized cost | $3,272,000 | 1,024 |
| Fair value | $3,424,000 | 1,009 |
| 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 | $9,845,000 | 5,708 |
| U.S. Government securities | $6,552,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,552,000 | 5,363 |
| Securities issued by states & political subdivisions | $3,293,000 | 4,133 |
| 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 | $3,575,000 | 4,769 |
| Mortgage-backed securities | $2,099,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $2,099,000 | 4,454 |
| Issued or guaranteed by U.S. | $2,099,000 | 4,453 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,845,000 | 5,322 |
| Total debt securities | $9,845,000 | 5,681 |
| Structured notes | ||
| Amortized cost | $4,044,000 | 1,023 |
| Fair value | $4,202,000 | 1,008 |
| 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 | $9,374,000 | 5,822 |
| U.S. Government securities | $7,333,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,333,000 | 5,337 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,499 |
| 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 | $4,087,000 | 4,623 |
| Mortgage-backed securities | $1,668,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $1,668,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,668,000 | 4,604 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $9,374,000 | 5,434 |
| Total debt securities | $9,373,000 | 5,794 |
| Structured notes | ||
| Amortized cost | $5,201,000 | 997 |
| Fair value | $5,365,000 | 985 |
| 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 | $9,090,000 | 5,849 |
| U.S. Government securities | $7,652,000 | 5,357 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,652,000 | 5,265 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,744 |
| 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 | $4,087,000 | 4,429 |
| Mortgage-backed securities | $1,213,000 | 5,133 |
| Certificates of participation in pools of residential mortgages | $1,213,000 | 4,732 |
| Issued or guaranteed by U.S. | $1,213,000 | 4,725 |
| 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) | $285,000 | 2,479 |
| Available-for-sale securities (fair market value) | $8,805,000 | 5,464 |
| Total debt securities | $9,090,000 | 5,815 |
| Structured notes | ||
| Amortized cost | $6,020,000 | 850 |
| Fair value | $6,126,000 | 846 |
| 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 | $9,293,000 | 5,824 |
| U.S. Government securities | $7,836,000 | 5,310 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,836,000 | 5,204 |
| Securities issued by states & political subdivisions | $1,457,000 | 4,697 |
| 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 | $3,984,000 | 4,477 |
| Mortgage-backed securities | $1,300,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $1,300,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,300,000 | 4,667 |
| 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) | $285,000 | 2,496 |
| Available-for-sale securities (fair market value) | $9,008,000 | 5,433 |
| Total debt securities | $9,293,000 | 5,784 |
| Structured notes | ||
| Amortized cost | $6,116,000 | 874 |
| Fair value | $6,234,000 | 868 |
| 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 | $4,844,000 | 6,583 |
| U.S. Government securities | $3,977,000 | 6,248 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,977,000 | 6,128 |
| Securities issued by states & political subdivisions | $867,000 | 4,998 |
| 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 | $2,491,000 | 4,994 |
| Mortgage-backed securities | $504,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $504,000 | 5,096 |
| Issued or guaranteed by U.S. | $504,000 | 5,081 |
| 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) | $285,000 | 2,537 |
| Available-for-sale securities (fair market value) | $4,559,000 | 6,146 |
| Total debt securities | $4,844,000 | 6,550 |
| Structured notes | ||
| Amortized cost | $3,400,000 | 1,526 |
| Fair value | $3,472,000 | 1,519 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,607,000 | 6,466 |
| U.S. Government securities | $4,646,000 | 6,105 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,646,000 | 5,975 |
| Securities issued by states & political subdivisions | $961,000 | 4,951 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,934,000 | 4,872 |
| Mortgage-backed securities | $510,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,057 |
| Issued or guaranteed by U.S. | $510,000 | 5,045 |
| 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) | $286,000 | 2,530 |
| Available-for-sale securities (fair market value) | $5,321,000 | 6,043 |
| Total debt securities | $5,607,000 | 6,433 |
| Structured notes | ||
| Amortized cost | $4,064,000 | 1,397 |
| Fair value | $4,136,000 | 1,391 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,947,000 | 6,721 |
| U.S. Government securities | $2,991,000 | 6,407 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,991,000 | 6,280 |
| Securities issued by states & political subdivisions | $956,000 | 4,974 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,229,000 | 4,773 |
| Mortgage-backed securities | $7,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,748 |
| Issued or guaranteed by U.S. | $7,000 | 5,737 |
| 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) | $291,000 | 2,559 |
| Available-for-sale securities (fair market value) | $3,656,000 | 6,272 |
| Total debt securities | $3,947,000 | 6,688 |
| Structured notes | ||
| Amortized cost | $2,912,000 | 1,600 |
| Fair value | $2,984,000 | 1,554 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,376,000 | 6,668 |
| U.S. Government securities | $3,400,000 | 6,321 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,400,000 | 6,201 |
| Securities issued by states & political subdivisions | $976,000 | 4,883 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,627,000 | 4,681 |
| Mortgage-backed securities | $7,000 | 6,090 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,789 |
| Issued or guaranteed by U.S. | $7,000 | 5,774 |
| 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) | $291,000 | 2,628 |
| Available-for-sale securities (fair market value) | $4,085,000 | 6,217 |
| Total debt securities | $4,376,000 | 6,630 |
| Structured notes | ||
| Amortized cost | $3,254,000 | 1,485 |
| Fair value | $3,394,000 | 1,465 |
| 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 | $5,294,000 | 6,585 |
| U.S. Government securities | $4,334,000 | 6,198 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,334,000 | 6,082 |
| Securities issued by states & political subdivisions | $960,000 | 4,879 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,685,000 | 4,725 |
| Mortgage-backed securities | $8,000 | 6,125 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,835 |
| Issued or guaranteed by U.S. | $8,000 | 5,823 |
| 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) | $290,000 | 2,700 |
| Available-for-sale securities (fair market value) | $5,004,000 | 6,127 |
| Total debt securities | $5,294,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $3,966,000 | 1,438 |
| Fair value | $4,123,000 | 1,352 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,502,000 | 6,635 |
| U.S. Government securities | $4,445,000 | 6,263 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,445,000 | 6,147 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,813 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,788,000 | 4,747 |
| Mortgage-backed securities | $8,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,940 |
| Issued or guaranteed by U.S. | $8,000 | 5,929 |
| 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) | $291,000 | 2,755 |
| Available-for-sale securities (fair market value) | $5,211,000 | 6,159 |
| Total debt securities | $5,502,000 | 6,593 |
| Structured notes | ||
| Amortized cost | $4,163,000 | 1,129 |
| Fair value | $4,232,000 | 1,122 |
| 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 | $6,275,000 | 6,474 |
| U.S. Government securities | $5,183,000 | 6,038 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,183,000 | 5,940 |
| Securities issued by states & political subdivisions | $1,092,000 | 4,830 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,441,000 | 4,897 |
| Mortgage-backed securities | $9,000 | 6,264 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,989 |
| Issued or guaranteed by U.S. | $9,000 | 5,975 |
| 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) | $429,000 | 2,697 |
| Available-for-sale securities (fair market value) | $5,846,000 | 6,042 |
| Total debt securities | $6,275,000 | 6,440 |
| Structured notes | ||
| Amortized cost | $4,443,000 | 892 |
| Fair value | $4,516,000 | 867 |
| 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 | $5,408,000 | 6,716 |
| U.S. Government securities | $4,305,000 | 6,347 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,305,000 | 6,254 |
| Securities issued by states & political subdivisions | $1,103,000 | 4,854 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,111,000 | 5,056 |
| Mortgage-backed securities | $9,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,080 |
| Issued or guaranteed by U.S. | $9,000 | 6,061 |
| 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) | $429,000 | 2,774 |
| Available-for-sale securities (fair market value) | $4,979,000 | 6,283 |
| Total debt securities | $5,408,000 | 6,676 |
| Structured notes | ||
| Amortized cost | $3,400,000 | 782 |
| Fair value | $3,489,000 | 774 |
| 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 | $5,226,000 | 6,759 |
| U.S. Government securities | $4,143,000 | 6,408 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,143,000 | 6,316 |
| Securities issued by states & political subdivisions | $1,083,000 | 4,859 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,101,000 | 5,071 |
| Mortgage-backed securities | $9,000 | 6,403 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,133 |
| Issued or guaranteed by U.S. | $9,000 | 6,111 |
| 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) | $429,000 | 2,815 |
| Available-for-sale securities (fair market value) | $4,797,000 | 6,298 |
| Total debt securities | $5,226,000 | 6,719 |
| Structured notes | ||
| Amortized cost | $2,437,000 | 682 |
| Fair value | $2,519,000 | 647 |
| 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 | $5,972,000 | 6,667 |
| U.S. Government securities | $4,657,000 | 6,389 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,657,000 | 6,307 |
| Securities issued by states & political subdivisions | $1,315,000 | 4,636 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,255,000 | 5,055 |
| Mortgage-backed securities | $10,000 | 6,452 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,188 |
| Issued or guaranteed by U.S. | $10,000 | 6,171 |
| 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) | $429,000 | 2,865 |
| Available-for-sale securities (fair market value) | $5,543,000 | 6,201 |
| Total debt securities | $5,972,000 | 6,628 |
| Structured notes | ||
| Amortized cost | $2,554,000 | 483 |
| Fair value | $2,632,000 | 477 |
| 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 | $5,953,000 | 6,728 |
| U.S. Government securities | $4,472,000 | 6,556 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,472,000 | 6,464 |
| Securities issued by states & political subdivisions | $1,481,000 | 4,497 |
| 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 | $3,481,000 | 5,038 |
| Mortgage-backed securities | $10,000 | 6,477 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,218 |
| Issued or guaranteed by U.S. | $10,000 | 6,197 |
| 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) | $733,000 | 2,669 |
| Available-for-sale securities (fair market value) | $5,220,000 | 6,304 |
| Total debt securities | $5,953,000 | 6,692 |
| Structured notes | ||
| Amortized cost | $1,626,000 | 754 |
| Fair value | $1,725,000 | 736 |
| 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 | $5,872,000 | 6,718 |
| U.S. Government securities | $4,633,000 | 6,493 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,633,000 | 6,399 |
| Securities issued by states & political subdivisions | $1,239,000 | 4,641 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,445,000 | 5,076 |
| Mortgage-backed securities | $15,000 | 6,471 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,214 |
| Issued or guaranteed by U.S. | $15,000 | 6,193 |
| 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) | $733,000 | 2,704 |
| Available-for-sale securities (fair market value) | $5,139,000 | 6,294 |
| Total debt securities | $5,872,000 | 6,677 |
| Structured notes | ||
| Amortized cost | $1,408,000 | 812 |
| Fair value | $1,437,000 | 802 |
| 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 | $4,439,000 | 7,110 |
| U.S. Government securities | $3,124,000 | 7,014 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,124,000 | 6,911 |
| Securities issued by states & political subdivisions | $1,315,000 | 4,611 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,208,000 | 5,135 |
| Mortgage-backed securities | $15,000 | 6,500 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,240 |
| Issued or guaranteed by U.S. | $15,000 | 6,213 |
| 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) | $733,000 | 2,704 |
| Available-for-sale securities (fair market value) | $3,706,000 | 6,680 |
| Total debt securities | $4,439,000 | 7,053 |
| Structured notes | ||
| Amortized cost | $489,000 | 1,496 |
| Fair value | $489,000 | 1,472 |
| 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 | $3,825,000 | 7,303 |
| U.S. Government securities | $2,508,000 | 7,223 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,508,000 | 7,119 |
| Securities issued by states & political subdivisions | $1,317,000 | 4,634 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,000 | 5,070 |
| Mortgage-backed securities | $16,000 | 6,491 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,226 |
| Issued or guaranteed by U.S. | $16,000 | 6,195 |
| 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) | $733,000 | 2,737 |
| Available-for-sale securities (fair market value) | $3,092,000 | 6,835 |
| Total debt securities | $3,825,000 | 7,247 |
| Structured notes | ||
| Amortized cost | $608,000 | 1,422 |
| Fair value | $609,000 | 1,421 |
| 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 | $4,216,000 | 7,273 |
| U.S. Government securities | $2,715,000 | 7,281 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,715,000 | 7,169 |
| Securities issued by states & political subdivisions | $1,501,000 | 4,528 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,413,000 | 5,063 |
| Mortgage-backed securities | $18,000 | 6,418 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,146 |
| Issued or guaranteed by U.S. | $18,000 | 6,125 |
| 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) | $918,000 | 2,726 |
| Available-for-sale securities (fair market value) | $3,298,000 | 6,838 |
| Total debt securities | $4,215,000 | 7,218 |
| Structured notes | ||
| Amortized cost | $719,000 | 1,837 |
| Fair value | $720,000 | 1,834 |
| 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 | $4,192,000 | 7,315 |
| U.S. Government securities | $2,611,000 | 7,370 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,611,000 | 7,257 |
| Securities issued by states & political subdivisions | $1,581,000 | 4,495 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,097,000 | 5,197 |
| Mortgage-backed securities | $18,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,108 |
| Issued or guaranteed by U.S. | $18,000 | 6,085 |
| 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) | $918,000 | 2,784 |
| Available-for-sale securities (fair market value) | $3,274,000 | 6,868 |
| Total debt securities | $4,192,000 | 7,274 |
| Structured notes | ||
| Amortized cost | $575,000 | 2,132 |
| Fair value | $575,000 | 2,134 |
| 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 | $4,163,000 | 7,371 |
| U.S. Government securities | $2,583,000 | 7,433 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,583,000 | 7,310 |
| Securities issued by states & political subdivisions | $1,580,000 | 4,516 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,268,000 | 5,176 |
| Mortgage-backed securities | $19,000 | 6,419 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,124 |
| Issued or guaranteed by U.S. | $19,000 | 6,103 |
| 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) | $918,000 | 2,816 |
| Available-for-sale securities (fair market value) | $3,245,000 | 6,906 |
| Total debt securities | $4,163,000 | 7,328 |
| Structured notes | ||
| Amortized cost | $784,000 | 2,103 |
| Fair value | $781,000 | 2,098 |
| 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 | $4,205,000 | 7,407 |
| U.S. Government securities | $2,623,000 | 7,465 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,623,000 | 7,340 |
| Securities issued by states & political subdivisions | $1,582,000 | 4,527 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,308,000 | 5,165 |
| Mortgage-backed securities | $21,000 | 6,429 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,134 |
| Issued or guaranteed by U.S. | $21,000 | 6,111 |
| 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) | $918,000 | 2,845 |
| Available-for-sale securities (fair market value) | $3,287,000 | 6,910 |
| Total debt securities | $4,205,000 | 7,358 |
| Structured notes | ||
| Amortized cost | $794,000 | 2,164 |
| Fair value | $792,000 | 2,156 |
| 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 | $4,392,000 | 7,403 |
| U.S. Government securities | $2,623,000 | 7,508 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,623,000 | 7,390 |
| Securities issued by states & political subdivisions | $1,769,000 | 4,429 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,469,000 | 5,127 |
| Mortgage-backed securities | $22,000 | 6,447 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,149 |
| Issued or guaranteed by U.S. | $22,000 | 6,125 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 2,792 |
| Available-for-sale securities (fair market value) | $3,287,000 | 6,931 |
| Total debt securities | $4,392,000 | 7,346 |
| Structured notes | ||
| Amortized cost | $803,000 | 2,247 |
| Fair value | $799,000 | 2,245 |
| 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 | $4,083,000 | 7,547 |
| U.S. Government securities | $2,313,000 | 7,679 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,313,000 | 7,543 |
| Securities issued by states & political subdivisions | $1,770,000 | 4,458 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,960,000 | 5,383 |
| Mortgage-backed securities | $23,000 | 6,495 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,195 |
| Issued or guaranteed by U.S. | $23,000 | 6,167 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 2,864 |
| Available-for-sale securities (fair market value) | $2,978,000 | 7,069 |
| Total debt securities | $4,083,000 | 7,499 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,464 |
| Fair value | $693,000 | 2,452 |
| 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 | $4,040,000 | 7,588 |
| U.S. Government securities | $2,272,000 | 7,740 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,272,000 | 7,602 |
| Securities issued by states & political subdivisions | $1,768,000 | 4,450 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,918,000 | 5,410 |
| Mortgage-backed securities | $24,000 | 6,542 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,239 |
| Issued or guaranteed by U.S. | $24,000 | 6,214 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 2,887 |
| Available-for-sale securities (fair market value) | $2,935,000 | 7,119 |
| Total debt securities | $4,040,000 | 7,537 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,522 |
| Fair value | $685,000 | 2,519 |
| 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 | $3,787,000 | 7,703 |
| U.S. Government securities | $2,303,000 | 7,793 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,303,000 | 7,658 |
| Securities issued by states & political subdivisions | $1,484,000 | 4,679 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,947,000 | 5,387 |
| Mortgage-backed securities | $26,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,251 |
| Issued or guaranteed by U.S. | $26,000 | 6,229 |
| 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) | $819,000 | 3,111 |
| Available-for-sale securities (fair market value) | $2,968,000 | 7,154 |
| Total debt securities | $3,787,000 | 7,656 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,523 |
| Fair value | $688,000 | 2,521 |
| 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 | $3,790,000 | 7,740 |
| U.S. Government securities | $2,117,000 | 7,868 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,117,000 | 7,736 |
| Securities issued by states & political subdivisions | $1,673,000 | 4,575 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,914,000 | 5,439 |
| Mortgage-backed securities | $28,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,302 |
| Issued or guaranteed by U.S. | $28,000 | 6,281 |
| 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) | $972,000 | 3,095 |
| Available-for-sale securities (fair market value) | $2,818,000 | 7,225 |
| Total debt securities | $3,790,000 | 7,690 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,552 |
| Fair value | $589,000 | 2,556 |
| 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 | $3,724,000 | 7,781 |
| U.S. Government securities | $2,049,000 | 7,905 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,049,000 | 7,775 |
| Securities issued by states & political subdivisions | $1,675,000 | 4,572 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,945,000 | 5,422 |
| Mortgage-backed securities | $30,000 | 6,655 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,324 |
| Issued or guaranteed by U.S. | $30,000 | 6,305 |
| 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) | $972,000 | 3,134 |
| Available-for-sale securities (fair market value) | $2,752,000 | 7,255 |
| Total debt securities | $3,724,000 | 7,729 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,499 |
| Fair value | $595,000 | 2,494 |
| 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 | $3,744,000 | 7,831 |
| U.S. Government securities | $2,067,000 | 7,936 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,067,000 | 7,795 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,560 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,961,000 | 5,389 |
| Mortgage-backed securities | $33,000 | 6,685 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,360 |
| Issued or guaranteed by U.S. | $33,000 | 6,340 |
| 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) | $972,000 | 3,184 |
| Available-for-sale securities (fair market value) | $2,772,000 | 7,290 |
| Total debt securities | $3,744,000 | 7,775 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,478 |
| Fair value | $597,000 | 2,477 |
| 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 | $3,701,000 | 7,928 |
| U.S. Government securities | $2,026,000 | 8,012 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,026,000 | 7,870 |
| Securities issued by states & political subdivisions | $1,675,000 | 4,576 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,918,000 | 5,453 |
| Mortgage-backed securities | $35,000 | 6,756 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,426 |
| Issued or guaranteed by U.S. | $35,000 | 6,408 |
| 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) | $972,000 | 3,241 |
| Available-for-sale securities (fair market value) | $2,729,000 | 7,346 |
| Total debt securities | $3,701,000 | 7,874 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,461 |
| Fair value | $590,000 | 2,458 |
| 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 | $3,876,000 | 7,937 |
| U.S. Government securities | $1,862,000 | 8,115 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,862,000 | 7,977 |
| Securities issued by states & political subdivisions | $2,014,000 | 4,349 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,187,000 | 5,317 |
| Mortgage-backed securities | $37,000 | 6,799 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,462 |
| Issued or guaranteed by U.S. | $37,000 | 6,448 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,090,000 | 3,178 |
| Available-for-sale securities (fair market value) | $2,786,000 | 7,376 |
| Total debt securities | $3,876,000 | 7,874 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,675 |
| Fair value | $397,000 | 2,683 |
| 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 | $3,549,000 | 8,028 |
| U.S. Government securities | $2,137,000 | 8,062 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,137,000 | 7,914 |
| Securities issued by states & political subdivisions | $1,412,000 | 4,769 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,602,000 | 5,592 |
| Mortgage-backed securities | $43,000 | 6,814 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,464 |
| Issued or guaranteed by U.S. | $43,000 | 6,451 |
| 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) | $485,000 | 3,705 |
| Available-for-sale securities (fair market value) | $3,064,000 | 7,339 |
| Total debt securities | $3,549,000 | 7,964 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,645 |
| Fair value | $401,000 | 2,646 |
| 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 | $3,052,000 | 8,231 |
| U.S. Government securities | $1,646,000 | 8,294 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,646,000 | 8,149 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,791 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,927,000 | 5,984 |
| Mortgage-backed securities | $46,000 | 6,873 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,520 |
| Issued or guaranteed by U.S. | $46,000 | 6,508 |
| 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) | $485,000 | 3,733 |
| Available-for-sale securities (fair market value) | $2,567,000 | 7,530 |
| Total debt securities | $3,052,000 | 8,172 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,732 |
| Fair value | $196,000 | 2,757 |
| 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 | $3,459,000 | 8,113 |
| U.S. Government securities | $1,612,000 | 8,273 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,612,000 | 8,131 |
| Securities issued by states & political subdivisions | $1,847,000 | 4,465 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,014,000 | 5,871 |
| Mortgage-backed securities | $52,000 | 6,878 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,517 |
| Issued or guaranteed by U.S. | $52,000 | 6,501 |
| 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) | $585,000 | 3,671 |
| Available-for-sale securities (fair market value) | $2,874,000 | 7,452 |
| Total debt securities | $3,459,000 | 8,042 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,509 |
| Fair value | $201,000 | 2,525 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,605,000 | 8,166 |
| U.S. Government securities | $1,360,000 | 8,450 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,360,000 | 8,307 |
| Securities issued by states & political subdivisions | $2,245,000 | 4,252 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,115,000 | 5,768 |
| Mortgage-backed securities | $57,000 | 6,896 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,548 |
| Issued or guaranteed by U.S. | $57,000 | 6,527 |
| 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) | $845,000 | 3,508 |
| Available-for-sale securities (fair market value) | $2,760,000 | 7,545 |
| Total debt securities | $3,605,000 | 8,096 |
| Structured notes | ||
| Amortized cost | $320,000 | 2,272 |
| Fair value | $319,000 | 2,274 |
| 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 | $3,282,000 | 8,218 |
| U.S. Government securities | $1,213,000 | 8,479 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,213,000 | 8,331 |
| Securities issued by states & political subdivisions | $2,069,000 | 4,362 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,925,000 | 5,895 |
| Mortgage-backed securities | $65,000 | 6,931 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,574 |
| Issued or guaranteed by U.S. | $65,000 | 6,550 |
| 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) | $630,000 | 3,727 |
| Available-for-sale securities (fair market value) | $2,652,000 | 7,560 |
| Total debt securities | $3,282,000 | 8,132 |
| Structured notes | ||
| Amortized cost | $120,000 | 2,169 |
| Fair value | $120,000 | 2,171 |
| 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 | $3,435,000 | 8,194 |
| U.S. Government securities | $1,344,000 | 8,448 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,344,000 | 8,297 |
| Securities issued by states & political subdivisions | $2,091,000 | 4,311 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,983,000 | 5,859 |
| Mortgage-backed securities | $82,000 | 6,924 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,534 |
| Issued or guaranteed by U.S. | $82,000 | 6,516 |
| 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) | $630,000 | 3,749 |
| Available-for-sale securities (fair market value) | $2,805,000 | 7,533 |
| Total debt securities | $3,435,000 | 8,119 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,923 |
| Fair value | $200,000 | 1,938 |
| 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 | $3,881,000 | 8,118 |
| U.S. Government securities | $1,652,000 | 8,410 |
| U.S. Treasury securities | $200,000 | 2,248 |
| U.S. Government agency obligations | $1,452,000 | 8,323 |
| Securities issued by states & political subdivisions | $2,229,000 | 4,165 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,998,000 | 5,891 |
| Mortgage-backed securities | $104,000 | 6,903 |
| Certificates of participation in pools of residential mortgages | $104,000 | 6,488 |
| Issued or guaranteed by U.S. | $104,000 | 6,468 |
| 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) | $630,000 | 3,801 |
| Available-for-sale securities (fair market value) | $3,251,000 | 7,423 |
| Total debt securities | $3,881,000 | 8,039 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,571 |
| Fair value | $300,000 | 1,586 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,964,000 | 8,155 |
| U.S. Government securities | $1,160,000 | 8,625 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,160,000 | 8,466 |
| Securities issued by states & political subdivisions | $2,804,000 | 3,853 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,007,000 | 5,882 |
| Mortgage-backed securities | $120,000 | 6,873 |
| Certificates of participation in pools of residential mortgages | $120,000 | 6,423 |
| Issued or guaranteed by U.S. | $120,000 | 6,403 |
| 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) | $765,000 | 3,780 |
| Available-for-sale securities (fair market value) | $3,199,000 | 7,471 |
| Total debt securities | $3,964,000 | 8,070 |
| 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 | $4,988,000 | 7,941 |
| U.S. Government securities | $2,108,000 | 8,428 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,108,000 | 8,224 |
| Securities issued by states & political subdivisions | $2,880,000 | 3,813 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,763,000 | 6,120 |
| Mortgage-backed securities | $148,000 | 6,886 |
| Certificates of participation in pools of residential mortgages | $148,000 | 6,371 |
| Issued or guaranteed by U.S. | $148,000 | 6,346 |
| 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) | $811,000 | 3,989 |
| Available-for-sale securities (fair market value) | $4,177,000 | 7,231 |
| Total debt securities | $4,988,000 | 7,836 |
| 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 | $5,416,000 | 8,215 |
| U.S. Government securities | $2,138,000 | 8,921 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,138,000 | 8,635 |
| Securities issued by states & political subdivisions | $3,083,000 | 3,658 |
| Other domestic debt securities | $1,000 | 3,982 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $194,000 | 5,853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,000 | 6,201 |
| Mortgage-backed securities | $68,000 | 7,021 |
| Certificates of participation in pools of residential mortgages | $67,000 | 6,555 |
| Issued or guaranteed by U.S. | $67,000 | 6,534 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $1,000 | 1,338 |
| 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) | $1,344,000 | 4,228 |
| Available-for-sale securities (fair market value) | $4,072,000 | 7,528 |
| Total debt securities | $5,222,000 | 8,159 |
| 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 | $5,492,000 | 8,497 |
| U.S. Government securities | $2,098,000 | 9,291 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,098,000 | 8,866 |
| Securities issued by states & political subdivisions | $3,251,000 | 3,748 |
| Other domestic debt securities | $4,000 | 3,928 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $139,000 | 6,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $853,000 | 7,362 |
| Mortgage-backed securities | $98,000 | 7,281 |
| Certificates of participation in pools of residential mortgages | $84,000 | 6,827 |
| Issued or guaranteed by U.S. | $84,000 | 6,809 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $14,000 | 4,483 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 4,244 |
| Privately issued | $4,000 | 1,410 |
| 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) | $1,461,000 | 4,566 |
| Available-for-sale securities (fair market value) | $4,031,000 | 7,738 |
| Total debt securities | $5,353,000 | 8,433 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,214,000 | 9,048 |
| U.S. Government securities | $1,945,000 | 9,478 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,945,000 | 8,802 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,708 |
| Other domestic debt securities | $156,000 | 3,305 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,000 | 2,778 |
| Foreign debt securities | NA | NA |
| Equity securities | $110,000 | 6,377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $849,000 | 7,366 |
| Mortgage-backed securities | $256,000 | 7,086 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,899 |
| Issued or guaranteed by U.S. | $122,000 | 6,881 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $134,000 | 4,404 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 4,236 |
| Privately issued | $7,000 | 1,427 |
| 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) | $1,361,000 | 5,160 |
| Available-for-sale securities (fair market value) | $2,853,000 | 8,160 |
| Total debt securities | $4,104,000 | 8,962 |
| 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 | $3,262,000 | 9,881 |
| U.S. Government securities | $1,566,000 | 10,203 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,566,000 | 9,330 |
| Securities issued by states & political subdivisions | $1,305,000 | 5,374 |
| Other domestic debt securities | $167,000 | 3,022 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $148,000 | 2,469 |
| Foreign debt securities | NA | NA |
| Equity securities | $224,000 | 5,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,367,000 | 7,107 |
| Mortgage-backed securities | $540,000 | 6,903 |
| Certificates of participation in pools of residential mortgages | $230,000 | 6,825 |
| Issued or guaranteed by U.S. | $230,000 | 6,803 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $310,000 | 4,290 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 4,169 |
| Privately issued | $19,000 | 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) | $2,407,000 | 5,361 |
| Available-for-sale securities (fair market value) | $855,000 | 9,280 |
| Total debt securities | $3,038,000 | 9,848 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,901,000 | 10,214 |
| U.S. Government securities | $1,559,000 | 10,769 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $1,559,000 | 9,762 |
| Securities issued by states & political subdivisions | $1,881,000 | 4,927 |
| Other domestic debt securities | $251,000 | 3,217 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,751 |
| Foreign debt securities | NA | NA |
| Equity securities | $210,000 | 5,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,558,000 | 7,148 |
| Mortgage-backed securities | $817,000 | 7,095 |
| Certificates of participation in pools of residential mortgages | $281,000 | 7,219 |
| Issued or guaranteed by U.S. | $281,000 | 7,201 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $536,000 | 4,376 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 4,423 |
| Privately issued | $101,000 | 1,281 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,223,000 | 5,544 |
| Available-for-sale securities (fair market value) | $678,000 | 9,704 |
| Total debt securities | $3,691,000 | 10,196 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,239,000 | 10,536 |
| U.S. Government securities | $1,890,000 | 11,152 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,890,000 | 9,846 |
| Securities issued by states & political subdivisions | $1,948,000 | 4,963 |
| Other domestic debt securities | $308,000 | 3,627 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $148,000 | 3,316 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,000 | 6,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,891,000 | 7,007 |
| Mortgage-backed securities | $1,201,000 | 7,056 |
| Certificates of participation in pools of residential mortgages | $469,000 | 7,076 |
| Issued or guaranteed by U.S. | $469,000 | 7,044 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $732,000 | 4,570 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 4,575 |
| Privately issued | $160,000 | 1,387 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,655,000 | 5,649 |
| Available-for-sale securities (fair market value) | $584,000 | 10,201 |
| Total debt securities | $4,146,000 | 10,462 |
| Structured notes | ||
| Amortized cost | $449,000 | 3,822 |
| Fair value | $452,000 | 3,786 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,248,000 | 11,170 |
| U.S. Government securities | $2,033,000 | 11,751 |
| U.S. Treasury securities | $290,000 | 10,825 |
| U.S. Government agency obligations | $1,743,000 | 10,175 |
| Securities issued by states & political subdivisions | $1,830,000 | 5,432 |
| Other domestic debt securities | $344,000 | 4,044 |
| Privately issued residential mortgage-backed securities | $197,000 | 1,832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,000 | 3,856 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,615,000 | 7,504 |
| Mortgage-backed securities | $1,491,000 | 7,150 |
| Certificates of participation in pools of residential mortgages | $549,000 | 7,268 |
| Issued or guaranteed by U.S. | $549,000 | 7,240 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $942,000 | 4,623 |
| CMOs issued by government agencies or sponsored agencies | $745,000 | 4,696 |
| Privately issued | $197,000 | 1,544 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,707,000 | 8,816 |
| Available-for-sale securities (fair market value) | $541,000 | 10,077 |
| Total debt securities | $4,207,000 | 11,084 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,875,000 | 11,354 |
| U.S. Government securities | $2,401,000 | 11,985 |
| U.S. Treasury securities | $395,000 | 11,116 |
| U.S. Government agency obligations | $2,006,000 | 10,230 |
| Securities issued by states & political subdivisions | $1,572,000 | 5,892 |
| Other domestic debt securities | $877,000 | 3,539 |
| Privately issued residential mortgage-backed securities | $279,000 | 2,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $598,000 | 3,073 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,000 | 7,269 |
| Mortgage-backed securities | $2,285,000 | 6,996 |
| Certificates of participation in pools of residential mortgages | $871,000 | 7,316 |
| Issued or guaranteed by U.S. | $871,000 | 7,266 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,414,000 | 4,546 |
| CMOs issued by government agencies or sponsored agencies | $1,135,000 | 4,563 |
| Privately issued | $279,000 | 1,737 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,850,000 | 11,222 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,530,000 | 11,843 |
| U.S. Government securities | $2,252,000 | 12,553 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,252,000 | 10,270 |
| Securities issued by states & political subdivisions | $805,000 | 6,978 |
| Other domestic debt securities | $1,448,000 | 3,483 |
| Privately issued residential mortgage-backed securities | $177,000 | 3,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,271,000 | 2,615 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,943,000 | 7,241 |
| Mortgage-backed securities | $1,963,000 | 7,700 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 6,996 |
| Issued or guaranteed by U.S. | $1,343,000 | 6,933 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $620,000 | 5,612 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 5,627 |
| Privately issued | $177,000 | 2,703 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,505,000 | 11,718 |
| 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 |