Home > Graham Savings and Loan, SSB > Securities
Graham Savings and Loan, SSB, Securities
| 2021-12-31 | Rank | |
| Total securities | $22,763,000 | 3,578 |
| U.S. Government securities | $11,238,000 | 3,496 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,238,000 | 3,204 |
| Securities issued by states & political subdivisions | $11,525,000 | 2,577 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $10,285,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $5,405,000 | 2,746 |
| Issued or guaranteed by U.S. | $5,405,000 | 2,663 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,364,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,364,000 | 1,732 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,516,000 | 1,562 |
| Commercial mortgage pass-through securities | $1,516,000 | 1,094 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $22,763,000 | 555 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $22,763,000 | 3,556 |
| 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 | $20,856,000 | 3,611 |
| U.S. Government securities | $9,311,000 | 3,611 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,311,000 | 3,361 |
| Securities issued by states & political subdivisions | $11,545,000 | 2,551 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $8,305,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $8,305,000 | 2,444 |
| Issued or guaranteed by U.S. | $8,305,000 | 2,381 |
| 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) | $20,856,000 | 551 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $20,856,000 | 3,590 |
| 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 | $18,441,000 | 3,683 |
| U.S. Government securities | $6,826,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,826,000 | 3,556 |
| Securities issued by states & political subdivisions | $11,615,000 | 2,516 |
| 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 | $160,000 | 4,089 |
| Mortgage-backed securities | $5,820,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $5,820,000 | 2,695 |
| Issued or guaranteed by U.S. | $5,820,000 | 2,617 |
| 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) | $18,441,000 | 558 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $18,441,000 | 3,659 |
| 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 | $19,017,000 | 3,566 |
| U.S. Government securities | $7,382,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,382,000 | 3,446 |
| Securities issued by states & political subdivisions | $11,635,000 | 2,479 |
| 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 | $160,000 | 4,106 |
| Mortgage-backed securities | $6,344,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $6,344,000 | 2,580 |
| Issued or guaranteed by U.S. | $6,344,000 | 2,506 |
| 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) | $19,017,000 | 515 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $19,017,000 | 3,541 |
| 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 | $19,565,000 | 3,452 |
| U.S. Government securities | $7,910,000 | 3,478 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,910,000 | 3,326 |
| Securities issued by states & political subdivisions | $11,655,000 | 2,451 |
| 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 | $161,000 | 4,132 |
| Mortgage-backed securities | $6,872,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $6,872,000 | 2,431 |
| Issued or guaranteed by U.S. | $6,872,000 | 2,360 |
| 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) | $19,565,000 | 486 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $19,565,000 | 3,427 |
| 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 | $16,980,000 | 3,533 |
| U.S. Government securities | $9,491,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,491,000 | 3,163 |
| Securities issued by states & political subdivisions | $7,489,000 | 2,778 |
| 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 | $162,000 | 4,147 |
| Mortgage-backed securities | $7,438,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $7,438,000 | 2,354 |
| Issued or guaranteed by U.S. | $7,438,000 | 2,282 |
| 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) | $16,980,000 | 508 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $16,980,000 | 3,511 |
| 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 | $17,155,000 | 3,501 |
| U.S. Government securities | $10,061,000 | 3,254 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,061,000 | 3,107 |
| Securities issued by states & political subdivisions | $7,094,000 | 2,774 |
| 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 | $162,000 | 4,192 |
| Mortgage-backed securities | $7,508,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $7,508,000 | 2,309 |
| Issued or guaranteed by U.S. | $7,508,000 | 2,242 |
| 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) | $17,155,000 | 501 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $17,156,000 | 3,476 |
| 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 | $12,229,000 | 3,833 |
| U.S. Government securities | $7,037,000 | 3,626 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,037,000 | 3,470 |
| Securities issued by states & political subdivisions | $5,192,000 | 2,966 |
| 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 | $162,000 | 4,224 |
| Mortgage-backed securities | $4,540,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $4,540,000 | 2,748 |
| Issued or guaranteed by U.S. | $4,540,000 | 2,660 |
| 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) | $12,229,000 | 621 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $12,229,000 | 3,810 |
| 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 | $10,129,000 | 4,068 |
| U.S. Government securities | $6,516,000 | 3,778 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,516,000 | 3,610 |
| Securities issued by states & political subdivisions | $3,613,000 | 3,237 |
| 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 | $288,000 | 4,255 |
| Mortgage-backed securities | $3,252,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $3,252,000 | 2,928 |
| Issued or guaranteed by U.S. | $3,252,000 | 2,842 |
| 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) | $10,129,000 | 695 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $10,129,000 | 4,042 |
| 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 | $10,438,000 | 4,094 |
| U.S. Government securities | $6,816,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,816,000 | 3,654 |
| Securities issued by states & political subdivisions | $3,622,000 | 3,252 |
| 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 | $288,000 | 4,325 |
| Mortgage-backed securities | $3,552,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 2,861 |
| Issued or guaranteed by U.S. | $3,552,000 | 2,774 |
| 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) | $10,438,000 | 739 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $10,438,000 | 4,069 |
| 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 | $10,739,000 | 4,130 |
| U.S. Government securities | $7,109,000 | 3,849 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,109,000 | 3,691 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,304 |
| 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 | $289,000 | 4,368 |
| Mortgage-backed securities | $3,862,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $3,862,000 | 2,815 |
| Issued or guaranteed by U.S. | $3,862,000 | 2,735 |
| 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) | $10,739,000 | 762 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $10,739,000 | 4,109 |
| 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 | $10,897,000 | 4,181 |
| U.S. Government securities | $7,158,000 | 3,888 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,158,000 | 3,721 |
| Securities issued by states & political subdivisions | $3,739,000 | 3,353 |
| 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 | $390,000 | 4,392 |
| Mortgage-backed securities | $4,161,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $4,161,000 | 2,786 |
| Issued or guaranteed by U.S. | $4,161,000 | 2,705 |
| 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) | $10,897,000 | 773 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $10,897,000 | 4,161 |
| 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 | $11,982,000 | 4,133 |
| U.S. Government securities | $7,444,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,444,000 | 3,711 |
| Securities issued by states & political subdivisions | $4,538,000 | 3,269 |
| 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 | $391,000 | 4,439 |
| Mortgage-backed securities | $4,447,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $4,447,000 | 2,731 |
| Issued or guaranteed by U.S. | $4,447,000 | 2,685 |
| 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) | $11,982,000 | 780 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $11,982,000 | 4,110 |
| 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 | $12,041,000 | 4,179 |
| U.S. Government securities | $7,492,000 | 3,922 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,492,000 | 3,763 |
| Securities issued by states & political subdivisions | $4,549,000 | 3,306 |
| 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 | $1,144,000 | 4,256 |
| Mortgage-backed securities | $4,745,000 | 3,228 |
| Certificates of participation in pools of residential mortgages | $4,745,000 | 2,718 |
| Issued or guaranteed by U.S. | $4,745,000 | 2,701 |
| 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) | $12,041,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $12,041,000 | 4,157 |
| 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 | $12,316,000 | 4,210 |
| U.S. Government securities | $7,606,000 | 3,912 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,606,000 | 3,754 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,319 |
| 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 | $1,297,000 | 4,266 |
| Mortgage-backed securities | $5,109,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $5,109,000 | 2,693 |
| Issued or guaranteed by U.S. | $5,109,000 | 2,569 |
| 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) | $12,316,000 | 798 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $12,316,000 | 4,189 |
| 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 | $12,715,000 | 4,217 |
| U.S. Government securities | $7,994,000 | 3,936 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,994,000 | 3,779 |
| Securities issued by states & political subdivisions | $4,721,000 | 3,362 |
| 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 | $1,300,000 | 4,317 |
| Mortgage-backed securities | $5,496,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $5,496,000 | 2,672 |
| Issued or guaranteed by U.S. | $5,496,000 | 2,670 |
| 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) | $12,715,000 | 799 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $12,715,000 | 4,194 |
| 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 | $13,099,000 | 4,247 |
| U.S. Government securities | $8,367,000 | 3,935 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,367,000 | 3,789 |
| Securities issued by states & political subdivisions | $4,732,000 | 3,428 |
| 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 | $1,303,000 | 4,387 |
| Mortgage-backed securities | $5,869,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $5,869,000 | 2,642 |
| Issued or guaranteed by U.S. | $5,869,000 | 2,640 |
| 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) | $13,099,000 | 803 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $13,099,000 | 4,225 |
| 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 | $9,890,000 | 4,587 |
| U.S. Government securities | $6,847,000 | 4,179 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,847,000 | 4,036 |
| Securities issued by states & political subdivisions | $3,043,000 | 3,800 |
| 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 | $1,307,000 | 4,458 |
| Mortgage-backed securities | $4,349,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $4,349,000 | 2,996 |
| Issued or guaranteed by U.S. | $4,349,000 | 2,994 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $9,890,000 | 938 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $9,890,000 | 4,562 |
| 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 | $10,540,000 | 4,573 |
| U.S. Government securities | $7,199,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,199,000 | 4,032 |
| Securities issued by states & political subdivisions | $3,341,000 | 3,775 |
| 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 | $1,285,000 | 4,489 |
| Mortgage-backed securities | $4,701,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $4,701,000 | 2,958 |
| Issued or guaranteed by U.S. | $4,701,000 | 2,955 |
| 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) | $10,540,000 | 926 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $10,539,000 | 4,548 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $11,186,000 | 4,551 |
| U.S. Government securities | $7,837,000 | 4,142 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,837,000 | 4,005 |
| Securities issued by states & political subdivisions | $3,349,000 | 3,811 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,000 | 4,473 |
| Mortgage-backed securities | $5,089,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $5,089,000 | 2,937 |
| Issued or guaranteed by U.S. | $5,089,000 | 2,934 |
| 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) | $11,186,000 | 926 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $11,187,000 | 4,525 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $10,939,000 | 4,584 |
| U.S. Government securities | $7,132,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,132,000 | 4,100 |
| Securities issued by states & political subdivisions | $3,807,000 | 3,748 |
| 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 | $2,025,000 | 4,393 |
| Mortgage-backed securities | $4,384,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $4,384,000 | 3,094 |
| Issued or guaranteed by U.S. | $4,384,000 | 3,090 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $10,939,000 | 937 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $10,938,000 | 4,557 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $9,275,000 | 4,771 |
| U.S. Government securities | $5,490,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,490,000 | 4,422 |
| Securities issued by states & political subdivisions | $3,785,000 | 3,763 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 4,322 |
| Mortgage-backed securities | $4,240,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $4,240,000 | 3,142 |
| Issued or guaranteed by U.S. | $4,240,000 | 3,141 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $9,275,000 | 1,000 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $9,276,000 | 4,742 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $9,254,000 | 4,835 |
| U.S. Government securities | $5,462,000 | 4,624 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,462,000 | 4,498 |
| Securities issued by states & political subdivisions | $3,792,000 | 3,790 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 4,403 |
| Mortgage-backed securities | $4,712,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $4,712,000 | 3,094 |
| Issued or guaranteed by U.S. | $4,712,000 | 3,091 |
| 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) | $9,254,000 | 1,028 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $9,255,000 | 4,809 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $9,246,000 | 4,909 |
| U.S. Government securities | $5,422,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,422,000 | 4,610 |
| Securities issued by states & political subdivisions | $3,824,000 | 3,787 |
| 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 | $2,505,000 | 4,444 |
| Mortgage-backed securities | $5,172,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $5,172,000 | 3,018 |
| Issued or guaranteed by U.S. | $5,172,000 | 3,017 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $9,246,000 | 1,057 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $9,245,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $9,832,000 | 4,914 |
| U.S. Government securities | $5,604,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,604,000 | 4,629 |
| Securities issued by states & political subdivisions | $4,228,000 | 3,739 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,830,000 | 4,401 |
| Mortgage-backed securities | $5,604,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $5,604,000 | 2,930 |
| Issued or guaranteed by U.S. | $5,604,000 | 2,929 |
| 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) | $9,832,000 | 1,043 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $9,833,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $10,237,000 | 4,958 |
| U.S. Government securities | $6,002,000 | 4,779 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,002,000 | 4,663 |
| Securities issued by states & political subdivisions | $4,235,000 | 3,769 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,830,000 | 4,485 |
| Mortgage-backed securities | $6,002,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $6,002,000 | 2,907 |
| Issued or guaranteed by U.S. | $6,002,000 | 2,903 |
| 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) | $10,237,000 | 1,035 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $10,238,000 | 4,936 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,805,000 | 4,984 |
| U.S. Government securities | $6,563,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,563,000 | 4,698 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,776 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,930,000 | 4,502 |
| Mortgage-backed securities | $6,563,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $6,563,000 | 2,904 |
| Issued or guaranteed by U.S. | $6,563,000 | 2,902 |
| 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) | $10,805,000 | 1,030 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $10,805,000 | 4,962 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $11,937,000 | 4,950 |
| U.S. Government securities | $7,309,000 | 4,770 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,309,000 | 4,666 |
| Securities issued by states & political subdivisions | $4,628,000 | 3,687 |
| 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 | $2,930,000 | 4,566 |
| Mortgage-backed securities | $7,309,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $7,309,000 | 2,834 |
| Issued or guaranteed by U.S. | $7,309,000 | 2,833 |
| 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) | $11,937,000 | 1,001 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $11,937,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $12,422,000 | 4,955 |
| U.S. Government securities | $7,873,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,873,000 | 4,626 |
| Securities issued by states & political subdivisions | $4,549,000 | 3,749 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,450,000 | 4,488 |
| Mortgage-backed securities | $7,873,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $7,873,000 | 2,797 |
| Issued or guaranteed by U.S. | $7,873,000 | 2,795 |
| 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) | $12,422,000 | 993 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $12,422,000 | 4,937 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,881,000 | 5,006 |
| U.S. Government securities | $8,326,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,326,000 | 4,660 |
| Securities issued by states & political subdivisions | $4,555,000 | 3,793 |
| 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 | $3,450,000 | 4,541 |
| Mortgage-backed securities | $8,326,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $8,326,000 | 2,823 |
| Issued or guaranteed by U.S. | $8,326,000 | 2,820 |
| 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) | $12,881,000 | 989 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $12,880,000 | 4,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $13,675,000 | 5,014 |
| U.S. Government securities | $8,789,000 | 4,768 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,789,000 | 4,658 |
| Securities issued by states & political subdivisions | $4,886,000 | 3,748 |
| 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 | $3,450,000 | 4,575 |
| Mortgage-backed securities | $8,789,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $8,789,000 | 2,804 |
| Issued or guaranteed by U.S. | $8,789,000 | 2,804 |
| 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) | $13,675,000 | 978 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $13,675,000 | 4,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $11,500,000 | 5,274 |
| U.S. Government securities | $6,567,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,567,000 | 5,048 |
| Securities issued by states & political subdivisions | $4,933,000 | 3,770 |
| 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 | $3,490,000 | 4,587 |
| Mortgage-backed securities | $6,567,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $6,567,000 | 3,153 |
| Issued or guaranteed by U.S. | $6,567,000 | 3,153 |
| 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) | $11,500,000 | 1,034 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $11,499,000 | 5,247 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $11,588,000 | 5,284 |
| U.S. Government securities | $6,013,000 | 5,247 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,013,000 | 5,148 |
| Securities issued by states & political subdivisions | $5,575,000 | 3,666 |
| 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 | $4,300,000 | 4,391 |
| Mortgage-backed securities | $6,013,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $6,013,000 | 3,261 |
| Issued or guaranteed by U.S. | $6,013,000 | 3,258 |
| 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) | $11,588,000 | 1,022 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $11,588,000 | 5,254 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $9,019,000 | 5,601 |
| U.S. Government securities | $3,437,000 | 5,772 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,437,000 | 5,683 |
| Securities issued by states & political subdivisions | $5,582,000 | 3,668 |
| 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 | $4,300,000 | 4,430 |
| Mortgage-backed securities | $3,437,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $3,437,000 | 3,872 |
| Issued or guaranteed by U.S. | $3,437,000 | 3,866 |
| 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) | $9,019,000 | 1,109 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $9,018,000 | 5,573 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,014,000 | 5,731 |
| U.S. Government securities | $516,000 | 6,424 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $516,000 | 6,327 |
| Securities issued by states & political subdivisions | $7,498,000 | 3,302 |
| 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 | $5,125,000 | 4,236 |
| Mortgage-backed securities | $516,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $516,000 | 4,857 |
| Issued or guaranteed by U.S. | $516,000 | 4,853 |
| 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) | $8,014,000 | 1,099 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $8,015,000 | 5,694 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $7,294,000 | 5,851 |
| U.S. Government securities | $558,000 | 6,470 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $558,000 | 6,369 |
| Securities issued by states & political subdivisions | $6,736,000 | 3,417 |
| 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 | $5,125,000 | 4,276 |
| Mortgage-backed securities | $558,000 | 5,181 |
| Certificates of participation in pools of residential mortgages | $558,000 | 4,890 |
| Issued or guaranteed by U.S. | $558,000 | 4,888 |
| 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) | $7,294,000 | 1,110 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $7,294,000 | 5,818 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,430,000 | 5,865 |
| U.S. Government securities | $596,000 | 6,516 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $596,000 | 6,413 |
| Securities issued by states & political subdivisions | $6,834,000 | 3,372 |
| 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 | $3,775,000 | 4,608 |
| Mortgage-backed securities | $596,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $596,000 | 4,908 |
| Issued or guaranteed by U.S. | $596,000 | 4,907 |
| 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) | $7,430,000 | 1,105 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $7,430,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,477,000 | 5,944 |
| U.S. Government securities | $626,000 | 6,616 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $626,000 | 6,524 |
| Securities issued by states & political subdivisions | $6,851,000 | 3,343 |
| 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 | $3,775,000 | 4,684 |
| Mortgage-backed securities | $626,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $626,000 | 5,002 |
| Issued or guaranteed by U.S. | $626,000 | 4,998 |
| 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) | $7,477,000 | 1,121 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $7,477,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,793,000 | 5,967 |
| U.S. Government securities | $670,000 | 6,678 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $670,000 | 6,585 |
| Securities issued by states & political subdivisions | $7,123,000 | 3,254 |
| 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 | $3,980,000 | 4,649 |
| Mortgage-backed securities | $670,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $670,000 | 4,997 |
| Issued or guaranteed by U.S. | $670,000 | 4,993 |
| 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) | $7,793,000 | 1,091 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $7,793,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,954,000 | 5,993 |
| U.S. Government securities | $718,000 | 6,748 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $718,000 | 6,648 |
| Securities issued by states & political subdivisions | $7,236,000 | 3,125 |
| 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 | $3,980,000 | 4,675 |
| Mortgage-backed securities | $718,000 | 5,321 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,992 |
| Issued or guaranteed by U.S. | $718,000 | 4,990 |
| 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) | $7,954,000 | 1,103 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $7,954,000 | 5,969 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $8,336,000 | 5,954 |
| U.S. Government securities | $768,000 | 6,768 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $768,000 | 6,677 |
| Securities issued by states & political subdivisions | $7,568,000 | 3,028 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,135,000 | 4,156 |
| Mortgage-backed securities | $768,000 | 5,291 |
| Certificates of participation in pools of residential mortgages | $768,000 | 4,935 |
| Issued or guaranteed by U.S. | $768,000 | 4,928 |
| 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) | $8,336,000 | 1,099 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $8,335,000 | 5,925 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,748,000 | 6,176 |
| U.S. Government securities | $816,000 | 6,825 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $816,000 | 6,723 |
| Securities issued by states & political subdivisions | $5,932,000 | 3,315 |
| 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 | $5,206,000 | 4,132 |
| Mortgage-backed securities | $816,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $816,000 | 4,907 |
| Issued or guaranteed by U.S. | $816,000 | 4,898 |
| 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) | $6,748,000 | 1,213 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $6,748,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,108,000 | 6,217 |
| U.S. Government securities | $893,000 | 6,920 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $893,000 | 6,815 |
| Securities issued by states & political subdivisions | $6,215,000 | 3,205 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $893,000 | 5,257 |
| Certificates of participation in pools of residential mortgages | $893,000 | 4,886 |
| Issued or guaranteed by U.S. | $893,000 | 4,878 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,108,000 | 1,204 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $7,108,000 | 6,184 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $7,250,000 | 6,214 |
| U.S. Government securities | $1,026,000 | 6,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,026,000 | 6,803 |
| Securities issued by states & political subdivisions | $6,224,000 | 3,154 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,026,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 4,768 |
| Issued or guaranteed by U.S. | $1,026,000 | 4,762 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,250,000 | 1,202 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $7,250,000 | 6,188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $7,743,000 | 6,059 |
| U.S. Government securities | $1,112,000 | 6,898 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,112,000 | 6,776 |
| Securities issued by states & political subdivisions | $6,631,000 | 3,046 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,112,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $1,112,000 | 4,644 |
| Issued or guaranteed by U.S. | $1,112,000 | 4,637 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,743,000 | 1,157 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $7,743,000 | 6,025 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $7,861,000 | 6,033 |
| U.S. Government securities | $1,216,000 | 6,921 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,216,000 | 6,810 |
| Securities issued by states & political subdivisions | $6,645,000 | 2,964 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,216,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $1,216,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,216,000 | 4,582 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,861,000 | 1,181 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $7,861,000 | 5,994 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $8,102,000 | 6,085 |
| U.S. Government securities | $1,441,000 | 6,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,441,000 | 6,890 |
| Securities issued by states & political subdivisions | $6,660,000 | 2,845 |
| Other domestic debt securities | $1,000 | 3,130 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,442,000 | 5,031 |
| Certificates of participation in pools of residential mortgages | $1,442,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,441,000 | 4,536 |
| Privately issued | $1,000 | 145 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,102,000 | 1,201 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $8,102,000 | 6,042 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $8,239,000 | 6,110 |
| U.S. Government securities | $1,562,000 | 7,047 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,562,000 | 6,939 |
| Securities issued by states & political subdivisions | $6,675,000 | 2,826 |
| Other domestic debt securities | $2,000 | 3,175 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,564,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,562,000 | 4,604 |
| Privately issued | $2,000 | 143 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,239,000 | 1,199 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $8,239,000 | 6,067 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $8,471,000 | 6,056 |
| U.S. Government securities | $1,650,000 | 7,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,650,000 | 6,954 |
| Securities issued by states & political subdivisions | $6,818,000 | 2,805 |
| Other domestic debt securities | $3,000 | 3,227 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,653,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $1,653,000 | 4,646 |
| Issued or guaranteed by U.S. | $1,650,000 | 4,638 |
| Privately issued | $3,000 | 153 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,471,000 | 1,174 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $8,471,000 | 6,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $8,655,000 | 6,067 |
| U.S. Government securities | $1,818,000 | 7,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,818,000 | 6,987 |
| Securities issued by states & political subdivisions | $6,833,000 | 2,808 |
| Other domestic debt securities | $4,000 | 3,319 |
| Privately issued residential mortgage-backed securities | $4,000 | 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 | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,822,000 | 5,148 |
| Certificates of participation in pools of residential mortgages | $1,822,000 | 4,668 |
| Issued or guaranteed by U.S. | $1,818,000 | 4,664 |
| Privately issued | $4,000 | 167 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,655,000 | 1,226 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $8,655,000 | 6,019 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $7,536,000 | 6,276 |
| U.S. Government securities | $2,020,000 | 7,052 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,020,000 | 6,955 |
| Securities issued by states & political subdivisions | $5,511,000 | 3,063 |
| Other domestic debt securities | $5,000 | 3,388 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,025,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,643 |
| Issued or guaranteed by U.S. | $2,020,000 | 4,629 |
| Privately issued | $5,000 | 176 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,536,000 | 1,330 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $7,536,000 | 6,233 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $7,873,000 | 6,282 |
| U.S. Government securities | $2,331,000 | 7,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,331,000 | 6,961 |
| Securities issued by states & political subdivisions | $5,536,000 | 3,008 |
| Other domestic debt securities | $6,000 | 3,308 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,337,000 | 5,093 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 4,616 |
| Issued or guaranteed by U.S. | $2,331,000 | 4,606 |
| Privately issued | $6,000 | 186 |
| 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) | $7,873,000 | 1,308 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $7,873,000 | 6,231 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $8,282,000 | 6,254 |
| U.S. Government securities | $2,477,000 | 7,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,477,000 | 7,045 |
| Securities issued by states & political subdivisions | $5,798,000 | 2,930 |
| Other domestic debt securities | $7,000 | 3,229 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,484,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $2,484,000 | 4,542 |
| Issued or guaranteed by U.S. | $2,477,000 | 4,530 |
| Privately issued | $7,000 | 183 |
| 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) | $8,282,000 | 1,281 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $8,282,000 | 6,213 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $8,452,000 | 6,184 |
| U.S. Government securities | $2,644,000 | 7,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,644,000 | 7,007 |
| Securities issued by states & political subdivisions | $5,800,000 | 2,886 |
| Other domestic debt securities | $8,000 | 3,188 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,652,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $2,652,000 | 4,417 |
| Issued or guaranteed by U.S. | $2,644,000 | 4,409 |
| Privately issued | $8,000 | 186 |
| 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) | $8,452,000 | 1,273 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $8,452,000 | 6,138 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $8,748,000 | 6,166 |
| U.S. Government securities | $2,792,000 | 7,134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,792,000 | 7,037 |
| Securities issued by states & political subdivisions | $5,947,000 | 2,861 |
| Other domestic debt securities | $9,000 | 3,149 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,801,000 | 4,870 |
| Certificates of participation in pools of residential mortgages | $2,801,000 | 4,365 |
| Issued or guaranteed by U.S. | $2,792,000 | 4,350 |
| Privately issued | $9,000 | 196 |
| 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) | $8,748,000 | 1,236 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $8,748,000 | 6,100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $8,152,000 | 6,312 |
| U.S. Government securities | $2,191,000 | 7,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,191,000 | 7,226 |
| Securities issued by states & political subdivisions | $5,951,000 | 2,879 |
| Other domestic debt securities | $10,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,201,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $2,201,000 | 4,530 |
| Issued or guaranteed by U.S. | $2,191,000 | 4,516 |
| Privately issued | $10,000 | 197 |
| 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) | $8,152,000 | 1,291 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $8,152,000 | 6,243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $8,515,000 | 6,322 |
| U.S. Government securities | $2,322,000 | 7,410 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,322,000 | 7,295 |
| Securities issued by states & political subdivisions | $6,182,000 | 2,806 |
| Other domestic debt securities | $11,000 | 2,958 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,333,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $2,333,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,322,000 | 4,192 |
| Privately issued | $11,000 | 183 |
| 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) | $8,515,000 | 1,315 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $8,515,000 | 6,257 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $8,058,000 | 6,473 |
| U.S. Government securities | $2,217,000 | 7,493 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,217,000 | 7,380 |
| Securities issued by states & political subdivisions | $5,829,000 | 2,856 |
| Other domestic debt securities | $12,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,229,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,085 |
| Issued or guaranteed by U.S. | $2,217,000 | 4,080 |
| Privately issued | $12,000 | 187 |
| 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) | $8,058,000 | 1,406 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $8,058,000 | 6,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $7,292,000 | 6,657 |
| U.S. Government securities | $1,968,000 | 7,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,968,000 | 7,514 |
| Securities issued by states & political subdivisions | $5,233,000 | 3,011 |
| Other domestic debt securities | $91,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $79,000 | 2,117 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,980,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $1,980,000 | 4,174 |
| Issued or guaranteed by U.S. | $1,968,000 | 4,171 |
| Privately issued | $12,000 | 199 |
| 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) | $7,292,000 | 1,490 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $7,292,000 | 6,601 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $7,371,000 | 6,691 |
| U.S. Government securities | $2,114,000 | 7,601 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,114,000 | 7,483 |
| Securities issued by states & political subdivisions | $5,244,000 | 3,017 |
| Other domestic debt securities | $13,000 | 2,907 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,127,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $2,127,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,114,000 | 4,095 |
| Privately issued | $13,000 | 208 |
| 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) | $7,371,000 | 1,502 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $7,371,000 | 6,632 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $6,900,000 | 6,830 |
| U.S. Government securities | $2,242,000 | 7,622 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,242,000 | 7,501 |
| Securities issued by states & political subdivisions | $4,640,000 | 3,211 |
| Other domestic debt securities | $18,000 | 2,941 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,275 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,242,000 | 4,595 |
| Certificates of participation in pools of residential mortgages | $2,242,000 | 4,048 |
| Issued or guaranteed by U.S. | $2,242,000 | 4,037 |
| 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) | $6,900,000 | 1,585 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $6,900,000 | 6,777 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $6,783,000 | 6,937 |
| U.S. Government securities | $2,390,000 | 7,661 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,390,000 | 7,531 |
| Securities issued by states & political subdivisions | $4,375,000 | 3,285 |
| Other domestic debt securities | $18,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,319 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,390,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 3,958 |
| Issued or guaranteed by U.S. | $2,390,000 | 3,937 |
| 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) | $6,783,000 | 1,657 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $6,783,000 | 6,882 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $6,518,000 | 7,022 |
| U.S. Government securities | $2,546,000 | 7,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,546,000 | 7,523 |
| Securities issued by states & political subdivisions | $3,954,000 | 3,422 |
| Other domestic debt securities | $18,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,397 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,546,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $2,546,000 | 3,897 |
| Issued or guaranteed by U.S. | $2,546,000 | 3,881 |
| 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) | $6,518,000 | 1,711 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $6,518,000 | 6,967 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $4,055,000 | 7,631 |
| U.S. Government securities | $2,694,000 | 7,668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,694,000 | 7,539 |
| Securities issued by states & political subdivisions | $1,343,000 | 4,777 |
| Other domestic debt securities | $18,000 | 3,138 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,509 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,694,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $2,694,000 | 3,862 |
| Issued or guaranteed by U.S. | $2,694,000 | 3,844 |
| 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) | $4,055,000 | 2,086 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $4,055,000 | 7,580 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $3,910,000 | 7,713 |
| U.S. Government securities | $2,881,000 | 7,641 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,881,000 | 7,508 |
| Securities issued by states & political subdivisions | $1,011,000 | 5,074 |
| Other domestic debt securities | $18,000 | 3,239 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,632 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,881,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 3,792 |
| Issued or guaranteed by U.S. | $2,881,000 | 3,777 |
| 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) | $3,910,000 | 2,151 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,910,000 | 7,659 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $3,926,000 | 7,747 |
| U.S. Government securities | $3,908,000 | 7,316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,908,000 | 7,176 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $18,000 | 3,301 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,704 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,100,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $3,100,000 | 3,763 |
| Issued or guaranteed by U.S. | $3,100,000 | 3,749 |
| 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) | $3,926,000 | 2,161 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $3,926,000 | 7,694 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $3,403,000 | 7,919 |
| U.S. Government securities | $3,385,000 | 7,532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,385,000 | 7,384 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $18,000 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,780 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,385,000 | 4,338 |
| Certificates of participation in pools of residential mortgages | $3,385,000 | 3,737 |
| Issued or guaranteed by U.S. | $3,385,000 | 3,723 |
| 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) | $3,403,000 | 2,299 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $3,403,000 | 7,867 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $3,663,000 | 7,935 |
| U.S. Government securities | $3,645,000 | 7,518 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,645,000 | 7,350 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $18,000 | 3,397 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,848 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,645,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $3,645,000 | 3,727 |
| Issued or guaranteed by U.S. | $3,645,000 | 3,718 |
| 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) | $3,663,000 | 2,284 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $3,663,000 | 7,880 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $3,759,000 | 7,962 |
| U.S. Government securities | $3,741,000 | 7,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,741,000 | 7,339 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $18,000 | 3,450 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,927 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,741,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $3,741,000 | 3,737 |
| Issued or guaranteed by U.S. | $3,741,000 | 3,729 |
| 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) | $3,759,000 | 2,276 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $3,759,000 | 7,900 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,569,000 | 8,279 |
| U.S. Government securities | $2,551,000 | 7,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,551,000 | 7,769 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $18,000 | 3,515 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 3,002 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,551,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $2,551,000 | 4,223 |
| Issued or guaranteed by U.S. | $2,551,000 | 4,213 |
| 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) | $2,569,000 | 2,611 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $2,569,000 | 8,223 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,025,000 | 8,468 |
| U.S. Government securities | $2,007,000 | 8,173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,007,000 | 8,020 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $18,000 | 3,619 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 3,106 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,007,000 | 5,138 |
| Certificates of participation in pools of residential mortgages | $2,007,000 | 4,560 |
| Issued or guaranteed by U.S. | $2,007,000 | 4,545 |
| 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) | $2,025,000 | 2,813 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $2,025,000 | 8,415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,269,000 | 8,404 |
| U.S. Government securities | $2,251,000 | 8,060 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,251,000 | 7,902 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $18,000 | 3,716 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 3,184 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,251,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,479 |
| Issued or guaranteed by U.S. | $2,251,000 | 4,463 |
| 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) | $2,269,000 | 2,712 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $2,269,000 | 8,341 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $2,459,000 | 8,433 |
| U.S. Government securities | $2,441,000 | 8,078 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,441,000 | 7,904 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $18,000 | 3,766 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 3,321 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,441,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $2,441,000 | 4,365 |
| Issued or guaranteed by U.S. | $2,441,000 | 4,346 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $2,459,000 | 2,694 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,459,000 | 8,363 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $2,487,000 | 8,437 |
| U.S. Government securities | $2,469,000 | 8,036 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,469,000 | 7,870 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $18,000 | 3,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 3,427 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,469,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $2,469,000 | 4,348 |
| Issued or guaranteed by U.S. | $2,469,000 | 4,327 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $2,487,000 | 2,715 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,487,000 | 8,359 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $2,473,000 | 8,466 |
| U.S. Government securities | $2,454,000 | 8,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,454,000 | 7,858 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $19,000 | 3,926 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,000 | 3,453 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,454,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $2,454,000 | 4,413 |
| Issued or guaranteed by U.S. | $2,454,000 | 4,395 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $2,473,000 | 2,728 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $2,473,000 | 8,384 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $2,890,000 | 8,406 |
| U.S. Government securities | $2,871,000 | 7,947 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,871,000 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $19,000 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,000 | 3,503 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,871,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $2,871,000 | 4,244 |
| Issued or guaranteed by U.S. | $2,871,000 | 4,228 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $2,890,000 | 2,631 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $2,890,000 | 8,327 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $3,378,000 | 8,325 |
| U.S. Government securities | $3,359,000 | 7,786 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,359,000 | 7,571 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $19,000 | 4,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,000 | 3,540 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,359,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $3,359,000 | 4,006 |
| Issued or guaranteed by U.S. | $3,359,000 | 3,993 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $3,378,000 | 2,545 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $3,378,000 | 8,241 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $3,819,000 | 8,326 |
| U.S. Government securities | $3,800,000 | 7,749 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,800,000 | 7,496 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $19,000 | 4,102 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,000 | 3,533 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,800,000 | 4,388 |
| Certificates of participation in pools of residential mortgages | $3,800,000 | 3,543 |
| Issued or guaranteed by U.S. | $3,800,000 | 3,527 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $3,819,000 | 2,554 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $3,819,000 | 8,233 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,575,000 | 8,835 |
| U.S. Government securities | $3,555,000 | 8,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,555,000 | 8,041 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $20,000 | 3,827 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,000 | 3,317 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,455,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $3,455,000 | 3,181 |
| Issued or guaranteed by U.S. | $3,455,000 | 3,165 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $3,575,000 | 3,192 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $3,575,000 | 8,716 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,782,000 | 9,093 |
| U.S. Government securities | $3,760,000 | 8,614 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,760,000 | 8,109 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $22,000 | 3,778 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,000 | 3,170 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,660,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $3,660,000 | 3,264 |
| Issued or guaranteed by U.S. | $3,660,000 | 3,249 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $3,782,000 | 3,475 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $3,782,000 | 8,995 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,108,000 | 9,450 |
| U.S. Government securities | $3,084,000 | 8,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,084,000 | 8,173 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $24,000 | 3,783 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,000 | 3,069 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,684,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $2,684,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,684,000 | 3,964 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $3,108,000 | 4,141 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $3,108,000 | 9,325 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,825,000 | 10,038 |
| U.S. Government securities | $2,800,000 | 9,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,800,000 | 8,551 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $25,000 | 3,662 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,834 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,461,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $1,461,000 | 4,862 |
| Issued or guaranteed by U.S. | $1,461,000 | 4,844 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $2,825,000 | 5,127 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,825,000 | 9,936 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,875,000 | 9,828 |
| U.S. Government securities | $4,877,000 | 9,222 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,877,000 | 7,721 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 286 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $956,000 | 6,919 |
| Certificates of participation in pools of residential mortgages | $956,000 | 5,889 |
| Issued or guaranteed by U.S. | $956,000 | 5,875 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,875,000 | 4,748 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $4,877,000 | 9,716 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,363,000 | 9,627 |
| U.S. Government securities | $6,365,000 | 8,898 |
| U.S. Treasury securities | $1,766,000 | 7,428 |
| U.S. Government agency obligations | $4,599,000 | 7,937 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 310 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $638,000 | 7,787 |
| Certificates of participation in pools of residential mortgages | $638,000 | 6,718 |
| Issued or guaranteed by U.S. | $638,000 | 6,686 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $6,363,000 | 4,454 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $6,365,000 | 9,522 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $5,992,000 | 10,399 |
| U.S. Government securities | $5,994,000 | 9,648 |
| U.S. Treasury securities | $1,987,000 | 8,293 |
| U.S. Government agency obligations | $4,007,000 | 8,385 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 383 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $864,000 | 7,957 |
| Certificates of participation in pools of residential mortgages | $864,000 | 6,663 |
| Issued or guaranteed by U.S. | $864,000 | 6,640 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $5,992,000 | 7,449 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $5,994,000 | 10,285 |
| 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 | $4,437,000 | 11,548 |
| U.S. Government securities | $4,439,000 | 10,851 |
| U.S. Treasury securities | $1,810,000 | 8,764 |
| U.S. Government agency obligations | $2,629,000 | 9,687 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 365 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,093,000 | 8,280 |
| Certificates of participation in pools of residential mortgages | $1,093,000 | 6,911 |
| Issued or guaranteed by U.S. | $1,093,000 | 6,861 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $4,439,000 | 11,400 |
| 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 | $4,650,000 | 11,791 |
| U.S. Government securities | $4,652,000 | 11,020 |
| U.S. Treasury securities | $1,831,000 | 9,041 |
| U.S. Government agency obligations | $2,821,000 | 9,700 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 542 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,397,000 | 8,382 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 6,921 |
| Issued or guaranteed by U.S. | $1,397,000 | 6,855 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $4,652,000 | 11,648 |
| 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 |