Home > Highland Federal Savings and Loan Association > Securities
Highland Federal Savings and Loan Association, Securities
| 2025-03-31 | Rank | |
| Total securities | $5,141,000 | 4,091 |
| U.S. Government securities | $5,141,000 | 3,842 |
| U.S. Treasury securities | $2,234,000 | 1,929 |
| U.S. Government agency obligations | $2,907,000 | 3,727 |
| Securities issued by states & political subdivisions | $0 | 3,672 |
| Other domestic debt securities | $0 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,819 |
| Mortgage-backed securities | $2,907,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,907,000 | 2,848 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,779 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $5,141,000 | 1,098 |
| Available-for-sale securities (fair market value) | $0 | 4,103 |
| Total debt securities | $5,141,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $5,238,000 | 4,108 |
| U.S. Government securities | $5,238,000 | 3,844 |
| U.S. Treasury securities | $2,211,000 | 1,989 |
| U.S. Government agency obligations | $3,027,000 | 3,735 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $0 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,866 |
| Mortgage-backed securities | $3,027,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,027,000 | 2,839 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,785 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $5,238,000 | 1,107 |
| Available-for-sale securities (fair market value) | $0 | 4,128 |
| Total debt securities | $5,237,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $11,112,000 | 3,890 |
| U.S. Government securities | $11,112,000 | 3,449 |
| U.S. Treasury securities | $7,955,000 | 1,362 |
| U.S. Government agency obligations | $3,157,000 | 3,757 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,898 |
| Mortgage-backed securities | $3,157,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,157,000 | 2,822 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,782 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $11,112,000 | 921 |
| Available-for-sale securities (fair market value) | $0 | 4,160 |
| Total debt securities | $11,112,000 | 3,868 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $9,232,000 | 3,989 |
| U.S. Government securities | $9,232,000 | 3,600 |
| U.S. Treasury securities | $5,930,000 | 1,558 |
| U.S. Government agency obligations | $3,302,000 | 3,753 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,917 |
| Mortgage-backed securities | $3,302,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,302,000 | 2,791 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,763 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $9,232,000 | 985 |
| Available-for-sale securities (fair market value) | $0 | 4,178 |
| Total debt securities | $9,232,000 | 3,963 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $5,425,000 | 4,183 |
| U.S. Government securities | $5,425,000 | 3,909 |
| U.S. Treasury securities | $1,997,000 | 2,213 |
| U.S. Government agency obligations | $3,428,000 | 3,807 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,935 |
| Mortgage-backed securities | $3,428,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,428,000 | 2,781 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $5,425,000 | 1,154 |
| Available-for-sale securities (fair market value) | $0 | 4,207 |
| Total debt securities | $5,423,000 | 4,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $6,549,000 | 4,156 |
| U.S. Government securities | $6,549,000 | 3,851 |
| U.S. Treasury securities | $1,997,000 | 2,265 |
| U.S. Government agency obligations | $4,552,000 | 3,702 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $3,550,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,550,000 | 2,760 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $6,549,000 | 1,095 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $6,549,000 | 4,132 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $9,663,000 | 4,039 |
| U.S. Government securities | $9,663,000 | 3,611 |
| U.S. Treasury securities | $4,980,000 | 1,866 |
| U.S. Government agency obligations | $4,683,000 | 3,701 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $3,679,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,679,000 | 2,734 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $9,663,000 | 1,016 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $9,663,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $11,786,000 | 3,992 |
| U.S. Government securities | $11,786,000 | 3,526 |
| U.S. Treasury securities | $5,966,000 | 1,782 |
| U.S. Government agency obligations | $5,820,000 | 3,641 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $3,814,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,814,000 | 2,749 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $11,786,000 | 965 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $11,784,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $13,925,000 | 3,963 |
| U.S. Government securities | $13,925,000 | 3,475 |
| U.S. Treasury securities | $7,955,000 | 1,684 |
| U.S. Government agency obligations | $5,970,000 | 3,633 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $3,961,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,961,000 | 2,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $13,925,000 | 945 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $13,924,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $17,068,000 | 3,865 |
| U.S. Government securities | $17,068,000 | 3,293 |
| U.S. Treasury securities | $10,951,000 | 1,500 |
| U.S. Government agency obligations | $6,117,000 | 3,623 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $4,105,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,105,000 | 2,763 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $17,068,000 | 893 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $17,068,000 | 3,842 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $20,271,000 | 3,744 |
| U.S. Government securities | $20,271,000 | 3,130 |
| U.S. Treasury securities | $13,935,000 | 1,341 |
| U.S. Government agency obligations | $6,336,000 | 3,627 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $4,321,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,321,000 | 2,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $20,271,000 | 841 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $20,270,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $16,527,000 | 3,932 |
| U.S. Government securities | $16,527,000 | 3,356 |
| U.S. Treasury securities | $10,000,000 | 1,555 |
| U.S. Government agency obligations | $6,527,000 | 3,638 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $6,527,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $6,527,000 | 2,628 |
| Issued or guaranteed by U.S. | $6,527,000 | 2,555 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $16,527,000 | 816 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $16,527,000 | 3,916 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $10,766,000 | 4,157 |
| U.S. Government securities | $10,766,000 | 3,656 |
| U.S. Treasury securities | $4,037,000 | 1,930 |
| U.S. Government agency obligations | $6,729,000 | 3,604 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $6,729,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $6,729,000 | 2,614 |
| Issued or guaranteed by U.S. | $6,729,000 | 2,547 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $10,766,000 | 857 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $10,766,000 | 4,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $3,893,000 | 4,453 |
| U.S. Government securities | $3,893,000 | 4,105 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,893,000 | 3,865 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $3,893,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $3,893,000 | 2,969 |
| Issued or guaranteed by U.S. | $3,893,000 | 2,878 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,893,000 | 1,027 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $3,893,000 | 4,432 |
| 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 | $4,062,000 | 4,481 |
| U.S. Government securities | $4,062,000 | 4,084 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,062,000 | 3,873 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $4,062,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $4,062,000 | 2,949 |
| Issued or guaranteed by U.S. | $4,062,000 | 2,865 |
| 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) | $4,062,000 | 997 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $4,061,000 | 4,458 |
| 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 | $3,131,000 | 4,548 |
| U.S. Government securities | $3,131,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,131,000 | 3,991 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $3,131,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $3,131,000 | 3,073 |
| Issued or guaranteed by U.S. | $3,131,000 | 2,979 |
| 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) | $3,131,000 | 1,054 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $3,130,000 | 4,526 |
| 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 | $568,000 | 4,750 |
| U.S. Government securities | $568,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $568,000 | 4,384 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $568,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $568,000 | 3,675 |
| Issued or guaranteed by U.S. | $568,000 | 3,585 |
| 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) | $568,000 | 1,403 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $568,000 | 4,727 |
| 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 | $651,000 | 4,755 |
| U.S. Government securities | $651,000 | 4,459 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $651,000 | 4,341 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $651,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $651,000 | 3,632 |
| Issued or guaranteed by U.S. | $651,000 | 3,546 |
| 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) | $651,000 | 1,375 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $651,000 | 4,729 |
| 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 | $733,000 | 4,763 |
| U.S. Government securities | $733,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $733,000 | 4,353 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $733,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $733,000 | 3,608 |
| Issued or guaranteed by U.S. | $733,000 | 3,516 |
| 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) | $733,000 | 1,348 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $733,000 | 4,739 |
| 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 | $825,000 | 4,790 |
| U.S. Government securities | $825,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $825,000 | 4,371 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $825,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $825,000 | 3,578 |
| Issued or guaranteed by U.S. | $825,000 | 3,483 |
| 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) | $825,000 | 1,340 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $825,000 | 4,766 |
| 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 | $926,000 | 4,833 |
| U.S. Government securities | $926,000 | 4,547 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $926,000 | 4,425 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $926,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $926,000 | 3,562 |
| Issued or guaranteed by U.S. | $926,000 | 3,459 |
| 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) | $926,000 | 1,337 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $926,000 | 4,807 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,027,000 | 4,875 |
| U.S. Government securities | $1,027,000 | 4,596 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,027,000 | 4,463 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $1,027,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 3,501 |
| Issued or guaranteed by U.S. | $1,027,000 | 3,406 |
| 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) | $1,027,000 | 1,349 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $1,027,000 | 4,852 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $1,133,000 | 4,950 |
| U.S. Government securities | $1,133,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,133,000 | 4,536 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,133,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 3,488 |
| Issued or guaranteed by U.S. | $1,133,000 | 3,401 |
| 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) | $1,133,000 | 1,378 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $1,133,000 | 4,925 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $1,245,000 | 4,990 |
| U.S. Government securities | $1,245,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,245,000 | 4,576 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $1,245,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 3,466 |
| Issued or guaranteed by U.S. | $1,245,000 | 3,384 |
| 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) | $1,245,000 | 1,407 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $1,245,000 | 4,967 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,364,000 | 5,033 |
| U.S. Government securities | $1,364,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,364,000 | 4,607 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $1,364,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 3,449 |
| Issued or guaranteed by U.S. | $1,364,000 | 3,364 |
| 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) | $1,364,000 | 1,407 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $1,364,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,482,000 | 5,065 |
| U.S. Government securities | $1,482,000 | 4,765 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,482,000 | 4,620 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $1,482,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 3,428 |
| Issued or guaranteed by U.S. | $1,482,000 | 3,357 |
| 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) | $1,482,000 | 1,419 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $1,482,000 | 5,043 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $1,828,000 | 5,101 |
| U.S. Government securities | $1,608,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,608,000 | 4,661 |
| Securities issued by states & political subdivisions | $220,000 | 4,443 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $1,608,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $1,608,000 | 3,432 |
| Issued or guaranteed by U.S. | $1,608,000 | 3,404 |
| 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) | $1,828,000 | 1,391 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $1,828,000 | 5,079 |
| 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 | $1,975,000 | 5,145 |
| U.S. Government securities | $1,755,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,755,000 | 4,668 |
| Securities issued by states & political subdivisions | $220,000 | 4,502 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,755,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 3,435 |
| Issued or guaranteed by U.S. | $1,755,000 | 3,272 |
| 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) | $1,975,000 | 1,398 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $1,975,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,129,000 | 5,189 |
| U.S. Government securities | $1,908,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,908,000 | 4,731 |
| Securities issued by states & political subdivisions | $221,000 | 4,551 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,908,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $1,908,000 | 3,446 |
| Issued or guaranteed by U.S. | $1,908,000 | 3,440 |
| 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) | $2,129,000 | 1,399 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $2,129,000 | 5,169 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,275,000 | 5,239 |
| U.S. Government securities | $2,054,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,054,000 | 4,745 |
| Securities issued by states & political subdivisions | $221,000 | 4,615 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $2,054,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $2,054,000 | 3,444 |
| Issued or guaranteed by U.S. | $2,054,000 | 3,436 |
| 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) | $2,275,000 | 1,419 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $2,275,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $2,435,000 | 5,278 |
| U.S. Government securities | $2,214,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,214,000 | 4,785 |
| Securities issued by states & political subdivisions | $221,000 | 4,657 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,214,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $2,214,000 | 3,463 |
| Issued or guaranteed by U.S. | $2,214,000 | 3,458 |
| 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) | $2,435,000 | 1,448 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $2,435,000 | 5,254 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $2,617,000 | 5,310 |
| U.S. Government securities | $2,396,000 | 4,923 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,396,000 | 4,805 |
| Securities issued by states & political subdivisions | $221,000 | 4,706 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $2,396,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $2,396,000 | 3,456 |
| Issued or guaranteed by U.S. | $2,396,000 | 3,452 |
| 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) | $2,617,000 | 1,448 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $2,617,000 | 5,286 |
| 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 | $2,802,000 | 5,354 |
| U.S. Government securities | $2,580,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,580,000 | 4,824 |
| Securities issued by states & political subdivisions | $222,000 | 4,762 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $2,580,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $2,580,000 | 3,457 |
| Issued or guaranteed by U.S. | $2,580,000 | 3,453 |
| 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) | $2,802,000 | 1,447 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $2,802,000 | 5,329 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $3,005,000 | 5,381 |
| U.S. Government securities | $2,783,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,783,000 | 4,800 |
| Securities issued by states & political subdivisions | $222,000 | 4,813 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $2,783,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $2,783,000 | 3,424 |
| Issued or guaranteed by U.S. | $2,783,000 | 3,419 |
| 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) | $3,005,000 | 1,438 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $3,005,000 | 5,356 |
| 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 | $3,208,000 | 5,415 |
| U.S. Government securities | $2,986,000 | 4,942 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,986,000 | 4,825 |
| Securities issued by states & political subdivisions | $222,000 | 4,846 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $2,986,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 3,414 |
| Issued or guaranteed by U.S. | $2,986,000 | 3,412 |
| 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) | $3,208,000 | 1,421 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $3,208,000 | 5,388 |
| 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 | $3,439,000 | 5,479 |
| U.S. Government securities | $3,217,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,217,000 | 4,886 |
| Securities issued by states & political subdivisions | $222,000 | 4,891 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $3,217,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $3,217,000 | 3,396 |
| Issued or guaranteed by U.S. | $3,217,000 | 3,392 |
| 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) | $3,439,000 | 1,433 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $3,439,000 | 5,453 |
| 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 | $3,665,000 | 5,519 |
| U.S. Government securities | $3,443,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,443,000 | 4,939 |
| Securities issued by states & political subdivisions | $222,000 | 4,934 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $3,443,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $3,443,000 | 3,369 |
| Issued or guaranteed by U.S. | $3,443,000 | 3,368 |
| 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) | $3,665,000 | 1,446 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $3,665,000 | 5,495 |
| 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 | $3,900,000 | 5,550 |
| U.S. Government securities | $3,677,000 | 5,081 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,677,000 | 4,966 |
| Securities issued by states & political subdivisions | $223,000 | 4,972 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $3,677,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 3,337 |
| Issued or guaranteed by U.S. | $3,677,000 | 3,334 |
| 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) | $3,900,000 | 1,454 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $3,900,000 | 5,525 |
| 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 | $4,155,000 | 5,610 |
| U.S. Government securities | $3,932,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,932,000 | 5,022 |
| Securities issued by states & political subdivisions | $223,000 | 5,029 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $3,932,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $3,932,000 | 3,318 |
| Issued or guaranteed by U.S. | $3,932,000 | 3,314 |
| 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) | $4,155,000 | 1,430 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $4,155,000 | 5,588 |
| 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 | $4,436,000 | 5,662 |
| U.S. Government securities | $4,213,000 | 5,185 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,213,000 | 5,076 |
| Securities issued by states & political subdivisions | $223,000 | 5,065 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $4,213,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $4,213,000 | 3,342 |
| Issued or guaranteed by U.S. | $4,213,000 | 3,340 |
| 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) | $4,436,000 | 1,426 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $4,437,000 | 5,638 |
| 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 | $4,705,000 | 5,692 |
| U.S. Government securities | $4,482,000 | 5,222 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,482,000 | 5,115 |
| Securities issued by states & political subdivisions | $223,000 | 5,076 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $4,482,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $4,482,000 | 3,343 |
| Issued or guaranteed by U.S. | $4,482,000 | 3,341 |
| 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) | $4,705,000 | 1,417 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $4,705,000 | 5,668 |
| 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 | $4,985,000 | 5,759 |
| U.S. Government securities | $4,761,000 | 5,273 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,761,000 | 5,156 |
| Securities issued by states & political subdivisions | $224,000 | 5,155 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $4,761,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 3,339 |
| Issued or guaranteed by U.S. | $4,761,000 | 3,334 |
| 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) | $4,985,000 | 1,411 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $4,985,000 | 5,739 |
| 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 | $5,246,000 | 5,805 |
| U.S. Government securities | $5,022,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,022,000 | 5,186 |
| Securities issued by states & political subdivisions | $224,000 | 5,212 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $5,022,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $5,022,000 | 3,367 |
| Issued or guaranteed by U.S. | $5,022,000 | 3,365 |
| 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) | $5,246,000 | 1,392 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $5,246,000 | 5,785 |
| 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 | $4,443,000 | 5,971 |
| U.S. Government securities | $4,219,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,219,000 | 5,405 |
| Securities issued by states & political subdivisions | $224,000 | 5,267 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $4,219,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $4,219,000 | 3,604 |
| Issued or guaranteed by U.S. | $4,219,000 | 3,603 |
| 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) | $4,443,000 | 1,492 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $4,443,000 | 5,946 |
| 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 | $3,530,000 | 6,114 |
| U.S. Government securities | $3,306,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,306,000 | 5,590 |
| Securities issued by states & political subdivisions | $224,000 | 5,306 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $3,306,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $3,306,000 | 3,866 |
| Issued or guaranteed by U.S. | $3,306,000 | 3,866 |
| 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) | $3,530,000 | 1,589 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $3,529,000 | 6,086 |
| 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 | $3,134,000 | 6,233 |
| U.S. Government securities | $2,909,000 | 5,815 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,909,000 | 5,719 |
| Securities issued by states & political subdivisions | $225,000 | 5,362 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,909,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $2,909,000 | 3,993 |
| Issued or guaranteed by U.S. | $2,909,000 | 3,987 |
| 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) | $3,134,000 | 1,611 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $3,134,000 | 6,205 |
| 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 | $3,278,000 | 6,284 |
| U.S. Government securities | $3,053,000 | 5,856 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,053,000 | 5,758 |
| Securities issued by states & political subdivisions | $225,000 | 5,400 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $3,053,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $3,053,000 | 3,968 |
| Issued or guaranteed by U.S. | $3,053,000 | 3,961 |
| 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) | $3,278,000 | 1,564 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $3,278,000 | 6,254 |
| 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 | $3,470,000 | 6,283 |
| U.S. Government securities | $3,245,000 | 5,829 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,245,000 | 5,725 |
| Securities issued by states & political subdivisions | $225,000 | 5,407 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $3,245,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $3,245,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,245,000 | 3,907 |
| 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) | $3,470,000 | 1,488 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $3,470,000 | 6,255 |
| 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 | $2,553,000 | 6,437 |
| U.S. Government securities | $2,328,000 | 6,067 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,328,000 | 5,959 |
| Securities issued by states & political subdivisions | $225,000 | 5,429 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $2,328,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $2,328,000 | 4,201 |
| Issued or guaranteed by U.S. | $2,328,000 | 4,197 |
| 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) | $2,553,000 | 1,570 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $2,553,000 | 6,407 |
| 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 | $1,605,000 | 6,615 |
| U.S. Government securities | $1,379,000 | 6,306 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,379,000 | 6,196 |
| Securities issued by states & political subdivisions | $226,000 | 5,471 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $1,379,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $1,379,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,379,000 | 4,545 |
| 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) | $1,605,000 | 1,743 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $1,599,000 | 6,583 |
| 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 | $1,706,000 | 6,697 |
| U.S. Government securities | $1,480,000 | 6,408 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,480,000 | 6,309 |
| Securities issued by states & political subdivisions | $226,000 | 5,516 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $1,480,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,621 |
| 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) | $1,706,000 | 1,757 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $1,700,000 | 6,661 |
| 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 | $1,807,000 | 6,755 |
| U.S. Government securities | $1,587,000 | 6,469 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,587,000 | 6,367 |
| Securities issued by states & political subdivisions | $220,000 | 5,536 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $1,587,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,619 |
| Issued or guaranteed by U.S. | $1,587,000 | 4,617 |
| 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) | $1,807,000 | 1,735 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $1,807,000 | 6,722 |
| 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 | $553,000 | 7,003 |
| U.S. Government securities | $553,000 | 6,778 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $553,000 | 6,681 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $553,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $553,000 | 5,076 |
| Issued or guaranteed by U.S. | $553,000 | 5,071 |
| 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) | $553,000 | 2,188 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $553,000 | 6,976 |
| 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 | $18,000 | 7,160 |
| U.S. Government securities | $18,000 | 6,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,000 | 6,906 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| 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 | $18,000 | 5,850 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,615 |
| Issued or guaranteed by U.S. | $18,000 | 5,604 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,000 | 2,824 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $18,000 | 7,142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $18,000 | 7,234 |
| U.S. Government securities | $18,000 | 7,074 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,000 | 6,986 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| 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 | $18,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,634 |
| Issued or guaranteed by U.S. | $18,000 | 5,623 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,000 | 2,860 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $18,000 | 7,212 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $1,441,000 | 7,061 |
| U.S. Government securities | $1,441,000 | 6,784 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,441,000 | 6,679 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | 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 | $19,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,653 |
| Issued or guaranteed by U.S. | $19,000 | 5,647 |
| 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) | $1,441,000 | 1,990 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $1,441,000 | 7,031 |
| 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 | $3,244,000 | 6,845 |
| U.S. Government securities | $3,244,000 | 6,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,244,000 | 6,299 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | 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 | $21,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,657 |
| Issued or guaranteed by U.S. | $21,000 | 5,647 |
| 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) | $3,244,000 | 1,634 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $3,244,000 | 6,808 |
| 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 | $25,000 | 7,424 |
| U.S. Government securities | $25,000 | 7,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,000 | 7,156 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | 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 | $25,000 | 5,931 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,637 |
| Issued or guaranteed by U.S. | $25,000 | 5,627 |
| 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) | $25,000 | 2,942 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $25,000 | 7,403 |
| 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 | $2,534,000 | 7,021 |
| U.S. Government securities | $2,534,000 | 6,562 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,534,000 | 6,441 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | 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 | $28,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,661 |
| Issued or guaranteed by U.S. | $28,000 | 5,648 |
| 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) | $2,534,000 | 1,811 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $2,534,000 | 6,990 |
| 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 | $3,030,000 | 7,019 |
| U.S. Government securities | $3,030,000 | 6,542 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,030,000 | 6,421 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | 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 | $30,000 | 6,007 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,696 |
| Issued or guaranteed by U.S. | $30,000 | 5,685 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,030,000 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $3,030,000 | 6,979 |
| 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 | $31,000 | 7,678 |
| U.S. Government securities | $31,000 | 7,520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,000 | 7,425 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | 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 | $31,000 | 6,105 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,804 |
| Issued or guaranteed by U.S. | $31,000 | 5,794 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 3,124 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $31,000 | 7,650 |
| 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 | $31,000 | 7,734 |
| U.S. Government securities | $31,000 | 7,556 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,000 | 7,461 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | 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 | $31,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,863 |
| Issued or guaranteed by U.S. | $31,000 | 5,849 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 3,184 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $31,000 | 7,706 |
| 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 | $37,000 | 7,811 |
| U.S. Government securities | $36,000 | 7,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,000 | 7,547 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,000 | 3,336 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| 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 | $37,000 | 6,218 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,932 |
| Issued or guaranteed by U.S. | $36,000 | 5,912 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,000 | 1,537 |
| 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) | $37,000 | 3,266 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $37,000 | 7,779 |
| 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 | $540,000 | 7,728 |
| U.S. Government securities | $539,000 | 7,475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $539,000 | 7,398 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,000 | 3,406 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,637 |
| 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 | $40,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,980 |
| Issued or guaranteed by U.S. | $39,000 | 5,958 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,000 | 1,553 |
| 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) | $540,000 | 2,717 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $540,000 | 7,697 |
| 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 | $1,045,000 | 7,703 |
| U.S. Government securities | $1,044,000 | 7,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,044,000 | 7,340 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,000 | 3,328 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,657 |
| 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 | $45,000 | 6,308 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,027 |
| Issued or guaranteed by U.S. | $44,000 | 6,009 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,000 | 1,572 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,045,000 | 2,506 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $1,045,000 | 7,663 |
| 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 | $1,050,000 | 7,755 |
| U.S. Government securities | $1,049,000 | 7,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,049,000 | 7,430 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,000 | 3,252 |
| Privately issued residential mortgage-backed securities | $1,000 | 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 | 2,447 |
| 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 | $50,000 | 6,321 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,037 |
| Issued or guaranteed by U.S. | $49,000 | 6,016 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,000 | 1,530 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,050,000 | 2,505 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,050,000 | 7,721 |
| 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 | $558,000 | 7,923 |
| U.S. Government securities | $557,000 | 7,698 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $557,000 | 7,621 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
| 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 | $58,000 | 6,309 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,028 |
| Issued or guaranteed by U.S. | $57,000 | 6,008 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,000 | 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) | $558,000 | 2,797 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $558,000 | 7,892 |
| 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 | $61,000 | 8,112 |
| U.S. Government securities | $60,000 | 7,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,000 | 7,866 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,000 | 3,180 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,571 |
| 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 | $61,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,045 |
| Issued or guaranteed by U.S. | $60,000 | 6,019 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,000 | 1,479 |
| 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) | $61,000 | 3,360 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $61,000 | 8,059 |
| 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 | $67,000 | 8,151 |
| U.S. Government securities | $66,000 | 7,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,000 | 7,911 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,559 |
| 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 | $67,000 | 6,318 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,020 |
| Issued or guaranteed by U.S. | $66,000 | 5,991 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,000 | 1,465 |
| 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) | $67,000 | 3,389 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $67,000 | 8,102 |
| 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 | $1,073,000 | 7,978 |
| U.S. Government securities | $1,072,000 | 7,770 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,072,000 | 7,663 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,000 | 2,996 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,462 |
| 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 | $73,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,921 |
| Issued or guaranteed by U.S. | $72,000 | 5,901 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,000 | 1,376 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,073,000 | 2,630 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $1,073,000 | 7,936 |
| 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 | $1,078,000 | 8,027 |
| U.S. Government securities | $1,077,000 | 7,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,077,000 | 7,715 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,435 |
| 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 | $78,000 | 6,188 |
| Certificates of participation in pools of residential mortgages | $77,000 | 5,871 |
| Issued or guaranteed by U.S. | $77,000 | 5,848 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,000 | 1,348 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,078,000 | 2,685 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,078,000 | 7,982 |
| 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 | $1,085,000 | 8,067 |
| U.S. Government securities | $1,084,000 | 7,865 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,084,000 | 7,757 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,396 |
| 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 | 2,192 |
| 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 | $85,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,873 |
| Issued or guaranteed by U.S. | $84,000 | 5,852 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,000 | 1,306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,085,000 | 2,714 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $1,085,000 | 8,030 |
| 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 | $1,095,000 | 8,110 |
| U.S. Government securities | $1,094,000 | 7,917 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,094,000 | 7,811 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,000 | 2,956 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,368 |
| 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 | $95,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,863 |
| Issued or guaranteed by U.S. | $94,000 | 5,839 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,263 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,095,000 | 2,740 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,095,000 | 8,068 |
| 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 | $1,105,000 | 8,163 |
| U.S. Government securities | $1,104,000 | 7,966 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,104,000 | 7,856 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,000 | 3,007 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,359 |
| 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 | 2,305 |
| 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 | $105,000 | 6,181 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,850 |
| Issued or guaranteed by U.S. | $104,000 | 5,826 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,000 | 1,263 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 2,792 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $1,105,000 | 8,115 |
| 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 | $1,618,000 | 8,126 |
| U.S. Government securities | $1,617,000 | 7,888 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,617,000 | 7,764 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,000 | 3,060 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,347 |
| 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 | 2,350 |
| 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 | $119,000 | 6,185 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,850 |
| Issued or guaranteed by U.S. | $118,000 | 5,821 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,618,000 | 2,664 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $1,618,000 | 8,080 |
| 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 | $1,642,000 | 8,174 |
| U.S. Government securities | $1,640,000 | 7,939 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,640,000 | 7,809 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,000 | 3,126 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,339 |
| 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 | 2,433 |
| 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 | $142,000 | 6,178 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,836 |
| Issued or guaranteed by U.S. | $140,000 | 5,810 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,642,000 | 2,681 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,642,000 | 8,131 |
| 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 | $1,662,000 | 8,215 |
| U.S. Government securities | $1,660,000 | 7,982 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,660,000 | 7,855 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,000 | 3,199 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,324 |
| 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 | 2,544 |
| 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 | $163,000 | 6,177 |
| Certificates of participation in pools of residential mortgages | $161,000 | 5,828 |
| Issued or guaranteed by U.S. | $161,000 | 5,804 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,000 | 1,230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,662,000 | 2,726 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,662,000 | 8,176 |
| 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 | $1,688,000 | 8,259 |
| U.S. Government securities | $1,686,000 | 8,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,686,000 | 7,887 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,000 | 3,295 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,316 |
| 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 | 2,667 |
| 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 | $189,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,821 |
| Issued or guaranteed by U.S. | $187,000 | 5,795 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,688,000 | 2,762 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,688,000 | 8,211 |
| 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 | $1,717,000 | 8,283 |
| U.S. Government securities | $1,715,000 | 8,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,715,000 | 7,900 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,000 | 3,365 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,310 |
| 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 | 2,738 |
| 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 | $218,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,801 |
| Issued or guaranteed by U.S. | $216,000 | 5,781 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,000 | 1,199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,717,000 | 2,770 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,717,000 | 8,234 |
| 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 | $1,737,000 | 8,312 |
| U.S. Government securities | $1,735,000 | 8,058 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,735,000 | 7,927 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,000 | 3,416 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,282 |
| 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 | 2,815 |
| 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 | $238,000 | 6,220 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,822 |
| Issued or guaranteed by U.S. | $236,000 | 5,795 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,737,000 | 2,818 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $1,737,000 | 8,265 |
| 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 | $1,771,000 | 8,378 |
| U.S. Government securities | $1,769,000 | 8,109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,769,000 | 7,975 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,000 | 3,470 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,276 |
| 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 | 2,887 |
| 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 | $272,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,840 |
| Issued or guaranteed by U.S. | $270,000 | 5,822 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,771,000 | 2,841 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,771,000 | 8,323 |
| 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 | $1,810,000 | 8,409 |
| U.S. Government securities | $1,808,000 | 8,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,808,000 | 7,989 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,000 | 3,525 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,271 |
| 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 | 2,966 |
| 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 | $311,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,825 |
| Issued or guaranteed by U.S. | $309,000 | 5,812 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,000 | 1,167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,810,000 | 2,856 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $1,810,000 | 8,351 |
| 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 | $4,048,000 | 7,905 |
| U.S. Government securities | $4,045,000 | 7,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,045,000 | 7,275 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,000 | 3,581 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,231 |
| 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 | 3,039 |
| 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 | $349,000 | 6,237 |
| Certificates of participation in pools of residential mortgages | $346,000 | 5,806 |
| Issued or guaranteed by U.S. | $346,000 | 5,793 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $3,000 | 1,116 |
| 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) | $4,048,000 | 2,228 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $4,048,000 | 7,844 |
| 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 | $9,095,000 | 6,771 |
| U.S. Government securities | $9,092,000 | 5,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,092,000 | 5,835 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,000 | 3,682 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,226 |
| 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 | 3,142 |
| 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 | $396,000 | 6,270 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,825 |
| Issued or guaranteed by U.S. | $393,000 | 5,813 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $3,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,095,000 | 1,560 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $9,095,000 | 6,697 |
| 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 | $15,271,000 | 5,510 |
| U.S. Government securities | $15,268,000 | 4,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,268,000 | 4,451 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,000 | 3,783 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,293 |
| 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 | 3,226 |
| 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 | $473,000 | 6,225 |
| Certificates of participation in pools of residential mortgages | $470,000 | 5,771 |
| Issued or guaranteed by U.S. | $470,000 | 5,755 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,000 | 3,954 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $3,000 | 1,178 |
| 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) | $15,271,000 | 1,126 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $15,271,000 | 5,424 |
| 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 | $17,391,000 | 5,196 |
| U.S. Government securities | $17,391,000 | 4,278 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,391,000 | 4,129 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $594,000 | 6,117 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,655 |
| Issued or guaranteed by U.S. | $590,000 | 5,635 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,000 | 4,005 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,791 |
| 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) | $17,391,000 | 1,041 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $17,391,000 | 5,114 |
| 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 | $18,360,000 | 4,968 |
| U.S. Government securities | $18,360,000 | 4,011 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,360,000 | 3,856 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $664,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $660,000 | 5,625 |
| Issued or guaranteed by U.S. | $660,000 | 5,602 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,000 | 4,101 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,872 |
| 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) | $18,360,000 | 1,000 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $18,360,000 | 4,880 |
| 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 | $19,508,000 | 4,762 |
| U.S. Government securities | $19,508,000 | 3,754 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,508,000 | 3,608 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $813,000 | 6,074 |
| Certificates of participation in pools of residential mortgages | $809,000 | 5,550 |
| Issued or guaranteed by U.S. | $809,000 | 5,528 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,000 | 4,268 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 4,040 |
| 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) | $19,508,000 | 917 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $19,508,000 | 4,665 |
| 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 | $19,255,000 | 4,781 |
| U.S. Government securities | $19,255,000 | 3,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,255,000 | 3,643 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $1,061,000 | 5,890 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 5,313 |
| Issued or guaranteed by U.S. | $1,056,000 | 5,293 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,000 | 4,344 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,125 |
| 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) | $19,255,000 | 952 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $19,255,000 | 4,678 |
| 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 | $19,048,000 | 4,785 |
| U.S. Government securities | $19,048,000 | 3,831 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,048,000 | 3,670 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $1,355,000 | 5,695 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 5,072 |
| Issued or guaranteed by U.S. | $1,350,000 | 5,054 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,000 | 4,400 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,181 |
| 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) | $19,048,000 | 964 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $19,048,000 | 4,690 |
| 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 | $19,867,000 | 4,547 |
| U.S. Government securities | $19,867,000 | 3,543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,867,000 | 3,377 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| 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 | $2,333,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,326,000 | 4,265 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,000 | 4,484 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 4,258 |
| 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) | $19,867,000 | 930 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $19,867,000 | 4,458 |
| 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 | $13,399,000 | 5,902 |
| U.S. Government securities | $13,399,000 | 4,911 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,399,000 | 4,600 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,165,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 3,861 |
| Issued or guaranteed by U.S. | $2,156,000 | 3,841 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,000 | 4,218 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,976 |
| 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) | $13,399,000 | 1,561 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $13,399,000 | 5,775 |
| 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 | $8,738,000 | 7,446 |
| U.S. Government securities | $8,738,000 | 6,534 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,738,000 | 5,992 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,755,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $2,743,000 | 3,730 |
| Issued or guaranteed by U.S. | $2,743,000 | 3,711 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $12,000 | 4,491 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 4,231 |
| 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) | $8,738,000 | 2,290 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $8,738,000 | 7,330 |
| 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 | $9,516,000 | 7,251 |
| U.S. Government securities | $9,516,000 | 6,269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,516,000 | 5,428 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,000 | 7,951 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,000 | 4,764 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 4,498 |
| 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) | $9,516,000 | 2,401 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $9,516,000 | 7,110 |
| 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 | $7,146,000 | 8,392 |
| U.S. Government securities | $7,146,000 | 7,595 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,146,000 | 6,284 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 8,303 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $22,000 | 5,023 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 4,750 |
| 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) | $7,146,000 | 3,452 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $7,146,000 | 8,253 |
| 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 | $7,525,000 | 8,794 |
| U.S. Government securities | $7,525,000 | 8,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,525,000 | 6,471 |
| 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 | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,000 | 8,846 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $27,000 | 5,487 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 5,189 |
| 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) | $7,525,000 | 3,814 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $7,525,000 | 8,683 |
| 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 | $5,581,000 | 9,957 |
| U.S. Government securities | $5,581,000 | 9,263 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $5,581,000 | 7,376 |
| 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 | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,000 | 9,307 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $35,000 | 5,957 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 5,610 |
| 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) | $5,581,000 | 4,762 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $5,581,000 | 9,840 |
| 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 | $6,627,000 | 10,080 |
| U.S. Government securities | $6,627,000 | 9,312 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $6,627,000 | 6,830 |
| 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 | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $78,000 | 9,694 |
| Certificates of participation in pools of residential mortgages | $36,000 | 9,141 |
| Issued or guaranteed by U.S. | $36,000 | 9,111 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $42,000 | 6,419 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 6,016 |
| 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) | $6,627,000 | 7,094 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $6,627,000 | 9,984 |
| 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 | $6,954,000 | 10,338 |
| U.S. Government securities | $6,954,000 | 9,440 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $6,954,000 | 6,839 |
| 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 | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $154,000 | 10,106 |
| Certificates of participation in pools of residential mortgages | $89,000 | 9,452 |
| Issued or guaranteed by U.S. | $89,000 | 9,403 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $65,000 | 6,762 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 6,350 |
| 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 | $6,954,000 | 10,202 |
| 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 | $4,739,000 | 11,747 |
| U.S. Government securities | $4,739,000 | 10,964 |
| U.S. Treasury securities | $465,000 | 11,483 |
| U.S. Government agency obligations | $4,274,000 | 8,493 |
| 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 | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $273,000 | 10,285 |
| Certificates of participation in pools of residential mortgages | $168,000 | 9,570 |
| Issued or guaranteed by U.S. | $168,000 | 9,497 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $105,000 | 6,915 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 6,361 |
| 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 | $4,739,000 | 11,607 |
| 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 |