Home > Midwest Bank > Securities
Midwest Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $119,528,000 | 1,506 |
| U.S. Government securities | $101,266,000 | 1,154 |
| U.S. Treasury securities | $32,005,000 | 659 |
| U.S. Government agency obligations | $69,261,000 | 1,289 |
| Securities issued by states & political subdivisions | $16,835,000 | 1,971 |
| 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 | $16,155,000 | 2,555 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $118,101,000 | 1,331 |
| Total debt securities | $118,101,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 247 |
| Fair value | $5,727,000 | 240 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $117,891,000 | 1,508 |
| U.S. Government securities | $106,814,000 | 1,094 |
| U.S. Treasury securities | $38,726,000 | 597 |
| U.S. Government agency obligations | $68,088,000 | 1,294 |
| Securities issued by states & political subdivisions | $9,762,000 | 2,474 |
| 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 | $15,811,000 | 2,547 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $116,576,000 | 1,326 |
| Total debt securities | $116,576,000 | 1,504 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 261 |
| Fair value | $5,588,000 | 248 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $120,382,000 | 1,530 |
| U.S. Government securities | $107,259,000 | 1,121 |
| U.S. Treasury securities | $38,755,000 | 610 |
| U.S. Government agency obligations | $68,504,000 | 1,323 |
| Securities issued by states & political subdivisions | $12,001,000 | 2,333 |
| 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 | $11,855,000 | 2,764 |
| Mortgage-backed securities | $1,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,697 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $119,260,000 | 1,344 |
| Total debt securities | $119,260,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 287 |
| Fair value | $5,564,000 | 278 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $125,068,000 | 1,554 |
| U.S. Government securities | $109,982,000 | 1,156 |
| U.S. Treasury securities | $39,013,000 | 642 |
| U.S. Government agency obligations | $70,969,000 | 1,313 |
| Securities issued by states & political subdivisions | $14,103,000 | 2,243 |
| 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 | $10,842,000 | 2,747 |
| Mortgage-backed securities | $1,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,747 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $124,085,000 | 1,363 |
| Total debt securities | $124,085,000 | 1,549 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 310 |
| Fair value | $5,616,000 | 307 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $121,713,000 | 1,599 |
| U.S. Government securities | $105,316,000 | 1,203 |
| U.S. Treasury securities | $36,673,000 | 717 |
| U.S. Government agency obligations | $68,643,000 | 1,330 |
| Securities issued by states & political subdivisions | $15,422,000 | 2,190 |
| 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 | $12,443,000 | 2,540 |
| Mortgage-backed securities | $1,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,790 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $120,738,000 | 1,410 |
| Total debt securities | $120,738,000 | 1,597 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 324 |
| Fair value | $5,540,000 | 322 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $97,243,000 | 1,866 |
| U.S. Government securities | $84,207,000 | 1,454 |
| U.S. Treasury securities | $33,719,000 | 761 |
| U.S. Government agency obligations | $50,488,000 | 1,650 |
| Securities issued by states & political subdivisions | $12,268,000 | 2,407 |
| 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 | $7,265,000 | 2,903 |
| Mortgage-backed securities | $2,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,805 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $96,475,000 | 1,656 |
| Total debt securities | $96,475,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 318 |
| Fair value | $5,471,000 | 326 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $72,798,000 | 2,288 |
| U.S. Government securities | $59,208,000 | 1,824 |
| U.S. Treasury securities | $31,499,000 | 796 |
| U.S. Government agency obligations | $27,709,000 | 2,352 |
| Securities issued by states & political subdivisions | $12,822,000 | 2,422 |
| 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 | $2,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $2,000 | 3,904 |
| Issued or guaranteed by U.S. | $2,000 | 3,842 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $72,030,000 | 2,110 |
| Total debt securities | $72,030,000 | 2,286 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 305 |
| Fair value | $5,705,000 | 306 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $55,822,000 | 2,629 |
| U.S. Government securities | $41,069,000 | 2,224 |
| U.S. Treasury securities | $21,920,000 | 896 |
| U.S. Government agency obligations | $19,149,000 | 2,746 |
| Securities issued by states & political subdivisions | $13,975,000 | 2,364 |
| 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 | $3,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $3,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,000 | 3,854 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $55,044,000 | 2,451 |
| Total debt securities | $55,044,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 269 |
| Fair value | $5,794,000 | 274 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $35,665,000 | 3,106 |
| U.S. Government securities | $21,733,000 | 2,850 |
| U.S. Treasury securities | $7,831,000 | 1,164 |
| U.S. Government agency obligations | $13,902,000 | 3,020 |
| Securities issued by states & political subdivisions | $13,150,000 | 2,449 |
| 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 | $6,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $6,000 | 3,914 |
| Issued or guaranteed by U.S. | $6,000 | 3,851 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $34,883,000 | 2,966 |
| Total debt securities | $34,883,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $3,000 | 1,000 |
| Fair value | $3,000 | 1,000 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $29,086,000 | 3,277 |
| U.S. Government securities | $14,953,000 | 3,191 |
| U.S. Treasury securities | $2,950,000 | 1,416 |
| U.S. Government agency obligations | $12,003,000 | 3,152 |
| Securities issued by states & political subdivisions | $13,523,000 | 2,409 |
| 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 | $5,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,973 |
| Issued or guaranteed by U.S. | $5,000 | 3,912 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $28,476,000 | 3,110 |
| Total debt securities | $28,476,000 | 3,277 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $17,044,000 | 3,751 |
| U.S. Government securities | $2,040,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,040,000 | 4,154 |
| Securities issued by states & political subdivisions | $14,673,000 | 2,315 |
| 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 | $9,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $8,000 | 3,976 |
| Issued or guaranteed by U.S. | $8,000 | 3,915 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,844 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $16,713,000 | 3,549 |
| Total debt securities | $16,713,000 | 3,747 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $17,871,000 | 3,632 |
| U.S. Government securities | $2,057,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,057,000 | 4,122 |
| Securities issued by states & political subdivisions | $15,485,000 | 2,197 |
| 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 | $17,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,957 |
| Issued or guaranteed by U.S. | $14,000 | 3,887 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,803 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $17,542,000 | 3,435 |
| Total debt securities | $17,542,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $18,552,000 | 3,505 |
| U.S. Government securities | $2,075,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,075,000 | 4,060 |
| Securities issued by states & political subdivisions | $16,240,000 | 2,116 |
| 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 | $28,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $22,000 | 3,940 |
| Issued or guaranteed by U.S. | $22,000 | 3,875 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,791 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $18,315,000 | 3,299 |
| Total debt securities | $18,315,000 | 3,493 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $19,173,000 | 3,399 |
| U.S. Government securities | $4,100,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,100,000 | 3,773 |
| Securities issued by states & political subdivisions | $14,908,000 | 2,097 |
| 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 | $40,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $31,000 | 3,935 |
| Issued or guaranteed by U.S. | $31,000 | 3,870 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,788 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,008,000 | 3,199 |
| Total debt securities | $19,008,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $18,240,000 | 3,420 |
| U.S. Government securities | $4,119,000 | 3,947 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,119,000 | 3,788 |
| Securities issued by states & political subdivisions | $13,956,000 | 2,100 |
| 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 | $54,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $42,000 | 3,935 |
| Issued or guaranteed by U.S. | $42,000 | 3,870 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,785 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $18,075,000 | 3,215 |
| Total debt securities | $18,075,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $21,172,000 | 3,234 |
| U.S. Government securities | $7,135,000 | 3,616 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,135,000 | 3,460 |
| Securities issued by states & political subdivisions | $14,012,000 | 1,972 |
| 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 | $70,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $54,000 | 3,957 |
| Issued or guaranteed by U.S. | $54,000 | 3,881 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $16,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,778 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,147,000 | 3,033 |
| Total debt securities | $21,147,000 | 3,214 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $26,371,000 | 3,033 |
| U.S. Government securities | $10,074,000 | 3,377 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,074,000 | 3,223 |
| Securities issued by states & political subdivisions | $16,297,000 | 1,759 |
| 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 | $87,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $67,000 | 3,967 |
| Issued or guaranteed by U.S. | $67,000 | 3,899 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $20,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,790 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $26,371,000 | 2,843 |
| Total debt securities | $26,371,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $21,035,000 | 3,326 |
| U.S. Government securities | $5,100,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,100,000 | 3,850 |
| Securities issued by states & political subdivisions | $15,935,000 | 1,781 |
| 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 | $3,988,000 | 3,468 |
| Mortgage-backed securities | $107,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $83,000 | 3,990 |
| Issued or guaranteed by U.S. | $83,000 | 3,919 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $24,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 2,805 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $21,035,000 | 3,091 |
| Total debt securities | $21,035,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $21,001,000 | 3,389 |
| U.S. Government securities | $5,117,000 | 4,090 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,117,000 | 3,933 |
| Securities issued by states & political subdivisions | $15,884,000 | 1,826 |
| 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 | $4,012,000 | 3,501 |
| Mortgage-backed securities | $127,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $98,000 | 4,000 |
| Issued or guaranteed by U.S. | $98,000 | 3,935 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $29,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,809 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $21,001,000 | 3,155 |
| Total debt securities | $21,001,000 | 3,368 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $20,867,000 | 3,452 |
| U.S. Government securities | $5,105,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,105,000 | 3,996 |
| Securities issued by states & political subdivisions | $15,762,000 | 1,897 |
| 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 | $4,024,000 | 3,548 |
| Mortgage-backed securities | $148,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $114,000 | 4,024 |
| Issued or guaranteed by U.S. | $114,000 | 3,951 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $34,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,817 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $20,867,000 | 3,206 |
| Total debt securities | $20,867,000 | 3,432 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $23,533,000 | 3,329 |
| U.S. Government securities | $7,084,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,084,000 | 3,760 |
| Securities issued by states & political subdivisions | $16,449,000 | 1,890 |
| 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 | $4,531,000 | 3,487 |
| Mortgage-backed securities | $170,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $131,000 | 4,041 |
| Issued or guaranteed by U.S. | $131,000 | 3,986 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $39,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 2,831 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $23,533,000 | 3,079 |
| Total debt securities | $23,533,000 | 3,308 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $21,754,000 | 3,465 |
| U.S. Government securities | $5,081,000 | 4,245 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,081,000 | 4,101 |
| Securities issued by states & political subdivisions | $16,673,000 | 1,901 |
| 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 | $4,551,000 | 3,529 |
| Mortgage-backed securities | $196,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $151,000 | 4,082 |
| Issued or guaranteed by U.S. | $151,000 | 4,061 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $45,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,828 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $21,754,000 | 3,203 |
| Total debt securities | $21,754,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $21,931,000 | 3,515 |
| U.S. Government securities | $5,121,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,121,000 | 4,126 |
| Securities issued by states & political subdivisions | $16,810,000 | 1,937 |
| 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 | $4,614,000 | 3,552 |
| Mortgage-backed securities | $228,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $176,000 | 4,114 |
| Issued or guaranteed by U.S. | $176,000 | 3,990 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $52,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,844 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $21,931,000 | 3,239 |
| Total debt securities | $21,931,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $19,688,000 | 3,699 |
| U.S. Government securities | $5,160,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,160,000 | 4,191 |
| Securities issued by states & political subdivisions | $14,528,000 | 2,152 |
| 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 | $4,655,000 | 3,591 |
| Mortgage-backed securities | $261,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $201,000 | 4,134 |
| Issued or guaranteed by U.S. | $201,000 | 4,127 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $60,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,834 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $19,688,000 | 3,407 |
| Total debt securities | $19,688,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $22,352,000 | 3,574 |
| U.S. Government securities | $5,236,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,236,000 | 4,235 |
| Securities issued by states & political subdivisions | $17,116,000 | 2,012 |
| 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 | $4,197,000 | 3,729 |
| Mortgage-backed securities | $296,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $228,000 | 4,166 |
| Issued or guaranteed by U.S. | $228,000 | 4,161 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $68,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,831 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $22,352,000 | 3,297 |
| Total debt securities | $22,352,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $22,869,000 | 3,588 |
| U.S. Government securities | $5,306,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,306,000 | 4,297 |
| Securities issued by states & political subdivisions | $17,563,000 | 2,008 |
| 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 | $4,282,000 | 3,755 |
| Mortgage-backed securities | $336,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $259,000 | 4,204 |
| Issued or guaranteed by U.S. | $259,000 | 4,200 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $77,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 2,855 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $22,869,000 | 3,303 |
| Total debt securities | $22,867,000 | 3,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $23,012,000 | 3,623 |
| U.S. Government securities | $5,371,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,371,000 | 4,328 |
| Securities issued by states & political subdivisions | $17,641,000 | 2,022 |
| 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 | $4,334,000 | 3,779 |
| Mortgage-backed securities | $376,000 | 4,388 |
| Certificates of participation in pools of residential mortgages | $290,000 | 4,221 |
| Issued or guaranteed by U.S. | $290,000 | 4,216 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $86,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 2,873 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $23,012,000 | 3,331 |
| Total debt securities | $23,012,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $23,901,000 | 3,600 |
| U.S. Government securities | $6,379,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,379,000 | 4,239 |
| Securities issued by states & political subdivisions | $17,522,000 | 2,036 |
| 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 | $4,318,000 | 3,824 |
| Mortgage-backed securities | $418,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $322,000 | 4,273 |
| Issued or guaranteed by U.S. | $322,000 | 4,269 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $96,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,905 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $23,901,000 | 3,313 |
| Total debt securities | $23,901,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $25,291,000 | 3,505 |
| U.S. Government securities | $6,412,000 | 4,373 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,412,000 | 4,240 |
| Securities issued by states & political subdivisions | $18,879,000 | 1,956 |
| 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 | $4,384,000 | 3,835 |
| Mortgage-backed securities | $461,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $355,000 | 4,293 |
| Issued or guaranteed by U.S. | $355,000 | 4,287 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $106,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,895 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $25,291,000 | 3,220 |
| Total debt securities | $25,291,000 | 3,480 |
| 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 | $21,342,000 | 3,775 |
| U.S. Government securities | $5,557,000 | 4,530 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,557,000 | 4,410 |
| Securities issued by states & political subdivisions | $15,785,000 | 2,197 |
| 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 | $513,000 | 4,910 |
| Mortgage-backed securities | $512,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $394,000 | 4,303 |
| Issued or guaranteed by U.S. | $394,000 | 4,300 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $118,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,926 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $21,342,000 | 3,469 |
| Total debt securities | $21,342,000 | 3,744 |
| 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 | $21,414,000 | 3,827 |
| U.S. Government securities | $5,610,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,610,000 | 4,478 |
| Securities issued by states & political subdivisions | $15,804,000 | 2,210 |
| 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 | $565,000 | 4,970 |
| Mortgage-backed securities | $564,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $434,000 | 4,340 |
| Issued or guaranteed by U.S. | $434,000 | 4,335 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $130,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,933 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $21,414,000 | 3,516 |
| Total debt securities | $21,414,000 | 3,797 |
| 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 | $19,500,000 | 4,027 |
| U.S. Government securities | $6,186,000 | 4,616 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,186,000 | 4,497 |
| Securities issued by states & political subdivisions | $13,314,000 | 2,415 |
| 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 | $614,000 | 5,015 |
| Mortgage-backed securities | $614,000 | 4,529 |
| Certificates of participation in pools of residential mortgages | $472,000 | 4,361 |
| Issued or guaranteed by U.S. | $472,000 | 4,357 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $142,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 2,955 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,500,000 | 3,690 |
| Total debt securities | $19,503,000 | 4,002 |
| 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 | $19,647,000 | 4,066 |
| U.S. Government securities | $4,677,000 | 4,905 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,677,000 | 4,789 |
| Securities issued by states & political subdivisions | $14,970,000 | 2,284 |
| 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 | $660,000 | 5,051 |
| Mortgage-backed securities | $660,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $507,000 | 4,366 |
| Issued or guaranteed by U.S. | $507,000 | 4,363 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $153,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 2,989 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,647,000 | 3,722 |
| Total debt securities | $19,647,000 | 4,037 |
| 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 | $16,998,000 | 4,346 |
| U.S. Government securities | $2,751,000 | 5,338 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,751,000 | 5,241 |
| Securities issued by states & political subdivisions | $14,247,000 | 2,355 |
| 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 | $716,000 | 5,118 |
| Mortgage-backed securities | $725,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $557,000 | 4,409 |
| Issued or guaranteed by U.S. | $557,000 | 4,404 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $168,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,026 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $16,998,000 | 3,988 |
| Total debt securities | $16,998,000 | 4,319 |
| 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 | $14,020,000 | 4,679 |
| U.S. Government securities | $2,803,000 | 5,423 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,803,000 | 5,329 |
| Securities issued by states & political subdivisions | $11,217,000 | 2,693 |
| 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 | $779,000 | 5,146 |
| Mortgage-backed securities | $788,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $606,000 | 4,458 |
| Issued or guaranteed by U.S. | $606,000 | 4,454 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $182,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,052 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $14,020,000 | 4,308 |
| Total debt securities | $14,020,000 | 4,658 |
| 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 | $14,803,000 | 4,676 |
| U.S. Government securities | $2,893,000 | 5,488 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,893,000 | 5,394 |
| Securities issued by states & political subdivisions | $11,376,000 | 2,651 |
| Other domestic debt securities | $534,000 | 1,913 |
| 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 | $534,000 | 1,518 |
| 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 | $861,000 | 5,180 |
| Mortgage-backed securities | $861,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $662,000 | 4,489 |
| Issued or guaranteed by U.S. | $662,000 | 4,484 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $199,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,064 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $14,803,000 | 4,308 |
| Total debt securities | $14,803,000 | 4,653 |
| 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 | $17,263,000 | 4,516 |
| U.S. Government securities | $2,927,000 | 5,574 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,927,000 | 5,482 |
| Securities issued by states & political subdivisions | $13,798,000 | 2,398 |
| Other domestic debt securities | $538,000 | 1,927 |
| 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 | $538,000 | 1,536 |
| 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 | $931,000 | 5,238 |
| Mortgage-backed securities | $931,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,533 |
| Issued or guaranteed by U.S. | $718,000 | 4,526 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $213,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,109 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,263,000 | 4,145 |
| Total debt securities | $17,263,000 | 4,499 |
| 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 | $18,628,000 | 4,471 |
| U.S. Government securities | $4,227,000 | 5,428 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,227,000 | 5,319 |
| Securities issued by states & political subdivisions | $13,858,000 | 2,401 |
| Other domestic debt securities | $543,000 | 1,993 |
| 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 | $543,000 | 1,573 |
| 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 | $995,000 | 5,270 |
| Mortgage-backed securities | $995,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $771,000 | 4,600 |
| Issued or guaranteed by U.S. | $771,000 | 4,596 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $224,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 3,147 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $18,628,000 | 4,107 |
| Total debt securities | $18,628,000 | 4,447 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,463 |
| Fair value | $1,250,000 | 1,462 |
| 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 | $18,742,000 | 4,524 |
| U.S. Government securities | $4,320,000 | 5,497 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,320,000 | 5,390 |
| Securities issued by states & political subdivisions | $13,875,000 | 2,404 |
| Other domestic debt securities | $547,000 | 2,039 |
| 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 | $547,000 | 1,621 |
| 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 | $1,086,000 | 5,260 |
| Mortgage-backed securities | $1,086,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $844,000 | 4,617 |
| Issued or guaranteed by U.S. | $844,000 | 4,614 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $242,000 | 3,278 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,167 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $18,742,000 | 4,148 |
| Total debt securities | $18,742,000 | 4,502 |
| 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 | $18,526,000 | 4,592 |
| U.S. Government securities | $4,123,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,123,000 | 5,463 |
| Securities issued by states & political subdivisions | $13,854,000 | 2,416 |
| Other domestic debt securities | $549,000 | 2,093 |
| 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 | $549,000 | 1,655 |
| 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 | $1,165,000 | 5,271 |
| Mortgage-backed securities | $1,165,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $908,000 | 4,630 |
| Issued or guaranteed by U.S. | $908,000 | 4,626 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $257,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 3,178 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $18,526,000 | 4,211 |
| Total debt securities | $18,526,000 | 4,575 |
| 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 | $17,292,000 | 4,710 |
| U.S. Government securities | $2,227,000 | 5,950 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,227,000 | 5,852 |
| Securities issued by states & political subdivisions | $14,512,000 | 2,347 |
| Other domestic debt securities | $553,000 | 2,139 |
| 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 | $553,000 | 1,694 |
| 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 | $1,238,000 | 5,310 |
| Mortgage-backed securities | $1,239,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,621 |
| Issued or guaranteed by U.S. | $966,000 | 4,616 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $273,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 3,168 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $17,292,000 | 4,323 |
| Total debt securities | $17,292,000 | 4,687 |
| 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 | $15,125,000 | 4,970 |
| U.S. Government securities | $1,328,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,328,000 | 6,114 |
| Securities issued by states & political subdivisions | $13,242,000 | 2,466 |
| Other domestic debt securities | $555,000 | 2,201 |
| 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 | $555,000 | 1,730 |
| 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 | $1,328,000 | 5,328 |
| Mortgage-backed securities | $1,328,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,036,000 | 4,624 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $292,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,188 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $15,125,000 | 4,575 |
| Total debt securities | $15,125,000 | 4,941 |
| 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 | $15,264,000 | 4,956 |
| U.S. Government securities | $1,437,000 | 6,200 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,437,000 | 6,099 |
| Securities issued by states & political subdivisions | $13,272,000 | 2,441 |
| Other domestic debt securities | $555,000 | 2,267 |
| 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 | $555,000 | 1,777 |
| 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 | $1,436,000 | 5,313 |
| Mortgage-backed securities | $1,437,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,121,000 | 4,579 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $316,000 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 3,194 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,264,000 | 4,573 |
| Total debt securities | $15,264,000 | 4,928 |
| 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 | $15,508,000 | 4,947 |
| U.S. Government securities | $1,586,000 | 6,217 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,586,000 | 6,110 |
| Securities issued by states & political subdivisions | $13,360,000 | 2,432 |
| Other domestic debt securities | $562,000 | 2,263 |
| 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 | $562,000 | 1,754 |
| 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 | $1,586,000 | 5,316 |
| Mortgage-backed securities | $1,586,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 4,570 |
| Issued or guaranteed by U.S. | $1,243,000 | 4,568 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $343,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,201 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,508,000 | 4,577 |
| Total debt securities | $15,508,000 | 4,913 |
| 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 | $18,695,000 | 4,604 |
| U.S. Government securities | $1,978,000 | 6,183 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,978,000 | 6,082 |
| Securities issued by states & political subdivisions | $16,156,000 | 2,126 |
| Other domestic debt securities | $561,000 | 2,251 |
| 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 | $561,000 | 1,718 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,653,000 | 4,642 |
| Mortgage-backed securities | $1,978,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 4,567 |
| Issued or guaranteed by U.S. | $1,337,000 | 4,566 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $641,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 3,066 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,695,000 | 4,253 |
| Total debt securities | $18,695,000 | 4,571 |
| 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 | $16,083,000 | 4,926 |
| U.S. Government securities | $2,340,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,340,000 | 6,115 |
| Securities issued by states & political subdivisions | $13,179,000 | 2,392 |
| Other domestic debt securities | $564,000 | 2,324 |
| 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 | $564,000 | 1,780 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,029,000 | 4,599 |
| Mortgage-backed securities | $2,340,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $1,474,000 | 4,627 |
| Issued or guaranteed by U.S. | $1,474,000 | 4,625 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $866,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 3,046 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $16,083,000 | 4,551 |
| Total debt securities | $16,083,000 | 4,895 |
| 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 | $16,857,000 | 4,877 |
| U.S. Government securities | $3,088,000 | 6,138 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,088,000 | 6,040 |
| Securities issued by states & political subdivisions | $13,210,000 | 2,348 |
| Other domestic debt securities | $559,000 | 2,317 |
| 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 | $559,000 | 1,771 |
| 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 | $4,290,000 | 4,554 |
| Mortgage-backed securities | $2,588,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $1,579,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,579,000 | 4,621 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,009,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,978 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $16,857,000 | 4,503 |
| Total debt securities | $16,857,000 | 4,847 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $500,000 | 2,527 |
| 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 | $21,207,000 | 4,497 |
| U.S. Government securities | $3,839,000 | 6,087 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,839,000 | 5,987 |
| Securities issued by states & political subdivisions | $16,805,000 | 1,899 |
| Other domestic debt securities | $563,000 | 2,284 |
| 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 | $563,000 | 1,754 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,812,000 | 4,728 |
| Mortgage-backed securities | $2,842,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $1,689,000 | 4,599 |
| Issued or guaranteed by U.S. | $1,689,000 | 4,595 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,153,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,934 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $21,207,000 | 4,144 |
| Total debt securities | $21,207,000 | 4,473 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $997,000 | 2,338 |
| 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 | $19,874,000 | 4,555 |
| U.S. Government securities | $2,539,000 | 6,375 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,539,000 | 6,283 |
| Securities issued by states & political subdivisions | $17,335,000 | 1,808 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,840,000 | 4,526 |
| Mortgage-backed securities | $2,039,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,275,000 | 4,695 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $764,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 2,983 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,874,000 | 4,184 |
| Total debt securities | $19,874,000 | 4,526 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,733 |
| Fair value | $500,000 | 2,666 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $16,232,000 | 4,931 |
| U.S. Government securities | $1,678,000 | 6,612 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,678,000 | 6,509 |
| Securities issued by states & political subdivisions | $14,554,000 | 2,013 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,867,000 | 4,513 |
| Mortgage-backed securities | $1,178,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,200 |
| Issued or guaranteed by U.S. | $335,000 | 5,185 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $843,000 | 3,200 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,947 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $16,232,000 | 4,518 |
| Total debt securities | $16,232,000 | 4,901 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,790,000 | 5,156 |
| U.S. Government securities | $2,283,000 | 6,595 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,283,000 | 6,480 |
| Securities issued by states & political subdivisions | $12,507,000 | 2,185 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,895,000 | 4,551 |
| Mortgage-backed securities | $1,281,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,200 |
| Issued or guaranteed by U.S. | $359,000 | 5,186 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $922,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 2,866 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,790,000 | 4,729 |
| Total debt securities | $14,790,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $15,217,000 | 5,096 |
| U.S. Government securities | $2,332,000 | 6,615 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,332,000 | 6,497 |
| Securities issued by states & political subdivisions | $12,885,000 | 2,096 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $1,348,000 | 5,050 |
| Certificates of participation in pools of residential mortgages | $371,000 | 5,162 |
| Issued or guaranteed by U.S. | $371,000 | 5,151 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $977,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,769 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $15,217,000 | 4,675 |
| Total debt securities | $15,217,000 | 5,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,983,000 | 6,184 |
| U.S. Government securities | $2,398,000 | 6,563 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,398,000 | 6,441 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,565 |
| Other domestic debt securities | $10,000 | 3,008 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $10,000 | 2,073 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $1,426,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $400,000 | 5,103 |
| Issued or guaranteed by U.S. | $400,000 | 5,091 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,026,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,707 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,983,000 | 5,711 |
| Total debt securities | $6,983,000 | 6,157 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,148,000 | 6,716 |
| U.S. Government securities | $501,000 | 7,154 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $501,000 | 7,053 |
| Securities issued by states & political subdivisions | $3,637,000 | 3,742 |
| Other domestic debt securities | $10,000 | 3,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $10,000 | 2,131 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $501,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,026 |
| Issued or guaranteed by U.S. | $501,000 | 5,013 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,148,000 | 6,203 |
| Total debt securities | $4,148,000 | 6,682 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,295,000 | 6,409 |
| U.S. Government securities | $3,053,000 | 6,536 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,053,000 | 6,413 |
| Securities issued by states & political subdivisions | $3,232,000 | 3,805 |
| Other domestic debt securities | $10,000 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $10,000 | 2,097 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,508,000 | 5,133 |
| Mortgage-backed securities | $545,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $545,000 | 5,051 |
| Issued or guaranteed by U.S. | $545,000 | 5,039 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,295,000 | 5,900 |
| Total debt securities | $6,295,000 | 6,369 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,503,000 | 2,301 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,788,000 | 6,571 |
| U.S. Government securities | $2,540,000 | 6,785 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,540,000 | 6,678 |
| Securities issued by states & political subdivisions | $3,238,000 | 3,812 |
| Other domestic debt securities | $10,000 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $10,000 | 2,118 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,000 | 6,328 |
| Mortgage-backed securities | $48,000 | 6,056 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $48,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,281 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,788,000 | 6,046 |
| Total debt securities | $5,778,000 | 6,531 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,474,000 | 7,228 |
| U.S. Government securities | $240,000 | 7,462 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $240,000 | 7,366 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,226 |
| Other domestic debt securities | $10,000 | 3,205 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $10,000 | 2,172 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 6,284 |
| Mortgage-backed securities | $240,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $240,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 3,056 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,474,000 | 6,691 |
| Total debt securities | $2,474,000 | 7,189 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,768,000 | 7,235 |
| U.S. Government securities | $366,000 | 7,486 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $366,000 | 7,400 |
| Securities issued by states & political subdivisions | $2,393,000 | 4,180 |
| Other domestic debt securities | $9,000 | 3,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,000 | 2,277 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,000 | 6,226 |
| Mortgage-backed securities | $366,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $366,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,949 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,768,000 | 6,689 |
| Total debt securities | $2,768,000 | 7,198 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,829,000 | 7,257 |
| U.S. Government securities | $497,000 | 7,514 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $497,000 | 7,434 |
| Securities issued by states & political subdivisions | $2,322,000 | 4,193 |
| Other domestic debt securities | $10,000 | 3,369 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $10,000 | 2,377 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 6,228 |
| Mortgage-backed securities | $497,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $497,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 2,837 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,829,000 | 6,699 |
| Total debt securities | $2,829,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,837,000 | 7,332 |
| U.S. Government securities | $648,000 | 7,538 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $648,000 | 7,460 |
| Securities issued by states & political subdivisions | $2,179,000 | 4,188 |
| Other domestic debt securities | $10,000 | 3,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,501 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,000 | 6,153 |
| Mortgage-backed securities | $648,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $648,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 2,760 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,837,000 | 6,758 |
| Total debt securities | $2,837,000 | 7,288 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,120,000 | 7,339 |
| U.S. Government securities | $796,000 | 7,595 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $796,000 | 7,518 |
| Securities issued by states & political subdivisions | $2,314,000 | 4,065 |
| Other domestic debt securities | $10,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,429 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,000 | 6,070 |
| Mortgage-backed securities | $796,000 | 5,725 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $796,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $796,000 | 2,665 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,120,000 | 6,742 |
| Total debt securities | $3,120,000 | 7,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,401,000 | 7,304 |
| U.S. Government securities | $856,000 | 7,625 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $856,000 | 7,546 |
| Securities issued by states & political subdivisions | $2,535,000 | 3,943 |
| Other domestic debt securities | $10,000 | 3,184 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,395 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,000 | 6,156 |
| Mortgage-backed securities | $856,000 | 5,675 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,382 |
| Issued or guaranteed by U.S. | $1,000 | 6,362 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $855,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,533 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,401,000 | 6,696 |
| Total debt securities | $3,401,000 | 7,266 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,627,000 | 7,312 |
| U.S. Government securities | $937,000 | 7,670 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $937,000 | 7,592 |
| Securities issued by states & political subdivisions | $2,680,000 | 3,916 |
| Other domestic debt securities | $10,000 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,387 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $936,000 | 6,151 |
| Mortgage-backed securities | $937,000 | 5,645 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,406 |
| Issued or guaranteed by U.S. | $1,000 | 6,381 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $936,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 2,488 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,627,000 | 6,707 |
| Total debt securities | $3,627,000 | 7,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,512,000 | 7,382 |
| U.S. Government securities | $1,006,000 | 7,685 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,006,000 | 7,596 |
| Securities issued by states & political subdivisions | $2,496,000 | 4,010 |
| Other domestic debt securities | $10,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,349 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 6,109 |
| Mortgage-backed securities | $1,006,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,385 |
| Issued or guaranteed by U.S. | $2,000 | 6,356 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,004,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 2,436 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,512,000 | 6,765 |
| Total debt securities | $3,512,000 | 7,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,521,000 | 7,448 |
| U.S. Government securities | $990,000 | 7,827 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $990,000 | 7,720 |
| Securities issued by states & political subdivisions | $2,521,000 | 4,007 |
| Other domestic debt securities | $10,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,225 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 6,167 |
| Mortgage-backed securities | $990,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,338 |
| Issued or guaranteed by U.S. | $2,000 | 6,317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $988,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,358 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,521,000 | 6,784 |
| Total debt securities | $3,521,000 | 7,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,261,000 | 7,758 |
| U.S. Government securities | $983,000 | 7,886 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $983,000 | 7,778 |
| Securities issued by states & political subdivisions | $1,268,000 | 4,680 |
| Other domestic debt securities | $10,000 | 2,928 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,199 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $983,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,304 |
| Issued or guaranteed by U.S. | $2,000 | 6,281 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $981,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,308 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,261,000 | 7,083 |
| Total debt securities | $2,261,000 | 7,713 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,146,000 | 7,837 |
| U.S. Government securities | $970,000 | 7,937 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $970,000 | 7,824 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,779 |
| Other domestic debt securities | $10,000 | 2,881 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,171 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $970,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,333 |
| Issued or guaranteed by U.S. | $2,000 | 6,313 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $968,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,290 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,146,000 | 7,148 |
| Total debt securities | $2,146,000 | 7,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,194,000 | 7,865 |
| U.S. Government securities | $982,000 | 7,975 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $982,000 | 7,870 |
| Securities issued by states & political subdivisions | $1,202,000 | 4,788 |
| Other domestic debt securities | $10,000 | 2,914 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,210 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $982,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,337 |
| Issued or guaranteed by U.S. | $3,000 | 6,313 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $979,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,279 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,194,000 | 7,154 |
| Total debt securities | $2,194,000 | 7,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,437,000 | 7,867 |
| U.S. Government securities | $972,000 | 8,025 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $972,000 | 7,920 |
| Securities issued by states & political subdivisions | $1,452,000 | 4,629 |
| Other domestic debt securities | $13,000 | 2,953 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,281 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $975,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,371 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $3,000 | 205 |
| Collaterized mortgage obligations | $972,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,280 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,437,000 | 7,142 |
| Total debt securities | $2,437,000 | 7,819 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,422,000 | 7,951 |
| U.S. Government securities | $971,000 | 8,102 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $971,000 | 7,993 |
| Securities issued by states & political subdivisions | $1,441,000 | 4,666 |
| Other domestic debt securities | $10,000 | 3,009 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,327 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $971,000 | 5,318 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,426 |
| Issued or guaranteed by U.S. | $3,000 | 6,398 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $968,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,245 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,422,000 | 7,207 |
| Total debt securities | $2,422,000 | 7,903 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,386,000 | 8,011 |
| U.S. Government securities | $955,000 | 8,154 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $955,000 | 8,035 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,692 |
| Other domestic debt securities | $10,000 | 3,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,407 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $955,000 | 5,356 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,465 |
| Issued or guaranteed by U.S. | $4,000 | 6,442 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $951,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,253 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,386,000 | 7,233 |
| Total debt securities | $2,386,000 | 7,965 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,406,000 | 8,052 |
| U.S. Government securities | $963,000 | 8,199 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $963,000 | 8,079 |
| Securities issued by states & political subdivisions | $1,433,000 | 4,717 |
| Other domestic debt securities | $10,000 | 3,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,516 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $963,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,501 |
| Issued or guaranteed by U.S. | $4,000 | 6,482 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $959,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $959,000 | 2,251 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,406,000 | 7,274 |
| Total debt securities | $2,406,000 | 8,008 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $266,000 | 8,540 |
| U.S. Government securities | $5,000 | 8,504 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,000 | 8,414 |
| Securities issued by states & political subdivisions | $250,000 | 5,942 |
| Other domestic debt securities | $11,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000 | 2,638 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $5,000 | 6,832 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,544 |
| Issued or guaranteed by U.S. | $5,000 | 6,527 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $266,000 | 7,845 |
| Total debt securities | $269,000 | 8,496 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $292,000 | 8,570 |
| U.S. Government securities | $5,000 | 8,545 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,000 | 8,463 |
| Securities issued by states & political subdivisions | $277,000 | 5,933 |
| Other domestic debt securities | $10,000 | 3,314 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,710 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $5,000 | 6,869 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,587 |
| Issued or guaranteed by U.S. | $5,000 | 6,569 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $292,000 | 7,876 |
| Total debt securities | $292,000 | 8,525 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $294,000 | 8,600 |
| U.S. Government securities | $5,000 | 8,574 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,000 | 8,486 |
| Securities issued by states & political subdivisions | $283,000 | 5,935 |
| Other domestic debt securities | $6,000 | 3,381 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000 | 2,794 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $5,000 | 6,908 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,633 |
| Issued or guaranteed by U.S. | $5,000 | 6,614 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $294,000 | 7,898 |
| Total debt securities | $294,000 | 8,557 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $297,000 | 8,667 |
| U.S. Government securities | $11,000 | 8,634 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,000 | 8,538 |
| Securities issued by states & political subdivisions | $279,000 | 5,966 |
| Other domestic debt securities | $7,000 | 3,426 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000 | 2,862 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $6,000 | 6,977 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,700 |
| Issued or guaranteed by U.S. | $6,000 | 6,683 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $297,000 | 7,973 |
| Total debt securities | $297,000 | 8,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $338,000 | 8,708 |
| U.S. Government securities | $14,000 | 8,664 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,000 | 8,576 |
| Securities issued by states & political subdivisions | $313,000 | 5,935 |
| Other domestic debt securities | $11,000 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000 | 2,935 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $8,000 | 7,001 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,713 |
| Issued or guaranteed by U.S. | $8,000 | 6,701 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $338,000 | 7,996 |
| Total debt securities | $338,000 | 8,653 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $365,000 | 8,746 |
| U.S. Government securities | $16,000 | 8,713 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,000 | 8,623 |
| Securities issued by states & political subdivisions | $340,000 | 5,950 |
| Other domestic debt securities | $9,000 | 3,544 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000 | 3,013 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $9,000 | 7,038 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,740 |
| Issued or guaranteed by U.S. | $9,000 | 6,728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $365,000 | 8,034 |
| Total debt securities | $365,000 | 8,699 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,170,000 | 8,637 |
| U.S. Government securities | $1,019,000 | 8,478 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,019,000 | 8,350 |
| Securities issued by states & political subdivisions | $141,000 | 6,375 |
| Other domestic debt securities | $10,000 | 3,639 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 3,112 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,547 |
| Mortgage-backed securities | $11,000 | 7,093 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,793 |
| Issued or guaranteed by U.S. | $11,000 | 6,782 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,170,000 | 7,871 |
| Total debt securities | $1,170,000 | 8,595 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,180,000 | 8,648 |
| U.S. Government securities | $1,027,000 | 8,469 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,027,000 | 8,343 |
| Securities issued by states & political subdivisions | $143,000 | 6,371 |
| Other domestic debt securities | $10,000 | 3,736 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 3,192 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,901 |
| Mortgage-backed securities | $11,000 | 7,115 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,810 |
| Issued or guaranteed by U.S. | $11,000 | 6,795 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,180,000 | 7,886 |
| Total debt securities | $1,180,000 | 8,591 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,717,000 | 8,610 |
| U.S. Government securities | $1,537,000 | 8,370 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,537,000 | 8,225 |
| Securities issued by states & political subdivisions | $178,000 | 6,367 |
| Other domestic debt securities | $2,000 | 3,851 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,347 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,895 |
| Mortgage-backed securities | $12,000 | 7,161 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,878 |
| Issued or guaranteed by U.S. | $12,000 | 6,854 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,717,000 | 7,820 |
| Total debt securities | $1,717,000 | 8,548 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $729,000 | 8,872 |
| U.S. Government securities | $532,000 | 8,705 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $532,000 | 8,573 |
| Securities issued by states & political subdivisions | $195,000 | 6,381 |
| Other domestic debt securities | $2,000 | 3,963 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,454 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,936 |
| Mortgage-backed securities | $12,000 | 7,202 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,918 |
| Issued or guaranteed by U.S. | $12,000 | 6,894 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $729,000 | 8,103 |
| Total debt securities | $729,000 | 8,807 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $737,000 | 8,892 |
| U.S. Government securities | $538,000 | 8,728 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $538,000 | 8,590 |
| Securities issued by states & political subdivisions | $197,000 | 6,400 |
| Other domestic debt securities | $2,000 | 4,017 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,483 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,949 |
| Mortgage-backed securities | $14,000 | 7,240 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,926 |
| Issued or guaranteed by U.S. | $14,000 | 6,906 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $737,000 | 8,117 |
| Total debt securities | $737,000 | 8,823 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,250,000 | 8,798 |
| U.S. Government securities | $1,050,000 | 8,613 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,050,000 | 8,454 |
| Securities issued by states & political subdivisions | $198,000 | 6,393 |
| Other domestic debt securities | $2,000 | 4,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,533 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $945,000 | 6,656 |
| Mortgage-backed securities | $14,000 | 7,275 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,950 |
| Issued or guaranteed by U.S. | $14,000 | 6,930 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,250,000 | 7,996 |
| Total debt securities | $1,250,000 | 8,722 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,946,000 | 8,703 |
| U.S. Government securities | $1,528,000 | 8,509 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,528,000 | 8,343 |
| Securities issued by states & political subdivisions | $416,000 | 5,950 |
| Other domestic debt securities | $2,000 | 4,124 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,568 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,465,000 | 6,257 |
| Mortgage-backed securities | $480,000 | 6,380 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,938 |
| Issued or guaranteed by U.S. | $15,000 | 6,917 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $465,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,499 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,946,000 | 7,840 |
| Total debt securities | $1,946,000 | 8,622 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,192,000 | 8,805 |
| U.S. Government securities | $1,664,000 | 8,637 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,664,000 | 8,442 |
| Securities issued by states & political subdivisions | $526,000 | 5,882 |
| Other domestic debt securities | $2,000 | 4,205 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,567 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,350,000 | 6,436 |
| Mortgage-backed securities | $524,000 | 6,312 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,902 |
| Issued or guaranteed by U.S. | $21,000 | 6,880 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $503,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 3,573 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,192,000 | 7,862 |
| Total debt securities | $2,192,000 | 8,720 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,447,000 | 8,547 |
| U.S. Government securities | $3,661,000 | 8,339 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,661,000 | 7,997 |
| Securities issued by states & political subdivisions | $579,000 | 5,946 |
| 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 | $207,000 | 5,736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,495,000 | 5,380 |
| Mortgage-backed securities | $45,000 | 7,127 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,684 |
| Issued or guaranteed by U.S. | $45,000 | 6,662 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,447,000 | 7,416 |
| Total debt securities | $4,240,000 | 8,501 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,159,000 | 8,959 |
| U.S. Government securities | $3,459,000 | 8,748 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,459,000 | 8,251 |
| Securities issued by states & political subdivisions | $584,000 | 6,251 |
| 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 | $116,000 | 6,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 6,251 |
| Mortgage-backed securities | $83,000 | 7,340 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,830 |
| Issued or guaranteed by U.S. | $83,000 | 6,812 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,159,000 | 7,695 |
| Total debt securities | $4,043,000 | 8,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,879,000 | 9,172 |
| U.S. Government securities | $3,093,000 | 8,940 |
| U.S. Treasury securities | $652,000 | 5,615 |
| U.S. Government agency obligations | $2,441,000 | 8,515 |
| Securities issued by states & political subdivisions | $653,000 | 6,294 |
| 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 | $133,000 | 6,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,716,000 | 6,379 |
| Mortgage-backed securities | $271,000 | 7,060 |
| Certificates of participation in pools of residential mortgages | $271,000 | 6,437 |
| Issued or guaranteed by U.S. | $271,000 | 6,417 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,879,000 | 7,779 |
| Total debt securities | $3,746,000 | 9,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,823,000 | 8,157 |
| U.S. Government securities | $6,902,000 | 7,716 |
| U.S. Treasury securities | $997,000 | 6,543 |
| U.S. Government agency obligations | $5,905,000 | 6,868 |
| Securities issued by states & political subdivisions | $801,000 | 6,175 |
| 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 | $120,000 | 6,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,741,000 | 5,845 |
| Mortgage-backed securities | $361,000 | 7,245 |
| Certificates of participation in pools of residential mortgages | $361,000 | 6,466 |
| Issued or guaranteed by U.S. | $361,000 | 6,444 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $7,823,000 | 6,414 |
| Total debt securities | $7,703,000 | 8,067 |
| Structured notes | ||
| Amortized cost | $695,000 | 1,679 |
| Fair value | $689,000 | 1,679 |
| 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 | $7,058,000 | 8,965 |
| U.S. Government securities | $6,204,000 | 8,580 |
| U.S. Treasury securities | $1,395,000 | 6,723 |
| U.S. Government agency obligations | $4,809,000 | 7,754 |
| Securities issued by states & political subdivisions | $736,000 | 6,578 |
| 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 | $118,000 | 6,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,867 |
| Mortgage-backed securities | $669,000 | 7,264 |
| Certificates of participation in pools of residential mortgages | $626,000 | 6,408 |
| Issued or guaranteed by U.S. | $626,000 | 6,392 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $43,000 | 5,416 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 5,138 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $7,058,000 | 6,963 |
| Total debt securities | $6,940,000 | 8,915 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $482,000 | 2,808 |
| 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 | $5,403,000 | 10,032 |
| U.S. Government securities | $4,709,000 | 9,703 |
| U.S. Treasury securities | $754,000 | 8,980 |
| U.S. Government agency obligations | $3,955,000 | 8,364 |
| Securities issued by states & political subdivisions | $653,000 | 6,993 |
| 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 | $41,000 | 7,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,432,000 | 5,630 |
| Mortgage-backed securities | $1,050,000 | 7,224 |
| Certificates of participation in pools of residential mortgages | $803,000 | 6,400 |
| Issued or guaranteed by U.S. | $803,000 | 6,368 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $247,000 | 5,365 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 5,146 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,403,000 | 7,827 |
| Total debt securities | $5,362,000 | 9,939 |
| Structured notes | ||
| Amortized cost | $800,000 | 3,046 |
| Fair value | $782,000 | 3,080 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,605,000 | 10,571 |
| U.S. Government securities | $5,143,000 | 10,076 |
| U.S. Treasury securities | $1,181,000 | 9,349 |
| U.S. Government agency obligations | $3,962,000 | 8,425 |
| Securities issued by states & political subdivisions | $404,000 | 7,977 |
| 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 | $58,000 | 6,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,846,000 | 7,268 |
| Mortgage-backed securities | $1,409,000 | 7,254 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 6,177 |
| Issued or guaranteed by U.S. | $1,167,000 | 6,152 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $242,000 | 5,797 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 5,542 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $963,000 | 10,790 |
| Available-for-sale securities (fair market value) | $4,642,000 | 7,090 |
| Total debt securities | $5,547,000 | 10,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,359,000 | 11,581 |
| U.S. Government securities | $3,855,000 | 11,184 |
| U.S. Treasury securities | $850,000 | 10,289 |
| U.S. Government agency obligations | $3,005,000 | 9,388 |
| Securities issued by states & political subdivisions | $196,000 | 8,917 |
| 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 | $308,000 | 3,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,418,000 | 7,866 |
| Mortgage-backed securities | $1,344,000 | 7,983 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 6,548 |
| Issued or guaranteed by U.S. | $1,344,000 | 6,500 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,051,000 | 11,583 |
| 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 | $5,477,000 | 11,341 |
| U.S. Government securities | $5,259,000 | 10,620 |
| U.S. Treasury securities | $804,000 | 10,767 |
| U.S. Government agency obligations | $4,455,000 | 8,372 |
| Securities issued by states & political subdivisions | $216,000 | 8,674 |
| 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 | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 7,498 |
| Mortgage-backed securities | $1,574,000 | 8,145 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 6,683 |
| Issued or guaranteed by U.S. | $1,574,000 | 6,620 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,475,000 | 11,206 |
| 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 |