Home > Monroe Savings Bank > Securities
Monroe Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,027,000 | 4,146 |
| U.S. Government securities | $7,027,000 | 3,812 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $7,027,000 | 3,480 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,257,000 | 3,232 |
| Mortgage-backed securities | $6,027,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,804,000 | 2,887 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,223,000 | 1,657 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,681,000 | 1,431 |
| Available-for-sale securities (fair market value) | $5,346,000 | 3,949 |
| Total debt securities | $7,027,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $7,210,000 | 4,155 |
| U.S. Government securities | $7,210,000 | 3,816 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $7,210,000 | 3,474 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,181,000 | 3,209 |
| Mortgage-backed securities | $6,210,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,811,000 | 2,892 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,399,000 | 1,601 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,694,000 | 1,451 |
| Available-for-sale securities (fair market value) | $5,516,000 | 3,950 |
| Total debt securities | $7,210,000 | 4,132 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $7,557,000 | 4,174 |
| U.S. Government securities | $7,557,000 | 3,836 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $7,557,000 | 3,480 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,782,000 | 3,136 |
| Mortgage-backed securities | $6,557,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,998,000 | 2,891 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,559,000 | 1,595 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,714,000 | 1,462 |
| Available-for-sale securities (fair market value) | $5,843,000 | 3,966 |
| Total debt securities | $7,557,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $7,831,000 | 4,234 |
| U.S. Government securities | $7,831,000 | 3,886 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $7,831,000 | 3,468 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,203,000 | 3,221 |
| Mortgage-backed securities | $6,831,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,120,000 | 2,915 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,711,000 | 1,609 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,732,000 | 1,506 |
| Available-for-sale securities (fair market value) | $6,099,000 | 4,018 |
| Total debt securities | $7,831,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $8,292,000 | 4,256 |
| U.S. Government securities | $8,292,000 | 3,875 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $8,292,000 | 3,451 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,000 | 3,955 |
| Mortgage-backed securities | $7,292,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,393,000 | 2,891 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,899,000 | 1,596 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,750,000 | 1,512 |
| Available-for-sale securities (fair market value) | $6,542,000 | 4,035 |
| Total debt securities | $8,292,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $8,645,000 | 4,259 |
| U.S. Government securities | $8,645,000 | 3,868 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $8,645,000 | 3,431 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,000 | 3,979 |
| Mortgage-backed securities | $7,645,000 | 2,902 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,490,000 | 2,899 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,155,000 | 1,572 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,772,000 | 1,495 |
| Available-for-sale securities (fair market value) | $6,873,000 | 4,055 |
| Total debt securities | $8,645,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $9,244,000 | 4,253 |
| U.S. Government securities | $9,244,000 | 3,837 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $9,244,000 | 3,411 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,000 | 4,000 |
| Mortgage-backed securities | $8,244,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $3,820,000 | 2,965 |
| Issued or guaranteed by U.S. | $3,820,000 | 2,878 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,424,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,424,000 | 1,564 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,808,000 | 1,417 |
| Available-for-sale securities (fair market value) | $7,436,000 | 4,061 |
| Total debt securities | $9,244,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $7,763,000 | 4,276 |
| U.S. Government securities | $7,763,000 | 3,863 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,763,000 | 3,507 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,000 | 4,025 |
| Mortgage-backed securities | $7,763,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $3,016,000 | 3,102 |
| Issued or guaranteed by U.S. | $3,016,000 | 3,017 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,747,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $4,747,000 | 1,543 |
| 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) | $859,000 | 1,466 |
| Available-for-sale securities (fair market value) | $6,904,000 | 4,061 |
| Total debt securities | $7,762,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $7,382,000 | 4,267 |
| U.S. Government securities | $7,382,000 | 3,797 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $7,382,000 | 3,521 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,000 | 4,050 |
| Mortgage-backed securities | $7,382,000 | 2,974 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 3,219 |
| Issued or guaranteed by U.S. | $2,264,000 | 3,115 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,118,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $5,118,000 | 1,507 |
| 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) | $966,000 | 1,357 |
| Available-for-sale securities (fair market value) | $6,416,000 | 4,089 |
| Total debt securities | $7,383,000 | 4,246 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $8,084,000 | 4,248 |
| U.S. Government securities | $8,084,000 | 3,684 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $8,084,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,000 | 4,083 |
| Mortgage-backed securities | $8,084,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 3,187 |
| Issued or guaranteed by U.S. | $2,564,000 | 3,101 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,520,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $5,520,000 | 1,478 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,127,000 | 1,325 |
| Available-for-sale securities (fair market value) | $6,957,000 | 4,085 |
| Total debt securities | $8,084,000 | 4,222 |
| 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 | $8,865,000 | 4,206 |
| U.S. Government securities | $8,865,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,865,000 | 3,376 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,000 | 4,122 |
| Mortgage-backed securities | $8,865,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $2,921,000 | 3,110 |
| Issued or guaranteed by U.S. | $2,921,000 | 3,015 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,944,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $5,944,000 | 1,385 |
| 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) | $1,368,000 | 1,264 |
| Available-for-sale securities (fair market value) | $7,497,000 | 4,063 |
| Total debt securities | $8,864,000 | 4,183 |
| 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 | $10,338,000 | 4,070 |
| U.S. Government securities | $10,338,000 | 3,389 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,338,000 | 3,202 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,000 | 4,141 |
| Mortgage-backed securities | $10,338,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $3,853,000 | 2,931 |
| Issued or guaranteed by U.S. | $3,853,000 | 2,837 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,485,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $6,485,000 | 1,291 |
| 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) | $1,785,000 | 1,173 |
| Available-for-sale securities (fair market value) | $8,553,000 | 3,956 |
| Total debt securities | $10,338,000 | 4,045 |
| 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 | $11,872,000 | 3,902 |
| U.S. Government securities | $11,872,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $11,872,000 | 2,983 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 4,151 |
| Mortgage-backed securities | $11,872,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $4,918,000 | 2,722 |
| Issued or guaranteed by U.S. | $4,918,000 | 2,646 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,954,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $6,954,000 | 1,266 |
| 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) | $2,648,000 | 1,055 |
| Available-for-sale securities (fair market value) | $9,224,000 | 3,853 |
| Total debt securities | $11,872,000 | 3,877 |
| 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 | $13,008,000 | 3,785 |
| U.S. Government securities | $13,008,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,008,000 | 2,840 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,000 | 4,162 |
| Mortgage-backed securities | $13,008,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $5,549,000 | 2,586 |
| Issued or guaranteed by U.S. | $5,549,000 | 2,508 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,459,000 | 1,295 |
| CMOs issued by government agencies or sponsored agencies | $7,459,000 | 1,258 |
| 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) | $2,945,000 | 1,022 |
| Available-for-sale securities (fair market value) | $10,063,000 | 3,774 |
| Total debt securities | $13,007,000 | 3,760 |
| 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 | $14,089,000 | 3,716 |
| U.S. Government securities | $14,089,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,089,000 | 2,767 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,000 | 4,206 |
| Mortgage-backed securities | $14,089,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $6,197,000 | 2,480 |
| Issued or guaranteed by U.S. | $6,197,000 | 2,406 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,892,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $7,892,000 | 1,267 |
| 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) | $3,115,000 | 1,011 |
| Available-for-sale securities (fair market value) | $10,974,000 | 3,687 |
| Total debt securities | $14,088,000 | 3,694 |
| 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 | $11,233,000 | 3,915 |
| U.S. Government securities | $11,233,000 | 3,187 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $11,233,000 | 3,045 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,000 | 4,234 |
| Mortgage-backed securities | $11,233,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $3,273,000 | 2,961 |
| Issued or guaranteed by U.S. | $3,273,000 | 2,871 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,960,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $7,960,000 | 1,273 |
| 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) | $1,000 | 1,700 |
| Available-for-sale securities (fair market value) | $11,232,000 | 3,670 |
| Total debt securities | $11,236,000 | 3,891 |
| 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 | $12,638,000 | 3,863 |
| U.S. Government securities | $12,638,000 | 3,134 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,638,000 | 2,979 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,000 | 4,298 |
| Mortgage-backed securities | $12,388,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $3,939,000 | 2,796 |
| Issued or guaranteed by U.S. | $3,939,000 | 2,712 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,449,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $8,449,000 | 1,233 |
| 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) | $251,000 | 1,561 |
| Available-for-sale securities (fair market value) | $12,387,000 | 3,640 |
| Total debt securities | $12,637,000 | 3,841 |
| 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 | $13,295,000 | 3,865 |
| U.S. Government securities | $13,295,000 | 3,110 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,295,000 | 2,952 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,000 | 4,370 |
| Mortgage-backed securities | $13,045,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $4,146,000 | 2,751 |
| Issued or guaranteed by U.S. | $4,146,000 | 2,666 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,899,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $8,899,000 | 1,214 |
| 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) | $251,000 | 1,634 |
| Available-for-sale securities (fair market value) | $13,044,000 | 3,632 |
| Total debt securities | $13,295,000 | 3,845 |
| 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 | $12,283,000 | 4,005 |
| U.S. Government securities | $12,283,000 | 3,263 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,283,000 | 3,102 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,000 | 4,411 |
| Mortgage-backed securities | $12,033,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $4,324,000 | 2,717 |
| Issued or guaranteed by U.S. | $4,324,000 | 2,645 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,709,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $7,709,000 | 1,293 |
| 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) | $252,000 | 1,676 |
| Available-for-sale securities (fair market value) | $12,031,000 | 3,755 |
| Total debt securities | $12,283,000 | 3,981 |
| 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 | $12,823,000 | 4,016 |
| U.S. Government securities | $12,823,000 | 3,239 |
| U.S. Treasury securities | $967,000 | 1,298 |
| U.S. Government agency obligations | $11,856,000 | 3,171 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,000 | 4,451 |
| Mortgage-backed securities | $11,606,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $4,557,000 | 2,698 |
| Issued or guaranteed by U.S. | $4,557,000 | 2,627 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,049,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $7,049,000 | 1,346 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,219,000 | 1,431 |
| Available-for-sale securities (fair market value) | $11,604,000 | 3,849 |
| Total debt securities | $12,821,000 | 3,994 |
| 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 | $11,123,000 | 4,200 |
| U.S. Government securities | $11,123,000 | 3,441 |
| U.S. Treasury securities | $966,000 | 1,298 |
| U.S. Government agency obligations | $10,157,000 | 3,409 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,000 | 4,484 |
| Mortgage-backed securities | $9,907,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $4,834,000 | 2,647 |
| Issued or guaranteed by U.S. | $4,834,000 | 2,604 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,073,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $5,073,000 | 1,521 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,218,000 | 1,460 |
| Available-for-sale securities (fair market value) | $9,905,000 | 4,030 |
| Total debt securities | $11,123,000 | 4,179 |
| 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 | $11,497,000 | 4,228 |
| U.S. Government securities | $11,497,000 | 3,466 |
| U.S. Treasury securities | $965,000 | 1,265 |
| U.S. Government agency obligations | $10,532,000 | 3,411 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,000 | 4,543 |
| Mortgage-backed securities | $10,282,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $5,217,000 | 2,620 |
| Issued or guaranteed by U.S. | $5,217,000 | 2,604 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,065,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $5,065,000 | 1,507 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,217,000 | 1,490 |
| Available-for-sale securities (fair market value) | $10,280,000 | 4,047 |
| Total debt securities | $11,497,000 | 4,207 |
| 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 | $12,386,000 | 4,208 |
| U.S. Government securities | $12,386,000 | 3,370 |
| U.S. Treasury securities | $964,000 | 1,236 |
| U.S. Government agency obligations | $11,422,000 | 3,327 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 4,589 |
| Mortgage-backed securities | $11,172,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $5,815,000 | 2,578 |
| Issued or guaranteed by U.S. | $5,815,000 | 2,457 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,357,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $5,357,000 | 1,481 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,217,000 | 1,516 |
| Available-for-sale securities (fair market value) | $11,169,000 | 4,037 |
| Total debt securities | $12,386,000 | 4,187 |
| 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 | $13,969,000 | 4,117 |
| U.S. Government securities | $13,969,000 | 3,283 |
| U.S. Treasury securities | $963,000 | 1,201 |
| U.S. Government agency obligations | $13,006,000 | 3,221 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 4,651 |
| Mortgage-backed securities | $12,756,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $6,479,000 | 2,525 |
| Issued or guaranteed by U.S. | $6,479,000 | 2,523 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,277,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $6,277,000 | 1,372 |
| 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) | $1,216,000 | 1,542 |
| Available-for-sale securities (fair market value) | $12,753,000 | 3,931 |
| Total debt securities | $13,969,000 | 4,090 |
| 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 | $12,367,000 | 4,308 |
| U.S. Government securities | $12,367,000 | 3,447 |
| U.S. Treasury securities | $962,000 | 1,140 |
| U.S. Government agency obligations | $11,405,000 | 3,424 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,000 | 4,725 |
| Mortgage-backed securities | $11,155,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $5,990,000 | 2,623 |
| Issued or guaranteed by U.S. | $5,990,000 | 2,620 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,165,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $5,165,000 | 1,475 |
| 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) | $1,215,000 | 1,577 |
| Available-for-sale securities (fair market value) | $11,152,000 | 4,120 |
| Total debt securities | $12,367,000 | 4,288 |
| 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 | $10,064,000 | 4,558 |
| U.S. Government securities | $10,064,000 | 3,733 |
| U.S. Treasury securities | $961,000 | 1,111 |
| U.S. Government agency obligations | $9,103,000 | 3,718 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,000 | 4,777 |
| Mortgage-backed securities | $8,853,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $5,646,000 | 2,729 |
| Issued or guaranteed by U.S. | $5,646,000 | 2,728 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,207,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,207,000 | 1,787 |
| 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) | $1,215,000 | 1,621 |
| Available-for-sale securities (fair market value) | $8,849,000 | 4,382 |
| Total debt securities | $10,064,000 | 4,534 |
| 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 | $10,885,000 | 4,538 |
| U.S. Government securities | $10,885,000 | 3,704 |
| U.S. Treasury securities | $960,000 | 1,134 |
| U.S. Government agency obligations | $9,925,000 | 3,670 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,000 | 4,812 |
| Mortgage-backed securities | $9,675,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $6,061,000 | 2,701 |
| Issued or guaranteed by U.S. | $6,061,000 | 2,700 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,614,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 1,759 |
| 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) | $1,214,000 | 1,651 |
| Available-for-sale securities (fair market value) | $9,671,000 | 4,349 |
| Total debt securities | $10,885,000 | 4,511 |
| 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 | $12,324,000 | 4,443 |
| U.S. Government securities | $12,324,000 | 3,586 |
| U.S. Treasury securities | $958,000 | 1,165 |
| U.S. Government agency obligations | $11,366,000 | 3,554 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,000 | 4,862 |
| Mortgage-backed securities | $11,116,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $6,176,000 | 2,729 |
| Issued or guaranteed by U.S. | $6,176,000 | 2,727 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,940,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,940,000 | 1,550 |
| 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) | $1,213,000 | 1,681 |
| Available-for-sale securities (fair market value) | $11,111,000 | 4,244 |
| Total debt securities | $12,324,000 | 4,422 |
| 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 | $12,993,000 | 4,394 |
| U.S. Government securities | $12,993,000 | 3,504 |
| U.S. Treasury securities | $958,000 | 1,143 |
| U.S. Government agency obligations | $12,035,000 | 3,468 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,000 | 4,897 |
| Mortgage-backed securities | $11,785,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $6,360,000 | 2,728 |
| Issued or guaranteed by U.S. | $6,360,000 | 2,724 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,425,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $5,425,000 | 1,457 |
| 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) | $1,213,000 | 1,693 |
| Available-for-sale securities (fair market value) | $11,780,000 | 4,179 |
| Total debt securities | $12,993,000 | 4,374 |
| 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 | $12,735,000 | 4,438 |
| U.S. Government securities | $12,735,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,735,000 | 3,408 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,000 | 4,968 |
| Mortgage-backed securities | $12,485,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $7,021,000 | 2,636 |
| Issued or guaranteed by U.S. | $7,021,000 | 2,634 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,464,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $5,464,000 | 1,463 |
| 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) | $256,000 | 2,017 |
| Available-for-sale securities (fair market value) | $12,479,000 | 4,142 |
| Total debt securities | $12,735,000 | 4,418 |
| 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 | $16,926,000 | 4,163 |
| U.S. Government securities | $16,926,000 | 3,215 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,926,000 | 3,103 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,000 | 5,044 |
| Mortgage-backed securities | $13,640,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $6,220,000 | 2,818 |
| Issued or guaranteed by U.S. | $6,220,000 | 2,813 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,420,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $7,420,000 | 1,286 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $3,292,000 | 1,446 |
| Available-for-sale securities (fair market value) | $13,634,000 | 4,113 |
| Total debt securities | $16,926,000 | 4,141 |
| 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 | $16,551,000 | 4,253 |
| U.S. Government securities | $16,551,000 | 3,316 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,551,000 | 3,208 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,000 | 5,087 |
| Mortgage-backed securities | $10,867,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $5,164,000 | 3,019 |
| Issued or guaranteed by U.S. | $5,164,000 | 3,018 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,703,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $5,703,000 | 1,474 |
| 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) | $5,691,000 | 1,271 |
| Available-for-sale securities (fair market value) | $10,860,000 | 4,395 |
| Total debt securities | $16,551,000 | 4,228 |
| 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 | $14,788,000 | 4,445 |
| U.S. Government securities | $14,788,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,788,000 | 3,433 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $471,000 | 5,124 |
| Mortgage-backed securities | $8,628,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $3,872,000 | 3,292 |
| Issued or guaranteed by U.S. | $3,872,000 | 3,289 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,756,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $4,756,000 | 1,607 |
| 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) | $6,167,000 | 1,254 |
| Available-for-sale securities (fair market value) | $8,621,000 | 4,682 |
| Total debt securities | $14,788,000 | 4,425 |
| 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 | $14,037,000 | 4,608 |
| U.S. Government securities | $14,037,000 | 3,703 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,037,000 | 3,580 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 5,197 |
| Mortgage-backed securities | $7,878,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $4,205,000 | 3,249 |
| Issued or guaranteed by U.S. | $4,205,000 | 3,245 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,673,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $3,673,000 | 1,807 |
| 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) | $6,167,000 | 1,254 |
| Available-for-sale securities (fair market value) | $7,870,000 | 4,832 |
| Total debt securities | $14,037,000 | 4,584 |
| 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 | $15,054,000 | 4,606 |
| U.S. Government securities | $15,054,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,054,000 | 3,576 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,000 | 5,208 |
| Mortgage-backed securities | $8,895,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 3,228 |
| Issued or guaranteed by U.S. | $4,620,000 | 3,226 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,275,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $4,275,000 | 1,771 |
| 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) | $6,168,000 | 1,276 |
| Available-for-sale securities (fair market value) | $8,886,000 | 4,815 |
| Total debt securities | $15,054,000 | 4,587 |
| 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 | $22,284,000 | 4,053 |
| U.S. Government securities | $22,284,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,284,000 | 3,017 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,000 | 5,264 |
| Mortgage-backed securities | $16,124,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $11,212,000 | 2,320 |
| Issued or guaranteed by U.S. | $11,212,000 | 2,320 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,912,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $4,912,000 | 1,707 |
| 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) | $6,169,000 | 1,296 |
| Available-for-sale securities (fair market value) | $16,115,000 | 4,186 |
| Total debt securities | $22,284,000 | 4,030 |
| 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 | $24,419,000 | 3,927 |
| U.S. Government securities | $24,419,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,419,000 | 2,902 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $597,000 | 5,337 |
| Mortgage-backed securities | $16,445,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $11,834,000 | 2,296 |
| Issued or guaranteed by U.S. | $11,834,000 | 2,294 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,611,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $4,611,000 | 1,791 |
| 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) | $7,984,000 | 1,192 |
| Available-for-sale securities (fair market value) | $16,435,000 | 4,215 |
| Total debt securities | $24,419,000 | 3,902 |
| 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 | $24,748,000 | 4,009 |
| U.S. Government securities | $24,748,000 | 3,057 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $24,748,000 | 2,946 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,000 | 5,408 |
| Mortgage-backed securities | $16,774,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $12,408,000 | 2,322 |
| Issued or guaranteed by U.S. | $12,408,000 | 2,320 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,366,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $4,366,000 | 1,852 |
| 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) | $7,984,000 | 1,208 |
| Available-for-sale securities (fair market value) | $16,764,000 | 4,266 |
| Total debt securities | $24,748,000 | 3,973 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $24,159,000 | 4,098 |
| U.S. Government securities | $24,159,000 | 3,138 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,159,000 | 3,046 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,000 | 5,445 |
| Mortgage-backed securities | $16,185,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $12,732,000 | 2,321 |
| Issued or guaranteed by U.S. | $12,732,000 | 2,320 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,453,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $3,453,000 | 2,051 |
| 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) | $7,985,000 | 1,227 |
| Available-for-sale securities (fair market value) | $16,174,000 | 4,370 |
| Total debt securities | $24,159,000 | 4,069 |
| 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 | $25,339,000 | 4,037 |
| U.S. Government securities | $25,339,000 | 3,058 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,339,000 | 2,982 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $691,000 | 5,481 |
| Mortgage-backed securities | $17,365,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $14,277,000 | 2,216 |
| Issued or guaranteed by U.S. | $14,277,000 | 2,216 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,088,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $3,088,000 | 2,113 |
| 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) | $7,986,000 | 1,212 |
| Available-for-sale securities (fair market value) | $17,353,000 | 4,319 |
| Total debt securities | $25,339,000 | 4,009 |
| 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 | $21,854,000 | 4,310 |
| U.S. Government securities | $21,842,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,842,000 | 3,234 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $12,000 | 2,619 |
| Privately issued residential mortgage-backed securities | $12,000 | 898 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $713,000 | 5,540 |
| Mortgage-backed securities | $13,880,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $13,868,000 | 2,234 |
| Issued or guaranteed by U.S. | $13,868,000 | 2,234 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $12,000 | 855 |
| 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) | $7,986,000 | 1,210 |
| Available-for-sale securities (fair market value) | $13,868,000 | 4,646 |
| Total debt securities | $21,854,000 | 4,284 |
| 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 | $22,316,000 | 4,297 |
| U.S. Government securities | $22,303,000 | 3,316 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,303,000 | 3,233 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $13,000 | 2,695 |
| Privately issued residential mortgage-backed securities | $13,000 | 930 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $744,000 | 5,596 |
| Mortgage-backed securities | $14,342,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $14,329,000 | 2,211 |
| Issued or guaranteed by U.S. | $14,329,000 | 2,209 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $13,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $13,000 | 890 |
| 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) | $7,987,000 | 1,169 |
| Available-for-sale securities (fair market value) | $14,329,000 | 4,649 |
| Total debt securities | $22,316,000 | 4,267 |
| 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 | $22,387,000 | 4,289 |
| U.S. Government securities | $22,373,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,373,000 | 3,205 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $14,000 | 2,754 |
| Privately issued residential mortgage-backed securities | $14,000 | 949 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $754,000 | 5,610 |
| Mortgage-backed securities | $14,863,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $14,849,000 | 2,146 |
| Issued or guaranteed by U.S. | $14,849,000 | 2,143 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $14,000 | 908 |
| 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) | $7,538,000 | 1,121 |
| Available-for-sale securities (fair market value) | $14,849,000 | 4,619 |
| Total debt securities | $22,387,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,452,000 | 4,291 |
| U.S. Government securities | $22,438,000 | 3,313 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,438,000 | 3,235 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $14,000 | 2,752 |
| Privately issued residential mortgage-backed securities | $14,000 | 989 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $812,000 | 5,632 |
| Mortgage-backed securities | $15,428,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $15,414,000 | 2,133 |
| Issued or guaranteed by U.S. | $15,414,000 | 2,132 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $14,000 | 946 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,038,000 | 1,126 |
| Available-for-sale securities (fair market value) | $15,414,000 | 4,589 |
| Total debt securities | $22,453,000 | 4,261 |
| 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 | $21,003,000 | 4,393 |
| U.S. Government securities | $20,987,000 | 3,399 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,987,000 | 3,320 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $16,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,010 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 5,638 |
| Mortgage-backed securities | $15,928,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $15,912,000 | 2,074 |
| Issued or guaranteed by U.S. | $15,912,000 | 2,072 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $16,000 | 969 |
| 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) | $5,091,000 | 1,307 |
| Available-for-sale securities (fair market value) | $15,912,000 | 4,497 |
| Total debt securities | $21,003,000 | 4,366 |
| 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 | $24,050,000 | 4,161 |
| U.S. Government securities | $24,033,000 | 3,217 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,033,000 | 3,154 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $17,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,054 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $887,000 | 5,710 |
| Mortgage-backed securities | $17,200,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $17,183,000 | 2,069 |
| Issued or guaranteed by U.S. | $17,183,000 | 2,067 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,000 | 3,789 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $17,000 | 1,009 |
| 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) | $6,867,000 | 1,174 |
| Available-for-sale securities (fair market value) | $17,183,000 | 4,441 |
| Total debt securities | $24,050,000 | 4,138 |
| 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 | $25,614,000 | 4,056 |
| U.S. Government securities | $25,596,000 | 3,138 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $25,596,000 | 3,079 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $18,000 | 2,828 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,105 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $979,000 | 5,757 |
| Mortgage-backed securities | $20,664,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $20,646,000 | 1,839 |
| Issued or guaranteed by U.S. | $20,646,000 | 1,838 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,000 | 3,804 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $18,000 | 1,059 |
| 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) | $4,968,000 | 1,329 |
| Available-for-sale securities (fair market value) | $20,646,000 | 4,180 |
| Total debt securities | $25,614,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $27,814,000 | 3,885 |
| U.S. Government securities | $27,796,000 | 3,030 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,796,000 | 2,974 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $18,000 | 2,822 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,136 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 5,726 |
| Mortgage-backed securities | $23,025,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $23,007,000 | 1,692 |
| Issued or guaranteed by U.S. | $23,007,000 | 1,690 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,000 | 3,834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $18,000 | 1,092 |
| 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) | $18,308,000 | 715 |
| Available-for-sale securities (fair market value) | $9,506,000 | 5,421 |
| Total debt securities | $27,814,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $26,768,000 | 3,951 |
| U.S. Government securities | $26,748,000 | 3,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,748,000 | 2,956 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $20,000 | 2,825 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,018,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $22,998,000 | 1,599 |
| Issued or guaranteed by U.S. | $22,998,000 | 1,595 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $20,000 | 3,782 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $20,000 | 1,156 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,801,000 | 747 |
| Available-for-sale securities (fair market value) | $8,967,000 | 5,440 |
| Total debt securities | $26,768,000 | 3,922 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $22,616,000 | 4,241 |
| U.S. Government securities | $22,595,000 | 3,316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,595,000 | 3,234 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $21,000 | 2,809 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,066,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $20,045,000 | 1,719 |
| Issued or guaranteed by U.S. | $20,045,000 | 1,714 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $21,000 | 3,773 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $21,000 | 1,172 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,034,000 | 747 |
| Available-for-sale securities (fair market value) | $5,582,000 | 5,909 |
| Total debt securities | $22,616,000 | 4,206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $23,362,000 | 4,210 |
| U.S. Government securities | $23,340,000 | 3,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,340,000 | 3,228 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $22,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,512,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $20,490,000 | 1,631 |
| Issued or guaranteed by U.S. | $20,490,000 | 1,628 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,000 | 3,770 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $22,000 | 1,200 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,950,000 | 727 |
| Available-for-sale securities (fair market value) | $5,412,000 | 6,010 |
| Total debt securities | $23,362,000 | 4,175 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $21,313,000 | 4,390 |
| U.S. Government securities | $21,289,000 | 3,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,289,000 | 3,421 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $24,000 | 2,814 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,063,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $19,039,000 | 1,692 |
| Issued or guaranteed by U.S. | $19,039,000 | 1,688 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $24,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,885,000 | 649 |
| Available-for-sale securities (fair market value) | $428,000 | 6,807 |
| Total debt securities | $21,313,000 | 4,357 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $19,385,000 | 4,466 |
| U.S. Government securities | $19,360,000 | 3,538 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,360,000 | 3,442 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $25,000 | 2,976 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,385,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $17,360,000 | 1,736 |
| Issued or guaranteed by U.S. | $17,360,000 | 1,731 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,000 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $25,000 | 1,278 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,940,000 | 698 |
| Available-for-sale securities (fair market value) | $445,000 | 6,838 |
| Total debt securities | $19,385,000 | 4,434 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $18,727,000 | 4,508 |
| U.S. Government securities | $18,701,000 | 3,581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,701,000 | 3,481 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $26,000 | 3,057 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,977,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $17,951,000 | 1,659 |
| Issued or guaranteed by U.S. | $17,951,000 | 1,655 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $26,000 | 1,346 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,265,000 | 737 |
| Available-for-sale securities (fair market value) | $462,000 | 6,909 |
| Total debt securities | $18,727,000 | 4,469 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $19,306,000 | 4,485 |
| U.S. Government securities | $19,279,000 | 3,570 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,279,000 | 3,482 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $27,000 | 3,052 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,806,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $18,779,000 | 1,621 |
| Issued or guaranteed by U.S. | $18,779,000 | 1,614 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $27,000 | 3,659 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $27,000 | 1,369 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,768,000 | 740 |
| Available-for-sale securities (fair market value) | $538,000 | 6,943 |
| Total debt securities | $19,306,000 | 4,441 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $16,902,000 | 4,803 |
| U.S. Government securities | $16,873,000 | 3,905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,873,000 | 3,815 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $29,000 | 3,105 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,902,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $15,873,000 | 1,911 |
| Issued or guaranteed by U.S. | $15,873,000 | 1,908 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $29,000 | 1,402 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,340,000 | 818 |
| Available-for-sale securities (fair market value) | $562,000 | 7,016 |
| Total debt securities | $16,902,000 | 4,762 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $17,673,000 | 4,668 |
| U.S. Government securities | $17,643,000 | 3,783 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,643,000 | 3,708 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $30,000 | 3,165 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,673,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $16,643,000 | 1,918 |
| Issued or guaranteed by U.S. | $16,643,000 | 1,911 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $30,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $30,000 | 1,428 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,094,000 | 803 |
| Available-for-sale securities (fair market value) | $579,000 | 7,050 |
| Total debt securities | $17,673,000 | 4,628 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $19,223,000 | 4,525 |
| U.S. Government securities | $19,192,000 | 3,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,192,000 | 3,526 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $31,000 | 3,266 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,223,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $16,192,000 | 2,014 |
| Issued or guaranteed by U.S. | $16,192,000 | 2,004 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $31,000 | 3,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $31,000 | 1,477 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,628,000 | 788 |
| Available-for-sale securities (fair market value) | $595,000 | 7,120 |
| Total debt securities | $19,223,000 | 4,485 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $14,413,000 | 5,133 |
| U.S. Government securities | $14,380,000 | 4,210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,380,000 | 4,116 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $33,000 | 3,336 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,413,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $13,380,000 | 2,305 |
| Issued or guaranteed by U.S. | $13,380,000 | 2,297 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $33,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $33,000 | 1,495 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,795,000 | 948 |
| Available-for-sale securities (fair market value) | $618,000 | 7,162 |
| Total debt securities | $14,413,000 | 5,084 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $15,718,000 | 4,976 |
| U.S. Government securities | $15,683,000 | 4,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,683,000 | 4,007 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $35,000 | 3,270 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,568,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $13,533,000 | 2,326 |
| Issued or guaranteed by U.S. | $13,533,000 | 2,316 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,000 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $35,000 | 1,510 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,077,000 | 902 |
| Available-for-sale securities (fair market value) | $641,000 | 7,218 |
| Total debt securities | $15,718,000 | 4,934 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $15,771,000 | 4,999 |
| U.S. Government securities | $15,734,000 | 4,139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,734,000 | 4,062 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $37,000 | 3,191 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,621,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $12,584,000 | 2,414 |
| Issued or guaranteed by U.S. | $12,584,000 | 2,401 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $37,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $37,000 | 1,464 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,112,000 | 905 |
| Available-for-sale securities (fair market value) | $659,000 | 7,253 |
| Total debt securities | $15,771,000 | 4,962 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $15,002,000 | 5,078 |
| U.S. Government securities | $14,964,000 | 4,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,964,000 | 4,136 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $38,000 | 3,151 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,452,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $12,414,000 | 2,348 |
| Issued or guaranteed by U.S. | $12,414,000 | 2,331 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $38,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $38,000 | 1,433 |
| 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) | $14,317,000 | 937 |
| Available-for-sale securities (fair market value) | $685,000 | 7,300 |
| Total debt securities | $15,002,000 | 5,035 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $15,483,000 | 5,061 |
| U.S. Government securities | $15,443,000 | 4,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,443,000 | 4,081 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $40,000 | 3,110 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,433,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $12,393,000 | 2,314 |
| Issued or guaranteed by U.S. | $12,393,000 | 2,300 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $40,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $40,000 | 1,392 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,778,000 | 912 |
| Available-for-sale securities (fair market value) | $705,000 | 7,368 |
| Total debt securities | $15,483,000 | 5,008 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $15,844,000 | 4,991 |
| U.S. Government securities | $15,801,000 | 4,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,801,000 | 4,031 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $43,000 | 3,073 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,094,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $12,051,000 | 2,272 |
| Issued or guaranteed by U.S. | $12,051,000 | 2,260 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $43,000 | 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) | $15,101,000 | 891 |
| Available-for-sale securities (fair market value) | $743,000 | 7,395 |
| Total debt securities | $15,844,000 | 4,938 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $16,189,000 | 4,989 |
| U.S. Government securities | $16,145,000 | 4,114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,145,000 | 4,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $44,000 | 2,910 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,489,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $12,445,000 | 2,011 |
| Issued or guaranteed by U.S. | $12,445,000 | 2,000 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $44,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $44,000 | 1,286 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,414,000 | 923 |
| Available-for-sale securities (fair market value) | $775,000 | 7,408 |
| Total debt securities | $16,189,000 | 4,941 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $15,768,000 | 5,050 |
| U.S. Government securities | $15,721,000 | 4,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,721,000 | 4,158 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $47,000 | 2,871 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,718,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $11,671,000 | 1,923 |
| Issued or guaranteed by U.S. | $11,671,000 | 1,914 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $47,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $47,000 | 1,249 |
| 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) | $14,962,000 | 977 |
| Available-for-sale securities (fair market value) | $806,000 | 7,431 |
| Total debt securities | $15,768,000 | 5,006 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $16,210,000 | 5,002 |
| U.S. Government securities | $16,161,000 | 4,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,161,000 | 4,101 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $49,000 | 2,820 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,160,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $12,111,000 | 1,831 |
| Issued or guaranteed by U.S. | $12,111,000 | 1,826 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $49,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $49,000 | 1,198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,375,000 | 973 |
| Available-for-sale securities (fair market value) | $835,000 | 7,458 |
| Total debt securities | $16,210,000 | 4,963 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $12,728,000 | 5,612 |
| U.S. Government securities | $12,677,000 | 4,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,677,000 | 4,736 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $51,000 | 2,845 |
| Privately issued residential mortgage-backed securities | $51,000 | 1,245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,778,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $10,727,000 | 1,986 |
| Issued or guaranteed by U.S. | $10,727,000 | 1,979 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $51,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $51,000 | 1,154 |
| 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) | $11,795,000 | 1,162 |
| Available-for-sale securities (fair market value) | $933,000 | 7,467 |
| Total debt securities | $12,728,000 | 5,567 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $12,405,000 | 5,704 |
| U.S. Government securities | $12,351,000 | 4,988 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,351,000 | 4,866 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $54,000 | 2,886 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,655,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $10,601,000 | 2,009 |
| Issued or guaranteed by U.S. | $10,601,000 | 1,999 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $54,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $54,000 | 1,144 |
| 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) | $11,397,000 | 1,213 |
| Available-for-sale securities (fair market value) | $1,008,000 | 7,469 |
| Total debt securities | $12,405,000 | 5,661 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $12,538,000 | 5,739 |
| U.S. Government securities | $12,481,000 | 5,001 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,481,000 | 4,875 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $57,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,348,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $10,291,000 | 2,066 |
| Issued or guaranteed by U.S. | $10,291,000 | 2,054 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $57,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $57,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,475,000 | 1,248 |
| Available-for-sale securities (fair market value) | $1,063,000 | 7,503 |
| Total debt securities | $12,538,000 | 5,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $10,225,000 | 6,185 |
| U.S. Government securities | $10,165,000 | 5,506 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,165,000 | 5,376 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $60,000 | 3,003 |
| Privately issued residential mortgage-backed securities | $60,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,475,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $9,415,000 | 2,183 |
| Issued or guaranteed by U.S. | $9,415,000 | 2,170 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $60,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $60,000 | 1,112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,105,000 | 1,442 |
| Available-for-sale securities (fair market value) | $1,120,000 | 7,534 |
| Total debt securities | $10,225,000 | 6,123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $10,135,000 | 6,248 |
| U.S. Government securities | $10,072,000 | 5,546 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,072,000 | 5,410 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $63,000 | 3,077 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,585,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $9,522,000 | 2,219 |
| Issued or guaranteed by U.S. | $9,522,000 | 2,208 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $63,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $63,000 | 1,105 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,949,000 | 1,481 |
| Available-for-sale securities (fair market value) | $1,186,000 | 7,561 |
| Total debt securities | $10,135,000 | 6,187 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $10,081,000 | 6,316 |
| U.S. Government securities | $10,014,000 | 5,571 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,014,000 | 5,427 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $67,000 | 3,165 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,831,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $9,764,000 | 2,192 |
| Issued or guaranteed by U.S. | $9,764,000 | 2,181 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $67,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $67,000 | 1,068 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,809,000 | 1,525 |
| Available-for-sale securities (fair market value) | $1,272,000 | 7,590 |
| Total debt securities | $10,081,000 | 6,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $10,630,000 | 6,198 |
| U.S. Government securities | $10,558,000 | 5,434 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,558,000 | 5,295 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $72,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $72,000 | 1,141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,380,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $10,308,000 | 2,155 |
| Issued or guaranteed by U.S. | $10,308,000 | 2,145 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $72,000 | 1,051 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,283,000 | 1,501 |
| Available-for-sale securities (fair market value) | $1,347,000 | 7,602 |
| Total debt securities | $10,630,000 | 6,135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $11,292,000 | 6,102 |
| U.S. Government securities | $11,215,000 | 5,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,215,000 | 5,175 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $77,000 | 3,254 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,042,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $10,965,000 | 2,148 |
| Issued or guaranteed by U.S. | $10,965,000 | 2,135 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $77,000 | 3,441 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $77,000 | 1,011 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,817,000 | 1,465 |
| Available-for-sale securities (fair market value) | $1,475,000 | 7,599 |
| Total debt securities | $11,292,000 | 6,031 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $12,051,000 | 6,041 |
| U.S. Government securities | $11,968,000 | 5,226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,968,000 | 5,073 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $83,000 | 3,294 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,082 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,801,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $11,718,000 | 2,113 |
| Issued or guaranteed by U.S. | $11,718,000 | 2,103 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $83,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $83,000 | 996 |
| 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) | $10,492,000 | 1,443 |
| Available-for-sale securities (fair market value) | $1,559,000 | 7,649 |
| Total debt securities | $12,051,000 | 5,969 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $12,132,000 | 6,045 |
| U.S. Government securities | $12,043,000 | 5,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,043,000 | 5,076 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $89,000 | 3,353 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,882,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $11,793,000 | 2,145 |
| Issued or guaranteed by U.S. | $11,793,000 | 2,136 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $89,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $89,000 | 986 |
| 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) | $10,407,000 | 1,456 |
| Available-for-sale securities (fair market value) | $1,725,000 | 7,641 |
| Total debt securities | $12,132,000 | 5,970 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $12,682,000 | 5,935 |
| U.S. Government securities | $12,585,000 | 5,119 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,585,000 | 4,965 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $97,000 | 3,401 |
| Privately issued residential mortgage-backed securities | $97,000 | 1,018 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,432,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $12,335,000 | 2,102 |
| Issued or guaranteed by U.S. | $12,335,000 | 2,093 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $97,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $97,000 | 937 |
| 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) | $10,829,000 | 1,427 |
| Available-for-sale securities (fair market value) | $1,853,000 | 7,645 |
| Total debt securities | $12,682,000 | 5,865 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $13,344,000 | 5,884 |
| U.S. Government securities | $13,236,000 | 5,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,236,000 | 4,892 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $108,000 | 3,444 |
| Privately issued residential mortgage-backed securities | $108,000 | 1,007 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,094,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $12,986,000 | 2,048 |
| Issued or guaranteed by U.S. | $12,986,000 | 2,040 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $108,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $108,000 | 931 |
| 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) | $11,284,000 | 1,393 |
| Available-for-sale securities (fair market value) | $2,060,000 | 7,659 |
| Total debt securities | $13,344,000 | 5,809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $8,699,000 | 6,837 |
| U.S. Government securities | $8,577,000 | 6,092 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,577,000 | 5,933 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $122,000 | 3,530 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,065 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,449,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $8,327,000 | 2,681 |
| Issued or guaranteed by U.S. | $8,327,000 | 2,671 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $122,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $122,000 | 979 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,467,000 | 1,842 |
| Available-for-sale securities (fair market value) | $2,232,000 | 7,613 |
| Total debt securities | $8,699,000 | 6,763 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $9,299,000 | 6,777 |
| U.S. Government securities | $9,299,000 | 5,956 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,299,000 | 5,789 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,949,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $7,813,000 | 2,792 |
| Issued or guaranteed by U.S. | $7,813,000 | 2,776 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $136,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,453 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,930,000 | 1,809 |
| Available-for-sale securities (fair market value) | $2,369,000 | 7,629 |
| Total debt securities | $9,299,000 | 6,698 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $8,554,000 | 6,877 |
| U.S. Government securities | $8,554,000 | 6,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,554,000 | 5,822 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,104,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $6,932,000 | 2,937 |
| Issued or guaranteed by U.S. | $6,932,000 | 2,925 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $172,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,483 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,989,000 | 1,931 |
| Available-for-sale securities (fair market value) | $2,565,000 | 7,580 |
| Total debt securities | $8,554,000 | 6,787 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $8,015,000 | 6,948 |
| U.S. Government securities | $8,015,000 | 6,114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,015,000 | 5,931 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,565,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $7,350,000 | 2,857 |
| Issued or guaranteed by U.S. | $7,350,000 | 2,846 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $215,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,598 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,026,000 | 2,070 |
| Available-for-sale securities (fair market value) | $2,989,000 | 7,494 |
| Total debt securities | $8,015,000 | 6,849 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $8,847,000 | 6,751 |
| U.S. Government securities | $8,847,000 | 5,895 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,847,000 | 5,719 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,247,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $7,989,000 | 2,696 |
| Issued or guaranteed by U.S. | $7,989,000 | 2,681 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $258,000 | 3,812 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,642 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,490,000 | 2,049 |
| Available-for-sale securities (fair market value) | $3,357,000 | 7,390 |
| Total debt securities | $8,847,000 | 6,654 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $8,770,000 | 6,820 |
| U.S. Government securities | $8,520,000 | 6,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,520,000 | 5,813 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $250,000 | 3,653 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,232 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,120,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $7,862,000 | 2,681 |
| Issued or guaranteed by U.S. | $7,862,000 | 2,671 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $258,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,696 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,905,000 | 2,191 |
| Available-for-sale securities (fair market value) | $3,865,000 | 7,285 |
| Total debt securities | $8,770,000 | 6,720 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $8,475,000 | 6,896 |
| U.S. Government securities | $8,224,000 | 6,029 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,224,000 | 5,797 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $251,000 | 3,708 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 3,217 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,672,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $7,250,000 | 2,580 |
| Issued or guaranteed by U.S. | $7,250,000 | 2,564 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $422,000 | 3,830 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 3,662 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $670,000 | 4,108 |
| Available-for-sale securities (fair market value) | $7,805,000 | 6,188 |
| Total debt securities | $8,475,000 | 6,790 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $13,607,000 | 5,859 |
| U.S. Government securities | $13,355,000 | 4,918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,355,000 | 4,613 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $252,000 | 3,321 |
| 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 | $252,000 | 2,899 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,187,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $9,716,000 | 1,776 |
| Issued or guaranteed by U.S. | $9,716,000 | 1,765 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $471,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 3,225 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,960,000 | 3,064 |
| Available-for-sale securities (fair market value) | $9,647,000 | 5,820 |
| Total debt securities | $13,607,000 | 5,724 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $12,847,000 | 6,319 |
| U.S. Government securities | $12,594,000 | 5,360 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,594,000 | 4,850 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $253,000 | 3,195 |
| 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 | $253,000 | 2,720 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,354,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $8,883,000 | 2,021 |
| Issued or guaranteed by U.S. | $8,883,000 | 2,011 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $471,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 3,432 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,938,000 | 3,091 |
| Available-for-sale securities (fair market value) | $7,909,000 | 6,468 |
| Total debt securities | $12,847,000 | 6,205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,328,000 | 6,712 |
| U.S. Government securities | $11,074,000 | 5,760 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,074,000 | 4,977 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $254,000 | 3,081 |
| 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 | $254,000 | 2,561 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,595,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $7,900,000 | 2,297 |
| Issued or guaranteed by U.S. | $7,900,000 | 2,282 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $695,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $695,000 | 3,427 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,315,000 | 3,036 |
| Available-for-sale securities (fair market value) | $5,013,000 | 7,356 |
| Total debt securities | $11,328,000 | 6,582 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,430,000 | 6,410 |
| U.S. Government securities | $13,175,000 | 5,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,175,000 | 4,389 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $255,000 | 2,763 |
| 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 | $255,000 | 2,197 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,414,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $8,497,000 | 2,148 |
| Issued or guaranteed by U.S. | $8,497,000 | 2,133 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $917,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 3,410 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,057,000 | 3,208 |
| Available-for-sale securities (fair market value) | $5,373,000 | 7,317 |
| Total debt securities | $13,430,000 | 6,269 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,461,000 | 6,859 |
| U.S. Government securities | $13,166,000 | 5,985 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,166,000 | 4,612 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $256,000 | 3,186 |
| 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 | $256,000 | 2,450 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-39,000 | 914 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,897,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $9,112,000 | 2,285 |
| Issued or guaranteed by U.S. | $9,112,000 | 2,266 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $785,000 | 4,094 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 3,937 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,250,000 | 3,349 |
| Available-for-sale securities (fair market value) | $4,211,000 | 8,120 |
| Total debt securities | $13,422,000 | 6,742 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,326,000 | 6,878 |
| U.S. Government securities | $14,020,000 | 5,958 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $14,020,000 | 4,393 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $257,000 | 3,779 |
| 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 | $257,000 | 2,959 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-49,000 | 998 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,401,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $10,606,000 | 2,094 |
| Issued or guaranteed by U.S. | $10,606,000 | 2,069 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $795,000 | 4,505 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 4,331 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,166,000 | 3,138 |
| Available-for-sale securities (fair market value) | $3,160,000 | 8,863 |
| Total debt securities | $14,277,000 | 6,763 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $16,570,000 | 6,662 |
| U.S. Government securities | $13,030,000 | 6,631 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $13,030,000 | 4,456 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $3,461,000 | 1,475 |
| 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 | $3,461,000 | 1,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-79,000 | 1,137 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,030,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $12,233,000 | 1,973 |
| Issued or guaranteed by U.S. | $12,233,000 | 1,951 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $797,000 | 4,825 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 4,630 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,570,000 | 3,977 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $16,491,000 | 6,585 |
| 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 | $14,724,000 | 7,497 |
| U.S. Government securities | $11,145,000 | 7,544 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,145,000 | 5,171 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,441,000 | 1,757 |
| 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 | $3,441,000 | 1,325 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-138,000 | 1,264 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,145,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $9,884,000 | 2,498 |
| Issued or guaranteed by U.S. | $9,884,000 | 2,474 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,261,000 | 4,674 |
| CMOs issued by government agencies or sponsored agencies | $1,261,000 | 4,472 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,586,000 | 7,394 |
| 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 | $13,999,000 | 7,668 |
| U.S. Government securities | $12,025,000 | 7,241 |
| U.S. Treasury securities | $50,000 | 12,117 |
| U.S. Government agency obligations | $11,975,000 | 4,886 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $568,000 | 4,892 |
| 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 | $568,000 | 3,634 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,345,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-61,000 | 1,401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,975,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $9,769,000 | 2,579 |
| Issued or guaranteed by U.S. | $9,769,000 | 2,538 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,206,000 | 3,908 |
| CMOs issued by government agencies or sponsored agencies | $2,206,000 | 3,590 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,593,000 | 8,032 |
| 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 |