Home > Northwestern Bank > Securities
Northwestern Bank, Securities
| 2023-09-30 | Rank | |
| Total securities | $27,050,000 | 3,310 |
| U.S. Government securities | $19,356,000 | 3,001 |
| U.S. Treasury securities | $8,063,000 | 1,587 |
| U.S. Government agency obligations | $11,293,000 | 3,121 |
| Securities issued by states & political subdivisions | $7,694,000 | 2,659 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $11,067,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,039,000 | 1,946 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,657 |
| 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) | $4,161,000 | 1,236 |
| Available-for-sale securities (fair market value) | $22,889,000 | 3,220 |
| Total debt securities | $27,050,000 | 3,288 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $28,406,000 | 3,319 |
| U.S. Government securities | $20,389,000 | 2,992 |
| U.S. Treasury securities | $8,130,000 | 1,603 |
| U.S. Government agency obligations | $12,259,000 | 3,109 |
| Securities issued by states & political subdivisions | $8,017,000 | 2,680 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $12,033,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,001,000 | 1,917 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,656 |
| 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) | $4,270,000 | 1,248 |
| Available-for-sale securities (fair market value) | $24,136,000 | 3,215 |
| Total debt securities | $28,406,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $29,025,000 | 3,374 |
| U.S. Government securities | $21,262,000 | 3,032 |
| U.S. Treasury securities | $8,216,000 | 1,667 |
| U.S. Government agency obligations | $13,046,000 | 3,067 |
| Securities issued by states & political subdivisions | $7,763,000 | 2,754 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $12,818,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,781,000 | 1,916 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,686 |
| 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) | $4,428,000 | 1,282 |
| Available-for-sale securities (fair market value) | $24,597,000 | 3,272 |
| Total debt securities | $29,025,000 | 3,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $28,568,000 | 3,423 |
| U.S. Government securities | $20,720,000 | 3,077 |
| U.S. Treasury securities | $8,127,000 | 1,716 |
| U.S. Government agency obligations | $12,593,000 | 3,102 |
| Securities issued by states & political subdivisions | $7,848,000 | 2,787 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $12,368,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,326,000 | 1,958 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 2,701 |
| 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) | $4,588,000 | 1,291 |
| Available-for-sale securities (fair market value) | $23,980,000 | 3,311 |
| Total debt securities | $28,568,000 | 3,399 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $27,991,000 | 3,458 |
| U.S. Government securities | $20,726,000 | 3,100 |
| U.S. Treasury securities | $8,093,000 | 1,734 |
| U.S. Government agency obligations | $12,633,000 | 3,112 |
| Securities issued by states & political subdivisions | $7,265,000 | 2,850 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $12,410,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,364,000 | 1,977 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 2,712 |
| 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) | $4,698,000 | 1,265 |
| Available-for-sale securities (fair market value) | $23,293,000 | 3,340 |
| Total debt securities | $27,991,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $27,860,000 | 3,474 |
| U.S. Government securities | $20,745,000 | 3,121 |
| U.S. Treasury securities | $8,329,000 | 1,698 |
| U.S. Government agency obligations | $12,416,000 | 3,174 |
| Securities issued by states & political subdivisions | $7,115,000 | 2,922 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $12,185,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $12,133,000 | 2,094 |
| Issued or guaranteed by U.S. | $12,133,000 | 2,044 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $52,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,731 |
| 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) | $4,908,000 | 1,181 |
| Available-for-sale securities (fair market value) | $22,952,000 | 3,407 |
| Total debt securities | $27,860,000 | 3,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $23,550,000 | 3,596 |
| U.S. Government securities | $16,783,000 | 3,267 |
| U.S. Treasury securities | $4,963,000 | 1,814 |
| U.S. Government agency obligations | $11,820,000 | 3,199 |
| Securities issued by states & political subdivisions | $6,767,000 | 2,974 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $11,583,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $11,523,000 | 2,159 |
| Issued or guaranteed by U.S. | $11,523,000 | 2,111 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $60,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,719 |
| 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) | $5,203,000 | 1,063 |
| Available-for-sale securities (fair market value) | $18,347,000 | 3,574 |
| Total debt securities | $23,550,000 | 3,579 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $24,319,000 | 3,491 |
| U.S. Government securities | $17,555,000 | 3,087 |
| U.S. Treasury securities | $5,280,000 | 1,354 |
| U.S. Government agency obligations | $12,275,000 | 3,127 |
| Securities issued by states & political subdivisions | $6,764,000 | 3,012 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $12,024,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $11,957,000 | 2,127 |
| Issued or guaranteed by U.S. | $11,957,000 | 2,066 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $67,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,710 |
| 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) | $5,214,000 | 955 |
| Available-for-sale securities (fair market value) | $19,105,000 | 3,501 |
| Total debt securities | $24,319,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $23,488,000 | 3,487 |
| U.S. Government securities | $16,743,000 | 3,073 |
| U.S. Treasury securities | $5,353,000 | 1,125 |
| U.S. Government agency obligations | $11,390,000 | 3,192 |
| Securities issued by states & political subdivisions | $6,745,000 | 3,009 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $11,135,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $11,061,000 | 2,200 |
| Issued or guaranteed by U.S. | $11,061,000 | 2,145 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $74,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,738 |
| 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) | $5,724,000 | 897 |
| Available-for-sale securities (fair market value) | $17,764,000 | 3,530 |
| Total debt securities | $23,488,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $24,274,000 | 3,422 |
| U.S. Government securities | $17,623,000 | 2,963 |
| U.S. Treasury securities | $5,372,000 | 1,026 |
| U.S. Government agency obligations | $12,251,000 | 3,111 |
| Securities issued by states & political subdivisions | $6,651,000 | 3,004 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $12,251,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $12,170,000 | 2,089 |
| Issued or guaranteed by U.S. | $12,170,000 | 2,033 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $81,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,727 |
| 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) | $5,736,000 | 875 |
| Available-for-sale securities (fair market value) | $18,538,000 | 3,459 |
| Total debt securities | $24,274,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $23,989,000 | 3,335 |
| U.S. Government securities | $17,829,000 | 2,819 |
| U.S. Treasury securities | $5,885,000 | 752 |
| U.S. Government agency obligations | $11,944,000 | 3,084 |
| Securities issued by states & political subdivisions | $6,160,000 | 3,051 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $11,944,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $11,855,000 | 2,049 |
| Issued or guaranteed by U.S. | $11,855,000 | 1,991 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $89,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,699 |
| 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) | $5,948,000 | 831 |
| Available-for-sale securities (fair market value) | $18,041,000 | 3,408 |
| Total debt securities | $23,989,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $18,542,000 | 3,506 |
| U.S. Government securities | $12,165,000 | 3,107 |
| U.S. Treasury securities | $504,000 | 1,100 |
| U.S. Government agency obligations | $11,661,000 | 3,000 |
| Securities issued by states & political subdivisions | $6,377,000 | 3,011 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $11,661,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $11,565,000 | 1,950 |
| Issued or guaranteed by U.S. | $11,565,000 | 1,901 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $96,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,698 |
| 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) | $6,160,000 | 817 |
| Available-for-sale securities (fair market value) | $12,382,000 | 3,639 |
| Total debt securities | $18,542,000 | 3,483 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $19,531,000 | 3,378 |
| U.S. Government securities | $12,988,000 | 2,986 |
| U.S. Treasury securities | $508,000 | 1,105 |
| U.S. Government agency obligations | $12,480,000 | 2,885 |
| Securities issued by states & political subdivisions | $6,543,000 | 2,893 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $12,480,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $12,377,000 | 1,875 |
| Issued or guaranteed by U.S. | $12,377,000 | 1,823 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $103,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,709 |
| 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) | $6,543,000 | 803 |
| Available-for-sale securities (fair market value) | $12,988,000 | 3,556 |
| Total debt securities | $19,531,000 | 3,354 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $20,511,000 | 3,283 |
| U.S. Government securities | $13,855,000 | 2,925 |
| U.S. Treasury securities | $511,000 | 1,139 |
| U.S. Government agency obligations | $13,344,000 | 2,834 |
| Securities issued by states & political subdivisions | $6,656,000 | 2,824 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $13,344,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $13,229,000 | 1,784 |
| Issued or guaranteed by U.S. | $13,229,000 | 1,734 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $115,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,707 |
| 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) | $6,656,000 | 800 |
| Available-for-sale securities (fair market value) | $13,855,000 | 3,498 |
| Total debt securities | $20,511,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $21,668,000 | 3,207 |
| U.S. Government securities | $14,995,000 | 2,855 |
| U.S. Treasury securities | $1,016,000 | 1,053 |
| U.S. Government agency obligations | $13,979,000 | 2,799 |
| Securities issued by states & political subdivisions | $6,673,000 | 2,737 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $13,979,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $13,858,000 | 1,730 |
| Issued or guaranteed by U.S. | $13,858,000 | 1,679 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $121,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,704 |
| 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) | $6,673,000 | 810 |
| Available-for-sale securities (fair market value) | $14,995,000 | 3,402 |
| Total debt securities | $21,668,000 | 3,186 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $20,655,000 | 3,324 |
| U.S. Government securities | $14,030,000 | 3,007 |
| U.S. Treasury securities | $1,010,000 | 1,071 |
| U.S. Government agency obligations | $13,020,000 | 2,931 |
| Securities issued by states & political subdivisions | $6,625,000 | 2,742 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $13,020,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $12,891,000 | 1,746 |
| Issued or guaranteed by U.S. | $12,891,000 | 1,700 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $129,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 2,716 |
| 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) | $6,625,000 | 848 |
| Available-for-sale securities (fair market value) | $14,030,000 | 3,513 |
| Total debt securities | $20,656,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $20,141,000 | 3,387 |
| U.S. Government securities | $13,403,000 | 3,100 |
| U.S. Treasury securities | $1,004,000 | 1,127 |
| U.S. Government agency obligations | $12,399,000 | 3,042 |
| Securities issued by states & political subdivisions | $6,738,000 | 2,729 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $12,399,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $12,263,000 | 1,793 |
| Issued or guaranteed by U.S. | $12,263,000 | 1,738 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $136,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 2,727 |
| 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) | $6,738,000 | 888 |
| Available-for-sale securities (fair market value) | $13,403,000 | 3,604 |
| Total debt securities | $20,141,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $19,376,000 | 3,507 |
| U.S. Government securities | $12,730,000 | 3,216 |
| U.S. Treasury securities | $1,005,000 | 1,144 |
| U.S. Government agency obligations | $11,725,000 | 3,160 |
| Securities issued by states & political subdivisions | $6,646,000 | 2,803 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $11,725,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $11,579,000 | 1,830 |
| Issued or guaranteed by U.S. | $11,579,000 | 1,795 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $146,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,725 |
| 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) | $6,646,000 | 923 |
| Available-for-sale securities (fair market value) | $12,730,000 | 3,702 |
| Total debt securities | $19,376,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $21,064,000 | 3,438 |
| U.S. Government securities | $14,377,000 | 3,099 |
| U.S. Treasury securities | $1,503,000 | 1,086 |
| U.S. Government agency obligations | $12,874,000 | 3,061 |
| Securities issued by states & political subdivisions | $6,659,000 | 2,859 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $12,374,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $12,220,000 | 1,780 |
| Issued or guaranteed by U.S. | $12,220,000 | 1,743 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $154,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,733 |
| 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) | $6,659,000 | 942 |
| Available-for-sale securities (fair market value) | $14,377,000 | 3,630 |
| Total debt securities | $21,036,000 | 3,419 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $20,698,000 | 3,497 |
| U.S. Government securities | $13,853,000 | 3,188 |
| U.S. Treasury securities | $1,502,000 | 1,089 |
| U.S. Government agency obligations | $12,351,000 | 3,158 |
| Securities issued by states & political subdivisions | $6,822,000 | 2,891 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $11,853,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $11,692,000 | 1,828 |
| Issued or guaranteed by U.S. | $11,692,000 | 1,804 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $161,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 2,741 |
| 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) | $6,822,000 | 966 |
| Available-for-sale securities (fair market value) | $13,853,000 | 3,711 |
| Total debt securities | $20,675,000 | 3,477 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $21,334,000 | 3,496 |
| U.S. Government securities | $14,468,000 | 3,161 |
| U.S. Treasury securities | $1,501,000 | 1,063 |
| U.S. Government agency obligations | $12,967,000 | 3,150 |
| Securities issued by states & political subdivisions | $6,836,000 | 2,921 |
| 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 | $208,000 | 4,549 |
| Mortgage-backed securities | $12,469,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $12,302,000 | 1,805 |
| Issued or guaranteed by U.S. | $12,302,000 | 1,794 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $167,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 2,745 |
| 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) | $6,836,000 | 991 |
| Available-for-sale securities (fair market value) | $14,468,000 | 3,688 |
| Total debt securities | $21,304,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $20,138,000 | 3,623 |
| U.S. Government securities | $3,194,000 | 4,572 |
| U.S. Treasury securities | $1,699,000 | 1,033 |
| U.S. Government agency obligations | $1,495,000 | 4,716 |
| Securities issued by states & political subdivisions | $6,646,000 | 3,000 |
| Other domestic debt securities | $10,262,000 | 653 |
| Privately issued residential mortgage-backed securities | $10,262,000 | 195 |
| 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 | $220,000 | 4,595 |
| Mortgage-backed securities | $11,259,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $11,080,000 | 1,971 |
| Issued or guaranteed by U.S. | $818,000 | 3,624 |
| Privately issued | $10,262,000 | 100 |
| Collaterized mortgage obligations | $179,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 2,755 |
| 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) | $6,646,000 | 1,017 |
| Available-for-sale securities (fair market value) | $13,456,000 | 3,823 |
| Total debt securities | $20,102,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $19,894,000 | 3,681 |
| U.S. Government securities | $13,562,000 | 3,319 |
| U.S. Treasury securities | $1,705,000 | 994 |
| U.S. Government agency obligations | $11,857,000 | 3,350 |
| Securities issued by states & political subdivisions | $6,298,000 | 3,095 |
| 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 | $734,000 | 4,519 |
| Mortgage-backed securities | $10,958,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $10,768,000 | 2,033 |
| Issued or guaranteed by U.S. | $10,768,000 | 2,030 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $190,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,745 |
| 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) | $6,298,000 | 1,055 |
| Available-for-sale securities (fair market value) | $13,562,000 | 3,869 |
| Total debt securities | $19,860,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $20,582,000 | 3,686 |
| U.S. Government securities | $14,352,000 | 3,278 |
| U.S. Treasury securities | $2,216,000 | 837 |
| U.S. Government agency obligations | $12,136,000 | 3,339 |
| Securities issued by states & political subdivisions | $6,198,000 | 3,188 |
| 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 | $32,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $749,000 | 4,586 |
| Mortgage-backed securities | $11,236,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $11,035,000 | 2,034 |
| Issued or guaranteed by U.S. | $11,035,000 | 2,033 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $201,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 2,734 |
| 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) | $6,198,000 | 1,081 |
| Available-for-sale securities (fair market value) | $14,384,000 | 3,864 |
| Total debt securities | $20,550,000 | 3,664 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $21,879,000 | 3,649 |
| U.S. Government securities | $15,742,000 | 3,177 |
| U.S. Treasury securities | $2,586,000 | 755 |
| U.S. Government agency obligations | $13,156,000 | 3,277 |
| Securities issued by states & political subdivisions | $6,109,000 | 3,240 |
| 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 | $28,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $769,000 | 4,633 |
| Mortgage-backed securities | $12,003,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $11,789,000 | 1,994 |
| Issued or guaranteed by U.S. | $11,789,000 | 1,993 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $214,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,751 |
| 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) | $6,109,000 | 1,122 |
| Available-for-sale securities (fair market value) | $15,770,000 | 3,793 |
| Total debt securities | $21,851,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $23,324,000 | 3,600 |
| U.S. Government securities | $16,476,000 | 3,163 |
| U.S. Treasury securities | $2,597,000 | 774 |
| U.S. Government agency obligations | $13,879,000 | 3,259 |
| Securities issued by states & political subdivisions | $6,322,000 | 3,238 |
| Other domestic debt securities | $500,000 | 1,757 |
| 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 | $500,000 | 1,464 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $26,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $784,000 | 4,662 |
| Mortgage-backed securities | $12,725,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $12,500,000 | 1,971 |
| Issued or guaranteed by U.S. | $12,500,000 | 1,970 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $225,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 2,764 |
| 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) | $6,322,000 | 1,133 |
| Available-for-sale securities (fair market value) | $17,002,000 | 3,739 |
| Total debt securities | $23,298,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $23,090,000 | 3,657 |
| U.S. Government securities | $16,605,000 | 3,179 |
| U.S. Treasury securities | $2,609,000 | 803 |
| U.S. Government agency obligations | $13,996,000 | 3,286 |
| Securities issued by states & political subdivisions | $5,963,000 | 3,320 |
| Other domestic debt securities | $500,000 | 1,818 |
| 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 | $500,000 | 1,498 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $22,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $797,000 | 4,718 |
| Mortgage-backed securities | $12,842,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $12,608,000 | 1,998 |
| Issued or guaranteed by U.S. | $12,608,000 | 1,998 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $234,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 2,802 |
| 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) | $5,963,000 | 1,175 |
| Available-for-sale securities (fair market value) | $17,127,000 | 3,758 |
| Total debt securities | $23,068,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $20,154,000 | 3,855 |
| U.S. Government securities | $14,916,000 | 3,307 |
| U.S. Treasury securities | $2,620,000 | 785 |
| U.S. Government agency obligations | $12,296,000 | 3,444 |
| Securities issued by states & political subdivisions | $4,714,000 | 3,555 |
| Other domestic debt securities | $501,000 | 1,835 |
| 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 | $501,000 | 1,506 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $23,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $807,000 | 4,755 |
| Mortgage-backed securities | $11,144,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $10,893,000 | 2,170 |
| Issued or guaranteed by U.S. | $10,893,000 | 2,169 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $251,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,784 |
| 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) | $4,714,000 | 1,262 |
| Available-for-sale securities (fair market value) | $15,440,000 | 3,886 |
| Total debt securities | $20,131,000 | 3,828 |
| 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 | $18,612,000 | 3,956 |
| U.S. Government securities | $14,215,000 | 3,376 |
| U.S. Treasury securities | $2,655,000 | 678 |
| U.S. Government agency obligations | $11,560,000 | 3,534 |
| Securities issued by states & political subdivisions | $3,381,000 | 3,840 |
| Other domestic debt securities | $999,000 | 1,604 |
| 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 | $999,000 | 1,318 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $17,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,000 | 4,820 |
| Mortgage-backed securities | $10,397,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $10,126,000 | 2,245 |
| Issued or guaranteed by U.S. | $10,126,000 | 2,243 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $271,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,808 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $3,381,000 | 1,402 |
| Available-for-sale securities (fair market value) | $15,231,000 | 3,916 |
| Total debt securities | $18,595,000 | 3,932 |
| 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 | $17,899,000 | 4,084 |
| U.S. Government securities | $13,926,000 | 3,516 |
| U.S. Treasury securities | $2,677,000 | 707 |
| U.S. Government agency obligations | $11,249,000 | 3,682 |
| Securities issued by states & political subdivisions | $2,956,000 | 3,961 |
| Other domestic debt securities | $1,003,000 | 1,597 |
| 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 | $1,003,000 | 1,282 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $14,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $859,000 | 4,891 |
| Mortgage-backed securities | $10,083,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $9,793,000 | 2,342 |
| Issued or guaranteed by U.S. | $9,793,000 | 2,338 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $290,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,815 |
| 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) | $2,956,000 | 1,489 |
| Available-for-sale securities (fair market value) | $14,943,000 | 3,990 |
| Total debt securities | $17,885,000 | 4,064 |
| 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 | $17,146,000 | 4,202 |
| U.S. Government securities | $13,345,000 | 3,653 |
| U.S. Treasury securities | $2,137,000 | 757 |
| U.S. Government agency obligations | $11,208,000 | 3,774 |
| Securities issued by states & political subdivisions | $2,788,000 | 4,006 |
| Other domestic debt securities | $998,000 | 1,644 |
| 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 | $998,000 | 1,328 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $15,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $865,000 | 4,943 |
| Mortgage-backed securities | $10,047,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $9,747,000 | 2,372 |
| Issued or guaranteed by U.S. | $9,747,000 | 2,371 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $300,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,841 |
| 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) | $2,788,000 | 1,549 |
| Available-for-sale securities (fair market value) | $14,358,000 | 4,088 |
| Total debt securities | $17,131,000 | 4,181 |
| 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 | $15,529,000 | 4,388 |
| U.S. Government securities | $12,111,000 | 3,839 |
| U.S. Treasury securities | $1,768,000 | 910 |
| U.S. Government agency obligations | $10,343,000 | 3,914 |
| Securities issued by states & political subdivisions | $2,403,000 | 4,152 |
| Other domestic debt securities | $1,003,000 | 1,604 |
| 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 | $1,003,000 | 1,283 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $870,000 | 4,994 |
| Mortgage-backed securities | $9,441,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $9,130,000 | 2,439 |
| Issued or guaranteed by U.S. | $9,130,000 | 2,436 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $311,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $311,000 | 2,873 |
| 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) | $2,403,000 | 1,637 |
| Available-for-sale securities (fair market value) | $13,126,000 | 4,252 |
| Total debt securities | $15,517,000 | 4,366 |
| 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 | $14,018,000 | 4,609 |
| U.S. Government securities | $10,878,000 | 4,066 |
| U.S. Treasury securities | $520,000 | 1,118 |
| U.S. Government agency obligations | $10,358,000 | 4,012 |
| Securities issued by states & political subdivisions | $2,124,000 | 4,274 |
| Other domestic debt securities | $1,005,000 | 1,611 |
| 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 | $1,005,000 | 1,280 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $11,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $890,000 | 5,060 |
| Mortgage-backed securities | $9,450,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $9,117,000 | 2,468 |
| Issued or guaranteed by U.S. | $9,117,000 | 2,466 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $333,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,908 |
| 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) | $2,124,000 | 1,683 |
| Available-for-sale securities (fair market value) | $11,894,000 | 4,430 |
| Total debt securities | $14,007,000 | 4,586 |
| 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 | $12,797,000 | 4,807 |
| U.S. Government securities | $9,549,000 | 4,374 |
| U.S. Treasury securities | $523,000 | 1,151 |
| U.S. Government agency obligations | $9,026,000 | 4,334 |
| Securities issued by states & political subdivisions | $2,229,000 | 4,265 |
| Other domestic debt securities | $1,007,000 | 1,625 |
| 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 | $1,007,000 | 1,292 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,000 | 5,101 |
| Mortgage-backed securities | $8,123,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $7,779,000 | 2,724 |
| Issued or guaranteed by U.S. | $7,779,000 | 2,720 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $344,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,945 |
| 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) | $2,229,000 | 1,686 |
| Available-for-sale securities (fair market value) | $10,568,000 | 4,649 |
| Total debt securities | $12,785,000 | 4,785 |
| 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 | $13,113,000 | 4,843 |
| U.S. Government securities | $10,010,000 | 4,396 |
| U.S. Treasury securities | $525,000 | 1,131 |
| U.S. Government agency obligations | $9,485,000 | 4,345 |
| Securities issued by states & political subdivisions | $2,094,000 | 4,326 |
| Other domestic debt securities | $998,000 | 1,702 |
| 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 | $998,000 | 1,361 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $11,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,000 | 5,167 |
| Mortgage-backed securities | $8,579,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $8,215,000 | 2,702 |
| Issued or guaranteed by U.S. | $8,215,000 | 2,700 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $364,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,963 |
| 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) | $2,094,000 | 1,705 |
| Available-for-sale securities (fair market value) | $11,019,000 | 4,669 |
| Total debt securities | $13,102,000 | 4,818 |
| 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 | $10,991,000 | 5,115 |
| U.S. Government securities | $7,772,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,772,000 | 4,643 |
| Securities issued by states & political subdivisions | $2,211,000 | 4,357 |
| Other domestic debt securities | $997,000 | 1,713 |
| 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 | $997,000 | 1,371 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $924,000 | 5,241 |
| Mortgage-backed securities | $7,270,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $6,896,000 | 2,959 |
| Issued or guaranteed by U.S. | $6,896,000 | 2,958 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $374,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 3,009 |
| 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) | $2,211,000 | 1,714 |
| Available-for-sale securities (fair market value) | $8,780,000 | 4,950 |
| Total debt securities | $10,980,000 | 5,093 |
| 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 | $11,858,000 | 5,111 |
| U.S. Government securities | $8,529,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,529,000 | 4,631 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,363 |
| Other domestic debt securities | $1,000,000 | 1,751 |
| 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 | $1,000,000 | 1,387 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $12,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 5,268 |
| Mortgage-backed securities | $7,531,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $7,139,000 | 2,994 |
| Issued or guaranteed by U.S. | $7,139,000 | 2,992 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $392,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 3,037 |
| 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) | $2,317,000 | 1,716 |
| Available-for-sale securities (fair market value) | $9,541,000 | 4,973 |
| Total debt securities | $11,846,000 | 5,086 |
| 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 | $12,494,000 | 5,139 |
| U.S. Government securities | $8,902,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,902,000 | 4,646 |
| Securities issued by states & political subdivisions | $2,579,000 | 4,322 |
| Other domestic debt securities | $1,001,000 | 1,796 |
| 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 | $1,001,000 | 1,417 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 5,305 |
| Mortgage-backed securities | $7,896,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $7,482,000 | 3,000 |
| Issued or guaranteed by U.S. | $7,482,000 | 3,000 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $414,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 3,065 |
| 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) | $2,579,000 | 1,708 |
| Available-for-sale securities (fair market value) | $9,915,000 | 4,978 |
| Total debt securities | $12,482,000 | 5,118 |
| 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 | $14,240,000 | 5,008 |
| U.S. Government securities | $10,644,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,644,000 | 4,461 |
| Securities issued by states & political subdivisions | $2,589,000 | 4,353 |
| Other domestic debt securities | $994,000 | 1,871 |
| 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 | $994,000 | 1,484 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $13,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 5,368 |
| Mortgage-backed securities | $8,139,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $7,714,000 | 2,991 |
| Issued or guaranteed by U.S. | $7,714,000 | 2,991 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $425,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 3,081 |
| 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) | $2,589,000 | 1,704 |
| Available-for-sale securities (fair market value) | $11,651,000 | 4,853 |
| Total debt securities | $14,227,000 | 4,981 |
| 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 | $15,414,000 | 4,888 |
| U.S. Government securities | $11,817,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,817,000 | 4,317 |
| Securities issued by states & political subdivisions | $2,595,000 | 4,370 |
| Other domestic debt securities | $989,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $989,000 | 1,519 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $13,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,420 |
| Mortgage-backed securities | $8,310,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $7,876,000 | 2,957 |
| Issued or guaranteed by U.S. | $7,876,000 | 2,955 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $434,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 3,070 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,595,000 | 1,692 |
| Available-for-sale securities (fair market value) | $12,819,000 | 4,749 |
| Total debt securities | $15,401,000 | 4,863 |
| 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 | $16,052,000 | 4,895 |
| U.S. Government securities | $12,647,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,647,000 | 4,222 |
| Securities issued by states & political subdivisions | $2,398,000 | 4,436 |
| Other domestic debt securities | $994,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $994,000 | 1,539 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $13,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,475 |
| Mortgage-backed securities | $8,631,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $8,178,000 | 2,918 |
| Issued or guaranteed by U.S. | $8,178,000 | 2,915 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $453,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 3,088 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,398,000 | 1,680 |
| Available-for-sale securities (fair market value) | $13,654,000 | 4,722 |
| Total debt securities | $16,039,000 | 4,860 |
| 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 | $14,274,000 | 5,058 |
| U.S. Government securities | $11,040,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,040,000 | 4,410 |
| Securities issued by states & political subdivisions | $2,239,000 | 4,488 |
| Other domestic debt securities | $985,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $985,000 | 1,593 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,000 | 1,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 5,502 |
| Mortgage-backed securities | $7,296,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $6,830,000 | 3,119 |
| Issued or guaranteed by U.S. | $6,830,000 | 3,117 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $466,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 3,094 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,239,000 | 1,655 |
| Available-for-sale securities (fair market value) | $12,035,000 | 4,907 |
| Total debt securities | $14,264,000 | 5,023 |
| 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 | $11,048,000 | 5,439 |
| U.S. Government securities | $8,242,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,242,000 | 4,880 |
| Securities issued by states & political subdivisions | $1,798,000 | 4,620 |
| Other domestic debt securities | $996,000 | 2,022 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $996,000 | 1,563 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 5,773 |
| Mortgage-backed securities | $4,233,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $4,233,000 | 3,719 |
| Issued or guaranteed by U.S. | $4,233,000 | 3,715 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,798,000 | 1,701 |
| Available-for-sale securities (fair market value) | $9,250,000 | 5,257 |
| Total debt securities | $11,036,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $10,146,000 | 5,520 |
| U.S. Government securities | $7,405,000 | 5,109 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,405,000 | 5,008 |
| Securities issued by states & political subdivisions | $1,746,000 | 4,662 |
| Other domestic debt securities | $983,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $983,000 | 1,551 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $12,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,786,000 | 4,929 |
| Mortgage-backed securities | $2,887,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 4,058 |
| Issued or guaranteed by U.S. | $2,887,000 | 4,056 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,747,000 | 1,716 |
| Available-for-sale securities (fair market value) | $8,399,000 | 5,371 |
| Total debt securities | $10,134,000 | 5,489 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,003 |
| Fair value | $501,000 | 2,046 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,901,000 | 5,762 |
| U.S. Government securities | $6,609,000 | 5,387 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,609,000 | 5,278 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,852 |
| Other domestic debt securities | $982,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $982,000 | 1,595 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,000 | 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 | $3,030,000 | 4,905 |
| Mortgage-backed securities | $2,084,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $2,084,000 | 4,419 |
| Issued or guaranteed by U.S. | $2,084,000 | 4,417 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,301,000 | 1,859 |
| Available-for-sale securities (fair market value) | $7,600,000 | 5,550 |
| Total debt securities | $8,891,000 | 5,735 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,185 |
| Fair value | $502,000 | 2,233 |
| 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 | $6,994,000 | 6,064 |
| U.S. Government securities | $5,689,000 | 5,636 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,689,000 | 5,529 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,838 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $10,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,581,000 | 4,768 |
| Mortgage-backed securities | $1,111,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $1,111,000 | 4,805 |
| Issued or guaranteed by U.S. | $1,111,000 | 4,802 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,297,000 | 1,872 |
| Available-for-sale securities (fair market value) | $5,697,000 | 5,825 |
| Total debt securities | $6,984,000 | 6,040 |
| 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 | $8,025,000 | 5,980 |
| U.S. Government securities | $6,713,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,713,000 | 5,449 |
| Securities issued by states & political subdivisions | $1,304,000 | 4,791 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,045,000 | 4,978 |
| Mortgage-backed securities | $1,131,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 4,814 |
| Issued or guaranteed by U.S. | $1,131,000 | 4,812 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,308,000 | 1,913 |
| Available-for-sale securities (fair market value) | $6,717,000 | 5,729 |
| Total debt securities | $8,017,000 | 5,956 |
| 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 | $6,078,000 | 6,250 |
| U.S. Government securities | $4,812,000 | 5,900 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,812,000 | 5,801 |
| Securities issued by states & political subdivisions | $1,259,000 | 4,805 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $7,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,807,000 | 4,235 |
| Mortgage-backed securities | $128,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,383 |
| Issued or guaranteed by U.S. | $128,000 | 5,369 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,263,000 | 2,006 |
| Available-for-sale securities (fair market value) | $4,815,000 | 5,983 |
| Total debt securities | $6,071,000 | 6,220 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,159,000 | 6,256 |
| U.S. Government securities | $4,848,000 | 5,932 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,848,000 | 5,812 |
| Securities issued by states & political subdivisions | $1,304,000 | 4,768 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,842,000 | 4,250 |
| Mortgage-backed securities | $152,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,370 |
| Issued or guaranteed by U.S. | $152,000 | 5,354 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,309,000 | 2,007 |
| Available-for-sale securities (fair market value) | $4,850,000 | 6,027 |
| Total debt securities | $6,152,000 | 6,229 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,005,000 | 6,380 |
| U.S. Government securities | $4,692,000 | 6,089 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,692,000 | 5,968 |
| Securities issued by states & political subdivisions | $1,305,000 | 4,741 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $8,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,685,000 | 4,317 |
| Mortgage-backed securities | $204,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,329 |
| Issued or guaranteed by U.S. | $204,000 | 5,317 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,311,000 | 2,033 |
| Available-for-sale securities (fair market value) | $4,694,000 | 6,124 |
| Total debt securities | $5,996,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,988,000 | 6,403 |
| U.S. Government securities | $4,671,000 | 6,101 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,671,000 | 5,971 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,722 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,664,000 | 4,324 |
| Mortgage-backed securities | $258,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $258,000 | 5,265 |
| Issued or guaranteed by U.S. | $258,000 | 5,254 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,317,000 | 2,048 |
| Available-for-sale securities (fair market value) | $4,671,000 | 6,135 |
| Total debt securities | $5,981,000 | 6,371 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,263,000 | 6,313 |
| U.S. Government securities | $4,947,000 | 5,929 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,947,000 | 5,798 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,740 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,938,000 | 4,220 |
| Mortgage-backed securities | $308,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $308,000 | 5,193 |
| Issued or guaranteed by U.S. | $308,000 | 5,181 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,318,000 | 2,059 |
| Available-for-sale securities (fair market value) | $4,945,000 | 6,050 |
| Total debt securities | $6,257,000 | 6,279 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,992,000 | 6,186 |
| U.S. Government securities | $5,527,000 | 5,796 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,527,000 | 5,670 |
| Securities issued by states & political subdivisions | $1,461,000 | 4,588 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,494,000 | 4,400 |
| Mortgage-backed securities | $401,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,114 |
| Issued or guaranteed by U.S. | $401,000 | 5,101 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,470,000 | 2,061 |
| Available-for-sale securities (fair market value) | $5,522,000 | 5,956 |
| Total debt securities | $6,988,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,559,000 | 6,361 |
| U.S. Government securities | $5,094,000 | 6,006 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,094,000 | 5,888 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,553 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,059,000 | 4,290 |
| Mortgage-backed securities | $527,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $527,000 | 5,062 |
| Issued or guaranteed by U.S. | $527,000 | 5,050 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,474,000 | 2,124 |
| Available-for-sale securities (fair market value) | $5,085,000 | 6,098 |
| Total debt securities | $6,557,000 | 6,323 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,584,000 | 6,432 |
| U.S. Government securities | $5,116,000 | 6,103 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,116,000 | 5,988 |
| Securities issued by states & political subdivisions | $1,466,000 | 4,563 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,017,000 | 4,375 |
| Mortgage-backed securities | $778,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $778,000 | 5,027 |
| Issued or guaranteed by U.S. | $778,000 | 5,017 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,478,000 | 2,153 |
| Available-for-sale securities (fair market value) | $5,106,000 | 6,183 |
| Total debt securities | $6,582,000 | 6,391 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,023,000 | 6,336 |
| U.S. Government securities | $5,304,000 | 6,010 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,304,000 | 5,910 |
| Securities issued by states & political subdivisions | $1,717,000 | 4,469 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,292,000 | 4,327 |
| Mortgage-backed securities | $939,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $939,000 | 5,005 |
| Issued or guaranteed by U.S. | $939,000 | 4,996 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,731,000 | 2,123 |
| Available-for-sale securities (fair market value) | $5,292,000 | 6,143 |
| Total debt securities | $7,023,000 | 6,301 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,433,000 | 6,293 |
| U.S. Government securities | $5,712,000 | 5,962 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,712,000 | 5,874 |
| Securities issued by states & political subdivisions | $1,718,000 | 4,514 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,906,000 | 4,427 |
| Mortgage-backed securities | $1,069,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 5,016 |
| Issued or guaranteed by U.S. | $1,069,000 | 5,004 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,734,000 | 2,196 |
| Available-for-sale securities (fair market value) | $5,699,000 | 6,122 |
| Total debt securities | $7,433,000 | 6,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,313,000 | 6,126 |
| U.S. Government securities | $6,745,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,745,000 | 5,618 |
| Securities issued by states & political subdivisions | $1,568,000 | 4,558 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,678,000 | 4,208 |
| Mortgage-backed securities | $1,241,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 4,973 |
| Issued or guaranteed by U.S. | $1,241,000 | 4,960 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,585,000 | 2,258 |
| Available-for-sale securities (fair market value) | $6,728,000 | 5,941 |
| Total debt securities | $8,313,000 | 6,081 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,711,000 | 6,718 |
| U.S. Government securities | $4,159,000 | 6,531 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,159,000 | 6,448 |
| Securities issued by states & political subdivisions | $1,551,000 | 4,498 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,146,000 | 4,752 |
| Mortgage-backed securities | $1,221,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $1,221,000 | 5,069 |
| Issued or guaranteed by U.S. | $1,221,000 | 5,052 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,570,000 | 2,302 |
| Available-for-sale securities (fair market value) | $4,141,000 | 6,481 |
| Total debt securities | $5,710,000 | 6,679 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,152,000 | 6,683 |
| U.S. Government securities | $4,394,000 | 6,576 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,394,000 | 6,481 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,346 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,379,000 | 4,730 |
| Mortgage-backed securities | $1,441,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $1,441,000 | 4,959 |
| Issued or guaranteed by U.S. | $1,441,000 | 4,944 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,777,000 | 2,253 |
| Available-for-sale securities (fair market value) | $4,375,000 | 6,474 |
| Total debt securities | $6,150,000 | 6,643 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,535,000 | 6,585 |
| U.S. Government securities | $4,531,000 | 6,529 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,531,000 | 6,434 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,202 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,515,000 | 4,684 |
| Mortgage-backed securities | $1,655,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,828 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,026,000 | 2,191 |
| Available-for-sale securities (fair market value) | $4,509,000 | 6,434 |
| Total debt securities | $6,533,000 | 6,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,690,000 | 6,606 |
| U.S. Government securities | $4,677,000 | 6,552 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,677,000 | 6,459 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,243 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $10,000 | 1,865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,660,000 | 4,627 |
| Mortgage-backed securities | $1,829,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,829,000 | 4,765 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,029,000 | 2,196 |
| Available-for-sale securities (fair market value) | $4,661,000 | 6,480 |
| Total debt securities | $6,680,000 | 6,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,617,000 | 6,208 |
| U.S. Government securities | $6,600,000 | 5,983 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,600,000 | 5,893 |
| Securities issued by states & political subdivisions | $2,007,000 | 4,235 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $10,000 | 1,846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,583,000 | 4,047 |
| Mortgage-backed securities | $2,035,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $2,035,000 | 4,603 |
| Issued or guaranteed by U.S. | $2,035,000 | 4,582 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,035,000 | 2,227 |
| Available-for-sale securities (fair market value) | $6,582,000 | 6,072 |
| Total debt securities | $8,607,000 | 6,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,664,000 | 6,293 |
| U.S. Government securities | $6,396,000 | 6,184 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,396,000 | 6,076 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,156 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $10,000 | 1,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,378,000 | 4,153 |
| Mortgage-backed securities | $2,166,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $2,166,000 | 4,274 |
| Issued or guaranteed by U.S. | $2,166,000 | 4,258 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,290,000 | 2,232 |
| Available-for-sale securities (fair market value) | $6,374,000 | 6,147 |
| Total debt securities | $8,654,000 | 6,229 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,054,000 | 6,680 |
| U.S. Government securities | $4,785,000 | 6,749 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,785,000 | 6,637 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,149 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $11,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,162,000 | 4,798 |
| Mortgage-backed securities | $2,363,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $2,363,000 | 4,028 |
| Issued or guaranteed by U.S. | $2,363,000 | 4,014 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,295,000 | 2,276 |
| Available-for-sale securities (fair market value) | $4,759,000 | 6,544 |
| Total debt securities | $7,043,000 | 6,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,182,000 | 6,687 |
| U.S. Government securities | $4,909,000 | 6,755 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,909,000 | 6,630 |
| Securities issued by states & political subdivisions | $2,260,000 | 4,130 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $13,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,219,000 | 4,814 |
| Mortgage-backed securities | $2,520,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $2,520,000 | 3,924 |
| Issued or guaranteed by U.S. | $2,520,000 | 3,912 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,302,000 | 2,294 |
| Available-for-sale securities (fair market value) | $4,880,000 | 6,543 |
| Total debt securities | $7,169,000 | 6,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,586,000 | 6,637 |
| U.S. Government securities | $5,113,000 | 6,732 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,113,000 | 6,601 |
| Securities issued by states & political subdivisions | $2,463,000 | 4,043 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,050,000 | 4,557 |
| Mortgage-backed securities | $2,705,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $2,705,000 | 3,831 |
| Issued or guaranteed by U.S. | $2,705,000 | 3,815 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,310,000 | 2,329 |
| Available-for-sale securities (fair market value) | $5,276,000 | 6,472 |
| Total debt securities | $7,576,000 | 6,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,037,000 | 6,572 |
| U.S. Government securities | $5,427,000 | 6,688 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,427,000 | 6,558 |
| Securities issued by states & political subdivisions | $2,600,000 | 4,001 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $10,000 | 1,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,359,000 | 4,465 |
| Mortgage-backed securities | $2,825,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $2,825,000 | 3,782 |
| Issued or guaranteed by U.S. | $2,825,000 | 3,771 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,318,000 | 2,376 |
| Available-for-sale securities (fair market value) | $5,719,000 | 6,406 |
| Total debt securities | $8,027,000 | 6,516 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,304,000 | 6,577 |
| U.S. Government securities | $5,594,000 | 6,686 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,594,000 | 6,549 |
| Securities issued by states & political subdivisions | $2,701,000 | 3,929 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $9,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,496,000 | 4,462 |
| Mortgage-backed securities | $2,999,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $2,999,000 | 3,688 |
| Issued or guaranteed by U.S. | $2,999,000 | 3,666 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,426,000 | 2,398 |
| Available-for-sale securities (fair market value) | $5,878,000 | 6,408 |
| Total debt securities | $8,295,000 | 6,522 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,459,000 | 6,580 |
| U.S. Government securities | $5,746,000 | 6,656 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,746,000 | 6,520 |
| Securities issued by states & political subdivisions | $2,703,000 | 3,905 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $10,000 | 1,904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,341,000 | 4,514 |
| Mortgage-backed securities | $3,176,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $3,176,000 | 3,623 |
| Issued or guaranteed by U.S. | $3,176,000 | 3,609 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,434,000 | 2,424 |
| Available-for-sale securities (fair market value) | $6,025,000 | 6,377 |
| Total debt securities | $8,449,000 | 6,522 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,325,000 | 7,564 |
| U.S. Government securities | $2,960,000 | 7,599 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,960,000 | 7,461 |
| Securities issued by states & political subdivisions | $1,365,000 | 4,762 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,846,000 | 5,442 |
| Mortgage-backed securities | $1,742,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $1,742,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,742,000 | 4,353 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,412,000 | 2,825 |
| Available-for-sale securities (fair market value) | $2,913,000 | 7,174 |
| Total debt securities | $4,325,000 | 7,512 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,437,000 | 7,580 |
| U.S. Government securities | $3,070,000 | 7,562 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,070,000 | 7,423 |
| Securities issued by states & political subdivisions | $1,367,000 | 4,782 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,650,000 | 5,533 |
| Mortgage-backed securities | $1,847,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,847,000 | 4,317 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,416,000 | 2,879 |
| Available-for-sale securities (fair market value) | $3,021,000 | 7,154 |
| Total debt securities | $4,437,000 | 7,527 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,722,000 | 7,548 |
| U.S. Government securities | $3,223,000 | 7,549 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,223,000 | 7,407 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,783 |
| Other domestic debt securities | $130,000 | 3,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,000 | 2,567 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,091,000 | 5,324 |
| Mortgage-backed securities | $1,994,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 4,291 |
| Issued or guaranteed by U.S. | $1,994,000 | 4,276 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,421,000 | 2,905 |
| Available-for-sale securities (fair market value) | $3,301,000 | 7,121 |
| Total debt securities | $4,722,000 | 7,491 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,233,000 | 7,467 |
| U.S. Government securities | $3,733,000 | 7,422 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,733,000 | 7,276 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,781 |
| Other domestic debt securities | $131,000 | 3,161 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,000 | 2,633 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,027,000 | 5,807 |
| Mortgage-backed securities | $2,194,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $2,194,000 | 4,254 |
| Issued or guaranteed by U.S. | $2,194,000 | 4,238 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,426,000 | 2,964 |
| Available-for-sale securities (fair market value) | $3,807,000 | 7,032 |
| Total debt securities | $5,233,000 | 7,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,163,000 | 7,554 |
| U.S. Government securities | $3,704,000 | 7,502 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,704,000 | 7,336 |
| Securities issued by states & political subdivisions | $1,327,000 | 4,813 |
| Other domestic debt securities | $132,000 | 3,211 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $132,000 | 2,712 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,113,000 | 5,822 |
| Mortgage-backed securities | $2,364,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $2,364,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,364,000 | 4,228 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,389,000 | 3,008 |
| Available-for-sale securities (fair market value) | $3,774,000 | 7,111 |
| Total debt securities | $5,163,000 | 7,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,406,000 | 7,535 |
| U.S. Government securities | $3,894,000 | 7,458 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,894,000 | 7,301 |
| Securities issued by states & political subdivisions | $1,379,000 | 4,784 |
| Other domestic debt securities | $133,000 | 3,267 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,000 | 2,791 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,219,000 | 5,766 |
| Mortgage-backed securities | $2,536,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $2,536,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,536,000 | 4,193 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,446,000 | 3,009 |
| Available-for-sale securities (fair market value) | $3,960,000 | 7,106 |
| Total debt securities | $5,406,000 | 7,468 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,395,000 | 7,587 |
| U.S. Government securities | $3,983,000 | 7,463 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,983,000 | 7,311 |
| Securities issued by states & political subdivisions | $1,277,000 | 4,895 |
| Other domestic debt securities | $135,000 | 3,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,000 | 2,863 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,994,000 | 5,936 |
| Mortgage-backed securities | $2,713,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $2,713,000 | 4,147 |
| Issued or guaranteed by U.S. | $2,713,000 | 4,136 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,349,000 | 3,094 |
| Available-for-sale securities (fair market value) | $4,046,000 | 7,116 |
| Total debt securities | $5,396,000 | 7,522 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,846,000 | 7,536 |
| U.S. Government securities | $4,532,000 | 7,359 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,532,000 | 7,206 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,990 |
| Other domestic debt securities | $136,000 | 3,418 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $136,000 | 2,962 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,355,000 | 5,725 |
| Mortgage-backed securities | $2,670,000 | 4,840 |
| Certificates of participation in pools of residential mortgages | $2,670,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,670,000 | 4,219 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,257,000 | 3,165 |
| Available-for-sale securities (fair market value) | $4,589,000 | 7,059 |
| Total debt securities | $5,846,000 | 7,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,629,000 | 7,596 |
| U.S. Government securities | $4,411,000 | 7,361 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,411,000 | 7,208 |
| Securities issued by states & political subdivisions | $1,079,000 | 5,088 |
| Other domestic debt securities | $139,000 | 3,514 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,000 | 3,035 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 5,590 |
| Mortgage-backed securities | $2,610,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $2,610,000 | 4,302 |
| Issued or guaranteed by U.S. | $2,610,000 | 4,292 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,164,000 | 3,218 |
| Available-for-sale securities (fair market value) | $4,465,000 | 7,080 |
| Total debt securities | $5,629,000 | 7,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,088,000 | 7,535 |
| U.S. Government securities | $4,870,000 | 7,277 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,870,000 | 7,098 |
| Securities issued by states & political subdivisions | $1,079,000 | 5,138 |
| Other domestic debt securities | $139,000 | 3,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,000 | 3,168 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,897,000 | 5,389 |
| Mortgage-backed securities | $2,769,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 4,201 |
| Issued or guaranteed by U.S. | $2,769,000 | 4,187 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,172,000 | 3,259 |
| Available-for-sale securities (fair market value) | $4,916,000 | 7,008 |
| Total debt securities | $6,088,000 | 7,460 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,877,000 | 7,559 |
| U.S. Government securities | $4,646,000 | 7,254 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,646,000 | 7,073 |
| Securities issued by states & political subdivisions | $1,090,000 | 5,134 |
| Other domestic debt securities | $141,000 | 3,677 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $141,000 | 3,283 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,361,000 | 5,607 |
| Mortgage-backed securities | $2,499,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $2,499,000 | 4,329 |
| Issued or guaranteed by U.S. | $2,499,000 | 4,308 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,192,000 | 3,300 |
| Available-for-sale securities (fair market value) | $4,685,000 | 7,035 |
| Total debt securities | $5,877,000 | 7,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,861,000 | 7,535 |
| U.S. Government securities | $4,568,000 | 7,236 |
| U.S. Treasury securities | $400,000 | 1,982 |
| U.S. Government agency obligations | $4,168,000 | 7,190 |
| Securities issued by states & political subdivisions | $1,149,000 | 5,040 |
| Other domestic debt securities | $144,000 | 3,723 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $144,000 | 3,311 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,131,000 | 5,741 |
| Mortgage-backed securities | $2,899,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $2,899,000 | 4,201 |
| Issued or guaranteed by U.S. | $2,899,000 | 4,186 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,269,000 | 3,273 |
| Available-for-sale securities (fair market value) | $4,592,000 | 7,054 |
| Total debt securities | $5,861,000 | 7,440 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,630,000 | 7,621 |
| U.S. Government securities | $4,403,000 | 7,378 |
| U.S. Treasury securities | $499,000 | 1,975 |
| U.S. Government agency obligations | $3,904,000 | 7,375 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,055 |
| Other domestic debt securities | $142,000 | 3,778 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,000 | 3,357 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,362,000 | 5,663 |
| Mortgage-backed securities | $2,339,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $2,338,000 | 4,492 |
| Issued or guaranteed by U.S. | $2,338,000 | 4,475 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,000 | 4,392 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,146 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,232,000 | 3,360 |
| Available-for-sale securities (fair market value) | $4,398,000 | 7,131 |
| Total debt securities | $5,630,000 | 7,536 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,867,000 | 7,574 |
| U.S. Government securities | $4,744,000 | 7,261 |
| U.S. Treasury securities | $401,000 | 2,161 |
| U.S. Government agency obligations | $4,343,000 | 7,201 |
| Securities issued by states & political subdivisions | $985,000 | 5,193 |
| Other domestic debt securities | $138,000 | 3,823 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,000 | 3,384 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,483,000 | 6,245 |
| Mortgage-backed securities | $2,773,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $2,773,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,773,000 | 4,253 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,154,000 | 3,475 |
| Available-for-sale securities (fair market value) | $4,713,000 | 7,041 |
| Total debt securities | $5,867,000 | 7,497 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,545,000 | 7,782 |
| U.S. Government securities | $4,198,000 | 7,560 |
| U.S. Treasury securities | $466,000 | 2,647 |
| U.S. Government agency obligations | $3,732,000 | 7,522 |
| Securities issued by states & political subdivisions | $1,107,000 | 5,124 |
| Other domestic debt securities | $240,000 | 3,740 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $240,000 | 3,249 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $964,000 | 6,820 |
| Mortgage-backed securities | $2,504,000 | 4,986 |
| Certificates of participation in pools of residential mortgages | $2,503,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,503,000 | 4,152 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,000 | 4,541 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,287 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,427,000 | 3,517 |
| Available-for-sale securities (fair market value) | $4,118,000 | 7,252 |
| Total debt securities | $5,545,000 | 7,675 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,822,000 | 8,075 |
| U.S. Government securities | $4,101,000 | 8,128 |
| U.S. Treasury securities | $758,000 | 3,013 |
| U.S. Government agency obligations | $3,343,000 | 8,120 |
| Securities issued by states & political subdivisions | $1,187,000 | 5,101 |
| Other domestic debt securities | $302,000 | 3,236 |
| 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 | $302,000 | 2,828 |
| Foreign debt securities | NA | NA |
| Equity securities | $232,000 | 5,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $573,000 | 7,416 |
| Mortgage-backed securities | $1,486,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $1,479,000 | 4,360 |
| Issued or guaranteed by U.S. | $1,479,000 | 4,338 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,000 | 4,235 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,985 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,014,000 | 3,831 |
| Available-for-sale securities (fair market value) | $3,808,000 | 7,620 |
| Total debt securities | $5,590,000 | 8,027 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,687,000 | 8,094 |
| U.S. Government securities | $4,472,000 | 8,277 |
| U.S. Treasury securities | $750,000 | 4,065 |
| U.S. Government agency obligations | $3,722,000 | 8,134 |
| Securities issued by states & political subdivisions | $1,449,000 | 5,119 |
| Other domestic debt securities | $534,000 | 2,756 |
| 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 | $534,000 | 2,333 |
| Foreign debt securities | NA | NA |
| Equity securities | $232,000 | 5,410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,216,000 | 4,984 |
| Mortgage-backed securities | $1,606,000 | 5,354 |
| Certificates of participation in pools of residential mortgages | $1,591,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,591,000 | 4,492 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $15,000 | 4,474 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 4,221 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,478,000 | 3,992 |
| Available-for-sale securities (fair market value) | $4,209,000 | 7,679 |
| Total debt securities | $6,455,000 | 8,054 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,603,000 | 8,167 |
| U.S. Government securities | $4,665,000 | 8,196 |
| U.S. Treasury securities | $965,000 | 5,306 |
| U.S. Government agency obligations | $3,700,000 | 7,852 |
| Securities issued by states & political subdivisions | $1,470,000 | 5,205 |
| Other domestic debt securities | $266,000 | 3,047 |
| 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 | $266,000 | 2,528 |
| Foreign debt securities | NA | NA |
| Equity securities | $202,000 | 5,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,975,000 | 4,827 |
| Mortgage-backed securities | $1,909,000 | 5,388 |
| Certificates of participation in pools of residential mortgages | $1,669,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,669,000 | 4,613 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $240,000 | 4,188 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 4,020 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,574,000 | 4,404 |
| Available-for-sale securities (fair market value) | $4,029,000 | 7,714 |
| Total debt securities | $6,401,000 | 8,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,345,000 | 8,320 |
| U.S. Government securities | $5,416,000 | 8,360 |
| U.S. Treasury securities | $1,057,000 | 6,207 |
| U.S. Government agency obligations | $4,359,000 | 7,647 |
| Securities issued by states & political subdivisions | $1,432,000 | 5,213 |
| Other domestic debt securities | $319,000 | 2,639 |
| 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 | $319,000 | 2,105 |
| Foreign debt securities | NA | NA |
| Equity securities | $178,000 | 5,599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,744,000 | 5,844 |
| Mortgage-backed securities | $2,396,000 | 5,126 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 4,390 |
| Issued or guaranteed by U.S. | $1,994,000 | 4,377 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $402,000 | 4,172 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 4,031 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,981,000 | 5,043 |
| Available-for-sale securities (fair market value) | $4,364,000 | 7,734 |
| Total debt securities | $7,167,000 | 8,248 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $298,000 | 2,372 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,638,000 | 8,745 |
| U.S. Government securities | $5,965,000 | 8,686 |
| U.S. Treasury securities | $1,260,000 | 6,833 |
| U.S. Government agency obligations | $4,705,000 | 7,817 |
| Securities issued by states & political subdivisions | $1,179,000 | 5,818 |
| Other domestic debt securities | $321,000 | 3,037 |
| 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 | $321,000 | 2,336 |
| Foreign debt securities | NA | NA |
| Equity securities | $173,000 | 5,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,232,000 | 6,517 |
| Mortgage-backed securities | $2,154,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $1,433,000 | 5,276 |
| Issued or guaranteed by U.S. | $1,433,000 | 5,260 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $721,000 | 4,153 |
| CMOs issued by government agencies or sponsored agencies | $721,000 | 3,999 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,503,000 | 5,394 |
| Available-for-sale securities (fair market value) | $4,135,000 | 8,150 |
| Total debt securities | $7,465,000 | 8,706 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $8,460,000 | 8,832 |
| U.S. Government securities | $5,983,000 | 9,083 |
| U.S. Treasury securities | $1,274,000 | 8,037 |
| U.S. Government agency obligations | $4,709,000 | 7,879 |
| Securities issued by states & political subdivisions | $1,079,000 | 6,196 |
| Other domestic debt securities | $1,234,000 | 2,248 |
| 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 | $1,234,000 | 1,742 |
| Foreign debt securities | NA | NA |
| Equity securities | $164,000 | 5,392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,981,000 | 4,709 |
| Mortgage-backed securities | $2,157,000 | 6,132 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 5,720 |
| Issued or guaranteed by U.S. | $1,278,000 | 5,689 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $879,000 | 4,419 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 4,249 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,163,000 | 5,913 |
| Available-for-sale securities (fair market value) | $5,297,000 | 7,879 |
| Total debt securities | $8,296,000 | 8,767 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $598,000 | 3,294 |
| 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 | $9,172,000 | 9,063 |
| U.S. Government securities | $6,520,000 | 9,369 |
| U.S. Treasury securities | $2,080,000 | 8,096 |
| U.S. Government agency obligations | $4,440,000 | 8,062 |
| Securities issued by states & political subdivisions | $957,000 | 6,742 |
| Other domestic debt securities | $1,546,000 | 2,280 |
| 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 | $1,546,000 | 1,784 |
| Foreign debt securities | NA | NA |
| Equity securities | $149,000 | 5,330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,077,000 | 4,692 |
| Mortgage-backed securities | $1,754,000 | 6,896 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 6,356 |
| Issued or guaranteed by U.S. | $1,038,000 | 6,330 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $716,000 | 4,921 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 4,728 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,477,000 | 7,727 |
| Available-for-sale securities (fair market value) | $3,695,000 | 7,659 |
| Total debt securities | $9,023,000 | 9,015 |
| 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 | $11,423,000 | 8,558 |
| U.S. Government securities | $8,276,000 | 8,765 |
| U.S. Treasury securities | $3,301,000 | 7,060 |
| U.S. Government agency obligations | $4,975,000 | 7,944 |
| Securities issued by states & political subdivisions | $984,000 | 6,849 |
| Other domestic debt securities | $2,163,000 | 2,269 |
| 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 | $2,163,000 | 1,704 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,578,000 | 3,835 |
| Mortgage-backed securities | $2,084,000 | 7,186 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 7,025 |
| Issued or guaranteed by U.S. | $1,030,000 | 6,975 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,054,000 | 4,860 |
| CMOs issued by government agencies or sponsored agencies | $1,054,000 | 4,638 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,423,000 | 8,419 |
| 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 | $13,228,000 | 7,913 |
| U.S. Government securities | $9,358,000 | 8,352 |
| U.S. Treasury securities | $5,402,000 | 5,524 |
| U.S. Government agency obligations | $3,956,000 | 8,763 |
| Securities issued by states & political subdivisions | $789,000 | 7,011 |
| Other domestic debt securities | $3,081,000 | 2,293 |
| 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 | $3,081,000 | 1,608 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,996,000 | 3,990 |
| Mortgage-backed securities | $1,438,000 | 8,325 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,438,000 | 4,545 |
| CMOs issued by government agencies or sponsored agencies | $1,438,000 | 4,187 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,228,000 | 7,787 |
| 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 |