Home > Oklahoma Capital Bank > Securities
Oklahoma Capital Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $8,368,000 | 3,949 |
| U.S. Government securities | $5,485,000 | 3,818 |
| U.S. Treasury securities | $5,485,000 | 1,452 |
| U.S. Government agency obligations | $0 | 4,081 |
| Securities issued by states & political subdivisions | $2,883,000 | 3,081 |
| Other domestic debt securities | $0 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,984,000 | 3,412 |
| Mortgage-backed securities | $0 | 3,801 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,616 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,779 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $8,368,000 | 3,721 |
| Total debt securities | $8,368,000 | 3,920 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $9,328,000 | 3,936 |
| U.S. Government securities | $6,450,000 | 3,750 |
| U.S. Treasury securities | $6,450,000 | 1,431 |
| U.S. Government agency obligations | $0 | 4,110 |
| Securities issued by states & political subdivisions | $2,878,000 | 3,121 |
| Other domestic debt securities | $0 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,965,000 | 3,459 |
| Mortgage-backed securities | $0 | 3,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,640 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,785 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $9,328,000 | 3,700 |
| Total debt securities | $9,329,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $11,636,000 | 3,859 |
| U.S. Government securities | $8,724,000 | 3,620 |
| U.S. Treasury securities | $8,724,000 | 1,318 |
| U.S. Government agency obligations | $0 | 4,149 |
| Securities issued by states & political subdivisions | $2,912,000 | 3,153 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000 | 3,506 |
| Mortgage-backed securities | $0 | 3,847 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,669 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,782 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $11,636,000 | 3,617 |
| Total debt securities | $11,637,000 | 3,839 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $10,773,000 | 3,915 |
| U.S. Government securities | $8,874,000 | 3,620 |
| U.S. Treasury securities | $8,874,000 | 1,336 |
| U.S. Government agency obligations | $0 | 4,169 |
| Securities issued by states & political subdivisions | $1,899,000 | 3,341 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,939,000 | 3,521 |
| Mortgage-backed securities | $0 | 3,857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,669 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,763 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $10,773,000 | 3,664 |
| Total debt securities | $10,773,000 | 3,890 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $5,888,000 | 4,162 |
| U.S. Government securities | $4,899,000 | 3,953 |
| U.S. Treasury securities | $4,899,000 | 1,790 |
| U.S. Government agency obligations | $0 | 4,237 |
| Securities issued by states & political subdivisions | $989,000 | 3,509 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,955,000 | 3,541 |
| Mortgage-backed securities | $0 | 3,876 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $5,888,000 | 3,903 |
| Total debt securities | $5,888,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $6,355,000 | 4,168 |
| U.S. Government securities | $5,371,000 | 3,940 |
| U.S. Treasury securities | $4,874,000 | 1,857 |
| U.S. Government agency obligations | $497,000 | 4,135 |
| Securities issued by states & political subdivisions | $984,000 | 3,533 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,939,000 | 3,547 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $6,355,000 | 3,909 |
| Total debt securities | $6,355,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $6,283,000 | 4,199 |
| U.S. Government securities | $5,309,000 | 3,962 |
| U.S. Treasury securities | $4,814,000 | 1,906 |
| U.S. Government agency obligations | $495,000 | 4,158 |
| Securities issued by states & political subdivisions | $974,000 | 3,571 |
| 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 | $2,906,000 | 3,551 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $6,283,000 | 3,918 |
| Total debt securities | $6,283,000 | 4,172 |
| 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 | $8,491,000 | 4,131 |
| U.S. Government securities | $7,521,000 | 3,840 |
| U.S. Treasury securities | $5,301,000 | 1,868 |
| U.S. Government agency obligations | $2,220,000 | 3,988 |
| Securities issued by states & political subdivisions | $970,000 | 3,615 |
| 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 | $3,744,000 | 3,440 |
| Mortgage-backed securities | $1,648,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $976,000 | 3,259 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $672,000 | 1,173 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $8,491,000 | 3,849 |
| Total debt securities | $8,492,000 | 4,109 |
| 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 | $9,846,000 | 4,142 |
| U.S. Government securities | $8,617,000 | 3,829 |
| U.S. Treasury securities | $5,337,000 | 1,939 |
| U.S. Government agency obligations | $3,280,000 | 3,908 |
| Securities issued by states & political subdivisions | $1,229,000 | 3,609 |
| 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 | $6,003,000 | 3,140 |
| Mortgage-backed securities | $1,719,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,022,000 | 3,292 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $697,000 | 1,179 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $9,846,000 | 3,856 |
| Total debt securities | $9,846,000 | 4,118 |
| 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 | $13,855,000 | 3,998 |
| U.S. Government securities | $12,631,000 | 3,586 |
| U.S. Treasury securities | $9,293,000 | 1,627 |
| U.S. Government agency obligations | $3,338,000 | 3,904 |
| Securities issued by states & political subdivisions | $1,224,000 | 3,645 |
| 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 | $1,221,000 | 3,677 |
| Mortgage-backed securities | $1,773,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,057,000 | 3,312 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $716,000 | 1,170 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $13,855,000 | 3,717 |
| Total debt securities | $13,855,000 | 3,979 |
| 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 | $13,917,000 | 4,016 |
| U.S. Government securities | $12,691,000 | 3,575 |
| U.S. Treasury securities | $9,272,000 | 1,650 |
| U.S. Government agency obligations | $3,419,000 | 3,915 |
| Securities issued by states & political subdivisions | $1,226,000 | 3,676 |
| 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 | $5,213,000 | 3,108 |
| Mortgage-backed securities | $1,857,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,092,000 | 3,320 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $765,000 | 1,197 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $13,917,000 | 3,727 |
| Total debt securities | $13,916,000 | 3,995 |
| 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 | $14,180,000 | 4,033 |
| U.S. Government securities | $13,425,000 | 3,565 |
| U.S. Treasury securities | $9,331,000 | 1,631 |
| U.S. Government agency obligations | $4,094,000 | 3,871 |
| Securities issued by states & political subdivisions | $755,000 | 3,832 |
| 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 | $4,361,000 | 3,245 |
| Mortgage-backed securities | $1,984,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 3,422 |
| Issued or guaranteed by U.S. | $1,178,000 | 3,330 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $806,000 | 1,792 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $806,000 | 1,268 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $14,180,000 | 3,753 |
| Total debt securities | $14,180,000 | 4,016 |
| 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 | $7,256,000 | 4,305 |
| U.S. Government securities | $7,004,000 | 3,932 |
| U.S. Treasury securities | $3,995,000 | 1,939 |
| U.S. Government agency obligations | $3,009,000 | 3,977 |
| Securities issued by states & political subdivisions | $252,000 | 3,977 |
| 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 | $4,655,000 | 3,188 |
| Mortgage-backed securities | $2,369,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $1,426,000 | 3,387 |
| Issued or guaranteed by U.S. | $1,426,000 | 3,294 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $943,000 | 1,718 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $943,000 | 1,219 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $7,256,000 | 4,053 |
| Total debt securities | $7,256,000 | 4,286 |
| 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 | $8,245,000 | 4,226 |
| U.S. Government securities | $7,489,000 | 3,782 |
| U.S. Treasury securities | $4,035,000 | 1,493 |
| U.S. Government agency obligations | $3,454,000 | 3,913 |
| Securities issued by states & political subdivisions | $256,000 | 4,005 |
| Other domestic debt securities | $500,000 | 2,018 |
| 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 | $500,000 | 1,706 |
| 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 | $4,728,000 | 3,188 |
| Mortgage-backed securities | $2,733,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 3,352 |
| Issued or guaranteed by U.S. | $1,597,000 | 3,253 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,136,000 | 1,641 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,136,000 | 1,145 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,245,000 | 4,001 |
| Total debt securities | $8,245,000 | 4,205 |
| 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 | $19,561,000 | 3,663 |
| U.S. Government securities | $19,303,000 | 2,920 |
| U.S. Treasury securities | $2,492,000 | 1,475 |
| U.S. Government agency obligations | $16,811,000 | 2,840 |
| Securities issued by states & political subdivisions | $258,000 | 4,059 |
| 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 | $5,326,000 | 3,106 |
| Mortgage-backed securities | $7,125,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $4,181,000 | 2,934 |
| Issued or guaranteed by U.S. | $4,181,000 | 2,850 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,111,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,111,000 | 1,978 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $833,000 | 1,769 |
| Commercial mortgage pass-through securities | $833,000 | 1,284 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $19,561,000 | 3,443 |
| Total debt securities | $19,560,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $4,981,000 | 239 |
| Fair value | $4,975,000 | 229 |
| 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 | $21,002,000 | 3,562 |
| U.S. Government securities | $20,442,000 | 2,804 |
| U.S. Treasury securities | $2,489,000 | 1,375 |
| U.S. Government agency obligations | $17,953,000 | 2,745 |
| Securities issued by states & political subdivisions | $560,000 | 3,980 |
| 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 | $4,934,000 | 3,162 |
| Mortgage-backed securities | $7,905,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $4,649,000 | 2,875 |
| Issued or guaranteed by U.S. | $4,649,000 | 2,786 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,326,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,326,000 | 1,906 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $930,000 | 1,736 |
| Commercial mortgage pass-through securities | $930,000 | 1,256 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,002,000 | 3,361 |
| Total debt securities | $20,997,000 | 3,540 |
| Structured notes | ||
| Amortized cost | $5,250,000 | 184 |
| Fair value | $5,238,000 | 185 |
| 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 | $14,644,000 | 3,812 |
| U.S. Government securities | $13,840,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $13,840,000 | 2,921 |
| Securities issued by states & political subdivisions | $804,000 | 3,929 |
| 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 | $5,195,000 | 3,104 |
| Mortgage-backed securities | $7,804,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $5,235,000 | 2,733 |
| Issued or guaranteed by U.S. | $5,235,000 | 2,653 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,426,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,092 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,143,000 | 1,630 |
| Commercial mortgage pass-through securities | $1,143,000 | 1,145 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $14,644,000 | 3,592 |
| Total debt securities | $14,645,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $750,000 | 448 |
| Fair value | $748,000 | 447 |
| 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 | $16,646,000 | 3,612 |
| U.S. Government securities | $15,838,000 | 2,787 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,838,000 | 2,657 |
| Securities issued by states & political subdivisions | $808,000 | 3,945 |
| 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 | $4,986,000 | 3,145 |
| Mortgage-backed securities | $8,674,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $5,703,000 | 2,596 |
| Issued or guaranteed by U.S. | $5,703,000 | 2,525 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,528,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $1,528,000 | 2,097 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,443,000 | 1,527 |
| Commercial mortgage pass-through securities | $1,443,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,646,000 | 3,395 |
| Total debt securities | $16,646,000 | 3,589 |
| 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 | $13,950,000 | 3,718 |
| U.S. Government securities | $13,139,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,139,000 | 2,820 |
| Securities issued by states & political subdivisions | $811,000 | 3,918 |
| 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 | $4,412,000 | 3,235 |
| Mortgage-backed securities | $7,996,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $5,986,000 | 2,527 |
| Issued or guaranteed by U.S. | $5,986,000 | 2,449 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $858,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,319 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,152,000 | 1,569 |
| Commercial mortgage pass-through securities | $1,152,000 | 1,088 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $13,950,000 | 3,489 |
| Total debt securities | $13,950,000 | 3,697 |
| 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 | $8,083,000 | 4,153 |
| U.S. Government securities | $7,272,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,272,000 | 3,393 |
| Securities issued by states & political subdivisions | $811,000 | 3,922 |
| 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 | $4,214,000 | 3,293 |
| Mortgage-backed securities | $3,591,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $1,468,000 | 3,377 |
| Issued or guaranteed by U.S. | $1,468,000 | 3,284 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $912,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 2,330 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,211,000 | 1,545 |
| Commercial mortgage pass-through securities | $1,211,000 | 1,076 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,083,000 | 3,910 |
| Total debt securities | $8,082,000 | 4,127 |
| 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 | $11,223,000 | 3,916 |
| U.S. Government securities | $10,430,000 | 3,260 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,430,000 | 3,119 |
| Securities issued by states & political subdivisions | $793,000 | 3,917 |
| 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 | $4,399,000 | 3,263 |
| Mortgage-backed securities | $2,240,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $976,000 | 3,541 |
| Issued or guaranteed by U.S. | $976,000 | 3,439 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,264,000 | 1,514 |
| Commercial mortgage pass-through securities | $1,264,000 | 1,031 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $11,223,000 | 3,671 |
| Total debt securities | $11,223,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $499,000 | 453 |
| Fair value | $500,000 | 430 |
| 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 | $11,070,000 | 3,981 |
| U.S. Government securities | $10,263,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,263,000 | 3,199 |
| Securities issued by states & political subdivisions | $807,000 | 3,933 |
| 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 | $5,923,000 | 3,087 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,070,000 | 3,733 |
| Total debt securities | $11,061,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 239 |
| Fair value | $2,739,000 | 238 |
| 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 | $11,301,000 | 4,028 |
| U.S. Government securities | $10,495,000 | 3,379 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,495,000 | 3,224 |
| Securities issued by states & political subdivisions | $806,000 | 3,975 |
| 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 | $6,168,000 | 3,100 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,301,000 | 3,771 |
| Total debt securities | $11,300,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $3,993,000 | 241 |
| Fair value | $3,989,000 | 239 |
| 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 | $12,815,000 | 3,959 |
| U.S. Government securities | $12,009,000 | 3,292 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,009,000 | 3,130 |
| Securities issued by states & political subdivisions | $806,000 | 4,043 |
| 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 | $6,172,000 | 3,151 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,815,000 | 3,695 |
| Total debt securities | $12,815,000 | 3,936 |
| Structured notes | ||
| Amortized cost | $999,000 | 624 |
| Fair value | $996,000 | 602 |
| 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 | $13,578,000 | 3,953 |
| U.S. Government securities | $12,580,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,580,000 | 3,092 |
| Securities issued by states & political subdivisions | $998,000 | 4,039 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,858,000 | 3,419 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $13,578,000 | 3,688 |
| Total debt securities | $13,577,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $999,000 | 640 |
| Fair value | $981,000 | 638 |
| 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 | $13,920,000 | 3,971 |
| U.S. Government securities | $12,927,000 | 3,268 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,927,000 | 3,099 |
| Securities issued by states & political subdivisions | $993,000 | 4,092 |
| 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 | $6,672,000 | 3,170 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,920,000 | 3,701 |
| Total debt securities | $13,921,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $999,000 | 658 |
| Fair value | $969,000 | 655 |
| 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 | $13,714,000 | 4,020 |
| U.S. Government securities | $12,724,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,724,000 | 3,176 |
| Securities issued by states & political subdivisions | $990,000 | 4,137 |
| 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 | $6,610,000 | 3,200 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $13,714,000 | 3,748 |
| Total debt securities | $13,715,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $999,000 | 646 |
| Fair value | $952,000 | 645 |
| 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 | $14,069,000 | 4,050 |
| U.S. Government securities | $13,074,000 | 3,295 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,074,000 | 3,146 |
| Securities issued by states & political subdivisions | $995,000 | 4,187 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,632,000 | 3,233 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $14,069,000 | 3,767 |
| Total debt securities | $14,069,000 | 4,026 |
| Structured notes | ||
| Amortized cost | $999,000 | 651 |
| Fair value | $958,000 | 657 |
| 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 | $14,129,000 | 4,109 |
| U.S. Government securities | $13,128,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,128,000 | 3,207 |
| Securities issued by states & political subdivisions | $1,001,000 | 4,227 |
| 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 | $7,407,000 | 3,163 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,129,000 | 3,823 |
| Total debt securities | $14,130,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $999,000 | 636 |
| Fair value | $966,000 | 630 |
| 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 | $15,042,000 | 4,091 |
| U.S. Government securities | $14,033,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,033,000 | 3,168 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,289 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,424,000 | 3,517 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $15,042,000 | 3,812 |
| Total debt securities | $15,041,000 | 4,069 |
| Structured notes | ||
| Amortized cost | $999,000 | 640 |
| Fair value | $977,000 | 633 |
| 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 | $15,185,000 | 4,140 |
| U.S. Government securities | $14,169,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,169,000 | 3,182 |
| Securities issued by states & political subdivisions | $1,016,000 | 4,338 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,367,000 | 3,258 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,185,000 | 3,839 |
| Total debt securities | $15,185,000 | 4,114 |
| Structured notes | ||
| Amortized cost | $999,000 | 672 |
| Fair value | $985,000 | 656 |
| 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 | $15,214,000 | 4,167 |
| U.S. Government securities | $14,196,000 | 3,361 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,196,000 | 3,240 |
| Securities issued by states & political subdivisions | $1,018,000 | 4,372 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,052,000 | 2,608 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $15,214,000 | 3,872 |
| Total debt securities | $15,213,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 591 |
| Fair value | $1,237,000 | 590 |
| 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 | $14,709,000 | 4,256 |
| U.S. Government securities | $13,695,000 | 3,447 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,695,000 | 3,319 |
| Securities issued by states & political subdivisions | $1,014,000 | 4,433 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,110,000 | 2,634 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $14,709,000 | 3,944 |
| Total debt securities | $14,710,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 605 |
| Fair value | $1,227,000 | 607 |
| 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 | $10,852,000 | 4,591 |
| U.S. Government securities | $9,842,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,842,000 | 3,718 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,479 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,280,000 | 3,048 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $10,852,000 | 4,266 |
| Total debt securities | $10,853,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $1,849,000 | 535 |
| Fair value | $1,819,000 | 533 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $9,875,000 | 4,702 |
| U.S. Government securities | $8,834,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,834,000 | 3,887 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,477 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,342,000 | 3,211 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,875,000 | 4,377 |
| Total debt securities | $9,874,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 520 |
| Fair value | $1,851,000 | 519 |
| 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 | $10,646,000 | 4,703 |
| U.S. Government securities | $9,349,000 | 4,038 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,349,000 | 3,913 |
| Securities issued by states & political subdivisions | $1,297,000 | 4,421 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,569,000 | 3,710 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $10,646,000 | 4,362 |
| Total debt securities | $10,647,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $2,130,000 | 506 |
| Fair value | $2,131,000 | 505 |
| 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 | $5,366,000 | 5,317 |
| U.S. Government securities | $4,148,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,148,000 | 4,812 |
| Securities issued by states & political subdivisions | $1,218,000 | 4,478 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,795,000 | 4,124 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,366,000 | 4,975 |
| Total debt securities | $5,366,000 | 5,298 |
| Structured notes | ||
| Amortized cost | $2,381,000 | 598 |
| Fair value | $2,378,000 | 600 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,877,000 | 5,553 |
| U.S. Government securities | $3,124,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,124,000 | 5,059 |
| Securities issued by states & political subdivisions | $753,000 | 4,696 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,776,000 | 4,168 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,250,000 | 1,818 |
| Available-for-sale securities (fair market value) | $2,627,000 | 5,323 |
| Total debt securities | $3,877,000 | 5,527 |
| 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 | $3,880,000 | 5,641 |
| U.S. Government securities | $3,131,000 | 5,269 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,131,000 | 5,165 |
| Securities issued by states & political subdivisions | $749,000 | 4,743 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,779,000 | 4,221 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,249,000 | 1,827 |
| Available-for-sale securities (fair market value) | $2,631,000 | 5,398 |
| Total debt securities | $3,879,000 | 5,615 |
| Structured notes | ||
| Amortized cost | $1,881,000 | 941 |
| Fair value | $1,883,000 | 939 |
| 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 | $3,860,000 | 5,725 |
| U.S. Government securities | $3,114,000 | 5,361 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,114,000 | 5,263 |
| Securities issued by states & political subdivisions | $746,000 | 4,774 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,770,000 | 4,281 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,249,000 | 1,859 |
| Available-for-sale securities (fair market value) | $2,611,000 | 5,472 |
| Total debt securities | $3,861,000 | 5,701 |
| Structured notes | ||
| Amortized cost | $1,881,000 | 1,052 |
| Fair value | $1,877,000 | 1,048 |
| 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 | $3,872,000 | 5,778 |
| U.S. Government securities | $2,870,000 | 5,490 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,870,000 | 5,396 |
| Securities issued by states & political subdivisions | $1,002,000 | 4,673 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,778,000 | 4,341 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,499,000 | 1,809 |
| Available-for-sale securities (fair market value) | $2,373,000 | 5,558 |
| Total debt securities | $3,872,000 | 5,753 |
| Structured notes | ||
| Amortized cost | $1,632,000 | 1,177 |
| Fair value | $1,629,000 | 1,177 |
| 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 | $5,069,000 | 5,746 |
| U.S. Government securities | $4,073,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,073,000 | 5,263 |
| Securities issued by states & political subdivisions | $996,000 | 4,748 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,839,000 | 4,154 |
| Mortgage-backed securities | $206,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $206,000 | 4,816 |
| Issued or guaranteed by U.S. | $206,000 | 4,810 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,584,000 | 1,539 |
| Available-for-sale securities (fair market value) | $1,485,000 | 5,764 |
| Total debt securities | $5,068,000 | 5,728 |
| Structured notes | ||
| Amortized cost | $1,629,000 | 1,237 |
| Fair value | $1,624,000 | 1,236 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,077,000 | 5,828 |
| U.S. Government securities | $4,084,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,084,000 | 5,348 |
| Securities issued by states & political subdivisions | $993,000 | 4,807 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,291,000 | 4,328 |
| Mortgage-backed securities | $219,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $219,000 | 4,889 |
| Issued or guaranteed by U.S. | $219,000 | 4,884 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,597,000 | 1,567 |
| Available-for-sale securities (fair market value) | $1,480,000 | 5,850 |
| Total debt securities | $5,077,000 | 5,805 |
| Structured notes | ||
| Amortized cost | $1,629,000 | 1,333 |
| Fair value | $1,614,000 | 1,331 |
| 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 | $5,598,000 | 5,832 |
| U.S. Government securities | $4,356,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,356,000 | 5,384 |
| Securities issued by states & political subdivisions | $1,242,000 | 4,762 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,966,000 | 4,203 |
| Mortgage-backed securities | $237,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $237,000 | 4,928 |
| Issued or guaranteed by U.S. | $237,000 | 4,925 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,116,000 | 1,524 |
| Available-for-sale securities (fair market value) | $1,482,000 | 5,904 |
| Total debt securities | $5,599,000 | 5,815 |
| Structured notes | ||
| Amortized cost | $1,877,000 | 1,329 |
| Fair value | $1,865,000 | 1,317 |
| 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 | $5,620,000 | 5,886 |
| U.S. Government securities | $4,370,000 | 5,530 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,370,000 | 5,431 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,793 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,355,000 | 4,385 |
| Mortgage-backed securities | $254,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $254,000 | 4,961 |
| Issued or guaranteed by U.S. | $254,000 | 4,957 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,883,000 | 1,456 |
| Available-for-sale securities (fair market value) | $737,000 | 6,068 |
| Total debt securities | $5,620,000 | 5,864 |
| Structured notes | ||
| Amortized cost | $1,877,000 | 1,347 |
| Fair value | $1,848,000 | 1,330 |
| 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 | $5,651,000 | 5,929 |
| U.S. Government securities | $4,401,000 | 5,546 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,401,000 | 5,448 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,831 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,855,000 | 4,266 |
| Mortgage-backed securities | $277,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $277,000 | 4,976 |
| Issued or guaranteed by U.S. | $277,000 | 4,971 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,905,000 | 1,437 |
| Available-for-sale securities (fair market value) | $746,000 | 6,139 |
| Total debt securities | $5,642,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $1,876,000 | 1,325 |
| Fair value | $1,835,000 | 1,298 |
| 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 | $5,693,000 | 5,979 |
| U.S. Government securities | $4,442,000 | 5,595 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,442,000 | 5,492 |
| Securities issued by states & political subdivisions | $1,251,000 | 4,850 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,367,000 | 4,418 |
| Mortgage-backed securities | $317,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $317,000 | 4,996 |
| Issued or guaranteed by U.S. | $317,000 | 4,990 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,692,000 | 1,340 |
| Available-for-sale securities (fair market value) | $1,000 | 6,365 |
| Total debt securities | $5,694,000 | 5,956 |
| Structured notes | ||
| Amortized cost | $1,381,000 | 1,461 |
| Fair value | $1,344,000 | 1,461 |
| 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 | $5,741,000 | 5,975 |
| U.S. Government securities | $4,239,000 | 5,638 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,239,000 | 5,532 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,741 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,340,000 | 4,428 |
| Mortgage-backed securities | $358,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $358,000 | 4,964 |
| Issued or guaranteed by U.S. | $358,000 | 4,957 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $5,739,000 | 1,261 |
| Available-for-sale securities (fair market value) | $2,000 | 6,405 |
| Total debt securities | $5,740,000 | 5,949 |
| Structured notes | ||
| Amortized cost | $1,381,000 | 1,445 |
| Fair value | $1,357,000 | 1,450 |
| 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 | $6,279,000 | 5,954 |
| U.S. Government securities | $4,777,000 | 5,575 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,777,000 | 5,464 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,743 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,843,000 | 4,610 |
| Mortgage-backed securities | $396,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $394,000 | 4,987 |
| Issued or guaranteed by U.S. | $394,000 | 4,983 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,568 |
| 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) | $6,276,000 | 1,186 |
| Available-for-sale securities (fair market value) | $3,000 | 6,471 |
| Total debt securities | $6,279,000 | 5,922 |
| Structured notes | ||
| Amortized cost | $1,381,000 | 1,469 |
| Fair value | $1,386,000 | 1,471 |
| 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 | $6,334,000 | 6,001 |
| U.S. Government securities | $4,831,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,831,000 | 5,471 |
| Securities issued by states & political subdivisions | $1,503,000 | 4,755 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,598,000 | 4,667 |
| Mortgage-backed securities | $448,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $426,000 | 4,989 |
| Issued or guaranteed by U.S. | $426,000 | 4,985 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $22,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,545 |
| 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) | $5,548,000 | 1,254 |
| Available-for-sale securities (fair market value) | $786,000 | 6,350 |
| Total debt securities | $6,334,000 | 5,971 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,956 |
| Fair value | $609,000 | 1,954 |
| 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 | $6,405,000 | 6,095 |
| U.S. Government securities | $4,901,000 | 5,704 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,901,000 | 5,597 |
| Securities issued by states & political subdivisions | $1,504,000 | 4,761 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,602,000 | 4,717 |
| Mortgage-backed securities | $518,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,081 |
| Issued or guaranteed by U.S. | $456,000 | 5,075 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $62,000 | 3,705 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,537 |
| 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) | $5,616,000 | 1,261 |
| Available-for-sale securities (fair market value) | $789,000 | 6,435 |
| Total debt securities | $6,406,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,716 |
| Fair value | $1,107,000 | 1,715 |
| 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 | $6,479,000 | 6,136 |
| U.S. Government securities | $4,974,000 | 5,773 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,974,000 | 5,676 |
| Securities issued by states & political subdivisions | $1,505,000 | 4,751 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,605,000 | 4,763 |
| Mortgage-backed securities | $591,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,100 |
| Issued or guaranteed by U.S. | $491,000 | 5,093 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $100,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,505 |
| 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) | $5,688,000 | 1,248 |
| Available-for-sale securities (fair market value) | $791,000 | 6,497 |
| Total debt securities | $6,479,000 | 6,107 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,919 |
| Fair value | $1,107,000 | 1,919 |
| 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 | $6,049,000 | 6,236 |
| U.S. Government securities | $5,045,000 | 5,852 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,045,000 | 5,748 |
| Securities issued by states & political subdivisions | $1,004,000 | 4,933 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,606,000 | 4,798 |
| Mortgage-backed securities | $676,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,089 |
| Issued or guaranteed by U.S. | $532,000 | 5,084 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $144,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,488 |
| 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) | $5,269,000 | 1,315 |
| Available-for-sale securities (fair market value) | $780,000 | 6,546 |
| Total debt securities | $6,047,000 | 6,211 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,840 |
| Fair value | $1,842,000 | 1,844 |
| 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 | $5,353,000 | 6,354 |
| U.S. Government securities | $4,348,000 | 5,986 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,348,000 | 5,891 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,938 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,612,000 | 4,597 |
| Mortgage-backed securities | $744,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $558,000 | 5,040 |
| Issued or guaranteed by U.S. | $558,000 | 5,029 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $186,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,320 |
| 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) | $5,338,000 | 1,332 |
| Available-for-sale securities (fair market value) | $15,000 | 6,716 |
| Total debt securities | $5,351,000 | 6,323 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,019 |
| Fair value | $1,252,000 | 2,029 |
| 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 | $5,429,000 | 6,379 |
| U.S. Government securities | $4,423,000 | 6,016 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,423,000 | 5,896 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,924 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,614,000 | 4,591 |
| Mortgage-backed securities | $821,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $589,000 | 5,018 |
| Issued or guaranteed by U.S. | $589,000 | 5,005 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $232,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 3,265 |
| 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) | $5,412,000 | 1,341 |
| Available-for-sale securities (fair market value) | $17,000 | 6,780 |
| Total debt securities | $5,429,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,524 |
| Fair value | $751,000 | 2,537 |
| 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 | $5,258,000 | 6,506 |
| U.S. Government securities | $5,006,000 | 6,021 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,006,000 | 5,897 |
| Securities issued by states & political subdivisions | $252,000 | 5,504 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,612,000 | 4,642 |
| Mortgage-backed securities | $899,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,012 |
| Issued or guaranteed by U.S. | $624,000 | 5,000 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $275,000 | 3,497 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 3,220 |
| 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) | $5,239,000 | 1,396 |
| Available-for-sale securities (fair market value) | $19,000 | 6,851 |
| Total debt securities | $5,258,000 | 6,471 |
| 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 | $5,585,000 | 6,469 |
| U.S. Government securities | $5,585,000 | 5,903 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,585,000 | 5,772 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,613,000 | 4,639 |
| Mortgage-backed securities | $981,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $665,000 | 4,959 |
| Issued or guaranteed by U.S. | $665,000 | 4,951 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $316,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 3,139 |
| 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) | $5,563,000 | 1,369 |
| Available-for-sale securities (fair market value) | $22,000 | 6,902 |
| Total debt securities | $5,584,000 | 6,436 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $502,000 | 2,905 |
| 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 | $5,462,000 | 6,446 |
| U.S. Government securities | $5,462,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,462,000 | 5,681 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,626,000 | 4,634 |
| Mortgage-backed securities | $1,101,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $711,000 | 4,868 |
| Issued or guaranteed by U.S. | $711,000 | 4,861 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $390,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 3,081 |
| 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) | $5,434,000 | 1,380 |
| Available-for-sale securities (fair market value) | $28,000 | 6,940 |
| Total debt securities | $5,461,000 | 6,415 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $502,000 | 2,782 |
| 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 | $5,371,000 | 6,486 |
| U.S. Government securities | $5,371,000 | 5,824 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,371,000 | 5,698 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,587,000 | 4,701 |
| Mortgage-backed securities | $1,005,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,005,000 | 4,697 |
| 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) | $5,343,000 | 1,427 |
| Available-for-sale securities (fair market value) | $28,000 | 7,021 |
| Total debt securities | $5,371,000 | 6,445 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $504,000 | 2,836 |
| 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 | $5,193,000 | 6,600 |
| U.S. Government securities | $5,193,000 | 5,975 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,193,000 | 5,859 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,496,000 | 4,792 |
| Mortgage-backed securities | $819,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $819,000 | 4,863 |
| Issued or guaranteed by U.S. | $819,000 | 4,856 |
| 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) | $5,159,000 | 1,486 |
| Available-for-sale securities (fair market value) | $34,000 | 7,078 |
| Total debt securities | $5,193,000 | 6,560 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $750,000 | 2,773 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,269,000 | 6,668 |
| U.S. Government securities | $5,269,000 | 6,064 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,269,000 | 5,944 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,554,000 | 4,829 |
| Mortgage-backed securities | $889,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,951 |
| Issued or guaranteed by U.S. | $889,000 | 4,942 |
| 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) | $5,230,000 | 1,503 |
| Available-for-sale securities (fair market value) | $39,000 | 7,173 |
| Total debt securities | $5,269,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $502,000 | 2,684 |
| 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 | $5,318,000 | 6,665 |
| U.S. Government securities | $5,318,000 | 6,006 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,318,000 | 5,906 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,409,000 | 4,913 |
| Mortgage-backed securities | $938,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,006 |
| Issued or guaranteed by U.S. | $938,000 | 4,997 |
| 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) | $5,276,000 | 1,491 |
| Available-for-sale securities (fair market value) | $42,000 | 7,222 |
| Total debt securities | $5,318,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $493,000 | 2,512 |
| 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 | $5,401,000 | 6,719 |
| U.S. Government securities | $5,401,000 | 6,050 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,401,000 | 5,954 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,373,000 | 4,947 |
| Mortgage-backed securities | $1,012,000 | 5,467 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 5,055 |
| Issued or guaranteed by U.S. | $1,012,000 | 5,043 |
| 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) | $5,356,000 | 1,539 |
| Available-for-sale securities (fair market value) | $45,000 | 7,289 |
| Total debt securities | $5,401,000 | 6,679 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $244,000 | 2,358 |
| 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 | $5,477,000 | 6,715 |
| U.S. Government securities | $5,477,000 | 6,034 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,477,000 | 5,950 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $3,383,000 | 4,969 |
| Mortgage-backed securities | $1,078,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 5,055 |
| Issued or guaranteed by U.S. | $1,078,000 | 5,041 |
| 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) | $5,428,000 | 1,544 |
| Available-for-sale securities (fair market value) | $49,000 | 7,355 |
| Total debt securities | $5,477,000 | 6,675 |
| 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 | $5,570,000 | 6,755 |
| U.S. Government securities | $5,570,000 | 6,143 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,570,000 | 6,059 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,393,000 | 5,022 |
| Mortgage-backed securities | $1,166,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,104 |
| Issued or guaranteed by U.S. | $1,166,000 | 5,087 |
| 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) | $5,517,000 | 1,561 |
| Available-for-sale securities (fair market value) | $53,000 | 7,409 |
| Total debt securities | $5,570,000 | 6,716 |
| 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 | $5,641,000 | 6,787 |
| U.S. Government securities | $5,641,000 | 6,207 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,641,000 | 6,125 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,408,000 | 5,060 |
| Mortgage-backed securities | $1,275,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 5,036 |
| Issued or guaranteed by U.S. | $1,275,000 | 5,022 |
| 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) | $5,584,000 | 1,554 |
| Available-for-sale securities (fair market value) | $57,000 | 7,453 |
| Total debt securities | $5,641,000 | 6,752 |
| 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 | $5,672,000 | 6,756 |
| U.S. Government securities | $5,672,000 | 6,180 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,672,000 | 6,087 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,856,000 | 5,300 |
| Mortgage-backed securities | $1,326,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 4,991 |
| Issued or guaranteed by U.S. | $1,326,000 | 4,975 |
| 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) | $5,611,000 | 1,561 |
| Available-for-sale securities (fair market value) | $61,000 | 7,499 |
| Total debt securities | $5,672,000 | 6,719 |
| 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 | $5,739,000 | 6,825 |
| U.S. Government securities | $5,739,000 | 6,217 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,739,000 | 6,136 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,186,000 | 5,145 |
| Mortgage-backed securities | $1,391,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 4,964 |
| Issued or guaranteed by U.S. | $1,391,000 | 4,945 |
| 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) | $5,674,000 | 1,548 |
| Available-for-sale securities (fair market value) | $65,000 | 7,559 |
| Total debt securities | $5,731,000 | 6,764 |
| 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 | $5,833,000 | 6,806 |
| U.S. Government securities | $5,833,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,833,000 | 6,112 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,438,000 | 5,010 |
| Mortgage-backed securities | $1,486,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 4,861 |
| Issued or guaranteed by U.S. | $1,486,000 | 4,839 |
| 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) | $5,764,000 | 1,560 |
| Available-for-sale securities (fair market value) | $69,000 | 7,592 |
| Total debt securities | $5,832,000 | 6,737 |
| 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 | $5,819,000 | 6,893 |
| U.S. Government securities | $5,819,000 | 6,342 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,819,000 | 6,241 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,222,000 | 5,126 |
| Mortgage-backed securities | $1,574,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,595 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,576 |
| 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) | $5,747,000 | 1,615 |
| Available-for-sale securities (fair market value) | $72,000 | 7,605 |
| Total debt securities | $5,819,000 | 6,840 |
| 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 | $6,138,000 | 6,879 |
| U.S. Government securities | $6,138,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,138,000 | 6,235 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,475,000 | 5,063 |
| Mortgage-backed securities | $1,647,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,647,000 | 4,397 |
| 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) | $6,064,000 | 1,610 |
| Available-for-sale securities (fair market value) | $74,000 | 7,638 |
| Total debt securities | $6,137,000 | 6,830 |
| 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 | $5,705,000 | 7,020 |
| U.S. Government securities | $5,705,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,705,000 | 6,388 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,480,000 | 5,081 |
| Mortgage-backed securities | $1,717,000 | 4,870 |
| Certificates of participation in pools of residential mortgages | $1,717,000 | 4,350 |
| Issued or guaranteed by U.S. | $1,717,000 | 4,337 |
| 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) | $5,627,000 | 1,677 |
| Available-for-sale securities (fair market value) | $78,000 | 7,670 |
| Total debt securities | $5,705,000 | 6,973 |
| 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 | $5,804,000 | 7,045 |
| U.S. Government securities | $5,804,000 | 6,530 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,804,000 | 6,407 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,489,000 | 5,100 |
| Mortgage-backed securities | $1,820,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,288 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,271 |
| 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) | $5,723,000 | 1,695 |
| Available-for-sale securities (fair market value) | $81,000 | 7,690 |
| Total debt securities | $5,804,000 | 6,999 |
| 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 | $5,886,000 | 7,059 |
| U.S. Government securities | $5,886,000 | 6,547 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,886,000 | 6,413 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,469,000 | 5,127 |
| Mortgage-backed securities | $1,903,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,236 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,223 |
| 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) | $5,800,000 | 1,726 |
| Available-for-sale securities (fair market value) | $86,000 | 7,740 |
| Total debt securities | $5,888,000 | 7,009 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,745 |
| Fair value | $249,000 | 2,756 |
| 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 | $6,023,000 | 7,100 |
| U.S. Government securities | $6,023,000 | 6,571 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,023,000 | 6,437 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,232,000 | 5,252 |
| Mortgage-backed securities | $2,037,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 4,155 |
| Issued or guaranteed by U.S. | $2,037,000 | 4,136 |
| 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) | $5,931,000 | 1,765 |
| Available-for-sale securities (fair market value) | $92,000 | 7,799 |
| Total debt securities | $6,024,000 | 7,045 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,869 |
| Fair value | $248,000 | 2,880 |
| 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 | $6,137,000 | 7,088 |
| U.S. Government securities | $6,137,000 | 6,534 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,137,000 | 6,402 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,493,000 | 5,158 |
| Mortgage-backed securities | $2,148,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,092 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,078 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,035,000 | 1,757 |
| Available-for-sale securities (fair market value) | $102,000 | 7,831 |
| Total debt securities | $6,137,000 | 7,033 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $247,000 | 2,936 |
| 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 | $6,240,000 | 7,127 |
| U.S. Government securities | $6,240,000 | 6,563 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,240,000 | 6,421 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $3,504,000 | 5,152 |
| Mortgage-backed securities | $2,249,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,249,000 | 4,078 |
| Issued or guaranteed by U.S. | $2,249,000 | 4,064 |
| 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) | $6,131,000 | 1,766 |
| Available-for-sale securities (fair market value) | $109,000 | 7,859 |
| Total debt securities | $6,240,000 | 7,070 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $246,000 | 2,939 |
| 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 | $6,364,000 | 7,134 |
| U.S. Government securities | $6,364,000 | 6,536 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,364,000 | 6,392 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $3,511,000 | 5,150 |
| Mortgage-backed securities | $2,369,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $2,369,000 | 4,035 |
| Issued or guaranteed by U.S. | $2,369,000 | 4,020 |
| 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) | $6,250,000 | 1,790 |
| Available-for-sale securities (fair market value) | $114,000 | 7,900 |
| Total debt securities | $6,364,000 | 7,079 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $247,000 | 2,918 |
| 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 | $6,485,000 | 7,125 |
| U.S. Government securities | $6,485,000 | 6,497 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,485,000 | 6,367 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| 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 | $3,469,000 | 5,168 |
| Mortgage-backed securities | $2,491,000 | 4,576 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,009 |
| Issued or guaranteed by U.S. | $2,491,000 | 3,996 |
| 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) | $6,363,000 | 1,779 |
| Available-for-sale securities (fair market value) | $122,000 | 7,939 |
| Total debt securities | $6,486,000 | 7,068 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $247,000 | 2,889 |
| 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 | $6,751,000 | 7,116 |
| U.S. Government securities | $6,751,000 | 6,478 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,751,000 | 6,344 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| 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 | $3,489,000 | 5,150 |
| Mortgage-backed securities | $2,754,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $2,754,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,754,000 | 3,969 |
| 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) | $6,576,000 | 1,782 |
| Available-for-sale securities (fair market value) | $175,000 | 7,937 |
| Total debt securities | $6,753,000 | 7,053 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $248,000 | 2,867 |
| 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 | $6,979,000 | 7,122 |
| U.S. Government securities | $6,979,000 | 6,473 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,979,000 | 6,327 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| 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 | $3,452,000 | 5,205 |
| Mortgage-backed securities | $2,980,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $2,980,000 | 3,975 |
| Issued or guaranteed by U.S. | $2,980,000 | 3,965 |
| 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) | $6,740,000 | 1,781 |
| Available-for-sale securities (fair market value) | $239,000 | 7,996 |
| Total debt securities | $6,977,000 | 7,069 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $497,000 | 2,529 |
| 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 | $7,200,000 | 7,075 |
| U.S. Government securities | $7,200,000 | 6,413 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,200,000 | 6,270 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| 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 | $3,465,000 | 5,193 |
| Mortgage-backed securities | $3,201,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $3,201,000 | 3,941 |
| Issued or guaranteed by U.S. | $3,201,000 | 3,932 |
| 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) | $6,953,000 | 1,757 |
| Available-for-sale securities (fair market value) | $247,000 | 8,025 |
| Total debt securities | $7,200,000 | 7,016 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $499,000 | 2,503 |
| 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 | $7,756,000 | 6,985 |
| U.S. Government securities | $7,756,000 | 6,283 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,756,000 | 6,130 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| 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 | $3,481,000 | 5,200 |
| Mortgage-backed securities | $3,507,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $3,507,000 | 3,847 |
| Issued or guaranteed by U.S. | $3,507,000 | 3,839 |
| 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) | $7,501,000 | 1,720 |
| Available-for-sale securities (fair market value) | $255,000 | 8,063 |
| Total debt securities | $7,756,000 | 6,926 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $500,000 | 2,486 |
| 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 | $8,029,000 | 7,007 |
| U.S. Government securities | $8,029,000 | 6,275 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,029,000 | 6,117 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| 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 | $3,405,000 | 5,201 |
| Mortgage-backed securities | $3,779,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $3,779,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,779,000 | 3,805 |
| 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) | $7,740,000 | 1,711 |
| Available-for-sale securities (fair market value) | $289,000 | 8,106 |
| Total debt securities | $8,029,000 | 6,943 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $496,000 | 2,451 |
| 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 | $8,403,000 | 6,907 |
| U.S. Government securities | $8,403,000 | 6,139 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,403,000 | 5,977 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| 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 | $3,383,000 | 5,157 |
| Mortgage-backed securities | $4,151,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $4,151,000 | 3,712 |
| Issued or guaranteed by U.S. | $4,151,000 | 3,704 |
| 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) | $8,089,000 | 1,631 |
| Available-for-sale securities (fair market value) | $314,000 | 8,117 |
| Total debt securities | $8,402,000 | 6,834 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| 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 | $8,707,000 | 6,899 |
| U.S. Government securities | $8,707,000 | 6,120 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,707,000 | 5,945 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $3,413,000 | 5,118 |
| Mortgage-backed securities | $4,452,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $3,975,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,975,000 | 3,723 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $477,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 3,065 |
| 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) | $8,344,000 | 1,621 |
| Available-for-sale securities (fair market value) | $363,000 | 8,170 |
| Total debt securities | $8,705,000 | 6,818 |
| 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 | $8,312,000 | 6,934 |
| U.S. Government securities | $8,312,000 | 6,086 |
| U.S. Treasury securities | $250,000 | 2,081 |
| U.S. Government agency obligations | $8,062,000 | 5,964 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $3,408,000 | 5,090 |
| Mortgage-backed securities | $4,103,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $4,103,000 | 3,711 |
| Issued or guaranteed by U.S. | $4,103,000 | 3,699 |
| 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) | $7,913,000 | 1,668 |
| Available-for-sale securities (fair market value) | $399,000 | 8,200 |
| Total debt securities | $8,312,000 | 6,843 |
| 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 | $8,743,000 | 6,791 |
| U.S. Government securities | $8,743,000 | 5,895 |
| U.S. Treasury securities | $250,000 | 2,120 |
| U.S. Government agency obligations | $8,493,000 | 5,778 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $4,233,000 | 4,703 |
| Mortgage-backed securities | $4,529,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $4,529,000 | 3,578 |
| Issued or guaranteed by U.S. | $4,529,000 | 3,568 |
| 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) | $8,274,000 | 1,603 |
| Available-for-sale securities (fair market value) | $469,000 | 8,199 |
| Total debt securities | $8,743,000 | 6,691 |
| 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 | $8,864,000 | 6,747 |
| U.S. Government securities | $8,864,000 | 5,889 |
| U.S. Treasury securities | $749,000 | 1,723 |
| U.S. Government agency obligations | $8,115,000 | 5,912 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $4,290,000 | 4,691 |
| Mortgage-backed securities | $4,396,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $4,396,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,396,000 | 3,607 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,299,000 | 1,627 |
| Available-for-sale securities (fair market value) | $565,000 | 8,193 |
| Total debt securities | $8,864,000 | 6,650 |
| 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 | $9,744,000 | 6,571 |
| U.S. Government securities | $9,744,000 | 5,650 |
| U.S. Treasury securities | $998,000 | 1,721 |
| U.S. Government agency obligations | $8,746,000 | 5,735 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $4,383,000 | 4,661 |
| Mortgage-backed securities | $5,273,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $5,273,000 | 3,280 |
| Issued or guaranteed by U.S. | $5,273,000 | 3,267 |
| 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) | $8,984,000 | 1,590 |
| Available-for-sale securities (fair market value) | $760,000 | 8,167 |
| Total debt securities | $9,744,000 | 6,468 |
| 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 | $10,012,000 | 6,521 |
| U.S. Government securities | $10,012,000 | 5,514 |
| U.S. Treasury securities | $3,274,000 | 1,045 |
| U.S. Government agency obligations | $6,738,000 | 6,316 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| 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 | $4,447,000 | 4,629 |
| Mortgage-backed securities | $5,012,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $5,012,000 | 3,136 |
| Issued or guaranteed by U.S. | $5,012,000 | 3,122 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $6,872,000 | 1,929 |
| Available-for-sale securities (fair market value) | $3,140,000 | 7,559 |
| Total debt securities | $10,012,000 | 6,420 |
| 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 | $10,477,000 | 6,652 |
| U.S. Government securities | $10,468,000 | 5,709 |
| U.S. Treasury securities | $5,005,000 | 1,078 |
| U.S. Government agency obligations | $5,463,000 | 7,206 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,490,000 | 4,881 |
| Mortgage-backed securities | $5,209,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $5,209,000 | 2,568 |
| Issued or guaranteed by U.S. | $5,209,000 | 2,548 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,164,000 | 2,734 |
| Available-for-sale securities (fair market value) | $5,313,000 | 7,135 |
| Total debt securities | $10,468,000 | 6,525 |
| 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 | $10,949,000 | 6,797 |
| U.S. Government securities | $10,940,000 | 5,818 |
| U.S. Treasury securities | $5,758,000 | 1,398 |
| U.S. Government agency obligations | $5,182,000 | 7,441 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,403,000 | 5,437 |
| Mortgage-backed securities | $5,182,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $5,182,000 | 2,742 |
| Issued or guaranteed by U.S. | $5,182,000 | 2,731 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,795,000 | 3,469 |
| Available-for-sale securities (fair market value) | $7,154,000 | 6,711 |
| Total debt securities | $10,940,000 | 6,685 |
| 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 | $10,878,000 | 6,841 |
| U.S. Government securities | $10,869,000 | 5,825 |
| U.S. Treasury securities | $6,397,000 | 1,864 |
| U.S. Government agency obligations | $4,472,000 | 7,477 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,423,000 | 5,131 |
| Mortgage-backed securities | $4,472,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $4,472,000 | 3,140 |
| Issued or guaranteed by U.S. | $4,472,000 | 3,124 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,972,000 | 3,424 |
| Available-for-sale securities (fair market value) | $5,906,000 | 7,027 |
| Total debt securities | $10,869,000 | 6,703 |
| 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 | $11,007,000 | 7,112 |
| U.S. Government securities | $10,998,000 | 6,140 |
| U.S. Treasury securities | $5,919,000 | 2,828 |
| U.S. Government agency obligations | $5,079,000 | 7,232 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,699,000 | 5,872 |
| Mortgage-backed securities | $5,079,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $5,079,000 | 2,891 |
| Issued or guaranteed by U.S. | $5,079,000 | 2,875 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,478,000 | 3,107 |
| Available-for-sale securities (fair market value) | $2,529,000 | 8,508 |
| Total debt securities | $10,998,000 | 6,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $11,292,000 | 7,498 |
| U.S. Government securities | $11,283,000 | 6,568 |
| U.S. Treasury securities | $5,904,000 | 3,409 |
| U.S. Government agency obligations | $5,379,000 | 7,443 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,423,000 | 5,563 |
| Mortgage-backed securities | $5,379,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $5,379,000 | 3,084 |
| Issued or guaranteed by U.S. | $5,379,000 | 3,061 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $9,777,000 | 3,222 |
| Available-for-sale securities (fair market value) | $1,515,000 | 9,248 |
| Total debt securities | $11,283,000 | 7,367 |
| 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 | $11,764,000 | 7,665 |
| U.S. Government securities | $11,755,000 | 6,669 |
| U.S. Treasury securities | $5,813,000 | 4,153 |
| U.S. Government agency obligations | $5,942,000 | 7,203 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,821,000 | 5,370 |
| Mortgage-backed securities | $5,942,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $5,942,000 | 2,990 |
| Issued or guaranteed by U.S. | $5,942,000 | 2,965 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $11,755,000 | 3,042 |
| Available-for-sale securities (fair market value) | $9,000 | 10,993 |
| Total debt securities | $11,755,000 | 7,546 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $11,655,000 | 8,173 |
| U.S. Government securities | $11,646,000 | 7,105 |
| U.S. Treasury securities | $10,713,000 | 3,204 |
| U.S. Government agency obligations | $933,000 | 10,962 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,578,000 | 4,458 |
| Mortgage-backed securities | $933,000 | 7,856 |
| Certificates of participation in pools of residential mortgages | $933,000 | 6,543 |
| Issued or guaranteed by U.S. | $933,000 | 6,522 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $11,646,000 | 5,160 |
| Available-for-sale securities (fair market value) | $9,000 | 11,159 |
| Total debt securities | $11,646,000 | 8,049 |
| 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 | $11,219,000 | 8,628 |
| U.S. Government securities | $11,145,000 | 7,544 |
| U.S. Treasury securities | $9,780,000 | 3,581 |
| U.S. Government agency obligations | $1,365,000 | 10,844 |
| Securities issued by states & political subdivisions | $65,000 | 9,496 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,898,000 | 4,680 |
| Mortgage-backed securities | $1,365,000 | 7,960 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 6,515 |
| Issued or guaranteed by U.S. | $1,365,000 | 6,465 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,210,000 | 8,501 |
| 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 | $9,904,000 | 9,198 |
| U.S. Government securities | $9,830,000 | 8,132 |
| U.S. Treasury securities | $7,800,000 | 4,290 |
| U.S. Government agency obligations | $2,030,000 | 10,469 |
| Securities issued by states & political subdivisions | $65,000 | 9,509 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,544,000 | 5,485 |
| Mortgage-backed securities | $2,030,000 | 7,609 |
| Certificates of participation in pools of residential mortgages | $2,030,000 | 6,091 |
| Issued or guaranteed by U.S. | $2,030,000 | 6,020 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,895,000 | 9,066 |
| 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 |