| 2023-12-31 | Rank |
| Total securities | $8,482,000 | 4,078 |
| U.S. Government securities | $7,452,000 | 3,776 |
| U.S. Treasury securities | $7,452,000 | 1,578 |
| U.S. Government agency obligations | $0 | 4,259 |
| Securities issued by states & political subdivisions | $1,030,000 | 3,521 |
| 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 | $2,587,000 | 3,590 |
| 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) | $8,482,000 | 3,819 |
| Total debt securities | $8,482,000 | 4,054 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $9,302,000 | 4,058 |
| U.S. Government securities | $8,310,000 | 3,728 |
| U.S. Treasury securities | $8,310,000 | 1,565 |
| U.S. Government agency obligations | $0 | 4,280 |
| Securities issued by states & political subdivisions | $992,000 | 3,567 |
| 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 | $2,378,000 | 3,602 |
| 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) | $9,302,000 | 3,783 |
| Total debt securities | $9,302,000 | 4,034 |
| 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 | $7,076,000 | 4,201 |
| U.S. Government securities | $6,808,000 | 3,900 |
| U.S. Treasury securities | $6,808,000 | 1,719 |
| U.S. Government agency obligations | $0 | 4,313 |
| Securities issued by states & political subdivisions | $268,000 | 3,789 |
| 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 | $1,822,000 | 3,654 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,076,000 | 3,922 |
| Total debt securities | $7,076,000 | 4,179 |
| 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 | $10,055,000 | 4,135 |
| U.S. Government securities | $9,780,000 | 3,728 |
| U.S. Treasury securities | $9,780,000 | 1,533 |
| U.S. Government agency obligations | $0 | 4,337 |
| Securities issued by states & political subdivisions | $275,000 | 3,837 |
| 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 | $1,977,000 | 3,617 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $10,055,000 | 3,849 |
| Total debt securities | $10,055,000 | 4,111 |
| 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 | $9,972,000 | 4,173 |
| U.S. Government securities | $9,656,000 | 3,772 |
| U.S. Treasury securities | $9,656,000 | 1,597 |
| U.S. Government agency obligations | $0 | 4,362 |
| Securities issued by states & political subdivisions | $316,000 | 3,861 |
| 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 | $1,955,000 | 3,573 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $9,972,000 | 3,875 |
| Total debt securities | $9,972,000 | 4,150 |
| 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 | $11,712,000 | 4,122 |
| U.S. Government securities | $11,623,000 | 3,649 |
| U.S. Treasury securities | $11,623,000 | 1,478 |
| U.S. Government agency obligations | $0 | 4,405 |
| Securities issued by states & political subdivisions | $89,000 | 3,976 |
| 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 | $1,988,000 | 3,561 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $11,712,000 | 3,830 |
| Total debt securities | $11,712,000 | 4,100 |
| 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 | $11,893,000 | 4,142 |
| U.S. Government securities | $11,802,000 | 3,658 |
| U.S. Treasury securities | $11,802,000 | 1,452 |
| U.S. Government agency obligations | $0 | 4,450 |
| Securities issued by states & political subdivisions | $91,000 | 4,014 |
| 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 | $1,924,000 | 3,589 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $11,893,000 | 3,859 |
| Total debt securities | $11,893,000 | 4,126 |
| 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 | $3,952,000 | 4,457 |
| U.S. Government securities | $3,855,000 | 4,185 |
| U.S. Treasury securities | $3,855,000 | 1,985 |
| U.S. Government agency obligations | $0 | 4,457 |
| Securities issued by states & political subdivisions | $97,000 | 4,034 |
| 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 | $1,966,000 | 3,588 |
| Mortgage-backed securities | $0 | 4,078 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $3,952,000 | 4,202 |
| Total debt securities | $3,952,000 | 4,439 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $3,899,000 | 4,452 |
| U.S. Government securities | $3,760,000 | 4,115 |
| U.S. Treasury securities | $3,760,000 | 1,549 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | $139,000 | 4,046 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,019,000 | 3,594 |
| Mortgage-backed securities | $0 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $3,899,000 | 4,235 |
| Total debt securities | $3,899,000 | 4,431 |
| 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 | $3,682,000 | 4,498 |
| U.S. Government securities | $3,535,000 | 4,141 |
| U.S. Treasury securities | $3,535,000 | 1,326 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | $147,000 | 4,093 |
| 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 | $2,033,000 | 3,606 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,682,000 | 4,264 |
| Total debt securities | $3,682,000 | 4,474 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $3,694,000 | 4,509 |
| U.S. Government securities | $3,546,000 | 4,142 |
| U.S. Treasury securities | $3,546,000 | 1,223 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | $148,000 | 4,125 |
| 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 | $2,467,000 | 3,545 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,694,000 | 4,275 |
| Total debt securities | $3,694,000 | 4,486 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $4,318,000 | 4,442 |
| U.S. Government securities | $4,163,000 | 3,997 |
| U.S. Treasury securities | $4,163,000 | 875 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | $155,000 | 4,141 |
| 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 | $2,051,000 | 3,612 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,318,000 | 4,209 |
| Total debt securities | $4,318,000 | 4,419 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $4,129,000 | 4,448 |
| U.S. Government securities | $3,938,000 | 3,929 |
| U.S. Treasury securities | $3,938,000 | 662 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $191,000 | 4,146 |
| 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 | $1,792,000 | 3,684 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $4,129,000 | 4,217 |
| Total debt securities | $4,129,000 | 4,427 |
| 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 | $4,651,000 | 4,413 |
| U.S. Government securities | $4,453,000 | 3,882 |
| U.S. Treasury securities | $4,453,000 | 611 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | $198,000 | 4,135 |
| 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 | $1,798,000 | 3,726 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,651,000 | 4,177 |
| Total debt securities | $4,651,000 | 4,389 |
| 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 | $5,163,000 | 4,392 |
| U.S. Government securities | $4,964,000 | 3,835 |
| U.S. Treasury securities | $4,964,000 | 619 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $199,000 | 4,149 |
| 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 | $1,715,000 | 3,787 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,163,000 | 4,148 |
| Total debt securities | $5,163,000 | 4,369 |
| 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 | $5,173,000 | 4,417 |
| U.S. Government securities | $4,970,000 | 3,882 |
| U.S. Treasury securities | $4,970,000 | 624 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $203,000 | 4,143 |
| 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 | $1,545,000 | 3,836 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,173,000 | 4,169 |
| Total debt securities | $5,173,000 | 4,393 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $5,876,000 | 4,411 |
| U.S. Government securities | $5,672,000 | 3,888 |
| U.S. Treasury securities | $5,422,000 | 624 |
| U.S. Government agency obligations | $250,000 | 4,657 |
| Securities issued by states & political subdivisions | $204,000 | 4,169 |
| 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 | $1,744,000 | 3,855 |
| 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) | $5,876,000 | 4,173 |
| Total debt securities | $5,876,000 | 4,389 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $6,013,000 | 4,473 |
| U.S. Government securities | $5,668,000 | 3,950 |
| U.S. Treasury securities | $5,418,000 | 633 |
| U.S. Government agency obligations | $250,000 | 4,736 |
| Securities issued by states & political subdivisions | $345,000 | 4,160 |
| 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 | $1,744,000 | 3,920 |
| 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) | $6,013,000 | 4,225 |
| Total debt securities | $6,013,000 | 4,451 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $6,252,000 | 4,521 |
| U.S. Government securities | $5,907,000 | 4,005 |
| U.S. Treasury securities | $5,657,000 | 614 |
| U.S. Government agency obligations | $250,000 | 4,790 |
| Securities issued by states & political subdivisions | $345,000 | 4,218 |
| 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 | $1,497,000 | 4,037 |
| 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) | $6,252,000 | 4,263 |
| Total debt securities | $6,252,000 | 4,496 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $6,876,000 | 4,528 |
| U.S. Government securities | $6,332,000 | 3,992 |
| U.S. Treasury securities | $6,087,000 | 601 |
| U.S. Government agency obligations | $245,000 | 4,854 |
| Securities issued by states & political subdivisions | $349,000 | 4,277 |
| 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 | $195,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,236,000 | 4,130 |
| 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) | $6,876,000 | 4,256 |
| Total debt securities | $6,681,000 | 4,520 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $7,177,000 | 4,544 |
| U.S. Government securities | $6,506,000 | 4,000 |
| U.S. Treasury securities | $6,267,000 | 589 |
| U.S. Government agency obligations | $239,000 | 4,899 |
| Securities issued by states & political subdivisions | $476,000 | 4,274 |
| 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 | $195,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,225,000 | 4,184 |
| 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) | $7,177,000 | 4,275 |
| Total debt securities | $6,982,000 | 4,534 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $7,117,000 | 4,588 |
| U.S. Government securities | $6,442,000 | 4,060 |
| U.S. Treasury securities | $6,205,000 | 578 |
| U.S. Government agency obligations | $237,000 | 4,973 |
| Securities issued by states & political subdivisions | $480,000 | 4,321 |
| 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 | $195,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $729,000 | 4,413 |
| 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) | $7,117,000 | 4,317 |
| Total debt securities | $6,922,000 | 4,584 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $7,021,000 | 4,647 |
| U.S. Government securities | $6,273,000 | 4,109 |
| U.S. Treasury securities | $5,787,000 | 581 |
| U.S. Government agency obligations | $486,000 | 4,964 |
| Securities issued by states & political subdivisions | $534,000 | 4,343 |
| 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 | $214,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $490,000 | 4,517 |
| 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) | $7,021,000 | 4,380 |
| Total debt securities | $6,807,000 | 4,645 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $6,546,000 | 4,746 |
| U.S. Government securities | $5,793,000 | 4,241 |
| U.S. Treasury securities | $5,307,000 | 577 |
| U.S. Government agency obligations | $486,000 | 5,040 |
| Securities issued by states & political subdivisions | $539,000 | 4,385 |
| 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 | $214,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $490,000 | 4,590 |
| 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) | $6,546,000 | 4,468 |
| Total debt securities | $6,332,000 | 4,752 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $6,153,000 | 4,857 |
| U.S. Government securities | $5,345,000 | 4,358 |
| U.S. Treasury securities | $4,855,000 | 611 |
| U.S. Government agency obligations | $490,000 | 5,100 |
| Securities issued by states & political subdivisions | $594,000 | 4,430 |
| 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 | $214,000 | 693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $248,000 | 4,733 |
| 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) | $6,153,000 | 4,574 |
| Total debt securities | $5,939,000 | 4,853 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $5,714,000 | 4,963 |
| U.S. Government securities | $4,896,000 | 4,481 |
| U.S. Treasury securities | $4,401,000 | 595 |
| U.S. Government agency obligations | $495,000 | 5,157 |
| Securities issued by states & political subdivisions | $604,000 | 4,464 |
| 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 | $214,000 | 710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $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) | $5,714,000 | 4,675 |
| Total debt securities | $5,500,000 | 4,960 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $5,472,000 | 5,031 |
| U.S. Government securities | $4,652,000 | 4,559 |
| U.S. Treasury securities | $4,156,000 | 618 |
| U.S. Government agency obligations | $496,000 | 5,208 |
| Securities issued by states & political subdivisions | $606,000 | 4,506 |
| 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 | $214,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,931 |
| 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) | $5,472,000 | 4,729 |
| Total debt securities | $5,259,000 | 5,022 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $4,975,000 | 5,134 |
| U.S. Government securities | $4,051,000 | 4,697 |
| U.S. Treasury securities | $3,558,000 | 717 |
| U.S. Government agency obligations | $493,000 | 5,283 |
| Securities issued by states & political subdivisions | $710,000 | 4,530 |
| 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 | $214,000 | 730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,000 | 4,946 |
| 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) | $4,975,000 | 4,827 |
| Total debt securities | $4,761,000 | 5,131 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $4,730,000 | 5,193 |
| U.S. Government securities | $3,732,000 | 4,751 |
| U.S. Treasury securities | $3,242,000 | 714 |
| U.S. Government agency obligations | $490,000 | 5,330 |
| Securities issued by states & political subdivisions | $784,000 | 4,555 |
| 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 | $214,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,000 | 4,996 |
| 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) | $4,730,000 | 4,872 |
| Total debt securities | $4,516,000 | 5,191 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $4,781,000 | 5,242 |
| U.S. Government securities | $3,768,000 | 4,795 |
| U.S. Treasury securities | $3,267,000 | 608 |
| U.S. Government agency obligations | $501,000 | 5,382 |
| Securities issued by states & political subdivisions | $799,000 | 4,569 |
| 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 | $214,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,000 | 5,077 |
| 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) | $4,781,000 | 4,918 |
| Total debt securities | $4,569,000 | 5,242 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $4,012,000 | 5,415 |
| U.S. Government securities | $3,111,000 | 5,009 |
| U.S. Treasury securities | $2,859,000 | 699 |
| U.S. Government agency obligations | $252,000 | 5,544 |
| Securities issued by states & political subdivisions | $688,000 | 4,651 |
| 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 | $213,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $101,000 | 5,161 |
| 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) | $4,012,000 | 5,080 |
| Total debt securities | $3,789,000 | 5,420 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $2,836,000 | 5,613 |
| U.S. Government securities | $2,004,000 | 5,318 |
| U.S. Treasury securities | $1,515,000 | 879 |
| U.S. Government agency obligations | $489,000 | 5,570 |
| Securities issued by states & political subdivisions | $618,000 | 4,722 |
| 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 | $214,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $263,000 | 5,152 |
| Mortgage-backed securities | $137,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $137,000 | 4,578 |
| Issued or guaranteed by U.S. | $137,000 | 4,574 |
| 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) | $2,836,000 | 5,260 |
| Total debt securities | $2,622,000 | 5,610 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $2,415,000 | 5,719 |
| U.S. Government securities | $1,498,000 | 5,501 |
| U.S. Treasury securities | $1,000,000 | 1,052 |
| U.S. Government agency obligations | $498,000 | 5,624 |
| Securities issued by states & political subdivisions | $703,000 | 4,722 |
| 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 | $214,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $269,000 | 5,190 |
| Mortgage-backed securities | $147,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $147,000 | 4,602 |
| Issued or guaranteed by U.S. | $147,000 | 4,598 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,415,000 | 5,354 |
| Total debt securities | $2,202,000 | 5,721 |
| 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 | $1,439,000 | 5,911 |
| U.S. Government securities | $513,000 | 5,796 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $513,000 | 5,706 |
| Securities issued by states & political subdivisions | $712,000 | 4,763 |
| 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 | $214,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $280,000 | 5,265 |
| Mortgage-backed securities | $159,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $159,000 | 4,643 |
| Issued or guaranteed by U.S. | $159,000 | 4,638 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,439,000 | 5,553 |
| Total debt securities | $1,224,000 | 5,912 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $1,712,000 | 5,955 |
| U.S. Government securities | $628,000 | 5,861 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $628,000 | 5,769 |
| Securities issued by states & political subdivisions | $867,000 | 4,732 |
| 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 | $217,000 | 783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $638,000 | 5,182 |
| Mortgage-backed securities | $173,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $169,000 | 4,710 |
| Issued or guaranteed by U.S. | $169,000 | 4,707 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,257 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,712,000 | 5,587 |
| Total debt securities | $1,495,000 | 5,961 |
| Structured notes |
| Amortized cost | $696,000 | 1,518 |
| Fair value | $698,000 | 1,514 |
| 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 | $1,973,000 | 5,988 |
| U.S. Government securities | $750,000 | 5,912 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $750,000 | 5,825 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,670 |
| 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 | $217,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,655,000 | 4,899 |
| Mortgage-backed securities | $293,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $273,000 | 4,698 |
| Issued or guaranteed by U.S. | $273,000 | 4,691 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $20,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,227 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,973,000 | 5,614 |
| Total debt securities | $1,756,000 | 5,988 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $1,988,000 | 6,085 |
| U.S. Government securities | $690,000 | 6,021 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $690,000 | 5,926 |
| Securities issued by states & political subdivisions | $1,083,000 | 4,707 |
| 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 | $215,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,762,000 | 4,939 |
| Mortgage-backed securities | $231,000 | 5,010 |
| Certificates of participation in pools of residential mortgages | $198,000 | 4,822 |
| Issued or guaranteed by U.S. | $198,000 | 4,816 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,248 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,988,000 | 5,707 |
| Total debt securities | $1,773,000 | 6,086 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $2,030,000 | 6,165 |
| U.S. Government securities | $719,000 | 6,094 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $719,000 | 6,006 |
| Securities issued by states & political subdivisions | $1,094,000 | 4,766 |
| 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 | $217,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,773,000 | 4,996 |
| Mortgage-backed securities | $257,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $213,000 | 4,894 |
| Issued or guaranteed by U.S. | $213,000 | 4,890 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $44,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,284 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,030,000 | 5,781 |
| Total debt securities | $1,814,000 | 6,169 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $2,098,000 | 6,219 |
| U.S. Government securities | $782,000 | 6,152 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $782,000 | 6,054 |
| Securities issued by states & political subdivisions | $1,099,000 | 4,815 |
| 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 | $217,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,389,000 | 5,167 |
| Mortgage-backed securities | $318,000 | 5,105 |
| Certificates of participation in pools of residential mortgages | $231,000 | 4,932 |
| Issued or guaranteed by U.S. | $231,000 | 4,929 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $87,000 | 3,403 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,279 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,098,000 | 5,836 |
| Total debt securities | $1,881,000 | 6,226 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $2,368,000 | 6,243 |
| U.S. Government securities | $1,175,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,175,000 | 6,030 |
| Securities issued by states & political subdivisions | $976,000 | 4,897 |
| 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 | $217,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,749,000 | 5,104 |
| Mortgage-backed securities | $359,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $249,000 | 4,967 |
| Issued or guaranteed by U.S. | $249,000 | 4,963 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $110,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,292 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,368,000 | 5,852 |
| Total debt securities | $2,151,000 | 6,242 |
| Structured notes |
| Amortized cost | $250,000 | 2,224 |
| Fair value | $249,000 | 2,246 |
| 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 | $2,566,000 | 6,297 |
| U.S. Government securities | $1,207,000 | 6,175 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,207,000 | 6,077 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,870 |
| 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 | $217,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,759,000 | 5,139 |
| Mortgage-backed securities | $390,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $263,000 | 4,992 |
| Issued or guaranteed by U.S. | $263,000 | 4,987 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $127,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,281 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,566,000 | 5,883 |
| Total debt securities | $2,349,000 | 6,294 |
| Structured notes |
| Amortized cost | $250,000 | 2,222 |
| Fair value | $249,000 | 2,235 |
| 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 | $2,837,000 | 6,335 |
| U.S. Government securities | $1,463,000 | 6,191 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,463,000 | 6,094 |
| Securities issued by states & political subdivisions | $1,144,000 | 4,889 |
| 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 | $230,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,874,000 | 5,146 |
| Mortgage-backed securities | $444,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,023 |
| Issued or guaranteed by U.S. | $280,000 | 5,017 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $164,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 3,278 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,837,000 | 5,933 |
| Total debt securities | $2,608,000 | 6,328 |
| Structured notes |
| Amortized cost | $250,000 | 2,220 |
| Fair value | $249,000 | 2,238 |
| 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 | $2,851,000 | 6,355 |
| U.S. Government securities | $1,530,000 | 6,175 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,530,000 | 6,071 |
| Securities issued by states & political subdivisions | $1,092,000 | 4,902 |
| 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 | $229,000 | 884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,085,000 | 5,081 |
| Mortgage-backed securities | $510,000 | 5,144 |
| Certificates of participation in pools of residential mortgages | $298,000 | 5,013 |
| Issued or guaranteed by U.S. | $298,000 | 5,006 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $212,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 3,261 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,851,000 | 5,956 |
| Total debt securities | $2,622,000 | 6,349 |
| Structured notes |
| Amortized cost | $250,000 | 2,211 |
| Fair value | $248,000 | 2,228 |
| 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 | $3,104,000 | 6,365 |
| U.S. Government securities | $1,762,000 | 6,176 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,762,000 | 6,070 |
| Securities issued by states & political subdivisions | $1,112,000 | 4,885 |
| 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 | $230,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,116,000 | 5,137 |
| Mortgage-backed securities | $733,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $333,000 | 5,028 |
| Issued or guaranteed by U.S. | $333,000 | 5,024 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $400,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 3,170 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,104,000 | 5,972 |
| Total debt securities | $2,873,000 | 6,365 |
| Structured notes |
| Amortized cost | $250,000 | 2,262 |
| Fair value | $250,000 | 2,278 |
| 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 | $3,385,000 | 6,378 |
| U.S. Government securities | $2,048,000 | 6,146 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,048,000 | 6,048 |
| Securities issued by states & political subdivisions | $1,107,000 | 4,922 |
| 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 | $230,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,828,000 | 5,268 |
| Mortgage-backed securities | $918,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $360,000 | 5,037 |
| Issued or guaranteed by U.S. | $360,000 | 5,033 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $558,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 3,107 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,385,000 | 5,982 |
| Total debt securities | $3,155,000 | 6,376 |
| Structured notes |
| Amortized cost | $250,000 | 2,307 |
| Fair value | $250,000 | 2,329 |
| 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 | $4,400,000 | 6,340 |
| U.S. Government securities | $2,956,000 | 6,078 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,956,000 | 5,979 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,932 |
| Other domestic debt securities | $100,000 | 2,751 |
| 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 | $100,000 | 2,111 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $230,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,731,000 | 5,374 |
| Mortgage-backed securities | $796,000 | 5,234 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,122 |
| Issued or guaranteed by U.S. | $394,000 | 5,115 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $402,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 3,279 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,400,000 | 5,936 |
| Total debt securities | $4,170,000 | 6,340 |
| Structured notes |
| Amortized cost | $600,000 | 2,119 |
| Fair value | $601,000 | 2,121 |
| 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 | $4,590,000 | 6,387 |
| U.S. Government securities | $3,157,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,157,000 | 6,026 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,918 |
| Other domestic debt securities | $100,000 | 2,747 |
| 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 | $100,000 | 2,117 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $217,000 | 883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,481,000 | 5,531 |
| Mortgage-backed securities | $423,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $423,000 | 5,142 |
| Issued or guaranteed by U.S. | $423,000 | 5,134 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,590,000 | 5,965 |
| Total debt securities | $4,373,000 | 6,384 |
| Structured notes |
| Amortized cost | $950,000 | 2,185 |
| Fair value | $952,000 | 2,177 |
| 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 | $5,096,000 | 6,369 |
| U.S. Government securities | $3,762,000 | 6,105 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,762,000 | 6,002 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,925 |
| Other domestic debt securities | $100,000 | 2,742 |
| 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 | $100,000 | 2,118 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $217,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,330,000 | 5,616 |
| Mortgage-backed securities | $446,000 | 5,442 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,138 |
| Issued or guaranteed by U.S. | $446,000 | 5,132 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,096,000 | 5,954 |
| Total debt securities | $4,881,000 | 6,371 |
| Structured notes |
| Amortized cost | $950,000 | 2,454 |
| Fair value | $948,000 | 2,450 |
| 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 | $4,696,000 | 6,447 |
| U.S. Government securities | $3,476,000 | 6,170 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,476,000 | 6,065 |
| Securities issued by states & political subdivisions | $903,000 | 5,002 |
| Other domestic debt securities | $100,000 | 2,734 |
| 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 | $100,000 | 2,047 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $217,000 | 855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,818,000 | 5,191 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $250,000 | 2,500 |
| Available-for-sale securities (fair market value) | $4,446,000 | 6,031 |
| Total debt securities | $4,479,000 | 6,451 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $999,000 | 2,311 |
| 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 | $4,158,000 | 6,579 |
| U.S. Government securities | $3,377,000 | 6,251 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,377,000 | 6,136 |
| Securities issued by states & political subdivisions | $464,000 | 5,330 |
| Other domestic debt securities | $100,000 | 2,717 |
| 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 | $100,000 | 2,018 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $217,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,816,000 | 5,209 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $250,000 | 2,519 |
| Available-for-sale securities (fair market value) | $3,908,000 | 6,150 |
| Total debt securities | $3,941,000 | 6,576 |
| Structured notes |
| Amortized cost | $1,200,000 | 2,138 |
| Fair value | $1,200,000 | 2,141 |
| 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 | $5,096,000 | 6,535 |
| U.S. Government securities | $4,678,000 | 6,095 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,678,000 | 5,975 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $201,000 | 2,565 |
| 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 | $201,000 | 1,886 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $217,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,933,000 | 5,207 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $100,000 | 2,738 |
| Available-for-sale securities (fair market value) | $4,996,000 | 6,077 |
| Total debt securities | $4,879,000 | 6,544 |
| Structured notes |
| Amortized cost | $2,100,000 | 1,911 |
| Fair value | $2,104,000 | 1,916 |
| 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 | $3,604,000 | 6,790 |
| U.S. Government securities | $2,805,000 | 6,513 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,805,000 | 6,394 |
| Securities issued by states & political subdivisions | $382,000 | 5,385 |
| Other domestic debt securities | $200,000 | 2,624 |
| 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 | $200,000 | 1,930 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $217,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,713,000 | 5,308 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $100,000 | 2,755 |
| Available-for-sale securities (fair market value) | $3,504,000 | 6,323 |
| Total debt securities | $3,387,000 | 6,789 |
| Structured notes |
| Amortized cost | $2,300,000 | 1,901 |
| Fair value | $2,281,000 | 1,906 |
| 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 | $4,534,000 | 6,622 |
| U.S. Government securities | $3,788,000 | 6,216 |
| U.S. Treasury securities | $1,000,000 | 951 |
| U.S. Government agency obligations | $2,788,000 | 6,338 |
| Securities issued by states & political subdivisions | $329,000 | 5,442 |
| Other domestic debt securities | $200,000 | 2,771 |
| 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 | $200,000 | 1,944 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $217,000 | 905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,068,000 | 5,200 |
| Mortgage-backed securities | $100,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $100,000 | 3,622 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,310 |
| 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) | $100,000 | 2,792 |
| Available-for-sale securities (fair market value) | $4,434,000 | 6,139 |
| Total debt securities | $4,317,000 | 6,623 |
| Structured notes |
| Amortized cost | $1,800,000 | 2,015 |
| Fair value | $1,761,000 | 2,030 |
| 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 | $5,193,000 | 6,517 |
| U.S. Government securities | $4,437,000 | 6,044 |
| U.S. Treasury securities | $1,249,000 | 794 |
| U.S. Government agency obligations | $3,188,000 | 6,251 |
| Securities issued by states & political subdivisions | $338,000 | 5,431 |
| Other domestic debt securities | $201,000 | 2,853 |
| 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 | $201,000 | 1,968 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $217,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,402,000 | 5,122 |
| Mortgage-backed securities | $101,000 | 5,832 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $101,000 | 3,617 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,297 |
| 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) | $100,000 | 2,858 |
| Available-for-sale securities (fair market value) | $5,093,000 | 6,023 |
| Total debt securities | $4,974,000 | 6,519 |
| Structured notes |
| Amortized cost | $800,000 | 2,636 |
| Fair value | $800,000 | 2,646 |
| 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 | $4,600,000 | 6,710 |
| U.S. Government securities | $3,951,000 | 6,319 |
| U.S. Treasury securities | $1,520,000 | 715 |
| U.S. Government agency obligations | $2,431,000 | 6,608 |
| Securities issued by states & political subdivisions | $232,000 | 5,515 |
| Other domestic debt securities | $200,000 | 2,847 |
| 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 | $200,000 | 1,928 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $217,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,795,000 | 5,034 |
| Mortgage-backed securities | $101,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $101,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,219 |
| 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) | $100,000 | 2,930 |
| Available-for-sale securities (fair market value) | $4,500,000 | 6,223 |
| Total debt securities | $4,383,000 | 6,705 |
| Structured notes |
| Amortized cost | $451,000 | 3,014 |
| Fair value | $450,000 | 3,024 |
| 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 | $4,084,000 | 6,883 |
| U.S. Government securities | $3,435,000 | 6,557 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,435,000 | 6,448 |
| Securities issued by states & political subdivisions | $233,000 | 5,547 |
| Other domestic debt securities | $199,000 | 2,917 |
| 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 | $199,000 | 1,962 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $217,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,579,000 | 5,578 |
| Mortgage-backed securities | $103,000 | 5,959 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $103,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,196 |
| 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) | $100,000 | 2,986 |
| Available-for-sale securities (fair market value) | $3,984,000 | 6,383 |
| Total debt securities | $3,867,000 | 6,888 |
| Structured notes |
| Amortized cost | $900,000 | 2,487 |
| Fair value | $969,000 | 2,463 |
| 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 | $3,203,000 | 7,080 |
| U.S. Government securities | $2,506,000 | 6,811 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,506,000 | 6,714 |
| Securities issued by states & political subdivisions | $181,000 | 5,658 |
| Other domestic debt securities | $299,000 | 2,866 |
| 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 | $299,000 | 1,896 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $217,000 | 1,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,332,000 | 5,750 |
| Mortgage-backed securities | $103,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $103,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,195 |
| 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) | $100,000 | 3,045 |
| Available-for-sale securities (fair market value) | $3,103,000 | 6,560 |
| Total debt securities | $2,986,000 | 7,077 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $2,481,000 | 7,296 |
| U.S. Government securities | $1,868,000 | 7,072 |
| U.S. Treasury securities | $250,000 | 950 |
| U.S. Government agency obligations | $1,618,000 | 7,044 |
| Securities issued by states & political subdivisions | $195,000 | 5,671 |
| Other domestic debt securities | $201,000 | 3,066 |
| 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 | $201,000 | 2,090 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $217,000 | 1,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,042,000 | 5,879 |
| Mortgage-backed securities | $103,000 | 6,099 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $103,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,194 |
| 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) | $115,000 | 3,105 |
| Available-for-sale securities (fair market value) | $2,366,000 | 6,761 |
| Total debt securities | $2,264,000 | 7,298 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $2,488,000 | 7,336 |
| U.S. Government securities | $1,875,000 | 7,105 |
| U.S. Treasury securities | $250,000 | 946 |
| U.S. Government agency obligations | $1,625,000 | 7,077 |
| Securities issued by states & political subdivisions | $196,000 | 5,713 |
| Other domestic debt securities | $200,000 | 3,154 |
| 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 | $200,000 | 2,186 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $217,000 | 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 | $463,000 | 6,239 |
| Mortgage-backed securities | $105,000 | 6,146 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $105,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,185 |
| 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) | $115,000 | 3,148 |
| Available-for-sale securities (fair market value) | $2,373,000 | 6,802 |
| Total debt securities | $2,271,000 | 7,332 |
| 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 | $3,274,000 | 7,215 |
| U.S. Government securities | $2,576,000 | 6,984 |
| U.S. Treasury securities | $749,000 | 712 |
| U.S. Government agency obligations | $1,827,000 | 7,138 |
| Securities issued by states & political subdivisions | $285,000 | 5,512 |
| Other domestic debt securities | $196,000 | 3,106 |
| 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 | $196,000 | 2,322 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $217,000 | 1,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $464,000 | 6,282 |
| Mortgage-backed securities | $104,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $104,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,194 |
| 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) | $115,000 | 3,183 |
| Available-for-sale securities (fair market value) | $3,159,000 | 6,677 |
| Total debt securities | $3,057,000 | 7,226 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $3,615,000 | 7,224 |
| U.S. Government securities | $2,857,000 | 7,030 |
| U.S. Treasury securities | $499,000 | 778 |
| U.S. Government agency obligations | $2,358,000 | 7,078 |
| Securities issued by states & political subdivisions | $441,000 | 5,314 |
| Other domestic debt securities | $100,000 | 3,104 |
| 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 | $100,000 | 2,321 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $217,000 | 1,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $811,000 | 6,147 |
| Mortgage-backed securities | $102,000 | 6,225 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $102,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,184 |
| 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) | $135,000 | 3,191 |
| Available-for-sale securities (fair market value) | $3,480,000 | 6,672 |
| Total debt securities | $3,398,000 | 7,236 |
| Structured notes |
| Amortized cost | $600,000 | 1,278 |
| Fair value | $601,000 | 1,278 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $3,286,000 | 7,325 |
| U.S. Government securities | $2,379,000 | 7,199 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,379,000 | 7,102 |
| Securities issued by states & political subdivisions | $491,000 | 5,248 |
| Other domestic debt securities | $203,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,282 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $213,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,752,000 | 5,744 |
| Mortgage-backed securities | $103,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $103,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $103,000 | 1,397 |
| 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) | $185,000 | 3,138 |
| Available-for-sale securities (fair market value) | $3,101,000 | 6,751 |
| Total debt securities | $3,073,000 | 7,333 |
| Structured notes |
| Amortized cost | $600,000 | 1,252 |
| Fair value | $600,000 | 1,251 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $3,284,000 | 7,394 |
| U.S. Government securities | $2,377,000 | 7,240 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,377,000 | 7,153 |
| Securities issued by states & political subdivisions | $492,000 | 5,293 |
| Other domestic debt securities | $202,000 | 2,935 |
| Privately issued residential mortgage-backed securities | $102,000 | 1,438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,291 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $213,000 | 1,520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,654,000 | 5,790 |
| Mortgage-backed securities | $102,000 | 6,250 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $102,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $102,000 | 1,357 |
| 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) | $185,000 | 3,159 |
| Available-for-sale securities (fair market value) | $3,099,000 | 6,823 |
| Total debt securities | $3,071,000 | 7,391 |
| Structured notes |
| Amortized cost | $600,000 | 1,304 |
| Fair value | $599,000 | 1,307 |
| 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 | $4,004,000 | 7,255 |
| U.S. Government securities | $3,195,000 | 7,002 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,195,000 | 6,896 |
| Securities issued by states & political subdivisions | $496,000 | 5,301 |
| Other domestic debt securities | $100,000 | 2,996 |
| 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 | $100,000 | 2,256 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $213,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,055,000 | 6,049 |
| Mortgage-backed securities | $103,000 | 6,246 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $103,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,108 |
| 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) | $185,000 | 3,204 |
| Available-for-sale securities (fair market value) | $3,819,000 | 6,689 |
| Total debt securities | $3,792,000 | 7,253 |
| Structured notes |
| Amortized cost | $700,000 | 1,360 |
| Fair value | $700,000 | 1,367 |
| 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 | $6,686,000 | 6,704 |
| U.S. Government securities | $5,644,000 | 6,391 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,644,000 | 6,290 |
| Securities issued by states & political subdivisions | $729,000 | 5,095 |
| Other domestic debt securities | $100,000 | 2,828 |
| 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 | $100,000 | 2,122 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $213,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,557,000 | 5,882 |
| Mortgage-backed securities | $100,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $100,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,062 |
| 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) | $715,000 | 2,827 |
| Available-for-sale securities (fair market value) | $5,971,000 | 6,249 |
| Total debt securities | $6,473,000 | 6,689 |
| Structured notes |
| Amortized cost | $3,750,000 | 664 |
| Fair value | $3,748,000 | 662 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $7,255,000 | 6,635 |
| U.S. Government securities | $6,212,000 | 6,324 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,212,000 | 6,214 |
| Securities issued by states & political subdivisions | $730,000 | 5,126 |
| Other domestic debt securities | $100,000 | 2,789 |
| 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 | $100,000 | 2,099 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $213,000 | 1,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,748,000 | 5,834 |
| Mortgage-backed securities | $100,000 | 6,126 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $100,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,014 |
| 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) | $819,000 | 2,828 |
| Available-for-sale securities (fair market value) | $6,436,000 | 6,192 |
| Total debt securities | $7,043,000 | 6,630 |
| Structured notes |
| Amortized cost | $4,850,000 | 649 |
| Fair value | $4,829,000 | 650 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $7,453,000 | 6,619 |
| U.S. Government securities | $6,244,000 | 6,361 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,244,000 | 6,243 |
| Securities issued by states & political subdivisions | $797,000 | 5,098 |
| Other domestic debt securities | $199,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,064 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $213,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,727,000 | 5,894 |
| Mortgage-backed securities | $99,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $99,000 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $99,000 | 1,173 |
| 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) | $885,000 | 2,829 |
| Available-for-sale securities (fair market value) | $6,568,000 | 6,170 |
| Total debt securities | $7,240,000 | 6,618 |
| Structured notes |
| Amortized cost | $5,049,000 | 632 |
| Fair value | $4,973,000 | 636 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $7,476,000 | 6,664 |
| U.S. Government securities | $6,363,000 | 6,364 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,363,000 | 6,236 |
| Securities issued by states & political subdivisions | $800,000 | 5,140 |
| Other domestic debt securities | $100,000 | 2,774 |
| 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 | $100,000 | 2,118 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $213,000 | 1,477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,731,000 | 5,906 |
| Mortgage-backed securities | $101,000 | 6,163 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $101,000 | 3,303 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,006 |
| 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) | $885,000 | 2,866 |
| Available-for-sale securities (fair market value) | $6,591,000 | 6,194 |
| Total debt securities | $7,263,000 | 6,662 |
| Structured notes |
| Amortized cost | $5,049,000 | 679 |
| Fair value | $4,987,000 | 689 |
| 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 | $7,871,000 | 6,618 |
| U.S. Government securities | $6,593,000 | 6,342 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,593,000 | 6,206 |
| Securities issued by states & political subdivisions | $964,000 | 5,029 |
| Other domestic debt securities | $100,000 | 2,808 |
| 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 | $100,000 | 2,178 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $214,000 | 1,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,726,000 | 5,910 |
| Mortgage-backed securities | $101,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $101,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,016 |
| 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) | $1,045,000 | 2,821 |
| Available-for-sale securities (fair market value) | $6,826,000 | 6,167 |
| Total debt securities | $7,657,000 | 6,611 |
| Structured notes |
| Amortized cost | $5,049,000 | 711 |
| Fair value | $4,971,000 | 720 |
| 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 | $7,762,000 | 6,706 |
| U.S. Government securities | $6,485,000 | 6,437 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,485,000 | 6,299 |
| Securities issued by states & political subdivisions | $964,000 | 5,052 |
| Other domestic debt securities | $100,000 | 2,856 |
| 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 | $100,000 | 2,218 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $213,000 | 1,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,723,000 | 5,961 |
| Mortgage-backed securities | $101,000 | 6,224 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $101,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,996 |
| 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) | $1,043,000 | 2,888 |
| Available-for-sale securities (fair market value) | $6,719,000 | 6,230 |
| Total debt securities | $7,549,000 | 6,689 |
| Structured notes |
| Amortized cost | $4,779,000 | 845 |
| Fair value | $4,965,000 | 781 |
| 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 | $7,569,000 | 6,753 |
| U.S. Government securities | $6,403,000 | 6,466 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,403,000 | 6,330 |
| Securities issued by states & political subdivisions | $857,000 | 5,163 |
| Other domestic debt securities | $100,000 | 2,919 |
| 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 | $100,000 | 2,295 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $209,000 | 1,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $739,000 | 6,531 |
| Mortgage-backed securities | $131,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,175 |
| Issued or guaranteed by U.S. | $34,000 | 6,149 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $97,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,008 |
| 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) | $1,067,000 | 2,905 |
| Available-for-sale securities (fair market value) | $6,502,000 | 6,276 |
| Total debt securities | $7,360,000 | 6,748 |
| Structured notes |
| Amortized cost | $5,049,000 | 833 |
| Fair value | $4,871,000 | 859 |
| 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 | $7,705,000 | 6,796 |
| U.S. Government securities | $6,479,000 | 6,497 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,479,000 | 6,359 |
| Securities issued by states & political subdivisions | $912,000 | 5,143 |
| Other domestic debt securities | $100,000 | 3,000 |
| 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 | $100,000 | 2,404 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $214,000 | 1,599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $748,000 | 6,554 |
| Mortgage-backed securities | $136,000 | 6,240 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,187 |
| Issued or guaranteed by U.S. | $37,000 | 6,165 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $99,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,015 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,121,000 | 2,939 |
| Available-for-sale securities (fair market value) | $6,584,000 | 6,317 |
| Total debt securities | $7,491,000 | 6,796 |
| Structured notes |
| Amortized cost | $5,049,000 | 845 |
| Fair value | $4,930,000 | 860 |
| 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 | $7,436,000 | 6,902 |
| U.S. Government securities | $6,121,000 | 6,612 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,121,000 | 6,472 |
| Securities issued by states & political subdivisions | $998,000 | 5,088 |
| Other domestic debt securities | $100,000 | 3,104 |
| 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 | $100,000 | 2,529 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $217,000 | 1,616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $763,000 | 6,575 |
| Mortgage-backed securities | $148,000 | 6,287 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,193 |
| Issued or guaranteed by U.S. | $49,000 | 6,171 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $99,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,037 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,057,000 | 3,028 |
| Available-for-sale securities (fair market value) | $6,379,000 | 6,399 |
| Total debt securities | $7,219,000 | 6,889 |
| Structured notes |
| Amortized cost | $5,050,000 | 856 |
| Fair value | $4,955,000 | 862 |
| 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 | $7,586,000 | 6,875 |
| U.S. Government securities | $6,166,000 | 6,588 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,166,000 | 6,452 |
| Securities issued by states & political subdivisions | $1,003,000 | 5,088 |
| Other domestic debt securities | $200,000 | 3,014 |
| 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 | $200,000 | 2,486 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $217,000 | 1,624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $570,000 | 6,710 |
| Mortgage-backed securities | $154,000 | 6,308 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,215 |
| Issued or guaranteed by U.S. | $52,000 | 6,196 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $102,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,047 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,159,000 | 3,022 |
| Available-for-sale securities (fair market value) | $6,427,000 | 6,382 |
| Total debt securities | $7,369,000 | 6,862 |
| Structured notes |
| Amortized cost | $5,149,000 | 825 |
| Fair value | $5,086,000 | 824 |
| 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 | $7,650,000 | 6,905 |
| U.S. Government securities | $6,219,000 | 6,630 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,219,000 | 6,486 |
| Securities issued by states & political subdivisions | $1,011,000 | 5,065 |
| Other domestic debt securities | $200,000 | 3,066 |
| 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 | $200,000 | 2,560 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $220,000 | 1,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $577,000 | 6,705 |
| Mortgage-backed securities | $159,000 | 6,347 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,253 |
| Issued or guaranteed by U.S. | $57,000 | 6,234 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $102,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,080 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,162,000 | 3,068 |
| Available-for-sale securities (fair market value) | $6,488,000 | 6,399 |
| Total debt securities | $7,430,000 | 6,909 |
| Structured notes |
| Amortized cost | $5,150,000 | 805 |
| Fair value | $5,125,000 | 803 |
| 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 | $7,547,000 | 6,981 |
| U.S. Government securities | $6,024,000 | 6,757 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,024,000 | 6,600 |
| Securities issued by states & political subdivisions | $1,006,000 | 5,100 |
| Other domestic debt securities | $298,000 | 2,966 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,073 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,644 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $219,000 | 1,683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $571,000 | 6,746 |
| Mortgage-backed securities | $161,000 | 6,417 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,314 |
| Issued or guaranteed by U.S. | $63,000 | 6,296 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $98,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $98,000 | 986 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,173,000 | 3,113 |
| Available-for-sale securities (fair market value) | $6,374,000 | 6,476 |
| Total debt securities | $7,338,000 | 6,973 |
| Structured notes |
| Amortized cost | $5,149,000 | 816 |
| Fair value | $5,037,000 | 819 |
| 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 | $7,596,000 | 6,982 |
| U.S. Government securities | $6,131,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,131,000 | 6,581 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,079 |
| Other domestic debt securities | $200,000 | 3,186 |
| 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 | $200,000 | 2,722 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $221,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $496,000 | 6,857 |
| Mortgage-backed securities | $183,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,294 |
| Issued or guaranteed by U.S. | $82,000 | 6,279 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $101,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,165 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,214,000 | 3,123 |
| Available-for-sale securities (fair market value) | $6,382,000 | 6,489 |
| Total debt securities | $7,375,000 | 6,983 |
| Structured notes |
| Amortized cost | $5,230,000 | 781 |
| Fair value | $5,256,000 | 773 |
| 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 | $7,536,000 | 7,040 |
| U.S. Government securities | $6,065,000 | 6,789 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,065,000 | 6,630 |
| Securities issued by states & political subdivisions | $922,000 | 5,214 |
| Other domestic debt securities | $327,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $127,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,793 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $222,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $501,000 | 6,860 |
| Mortgage-backed securities | $318,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,306 |
| Issued or guaranteed by U.S. | $88,000 | 6,293 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $230,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,184 |
| Privately issued | $127,000 | 916 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,217,000 | 3,164 |
| Available-for-sale securities (fair market value) | $6,319,000 | 6,550 |
| Total debt securities | $7,314,000 | 7,038 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $7,483,000 | 7,145 |
| U.S. Government securities | $6,043,000 | 6,875 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,043,000 | 6,706 |
| Securities issued by states & political subdivisions | $1,021,000 | 5,145 |
| Other domestic debt securities | $199,000 | 3,359 |
| 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 | $199,000 | 2,916 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $220,000 | 1,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $494,000 | 6,929 |
| Mortgage-backed securities | $194,000 | 6,537 |
| Certificates of participation in pools of residential mortgages | $95,000 | 6,359 |
| Issued or guaranteed by U.S. | $95,000 | 6,343 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $99,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,261 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,221,000 | 3,185 |
| Available-for-sale securities (fair market value) | $6,262,000 | 6,627 |
| Total debt securities | $7,263,000 | 7,134 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $7,480,000 | 7,141 |
| U.S. Government securities | $6,237,000 | 6,758 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,237,000 | 6,598 |
| Securities issued by states & political subdivisions | $819,000 | 5,364 |
| Other domestic debt securities | $199,000 | 3,447 |
| 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 | $199,000 | 2,990 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $225,000 | 1,813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $612,000 | 6,762 |
| Mortgage-backed securities | $206,000 | 6,547 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,355 |
| Issued or guaranteed by U.S. | $103,000 | 6,333 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $103,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,308 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,331,000 | 3,129 |
| Available-for-sale securities (fair market value) | $6,149,000 | 6,654 |
| Total debt securities | $7,255,000 | 7,110 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $7,361,000 | 7,228 |
| U.S. Government securities | $5,996,000 | 6,920 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,996,000 | 6,744 |
| Securities issued by states & political subdivisions | $842,000 | 5,391 |
| Other domestic debt securities | $299,000 | 3,316 |
| 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 | $299,000 | 2,959 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $224,000 | 1,834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $515,000 | 6,849 |
| Mortgage-backed securities | $214,000 | 6,570 |
| Certificates of participation in pools of residential mortgages | $113,000 | 6,382 |
| Issued or guaranteed by U.S. | $113,000 | 6,357 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $101,000 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,514 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,815,000 | 2,949 |
| Available-for-sale securities (fair market value) | $5,546,000 | 6,857 |
| Total debt securities | $7,137,000 | 7,202 |
| 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 | $6,708,000 | 7,357 |
| U.S. Government securities | $5,324,000 | 7,036 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,324,000 | 6,856 |
| Securities issued by states & political subdivisions | $859,000 | 5,403 |
| Other domestic debt securities | $299,000 | 3,436 |
| 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 | $299,000 | 3,065 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $226,000 | 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 | $734,000 | 6,737 |
| Mortgage-backed securities | $139,000 | 6,732 |
| Certificates of participation in pools of residential mortgages | $139,000 | 6,360 |
| Issued or guaranteed by U.S. | $139,000 | 6,332 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,852,000 | 2,959 |
| Available-for-sale securities (fair market value) | $4,856,000 | 7,002 |
| Total debt securities | $6,482,000 | 7,325 |
| 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 | $6,596,000 | 7,339 |
| U.S. Government securities | $5,144,000 | 7,031 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,144,000 | 6,854 |
| Securities issued by states & political subdivisions | $774,000 | 5,474 |
| Other domestic debt securities | $448,000 | 3,343 |
| 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 | $448,000 | 2,985 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $230,000 | 1,897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $453,000 | 7,010 |
| Mortgage-backed securities | $161,000 | 6,740 |
| Certificates of participation in pools of residential mortgages | $161,000 | 6,338 |
| Issued or guaranteed by U.S. | $161,000 | 6,315 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,733,000 | 3,030 |
| Available-for-sale securities (fair market value) | $4,863,000 | 6,991 |
| Total debt securities | $6,366,000 | 7,304 |
| 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 | $6,606,000 | 7,381 |
| U.S. Government securities | $4,751,000 | 7,245 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,751,000 | 7,043 |
| Securities issued by states & political subdivisions | $773,000 | 5,444 |
| Other domestic debt securities | $851,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $402,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $449,000 | 3,018 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $231,000 | 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 | $863,000 | 6,708 |
| Mortgage-backed securities | $777,000 | 6,110 |
| Certificates of participation in pools of residential mortgages | $193,000 | 6,277 |
| Issued or guaranteed by U.S. | $193,000 | 6,258 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $584,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,756 |
| Privately issued | $402,000 | 802 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,041,000 | 2,937 |
| Available-for-sale securities (fair market value) | $4,565,000 | 7,083 |
| Total debt securities | $6,375,000 | 7,338 |
| 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 | $6,925,000 | 7,302 |
| U.S. Government securities | $4,788,000 | 7,250 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,788,000 | 7,045 |
| Securities issued by states & political subdivisions | $1,050,000 | 5,105 |
| Other domestic debt securities | $854,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $405,000 | 930 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $449,000 | 3,036 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $233,000 | 1,900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $916,000 | 6,702 |
| Mortgage-backed securities | $817,000 | 6,073 |
| Certificates of participation in pools of residential mortgages | $210,000 | 6,229 |
| Issued or guaranteed by U.S. | $210,000 | 6,210 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $607,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,776 |
| Privately issued | $405,000 | 831 |
| 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) | $3,122,000 | 2,611 |
| Available-for-sale securities (fair market value) | $3,803,000 | 7,302 |
| Total debt securities | $6,692,000 | 7,274 |
| 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 | $6,582,000 | 7,455 |
| U.S. Government securities | $3,948,000 | 7,683 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,948,000 | 7,426 |
| Securities issued by states & political subdivisions | $1,572,000 | 4,676 |
| Other domestic debt securities | $845,000 | 3,067 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $448,000 | 3,018 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $217,000 | 1,851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,389,000 | 6,411 |
| Mortgage-backed securities | $751,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,939 |
| Issued or guaranteed by U.S. | $354,000 | 5,915 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $397,000 | 3,856 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $397,000 | 925 |
| 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) | $5,666,000 | 2,147 |
| Available-for-sale securities (fair market value) | $916,000 | 8,284 |
| Total debt securities | $6,366,000 | 7,414 |
| 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 | $8,709,000 | 7,173 |
| U.S. Government securities | $5,827,000 | 7,381 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,827,000 | 7,034 |
| Securities issued by states & political subdivisions | $2,060,000 | 4,358 |
| Other domestic debt securities | $469,000 | 3,048 |
| 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 | $469,000 | 2,680 |
| Foreign debt securities | NA | NA |
| Equity securities | $353,000 | 4,612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,329,000 | 6,774 |
| Mortgage-backed securities | $551,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,328 |
| Issued or guaranteed by U.S. | $551,000 | 5,311 |
| 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) | $7,058,000 | 2,312 |
| Available-for-sale securities (fair market value) | $1,651,000 | 8,284 |
| Total debt securities | $8,356,000 | 7,148 |
| 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 | $7,955,000 | 7,667 |
| U.S. Government securities | $4,208,000 | 8,401 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,208,000 | 7,889 |
| Securities issued by states & political subdivisions | $2,843,000 | 4,021 |
| Other domestic debt securities | $569,000 | 2,726 |
| 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 | $569,000 | 2,311 |
| Foreign debt securities | NA | NA |
| Equity securities | $335,000 | 4,604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,696,000 | 6,582 |
| Mortgage-backed securities | $881,000 | 5,981 |
| Certificates of participation in pools of residential mortgages | $881,000 | 5,191 |
| Issued or guaranteed by U.S. | $881,000 | 5,181 |
| 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) | $6,119,000 | 2,783 |
| Available-for-sale securities (fair market value) | $1,836,000 | 8,482 |
| Total debt securities | $7,620,000 | 7,650 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $6,381,000 | 8,250 |
| U.S. Government securities | $2,103,000 | 9,385 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,103,000 | 8,678 |
| Securities issued by states & political subdivisions | $3,166,000 | 3,878 |
| Other domestic debt securities | $768,000 | 2,424 |
| 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 | $768,000 | 1,993 |
| Foreign debt securities | NA | NA |
| Equity securities | $344,000 | 4,340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,745,000 | 6,363 |
| Mortgage-backed securities | $903,000 | 6,212 |
| Certificates of participation in pools of residential mortgages | $903,000 | 5,388 |
| Issued or guaranteed by U.S. | $903,000 | 5,371 |
| 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) | $5,055,000 | 3,393 |
| Available-for-sale securities (fair market value) | $1,326,000 | 8,727 |
| Total debt securities | $6,037,000 | 8,255 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $7,559,000 | 8,233 |
| U.S. Government securities | $3,139,000 | 9,487 |
| U.S. Treasury securities | $100,000 | 7,848 |
| U.S. Government agency obligations | $3,039,000 | 8,410 |
| Securities issued by states & political subdivisions | $3,214,000 | 3,681 |
| Other domestic debt securities | $866,000 | 1,942 |
| 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 | $866,000 | 1,555 |
| Foreign debt securities | NA | NA |
| Equity securities | $340,000 | 4,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,209,000 | 6,259 |
| Mortgage-backed securities | $1,094,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 5,250 |
| Issued or guaranteed by U.S. | $1,094,000 | 5,231 |
| 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) | $6,409,000 | 3,672 |
| Available-for-sale securities (fair market value) | $1,150,000 | 9,112 |
| Total debt securities | $7,219,000 | 8,230 |
| Structured notes |
| Amortized cost | $100,000 | 2,814 |
| Fair value | $99,000 | 2,869 |
| 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 | $6,702,000 | 9,103 |
| U.S. Government securities | $2,444,000 | 10,405 |
| U.S. Treasury securities | $301,000 | 8,367 |
| U.S. Government agency obligations | $2,143,000 | 9,379 |
| Securities issued by states & political subdivisions | $3,253,000 | 3,750 |
| Other domestic debt securities | $667,000 | 2,410 |
| 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 | $667,000 | 1,837 |
| Foreign debt securities | NA | NA |
| Equity securities | $338,000 | 4,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,399,000 | 6,382 |
| Mortgage-backed securities | $1,093,000 | 6,717 |
| Certificates of participation in pools of residential mortgages | $1,093,000 | 5,693 |
| Issued or guaranteed by U.S. | $1,093,000 | 5,677 |
| 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) | $5,673,000 | 4,408 |
| Available-for-sale securities (fair market value) | $1,029,000 | 9,499 |
| Total debt securities | $6,364,000 | 9,138 |
| Structured notes |
| Amortized cost | $450,000 | 2,877 |
| Fair value | $444,000 | 2,891 |
| 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 | $7,493,000 | 9,189 |
| U.S. Government securities | $3,152,000 | 10,503 |
| U.S. Treasury securities | $403,000 | 9,637 |
| U.S. Government agency obligations | $2,749,000 | 9,184 |
| Securities issued by states & political subdivisions | $3,016,000 | 3,986 |
| Other domestic debt securities | $998,000 | 2,513 |
| 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 | $998,000 | 1,971 |
| Foreign debt securities | NA | NA |
| Equity securities | $327,000 | 4,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,338,000 | 5,695 |
| Mortgage-backed securities | $1,393,000 | 6,842 |
| Certificates of participation in pools of residential mortgages | $1,351,000 | 5,617 |
| Issued or guaranteed by U.S. | $1,351,000 | 5,589 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $42,000 | 5,935 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 5,597 |
| 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) | $6,326,000 | 4,470 |
| Available-for-sale securities (fair market value) | $1,167,000 | 9,867 |
| Total debt securities | $7,166,000 | 9,207 |
| Structured notes |
| Amortized cost | $450,000 | 3,798 |
| Fair value | $440,000 | 3,814 |
| 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 | $8,014,000 | 9,530 |
| U.S. Government securities | $3,844,000 | 10,778 |
| U.S. Treasury securities | $503,000 | 10,364 |
| U.S. Government agency obligations | $3,341,000 | 8,833 |
| Securities issued by states & political subdivisions | $3,024,000 | 4,178 |
| Other domestic debt securities | $905,000 | 2,927 |
| 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 | $905,000 | 2,337 |
| Foreign debt securities | NA | NA |
| Equity securities | $241,000 | 4,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $907,000 | 8,615 |
| Mortgage-backed securities | $1,610,000 | 7,036 |
| Certificates of participation in pools of residential mortgages | $1,520,000 | 5,717 |
| Issued or guaranteed by U.S. | $1,520,000 | 5,692 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $90,000 | 6,223 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 5,891 |
| 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) | $6,764,000 | 7,021 |
| Available-for-sale securities (fair market value) | $1,250,000 | 9,466 |
| Total debt securities | $7,773,000 | 9,529 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $6,712,000 | 10,446 |
| U.S. Government securities | $3,679,000 | 11,290 |
| U.S. Treasury securities | $755,000 | 10,438 |
| U.S. Government agency obligations | $2,924,000 | 9,464 |
| Securities issued by states & political subdivisions | $2,529,000 | 4,714 |
| Other domestic debt securities | $235,000 | 5,126 |
| 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 | $235,000 | 4,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $269,000 | 4,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $772,000 | 9,004 |
| Mortgage-backed securities | $1,905,000 | 7,388 |
| Certificates of participation in pools of residential mortgages | $1,606,000 | 6,176 |
| Issued or guaranteed by U.S. | $1,606,000 | 6,128 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $299,000 | 6,116 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 5,855 |
| 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 | $6,443,000 | 10,437 |
| 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 | $7,442,000 | 10,292 |
| U.S. Government securities | $4,795,000 | 10,929 |
| U.S. Treasury securities | $655,000 | 11,021 |
| U.S. Government agency obligations | $4,140,000 | 8,602 |
| Securities issued by states & political subdivisions | $1,931,000 | 5,115 |
| Other domestic debt securities | $450,000 | 5,266 |
| 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 | $450,000 | 4,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $266,000 | 3,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $534,000 | 9,620 |
| Mortgage-backed securities | $2,732,000 | 6,975 |
| Certificates of participation in pools of residential mortgages | $2,568,000 | 5,549 |
| Issued or guaranteed by U.S. | $2,568,000 | 5,484 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $164,000 | 6,742 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 6,241 |
| 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 | $7,176,000 | 10,297 |
| 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 |
