| 2023-12-31 | Rank |
| Total securities | $4,791,000 | 4,234 |
| U.S. Government securities | $1,449,000 | 4,224 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,449,000 | 4,019 |
| Securities issued by states & political subdivisions | $2,009,000 | 3,330 |
| Other domestic debt securities | $1,333,000 | 1,907 |
| 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 | $1,333,000 | 1,482 |
| 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 | $761,000 | 3,801 |
| 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) | $715,000 | 1,562 |
| Available-for-sale securities (fair market value) | $4,076,000 | 4,014 |
| Total debt securities | $4,793,000 | 4,208 |
| Structured notes |
| Amortized cost | $1,000,000 | 747 |
| Fair value | $981,000 | 777 |
| 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 | $4,748,000 | 4,266 |
| U.S. Government securities | $1,456,000 | 4,246 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,456,000 | 4,035 |
| Securities issued by states & political subdivisions | $1,981,000 | 3,362 |
| Other domestic debt securities | $1,311,000 | 1,909 |
| 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 | $1,311,000 | 1,487 |
| 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 | $427,000 | 3,868 |
| 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) | $752,000 | 1,579 |
| Available-for-sale securities (fair market value) | $3,996,000 | 4,029 |
| Total debt securities | $4,749,000 | 4,239 |
| Structured notes |
| Amortized cost | $1,000,000 | 768 |
| Fair value | $965,000 | 787 |
| 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 | $5,013,000 | 4,285 |
| U.S. Government securities | $1,458,000 | 4,277 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,458,000 | 4,063 |
| Securities issued by states & political subdivisions | $2,219,000 | 3,355 |
| Other domestic debt securities | $1,336,000 | 1,909 |
| 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 | $1,336,000 | 1,487 |
| 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 | $435,000 | 3,865 |
| 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) | $862,000 | 1,576 |
| Available-for-sale securities (fair market value) | $4,151,000 | 4,056 |
| Total debt securities | $5,014,000 | 4,258 |
| Structured notes |
| Amortized cost | $1,000,000 | 811 |
| Fair value | $961,000 | 840 |
| 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 | $5,428,000 | 4,346 |
| U.S. Government securities | $1,713,000 | 4,334 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,713,000 | 4,056 |
| Securities issued by states & political subdivisions | $2,296,000 | 3,404 |
| Other domestic debt securities | $1,419,000 | 1,935 |
| 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 | $1,419,000 | 1,508 |
| 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 | $661,000 | 3,827 |
| 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) | $931,000 | 1,617 |
| Available-for-sale securities (fair market value) | $4,497,000 | 4,102 |
| Total debt securities | $5,428,000 | 4,320 |
| Structured notes |
| Amortized cost | $1,000,000 | 845 |
| Fair value | $967,000 | 875 |
| 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 | $5,592,000 | 4,373 |
| U.S. Government securities | $1,705,000 | 4,361 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,705,000 | 4,078 |
| Securities issued by states & political subdivisions | $2,451,000 | 3,418 |
| Other domestic debt securities | $1,436,000 | 1,959 |
| 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 | $1,436,000 | 1,526 |
| 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 | $660,000 | 3,787 |
| 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) | $991,000 | 1,623 |
| Available-for-sale securities (fair market value) | $4,601,000 | 4,129 |
| Total debt securities | $5,592,000 | 4,350 |
| Structured notes |
| Amortized cost | $1,000,000 | 869 |
| Fair value | $956,000 | 895 |
| 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 | $4,915,000 | 4,437 |
| U.S. Government securities | $947,000 | 4,448 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $947,000 | 4,206 |
| Securities issued by states & political subdivisions | $2,521,000 | 3,447 |
| Other domestic debt securities | $1,447,000 | 1,929 |
| 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 | $1,447,000 | 1,525 |
| 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 | $3,687,000 | 3,318 |
| 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) | $1,027,000 | 1,588 |
| Available-for-sale securities (fair market value) | $3,888,000 | 4,199 |
| Total debt securities | $4,915,000 | 4,411 |
| Structured notes |
| Amortized cost | $1,000,000 | 861 |
| Fair value | $947,000 | 891 |
| 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 | $4,572,000 | 4,472 |
| U.S. Government securities | $979,000 | 4,462 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $979,000 | 4,224 |
| Securities issued by states & political subdivisions | $2,823,000 | 3,437 |
| Other domestic debt securities | $770,000 | 1,998 |
| 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 | $770,000 | 1,713 |
| 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 | $1,437,000 | 3,675 |
| 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) | $1,139,000 | 1,506 |
| Available-for-sale securities (fair market value) | $3,433,000 | 4,249 |
| Total debt securities | $4,570,000 | 4,454 |
| Structured notes |
| Amortized cost | $1,000,000 | 840 |
| Fair value | $979,000 | 867 |
| 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 | $4,589,000 | 4,431 |
| U.S. Government securities | $989,000 | 4,436 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $989,000 | 4,221 |
| Securities issued by states & political subdivisions | $2,790,000 | 3,450 |
| Other domestic debt securities | $810,000 | 1,971 |
| 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 | $810,000 | 1,678 |
| 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 | $1,589,000 | 3,659 |
| 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) | $1,230,000 | 1,401 |
| Available-for-sale securities (fair market value) | $3,359,000 | 4,242 |
| Total debt securities | $4,588,000 | 4,412 |
| Structured notes |
| Amortized cost | $1,000,000 | 740 |
| Fair value | $989,000 | 749 |
| 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 | $3,826,000 | 4,455 |
| U.S. Government securities | $0 | 4,583 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | $3,085,000 | 3,441 |
| Other domestic debt securities | $741,000 | 1,952 |
| 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 | $741,000 | 1,640 |
| 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 | $1,672,000 | 3,650 |
| 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) | $1,337,000 | 1,285 |
| Available-for-sale securities (fair market value) | $2,489,000 | 4,302 |
| Total debt securities | $3,826,000 | 4,434 |
| 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 | $5,439,000 | 4,393 |
| U.S. Government securities | $0 | 4,633 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | $4,703,000 | 3,263 |
| Other domestic debt securities | $736,000 | 1,909 |
| 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 | $736,000 | 1,577 |
| 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 | $1,416,000 | 3,745 |
| 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) | $2,755,000 | 1,108 |
| Available-for-sale securities (fair market value) | $2,684,000 | 4,327 |
| Total debt securities | $5,439,000 | 4,372 |
| 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 | $5,234,000 | 4,408 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | $4,971,000 | 3,228 |
| Other domestic debt securities | $263,000 | 2,073 |
| 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 | $263,000 | 1,693 |
| 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 | $1,217,000 | 3,812 |
| 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) | $2,928,000 | 1,070 |
| Available-for-sale securities (fair market value) | $2,306,000 | 4,368 |
| Total debt securities | $5,234,000 | 4,385 |
| 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 | $5,487,000 | 4,366 |
| U.S. Government securities | $0 | 4,666 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | $5,233,000 | 3,172 |
| Other domestic debt securities | $254,000 | 2,060 |
| 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 | $254,000 | 1,655 |
| 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 | $580,000 | 3,985 |
| 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) | $3,091,000 | 1,037 |
| Available-for-sale securities (fair market value) | $2,396,000 | 4,352 |
| Total debt securities | $5,487,000 | 4,341 |
| 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 | $5,571,000 | 4,346 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $5,315,000 | 3,152 |
| Other domestic debt securities | $256,000 | 1,993 |
| 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 | $256,000 | 1,587 |
| 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 | $589,000 | 3,996 |
| 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) | $3,216,000 | 1,001 |
| Available-for-sale securities (fair market value) | $2,355,000 | 4,353 |
| Total debt securities | $5,571,000 | 4,321 |
| 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 | $5,662,000 | 4,317 |
| U.S. Government securities | $0 | 4,694 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | $5,662,000 | 3,011 |
| 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 | $981,000 | 3,938 |
| 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) | $3,362,000 | 982 |
| Available-for-sale securities (fair market value) | $2,300,000 | 4,377 |
| Total debt securities | $5,662,000 | 4,293 |
| 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 | $5,848,000 | 4,325 |
| U.S. Government securities | $0 | 4,728 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $5,848,000 | 2,939 |
| 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 | $982,000 | 3,976 |
| 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) | $3,530,000 | 978 |
| Available-for-sale securities (fair market value) | $2,318,000 | 4,390 |
| Total debt securities | $5,848,000 | 4,303 |
| 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 | $6,092,000 | 4,341 |
| U.S. Government securities | $0 | 4,796 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $6,092,000 | 2,830 |
| 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 | $940,000 | 4,002 |
| 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) | $3,752,000 | 971 |
| Available-for-sale securities (fair market value) | $2,340,000 | 4,423 |
| Total debt securities | $6,092,000 | 4,318 |
| 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 | $5,872,000 | 4,412 |
| U.S. Government securities | $0 | 4,877 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | $5,872,000 | 2,850 |
| 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 | $912,000 | 4,082 |
| 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) | $3,725,000 | 1,015 |
| Available-for-sale securities (fair market value) | $2,147,000 | 4,511 |
| Total debt securities | $5,872,000 | 4,391 |
| 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 | $5,555,000 | 4,513 |
| U.S. Government securities | $0 | 4,960 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | $5,555,000 | 2,932 |
| 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 | $916,000 | 4,155 |
| 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) | $3,925,000 | 1,060 |
| Available-for-sale securities (fair market value) | $1,630,000 | 4,649 |
| Total debt securities | $5,555,000 | 4,496 |
| 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 | $6,043,000 | 4,533 |
| U.S. Government securities | $0 | 5,009 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | $6,043,000 | 2,909 |
| 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 | $908,000 | 4,204 |
| 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) | $4,087,000 | 1,091 |
| Available-for-sale securities (fair market value) | $1,956,000 | 4,659 |
| Total debt securities | $6,043,000 | 4,510 |
| 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 | $5,932,000 | 4,598 |
| U.S. Government securities | $0 | 5,064 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | $5,932,000 | 2,968 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $590,000 | 4,324 |
| 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) | $3,982,000 | 1,109 |
| Available-for-sale securities (fair market value) | $1,950,000 | 4,703 |
| Total debt securities | $5,932,000 | 4,577 |
| 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 | $5,512,000 | 4,684 |
| U.S. Government securities | $1,700,000 | 4,721 |
| U.S. Treasury securities | $1,700,000 | 1,083 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $3,812,000 | 3,405 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $588,000 | 4,376 |
| 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) | $3,622,000 | 1,175 |
| Available-for-sale securities (fair market value) | $1,890,000 | 4,757 |
| Total debt securities | $5,512,000 | 4,665 |
| 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 | $3,911,000 | 4,899 |
| U.S. Government securities | $0 | 5,178 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | $3,911,000 | 3,427 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,139,000 | 4,259 |
| 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) | $2,016,000 | 1,366 |
| Available-for-sale securities (fair market value) | $1,895,000 | 4,819 |
| Total debt securities | $3,911,000 | 4,879 |
| 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 | $5,943,000 | 4,749 |
| U.S. Government securities | $0 | 5,238 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | $4,450,000 | 3,375 |
| Other domestic debt securities | $1,493,000 | 1,489 |
| 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 | $1,493,000 | 1,048 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $507,000 | 4,496 |
| 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) | $2,120,000 | 1,374 |
| Available-for-sale securities (fair market value) | $3,823,000 | 4,693 |
| Total debt securities | $5,944,000 | 4,731 |
| 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 | $3,846,000 | 5,024 |
| U.S. Government securities | $0 | 5,305 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,517 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,139,000 | 4,361 |
| 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) | $1,802,000 | 1,446 |
| Available-for-sale securities (fair market value) | $2,044,000 | 4,920 |
| Total debt securities | $3,846,000 | 5,006 |
| 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 | $4,563,000 | 5,016 |
| U.S. Government securities | $0 | 5,359 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | $4,563,000 | 3,466 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $540,000 | 4,643 |
| 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) | $1,861,000 | 1,471 |
| Available-for-sale securities (fair market value) | $2,702,000 | 4,908 |
| Total debt securities | $4,563,000 | 4,993 |
| 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 | $4,283,000 | 5,099 |
| U.S. Government securities | $0 | 5,428 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $0 | 5,354 |
| Securities issued by states & political subdivisions | $4,283,000 | 3,544 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,096,000 | 4,253 |
| 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) | $1,945,000 | 1,511 |
| Available-for-sale securities (fair market value) | $2,338,000 | 5,000 |
| Total debt securities | $4,283,000 | 5,076 |
| 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 | $3,713,000 | 5,199 |
| U.S. Government securities | $0 | 5,484 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $0 | 5,409 |
| Securities issued by states & political subdivisions | $3,713,000 | 3,703 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,105,000 | 4,280 |
| 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) | $478,000 | 1,854 |
| Available-for-sale securities (fair market value) | $3,235,000 | 4,957 |
| Total debt securities | $3,713,000 | 5,177 |
| 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 | $2,501,000 | 5,393 |
| U.S. Government securities | $0 | 5,552 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $0 | 5,477 |
| Securities issued by states & political subdivisions | $2,501,000 | 3,995 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,246,000 | 4,558 |
| 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) | $478,000 | 1,891 |
| Available-for-sale securities (fair market value) | $2,023,000 | 5,138 |
| Total debt securities | $2,501,000 | 5,368 |
| 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 | $2,195,000 | 5,474 |
| U.S. Government securities | $0 | 5,609 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | $2,195,000 | 4,104 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $641,000 | 4,806 |
| 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) | $478,000 | 1,914 |
| Available-for-sale securities (fair market value) | $1,717,000 | 5,208 |
| Total debt securities | $2,195,000 | 5,450 |
| 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 | $2,290,000 | 5,520 |
| U.S. Government securities | $0 | 5,670 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $0 | 5,603 |
| Securities issued by states & political subdivisions | $2,290,000 | 4,088 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $391,000 | 4,966 |
| 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) | $492,000 | 1,921 |
| Available-for-sale securities (fair market value) | $1,798,000 | 5,254 |
| Total debt securities | $2,290,000 | 5,496 |
| 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 | $2,144,000 | 5,618 |
| U.S. Government securities | $0 | 5,764 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $0 | 5,692 |
| Securities issued by states & political subdivisions | $2,144,000 | 4,157 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $485,000 | 5,017 |
| 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) | $90,000 | 2,171 |
| Available-for-sale securities (fair market value) | $2,054,000 | 5,282 |
| Total debt securities | $2,144,000 | 5,598 |
| 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 | $2,034,000 | 5,703 |
| U.S. Government securities | $0 | 5,830 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $0 | 5,758 |
| Securities issued by states & political subdivisions | $2,034,000 | 4,207 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $485,000 | 5,073 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $90,000 | 2,214 |
| Available-for-sale securities (fair market value) | $1,944,000 | 5,371 |
| Total debt securities | $2,034,000 | 5,682 |
| 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 | $2,427,000 | 5,717 |
| U.S. Government securities | $0 | 5,887 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $0 | 5,821 |
| Securities issued by states & political subdivisions | $2,427,000 | 4,139 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,866,000 | 4,675 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $90,000 | 2,257 |
| Available-for-sale securities (fair market value) | $2,337,000 | 5,363 |
| Total debt securities | $2,427,000 | 5,691 |
| 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 | $2,438,000 | 5,796 |
| U.S. Government securities | $0 | 5,978 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $0 | 5,920 |
| Securities issued by states & political subdivisions | $2,341,000 | 4,210 |
| 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 | $97,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,869,000 | 4,748 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,438,000 | 5,429 |
| Total debt securities | $2,341,000 | 5,787 |
| 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 | $2,687,000 | 5,846 |
| U.S. Government securities | $250,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $250,000 | 5,856 |
| Securities issued by states & political subdivisions | $2,340,000 | 4,227 |
| 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 | $97,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $645,000 | 5,179 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,687,000 | 5,464 |
| Total debt securities | $2,590,000 | 5,830 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $1,731,000 | 6,012 |
| U.S. Government securities | $251,000 | 6,014 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $251,000 | 5,929 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,543 |
| 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 | $97,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,000 | 5,426 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,731,000 | 5,646 |
| Total debt securities | $1,634,000 | 6,000 |
| 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 | $2,488,000 | 6,026 |
| U.S. Government securities | $757,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $757,000 | 5,910 |
| Securities issued by states & political subdivisions | $1,634,000 | 4,531 |
| 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 | $97,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $147,000 | 5,508 |
| Mortgage-backed securities | $757,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $520,000 | 4,631 |
| Issued or guaranteed by U.S. | $520,000 | 4,626 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $237,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 3,095 |
| 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) | $153,000 | 2,288 |
| Available-for-sale securities (fair market value) | $2,335,000 | 5,660 |
| Total debt securities | $2,386,000 | 6,018 |
| 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 | $2,536,000 | 6,110 |
| U.S. Government securities | $809,000 | 6,077 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $809,000 | 5,986 |
| Securities issued by states & political subdivisions | $1,630,000 | 4,580 |
| 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 | $97,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $926,000 | 5,302 |
| Mortgage-backed securities | $809,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $556,000 | 4,700 |
| Issued or guaranteed by U.S. | $556,000 | 4,697 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $253,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,132 |
| 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) | $160,000 | 2,322 |
| Available-for-sale securities (fair market value) | $2,376,000 | 5,740 |
| Total debt securities | $2,439,000 | 6,100 |
| 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 | $2,585,000 | 6,172 |
| U.S. Government securities | $928,000 | 6,122 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $928,000 | 6,023 |
| Securities issued by states & political subdivisions | $1,557,000 | 4,646 |
| 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 | $100,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $928,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $563,000 | 4,740 |
| Issued or guaranteed by U.S. | $563,000 | 4,738 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $365,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 3,097 |
| 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) | $169,000 | 2,333 |
| Available-for-sale securities (fair market value) | $2,416,000 | 5,800 |
| Total debt securities | $2,485,000 | 6,162 |
| 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 | $2,022,000 | 6,281 |
| U.S. Government securities | $956,000 | 6,178 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $956,000 | 6,080 |
| Securities issued by states & political subdivisions | $1,066,000 | 4,855 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $956,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $661,000 | 4,739 |
| Issued or guaranteed by U.S. | $661,000 | 4,735 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $295,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,159 |
| 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) | $177,000 | 2,347 |
| Available-for-sale securities (fair market value) | $1,845,000 | 5,917 |
| Total debt securities | $2,015,000 | 6,257 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $2,255,000 | 6,331 |
| U.S. Government securities | $1,003,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,003,000 | 6,113 |
| Securities issued by states & political subdivisions | $1,051,000 | 4,903 |
| 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 | $201,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,224,000 | 5,314 |
| Mortgage-backed securities | $1,003,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $681,000 | 4,754 |
| Issued or guaranteed by U.S. | $681,000 | 4,750 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $322,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,139 |
| 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) | $186,000 | 2,367 |
| Available-for-sale securities (fair market value) | $2,069,000 | 5,948 |
| Total debt securities | $2,049,000 | 6,327 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $2,258,000 | 6,404 |
| U.S. Government securities | $1,099,000 | 6,261 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,099,000 | 6,170 |
| Securities issued by states & political subdivisions | $1,062,000 | 4,916 |
| 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 | $97,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,257,000 | 5,351 |
| Mortgage-backed securities | $1,099,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $740,000 | 4,771 |
| Issued or guaranteed by U.S. | $740,000 | 4,767 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $359,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 3,148 |
| 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) | $194,000 | 2,358 |
| Available-for-sale securities (fair market value) | $2,064,000 | 6,027 |
| Total debt securities | $2,161,000 | 6,387 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $2,419,000 | 6,412 |
| U.S. Government securities | $1,107,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,107,000 | 6,167 |
| Securities issued by states & political subdivisions | $1,216,000 | 4,858 |
| 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 | $96,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,129,000 | 5,429 |
| Mortgage-backed securities | $1,107,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $848,000 | 4,706 |
| Issued or guaranteed by U.S. | $848,000 | 4,702 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $259,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 3,225 |
| 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) | $306,000 | 2,214 |
| Available-for-sale securities (fair market value) | $2,113,000 | 6,051 |
| Total debt securities | $2,323,000 | 6,390 |
| Structured notes |
| Amortized cost | $98,000 | 2,354 |
| Fair value | $96,000 | 2,352 |
| 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 | $2,352,000 | 6,467 |
| U.S. Government securities | $1,254,000 | 6,288 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,254,000 | 6,178 |
| Securities issued by states & political subdivisions | $1,001,000 | 4,953 |
| 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 | $97,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 5,886 |
| Mortgage-backed securities | $1,254,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $917,000 | 4,732 |
| Issued or guaranteed by U.S. | $917,000 | 4,730 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $337,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,207 |
| 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) | $320,000 | 2,192 |
| Available-for-sale securities (fair market value) | $2,032,000 | 6,110 |
| Total debt securities | $2,265,000 | 6,447 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $2,154,000 | 6,534 |
| U.S. Government securities | $1,041,000 | 6,388 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,041,000 | 6,282 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,969 |
| 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 | $96,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 5,931 |
| Mortgage-backed securities | $1,041,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $835,000 | 4,784 |
| Issued or guaranteed by U.S. | $835,000 | 4,783 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $206,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,342 |
| 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) | $330,000 | 2,215 |
| Available-for-sale securities (fair market value) | $1,824,000 | 6,191 |
| Total debt securities | $2,058,000 | 6,517 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $2,768,000 | 6,556 |
| U.S. Government securities | $1,650,000 | 6,370 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,650,000 | 6,270 |
| Securities issued by states & political subdivisions | $1,020,000 | 4,973 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $98,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 6,017 |
| Mortgage-backed securities | $1,150,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $939,000 | 4,852 |
| Issued or guaranteed by U.S. | $939,000 | 4,849 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $211,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,404 |
| 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) | $341,000 | 2,258 |
| Available-for-sale securities (fair market value) | $2,427,000 | 6,186 |
| Total debt securities | $2,670,000 | 6,537 |
| Structured notes |
| Amortized cost | $500,000 | 2,199 |
| Fair value | $500,000 | 2,285 |
| 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 | $2,651,000 | 6,639 |
| U.S. Government securities | $1,560,000 | 6,475 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,560,000 | 6,373 |
| Securities issued by states & political subdivisions | $994,000 | 4,983 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $97,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $1,560,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $1,509,000 | 4,651 |
| Issued or guaranteed by U.S. | $1,509,000 | 4,649 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $51,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,559 |
| 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) | $350,000 | 2,277 |
| Available-for-sale securities (fair market value) | $2,301,000 | 6,267 |
| Total debt securities | $2,554,000 | 6,619 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $2,220,000 | 6,762 |
| U.S. Government securities | $1,190,000 | 6,628 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,190,000 | 6,532 |
| Securities issued by states & political subdivisions | $933,000 | 4,976 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $97,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $1,190,000 | 5,159 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,139,000 | 4,807 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $51,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,585 |
| 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) | $362,000 | 2,319 |
| Available-for-sale securities (fair market value) | $1,858,000 | 6,386 |
| Total debt securities | $2,114,000 | 6,737 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $2,009,000 | 6,826 |
| U.S. Government securities | $922,000 | 6,733 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $922,000 | 6,640 |
| Securities issued by states & political subdivisions | $936,000 | 4,977 |
| Other domestic debt securities | $52,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 954 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $687,000 | 5,322 |
| Certificates of participation in pools of residential mortgages | $635,000 | 4,998 |
| Issued or guaranteed by U.S. | $635,000 | 4,989 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $52,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $52,000 | 1,128 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $828,000 | 2,169 |
| Available-for-sale securities (fair market value) | $1,181,000 | 6,487 |
| Total debt securities | $1,910,000 | 6,814 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $2,271,000 | 6,849 |
| U.S. Government securities | $1,182,000 | 6,733 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,182,000 | 6,629 |
| Securities issued by states & political subdivisions | $938,000 | 4,972 |
| Other domestic debt securities | $52,000 | 2,780 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $720,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $668,000 | 4,984 |
| Issued or guaranteed by U.S. | $668,000 | 4,973 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $52,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $52,000 | 1,145 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $468,000 | 2,380 |
| Available-for-sale securities (fair market value) | $1,803,000 | 6,479 |
| Total debt securities | $2,172,000 | 6,833 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $2,574,000 | 6,893 |
| U.S. Government securities | $1,756,000 | 6,713 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,756,000 | 6,604 |
| Securities issued by states & political subdivisions | $666,000 | 5,123 |
| Other domestic debt securities | $53,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $757,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $704,000 | 4,972 |
| Issued or guaranteed by U.S. | $704,000 | 4,962 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $53,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $53,000 | 1,172 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $496,000 | 2,388 |
| Available-for-sale securities (fair market value) | $2,078,000 | 6,506 |
| Total debt securities | $2,475,000 | 6,888 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $1,723,000 | 7,064 |
| U.S. Government securities | $1,471,000 | 6,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,471,000 | 6,718 |
| Securities issued by states & political subdivisions | $99,000 | 5,689 |
| Other domestic debt securities | $53,000 | 2,784 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $788,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $735,000 | 4,924 |
| Issued or guaranteed by U.S. | $735,000 | 4,917 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $53,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $53,000 | 1,197 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $398,000 | 2,464 |
| Available-for-sale securities (fair market value) | $1,325,000 | 6,650 |
| Total debt securities | $1,623,000 | 7,049 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $1,250,000 | 7,180 |
| U.S. Government securities | $997,000 | 6,944 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $997,000 | 6,822 |
| Securities issued by states & political subdivisions | $99,000 | 5,716 |
| Other domestic debt securities | $54,000 | 2,935 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $561,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,017 |
| Issued or guaranteed by U.S. | $507,000 | 5,004 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $54,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $54,000 | 1,253 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $402,000 | 2,480 |
| Available-for-sale securities (fair market value) | $848,000 | 6,761 |
| Total debt securities | $1,150,000 | 7,170 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $524,000 | 7,388 |
| U.S. Government securities | $271,000 | 7,223 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $271,000 | 7,122 |
| Securities issued by states & political subdivisions | $97,000 | 5,709 |
| Other domestic debt securities | $55,000 | 3,010 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $101,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $326,000 | 5,601 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,249 |
| Issued or guaranteed by U.S. | $271,000 | 5,238 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $55,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $55,000 | 1,318 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $426,000 | 2,525 |
| Available-for-sale securities (fair market value) | $98,000 | 6,991 |
| Total debt securities | $423,000 | 7,389 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $552,000 | 7,455 |
| U.S. Government securities | $298,000 | 7,300 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $298,000 | 7,204 |
| Securities issued by states & political subdivisions | $100,000 | 5,681 |
| Other domestic debt securities | $55,000 | 3,007 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $353,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $298,000 | 5,282 |
| Issued or guaranteed by U.S. | $298,000 | 5,271 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $55,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $55,000 | 1,345 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $552,000 | 2,497 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $453,000 | 7,445 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $816,000 | 7,488 |
| U.S. Government securities | $566,000 | 7,317 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $566,000 | 7,215 |
| Securities issued by states & political subdivisions | $99,000 | 5,724 |
| Other domestic debt securities | $56,000 | 3,064 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $95,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $372,000 | 5,712 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,378 |
| Issued or guaranteed by U.S. | $316,000 | 5,367 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $56,000 | 3,593 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $56,000 | 1,382 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $687,000 | 2,475 |
| Available-for-sale securities (fair market value) | $129,000 | 7,131 |
| Total debt securities | $721,000 | 7,472 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $950,000 | 7,510 |
| U.S. Government securities | $680,000 | 7,317 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $680,000 | 7,219 |
| Securities issued by states & political subdivisions | $99,000 | 5,758 |
| Other domestic debt securities | $56,000 | 3,125 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 1,137 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $386,000 | 5,759 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,435 |
| Issued or guaranteed by U.S. | $330,000 | 5,422 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $56,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $56,000 | 1,411 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $821,000 | 2,455 |
| Available-for-sale securities (fair market value) | $129,000 | 7,176 |
| Total debt securities | $835,000 | 7,493 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $717,000 | 7,631 |
| U.S. Government securities | $445,000 | 7,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $445,000 | 7,380 |
| Securities issued by states & political subdivisions | $99,000 | 5,796 |
| Other domestic debt securities | $57,000 | 3,221 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 1,216 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $401,000 | 5,814 |
| Certificates of participation in pools of residential mortgages | $344,000 | 5,494 |
| Issued or guaranteed by U.S. | $344,000 | 5,478 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $57,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $57,000 | 1,455 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $588,000 | 2,650 |
| Available-for-sale securities (fair market value) | $129,000 | 7,242 |
| Total debt securities | $601,000 | 7,618 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $721,000 | 7,696 |
| U.S. Government securities | $460,000 | 7,527 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $460,000 | 7,446 |
| Securities issued by states & political subdivisions | $98,000 | 5,854 |
| Other domestic debt securities | $57,000 | 3,302 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $416,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,544 |
| Issued or guaranteed by U.S. | $359,000 | 5,527 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $57,000 | 3,617 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $57,000 | 1,478 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $593,000 | 2,678 |
| Available-for-sale securities (fair market value) | $128,000 | 7,310 |
| Total debt securities | $615,000 | 7,679 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $747,000 | 7,770 |
| U.S. Government securities | $486,000 | 7,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $486,000 | 7,535 |
| Securities issued by states & political subdivisions | $98,000 | 5,799 |
| Other domestic debt securities | $58,000 | 3,244 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $442,000 | 5,902 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,591 |
| Issued or guaranteed by U.S. | $384,000 | 5,576 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $58,000 | 3,629 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $58,000 | 1,496 |
| 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) | $620,000 | 2,713 |
| Available-for-sale securities (fair market value) | $127,000 | 7,368 |
| Total debt securities | $642,000 | 7,758 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $764,000 | 7,820 |
| U.S. Government securities | $501,000 | 7,672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $501,000 | 7,599 |
| Securities issued by states & political subdivisions | $98,000 | 5,756 |
| Other domestic debt securities | $59,000 | 3,169 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $457,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $398,000 | 5,581 |
| Issued or guaranteed by U.S. | $398,000 | 5,565 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $59,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $59,000 | 1,446 |
| 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) | $638,000 | 2,728 |
| Available-for-sale securities (fair market value) | $126,000 | 7,410 |
| Total debt securities | $658,000 | 7,817 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $780,000 | 7,872 |
| U.S. Government securities | $521,000 | 7,705 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $521,000 | 7,628 |
| Securities issued by states & political subdivisions | $98,000 | 5,777 |
| Other domestic debt securities | $59,000 | 3,128 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 1,360 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $476,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,560 |
| Issued or guaranteed by U.S. | $417,000 | 5,544 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $59,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $59,000 | 1,417 |
| 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) | $655,000 | 2,746 |
| Available-for-sale securities (fair market value) | $125,000 | 7,459 |
| Total debt securities | $678,000 | 7,870 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $840,000 | 7,922 |
| U.S. Government securities | $566,000 | 7,756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $566,000 | 7,683 |
| Securities issued by states & political subdivisions | $98,000 | 5,836 |
| Other domestic debt securities | $60,000 | 3,092 |
| Privately issued residential mortgage-backed securities | $60,000 | 1,458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 1,639 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $497,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,559 |
| Issued or guaranteed by U.S. | $437,000 | 5,535 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $60,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $60,000 | 1,375 |
| 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) | $716,000 | 2,714 |
| Available-for-sale securities (fair market value) | $124,000 | 7,524 |
| Total debt securities | $724,000 | 7,897 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $767,000 | 7,977 |
| U.S. Government securities | $589,000 | 7,802 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $589,000 | 7,725 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $61,000 | 3,061 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 1,635 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $520,000 | 5,836 |
| Certificates of participation in pools of residential mortgages | $459,000 | 5,515 |
| Issued or guaranteed by U.S. | $459,000 | 5,486 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $61,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $61,000 | 1,366 |
| 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) | $644,000 | 2,795 |
| Available-for-sale securities (fair market value) | $123,000 | 7,561 |
| Total debt securities | $650,000 | 7,957 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $897,000 | 8,030 |
| U.S. Government securities | $717,000 | 7,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $717,000 | 7,776 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $63,000 | 2,897 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 1,589 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $549,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,338 |
| Issued or guaranteed by U.S. | $486,000 | 5,317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $63,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $63,000 | 1,277 |
| 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) | $776,000 | 2,786 |
| Available-for-sale securities (fair market value) | $121,000 | 7,574 |
| Total debt securities | $780,000 | 8,002 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $1,028,000 | 8,035 |
| U.S. Government securities | $848,000 | 7,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $848,000 | 7,801 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $64,000 | 2,854 |
| Privately issued residential mortgage-backed securities | $64,000 | 1,316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 1,533 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $581,000 | 5,593 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,217 |
| Issued or guaranteed by U.S. | $517,000 | 5,198 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $64,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $64,000 | 1,239 |
| 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) | $908,000 | 2,790 |
| Available-for-sale securities (fair market value) | $120,000 | 7,612 |
| Total debt securities | $912,000 | 8,033 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $1,069,000 | 8,071 |
| U.S. Government securities | $885,000 | 7,950 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $885,000 | 7,839 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $69,000 | 2,798 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 1,559 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $622,000 | 5,565 |
| Certificates of participation in pools of residential mortgages | $553,000 | 5,189 |
| Issued or guaranteed by U.S. | $553,000 | 5,171 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $69,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $69,000 | 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) | $951,000 | 2,800 |
| Available-for-sale securities (fair market value) | $118,000 | 7,650 |
| Total debt securities | $954,000 | 8,079 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $1,208,000 | 8,089 |
| U.S. Government securities | $1,021,000 | 7,932 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,021,000 | 7,826 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $73,000 | 2,824 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $114,000 | 1,570 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $661,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $588,000 | 5,173 |
| Issued or guaranteed by U.S. | $588,000 | 5,152 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $73,000 | 3,363 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $73,000 | 1,141 |
| 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) | $1,091,000 | 2,742 |
| Available-for-sale securities (fair market value) | $117,000 | 7,674 |
| Total debt securities | $1,094,000 | 8,070 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $1,282,000 | 8,131 |
| U.S. Government securities | $1,092,000 | 7,970 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,092,000 | 7,861 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $78,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,000 | 1,618 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $712,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $634,000 | 5,141 |
| Issued or guaranteed by U.S. | $634,000 | 5,122 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $78,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $78,000 | 1,128 |
| 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) | $1,167,000 | 2,773 |
| Available-for-sale securities (fair market value) | $115,000 | 7,726 |
| Total debt securities | $1,170,000 | 8,106 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $1,353,000 | 8,193 |
| U.S. Government securities | $1,158,000 | 8,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,158,000 | 7,919 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $84,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 1,663 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $783,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,090 |
| Issued or guaranteed by U.S. | $699,000 | 5,066 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $84,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $84,000 | 1,100 |
| 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) | $1,239,000 | 2,813 |
| Available-for-sale securities (fair market value) | $114,000 | 7,783 |
| Total debt securities | $1,242,000 | 8,168 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $1,403,000 | 8,229 |
| U.S. Government securities | $1,204,000 | 8,075 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,204,000 | 7,952 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $90,000 | 2,973 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $109,000 | 1,691 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $835,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $745,000 | 5,076 |
| Issued or guaranteed by U.S. | $745,000 | 5,054 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $90,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $90,000 | 1,088 |
| 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) | $1,291,000 | 2,815 |
| Available-for-sale securities (fair market value) | $112,000 | 7,823 |
| Total debt securities | $1,294,000 | 8,207 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $1,571,000 | 8,233 |
| U.S. Government securities | $1,365,000 | 8,072 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,365,000 | 7,950 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $98,000 | 3,027 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $108,000 | 1,732 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $903,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $805,000 | 5,052 |
| Issued or guaranteed by U.S. | $805,000 | 5,033 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $98,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $98,000 | 1,072 |
| 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) | $1,460,000 | 2,802 |
| Available-for-sale securities (fair market value) | $111,000 | 7,858 |
| Total debt securities | $1,463,000 | 8,223 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $1,621,000 | 8,277 |
| U.S. Government securities | $1,409,000 | 8,101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,409,000 | 7,977 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $105,000 | 3,088 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 1,745 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $954,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $849,000 | 5,050 |
| Issued or guaranteed by U.S. | $849,000 | 5,031 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $105,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $105,000 | 1,037 |
| 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) | $1,511,000 | 2,842 |
| Available-for-sale securities (fair market value) | $110,000 | 7,903 |
| Total debt securities | $1,514,000 | 8,248 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $1,695,000 | 8,288 |
| U.S. Government securities | $1,472,000 | 8,109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,472,000 | 7,990 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $116,000 | 3,128 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 1,752 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,027,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $911,000 | 5,038 |
| Issued or guaranteed by U.S. | $911,000 | 5,019 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $116,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $116,000 | 1,014 |
| 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) | $1,586,000 | 2,826 |
| Available-for-sale securities (fair market value) | $109,000 | 7,943 |
| Total debt securities | $1,588,000 | 8,261 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $1,206,000 | 8,410 |
| U.S. Government securities | $1,081,000 | 8,235 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,081,000 | 8,110 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $125,000 | 3,168 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,068 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,100,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $975,000 | 5,051 |
| Issued or guaranteed by U.S. | $975,000 | 5,032 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $125,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $125,000 | 976 |
| 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) | $1,098,000 | 3,099 |
| Available-for-sale securities (fair market value) | $108,000 | 7,965 |
| Total debt securities | $1,206,000 | 8,371 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $1,872,000 | 8,351 |
| U.S. Government securities | $1,629,000 | 8,149 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,629,000 | 8,015 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $137,000 | 3,208 |
| Privately issued residential mortgage-backed securities | $137,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 1,812 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,204,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 5,025 |
| Issued or guaranteed by U.S. | $1,067,000 | 5,011 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $137,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $137,000 | 955 |
| 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) | $1,765,000 | 2,844 |
| Available-for-sale securities (fair market value) | $107,000 | 8,044 |
| Total debt securities | $1,766,000 | 8,324 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $1,901,000 | 8,384 |
| U.S. Government securities | $1,646,000 | 8,167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,646,000 | 8,032 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $150,000 | 3,248 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,022 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 1,851 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,282,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $1,132,000 | 5,022 |
| Issued or guaranteed by U.S. | $1,132,000 | 5,009 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $150,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $150,000 | 942 |
| 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) | $1,796,000 | 2,862 |
| Available-for-sale securities (fair market value) | $105,000 | 8,073 |
| Total debt securities | $1,796,000 | 8,355 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $2,014,000 | 8,393 |
| U.S. Government securities | $1,746,000 | 8,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,746,000 | 8,059 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $163,000 | 3,293 |
| Privately issued residential mortgage-backed securities | $163,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 1,864 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,395,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 4,969 |
| Issued or guaranteed by U.S. | $1,232,000 | 4,959 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $163,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $163,000 | 887 |
| 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) | $1,908,000 | 2,863 |
| Available-for-sale securities (fair market value) | $106,000 | 8,111 |
| Total debt securities | $1,909,000 | 8,377 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $2,057,000 | 8,464 |
| U.S. Government securities | $1,778,000 | 8,256 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,778,000 | 8,111 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $175,000 | 3,376 |
| Privately issued residential mortgage-backed securities | $175,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,438,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 5,023 |
| Issued or guaranteed by U.S. | $1,263,000 | 5,010 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $175,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $175,000 | 888 |
| 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) | $1,952,000 | 2,850 |
| Available-for-sale securities (fair market value) | $105,000 | 8,166 |
| Total debt securities | $1,953,000 | 8,445 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $1,657,000 | 8,548 |
| U.S. Government securities | $1,367,000 | 8,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,367,000 | 8,233 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $186,000 | 3,459 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 1,952 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $937,000 | 5,831 |
| Certificates of participation in pools of residential mortgages | $751,000 | 5,466 |
| Issued or guaranteed by U.S. | $751,000 | 5,447 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $186,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $186,000 | 930 |
| 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) | $1,552,000 | 3,005 |
| Available-for-sale securities (fair market value) | $105,000 | 8,192 |
| Total debt securities | $1,553,000 | 8,510 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $1,447,000 | 8,670 |
| U.S. Government securities | $1,342,000 | 8,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,342,000 | 8,313 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,000 | 3,851 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 1,984 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $627,000 | 6,084 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,844 |
| Issued or guaranteed by U.S. | $429,000 | 5,829 |
| Privately issued | $2,000 | 242 |
| Collaterized mortgage obligations | $196,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 3,366 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,343,000 | 3,161 |
| Available-for-sale securities (fair market value) | $104,000 | 8,260 |
| Total debt securities | $1,344,000 | 8,629 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $1,507,000 | 8,663 |
| U.S. Government securities | $1,405,000 | 8,414 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,405,000 | 8,263 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 2,051 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $688,000 | 6,083 |
| Certificates of participation in pools of residential mortgages | $471,000 | 5,842 |
| Issued or guaranteed by U.S. | $471,000 | 5,818 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $217,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,424 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,404,000 | 3,173 |
| Available-for-sale securities (fair market value) | $103,000 | 8,300 |
| Total debt securities | $1,405,000 | 8,629 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $1,911,000 | 8,611 |
| U.S. Government securities | $1,808,000 | 8,288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,808,000 | 8,117 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 2,056 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $799,000 | 6,088 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,860 |
| Issued or guaranteed by U.S. | $499,000 | 5,842 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $300,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,494 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,808,000 | 2,994 |
| Available-for-sale securities (fair market value) | $103,000 | 8,317 |
| Total debt securities | $1,808,000 | 8,562 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $1,394,000 | 8,760 |
| U.S. Government securities | $1,292,000 | 8,526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,292,000 | 8,365 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 2,053 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $681,000 | 6,192 |
| Certificates of participation in pools of residential mortgages | $559,000 | 5,785 |
| Issued or guaranteed by U.S. | $559,000 | 5,769 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $122,000 | 4,020 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,837 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,394,000 | 3,253 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $1,292,000 | 8,706 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $1,126,000 | 8,880 |
| U.S. Government securities | $1,024,000 | 8,674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,024,000 | 8,518 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 2,067 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $732,000 | 6,144 |
| Certificates of participation in pools of residential mortgages | $603,000 | 5,715 |
| Issued or guaranteed by U.S. | $603,000 | 5,698 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $129,000 | 4,067 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,889 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,126,000 | 3,499 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $1,024,000 | 8,826 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $1,590,000 | 8,974 |
| U.S. Government securities | $1,590,000 | 8,663 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,590,000 | 8,468 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $509,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,892 |
| Issued or guaranteed by U.S. | $377,000 | 5,867 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $132,000 | 4,218 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 4,029 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,590,000 | 3,428 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,590,000 | 8,898 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $1,280,000 | 9,455 |
| U.S. Government securities | $1,268,000 | 9,229 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,268,000 | 8,982 |
| Securities issued by states & political subdivisions | $12,000 | 7,225 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $101,000 | 6,891 |
| Certificates of participation in pools of residential mortgages | $101,000 | 6,389 |
| Issued or guaranteed by U.S. | $101,000 | 6,367 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,280,000 | 4,269 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $1,280,000 | 9,350 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $1,226,000 | 9,808 |
| U.S. Government securities | $1,226,000 | 9,614 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,226,000 | 9,277 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $123,000 | 7,191 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,640 |
| Issued or guaranteed by U.S. | $123,000 | 6,621 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,226,000 | 4,710 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,226,000 | 9,725 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $374,000 | 10,222 |
| U.S. Government securities | $374,000 | 10,045 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $374,000 | 9,670 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $174,000 | 7,291 |
| Certificates of participation in pools of residential mortgages | $174,000 | 6,723 |
| Issued or guaranteed by U.S. | $174,000 | 6,702 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $374,000 | 6,035 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $374,000 | 10,119 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $430,000 | 10,713 |
| U.S. Government securities | $430,000 | 10,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $430,000 | 10,037 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $230,000 | 7,529 |
| Certificates of participation in pools of residential mortgages | $230,000 | 6,825 |
| Issued or guaranteed by U.S. | $230,000 | 6,803 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $430,000 | 6,845 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $430,000 | 10,617 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $400,000 | 11,263 |
| U.S. Government securities | $395,000 | 11,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $395,000 | 10,546 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-5,000 | 771 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $295,000 | 7,941 |
| Certificates of participation in pools of residential mortgages | $295,000 | 7,182 |
| Issued or guaranteed by U.S. | $295,000 | 7,163 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $400,000 | 7,522 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $395,000 | 11,175 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $425,000 | 11,778 |
| U.S. Government securities | $425,000 | 11,649 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $425,000 | 10,898 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,000 | 9,188 |
| Certificates of participation in pools of residential mortgages | $61,000 | 8,491 |
| Issued or guaranteed by U.S. | $61,000 | 8,457 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $425,000 | 7,897 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $425,000 | 11,681 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $203,000 | 12,487 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $203,000 | 4,542 |
| 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 | $203,000 | 3,623 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $203,000 | 11,321 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $203,000 | 12,403 |
| 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 | $0 | 13,214 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,082 |
| 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 | $0 | 13,824 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,675 |
| 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 |
