| 2016-09-30 | Rank |
| Total securities | $14,164,000 | 4,319 |
| U.S. Government securities | $13,811,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,811,000 | 3,298 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $353,000 | 1,950 |
| 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 | $353,000 | 1,603 |
| 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 | $13,270,000 | 2,621 |
| Mortgage-backed securities | $5,214,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $5,214,000 | 2,961 |
| Issued or guaranteed by U.S. | $5,214,000 | 2,960 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $14,164,000 | 4,002 |
| Total debt securities | $14,165,000 | 4,297 |
| 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 | $13,970,000 | 4,417 |
| U.S. Government securities | $13,617,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,617,000 | 3,422 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $353,000 | 1,984 |
| 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 | $353,000 | 1,613 |
| 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 | $12,766,000 | 2,710 |
| Mortgage-backed securities | $5,506,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $5,506,000 | 2,955 |
| Issued or guaranteed by U.S. | $5,506,000 | 2,953 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $13,970,000 | 4,087 |
| Total debt securities | $13,971,000 | 4,394 |
| 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 | $13,664,000 | 4,495 |
| U.S. Government securities | $13,311,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,311,000 | 3,535 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $353,000 | 2,002 |
| 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 | $353,000 | 1,622 |
| 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 | $12,716,000 | 2,767 |
| Mortgage-backed securities | $5,739,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $5,739,000 | 2,921 |
| Issued or guaranteed by U.S. | $5,739,000 | 2,921 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $13,664,000 | 4,163 |
| Total debt securities | $13,664,000 | 4,474 |
| 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 | $13,273,000 | 4,596 |
| U.S. Government securities | $12,920,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,920,000 | 3,618 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $353,000 | 1,984 |
| 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 | $353,000 | 1,613 |
| 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 | $12,574,000 | 2,803 |
| Mortgage-backed securities | $5,913,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $5,913,000 | 2,892 |
| Issued or guaranteed by U.S. | $5,913,000 | 2,890 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $13,273,000 | 4,243 |
| Total debt securities | $13,272,000 | 4,573 |
| 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 | $13,637,000 | 4,648 |
| U.S. Government securities | $13,284,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,284,000 | 3,667 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $353,000 | 2,012 |
| 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 | $353,000 | 1,623 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,821,000 | 2,903 |
| Mortgage-backed securities | $6,221,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $6,221,000 | 2,875 |
| Issued or guaranteed by U.S. | $6,221,000 | 2,872 |
| 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) | $13,637,000 | 4,287 |
| Total debt securities | $13,636,000 | 4,625 |
| 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 | $13,471,000 | 4,735 |
| U.S. Government securities | $13,221,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,221,000 | 3,769 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $250,000 | 2,085 |
| 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 | $250,000 | 1,692 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,212,000 | 2,872 |
| Mortgage-backed securities | $6,448,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $6,448,000 | 2,924 |
| Issued or guaranteed by U.S. | $6,448,000 | 2,921 |
| 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) | $13,471,000 | 4,362 |
| Total debt securities | $13,471,000 | 4,713 |
| Structured notes |
| Amortized cost | $499,000 | 1,671 |
| Fair value | $500,000 | 1,576 |
| 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 | $14,068,000 | 4,745 |
| U.S. Government securities | $13,818,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,818,000 | 3,782 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $250,000 | 2,149 |
| 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 | $250,000 | 1,730 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,783,000 | 2,748 |
| Mortgage-backed securities | $6,848,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $6,848,000 | 2,911 |
| Issued or guaranteed by U.S. | $6,848,000 | 2,910 |
| 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) | $14,068,000 | 4,375 |
| Total debt securities | $13,568,000 | 4,776 |
| Structured notes |
| Amortized cost | $499,000 | 1,779 |
| Fair value | $501,000 | 1,680 |
| 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 | $13,700,000 | 4,847 |
| U.S. Government securities | $13,450,000 | 4,012 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,450,000 | 3,893 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $250,000 | 2,171 |
| 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 | $250,000 | 1,749 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,856,000 | 2,864 |
| Mortgage-backed securities | $7,054,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $7,054,000 | 2,929 |
| Issued or guaranteed by U.S. | $7,054,000 | 2,928 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,700,000 | 4,467 |
| Total debt securities | $13,200,000 | 4,866 |
| 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 | $14,368,000 | 4,873 |
| U.S. Government securities | $14,118,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,118,000 | 3,915 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $250,000 | 2,238 |
| 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 | $250,000 | 1,781 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,052,000 | 2,845 |
| Mortgage-backed securities | $7,244,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $7,244,000 | 2,982 |
| Issued or guaranteed by U.S. | $7,244,000 | 2,980 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,368,000 | 4,488 |
| Total debt securities | $13,868,000 | 4,898 |
| 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 | $13,821,000 | 4,994 |
| U.S. Government securities | $13,571,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,571,000 | 4,047 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $250,000 | 2,291 |
| 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 | $250,000 | 1,838 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,712,000 | 2,913 |
| Mortgage-backed securities | $5,689,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $5,689,000 | 3,288 |
| Issued or guaranteed by U.S. | $5,689,000 | 3,287 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,821,000 | 4,596 |
| Total debt securities | $13,322,000 | 5,024 |
| 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 | $15,553,000 | 4,877 |
| U.S. Government securities | $15,303,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,303,000 | 3,881 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $250,000 | 2,358 |
| 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 | $250,000 | 1,890 |
| 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 | $12,825,000 | 2,908 |
| Mortgage-backed securities | $7,976,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $7,976,000 | 2,952 |
| Issued or guaranteed by U.S. | $7,976,000 | 2,952 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $15,553,000 | 4,482 |
| Total debt securities | $15,053,000 | 4,900 |
| 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 | $16,276,000 | 4,814 |
| U.S. Government securities | $16,026,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,026,000 | 3,797 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $250,000 | 2,410 |
| 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 | $250,000 | 1,931 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,616,000 | 2,938 |
| Mortgage-backed securities | $7,766,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $7,766,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,766,000 | 2,970 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $16,276,000 | 4,423 |
| Total debt securities | $15,776,000 | 4,825 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $16,814,000 | 4,804 |
| U.S. Government securities | $16,564,000 | 3,876 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,564,000 | 3,772 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $250,000 | 2,473 |
| 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 | $250,000 | 1,972 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,217,000 | 2,834 |
| Mortgage-backed securities | $7,725,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $7,725,000 | 2,986 |
| Issued or guaranteed by U.S. | $7,725,000 | 2,983 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,814,000 | 4,424 |
| Total debt securities | $16,314,000 | 4,833 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $14,426,000 | 5,044 |
| U.S. Government securities | $14,026,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,026,000 | 4,042 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $400,000 | 2,425 |
| 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 | $400,000 | 1,926 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,173,000 | 2,834 |
| Mortgage-backed securities | $6,216,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $6,216,000 | 3,223 |
| Issued or guaranteed by U.S. | $6,216,000 | 3,220 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $14,426,000 | 4,669 |
| Total debt securities | $13,926,000 | 5,059 |
| Structured notes |
| Amortized cost | $150,000 | 2,318 |
| Fair value | $150,000 | 2,317 |
| 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 | $13,409,000 | 5,180 |
| U.S. Government securities | $13,009,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,009,000 | 4,197 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $400,000 | 2,416 |
| 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 | $400,000 | 1,904 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,638,000 | 2,943 |
| Mortgage-backed securities | $6,481,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $6,481,000 | 3,228 |
| Issued or guaranteed by U.S. | $6,481,000 | 3,226 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $13,409,000 | 4,806 |
| Total debt securities | $12,909,000 | 5,200 |
| Structured notes |
| Amortized cost | $650,000 | 1,886 |
| Fair value | $651,000 | 1,889 |
| 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 | $14,128,000 | 5,074 |
| U.S. Government securities | $13,728,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,728,000 | 4,080 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $400,000 | 2,412 |
| 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 | $400,000 | 1,872 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,128,000 | 2,767 |
| Mortgage-backed securities | $7,192,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $7,192,000 | 3,088 |
| Issued or guaranteed by U.S. | $7,192,000 | 3,087 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,128,000 | 4,698 |
| Total debt securities | $13,628,000 | 5,102 |
| Structured notes |
| Amortized cost | $650,000 | 1,924 |
| Fair value | $651,000 | 1,941 |
| 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 | $14,718,000 | 5,082 |
| U.S. Government securities | $13,518,000 | 4,303 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,518,000 | 4,207 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,200,000 | 1,905 |
| 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 | $1,200,000 | 1,433 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,848,000 | 3,048 |
| Mortgage-backed securities | $7,967,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $7,967,000 | 3,116 |
| Issued or guaranteed by U.S. | $7,967,000 | 3,115 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,718,000 | 4,698 |
| Total debt securities | $14,218,000 | 5,096 |
| Structured notes |
| Amortized cost | $650,000 | 2,098 |
| Fair value | $651,000 | 2,099 |
| 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 | $16,828,000 | 4,881 |
| U.S. Government securities | $15,128,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,128,000 | 4,070 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,700,000 | 1,736 |
| 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 | $1,700,000 | 1,299 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,004,000 | 2,917 |
| Mortgage-backed securities | $8,579,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $8,579,000 | 3,045 |
| Issued or guaranteed by U.S. | $8,579,000 | 3,045 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $16,828,000 | 4,506 |
| Total debt securities | $16,329,000 | 4,888 |
| Structured notes |
| Amortized cost | $1,150,000 | 1,906 |
| Fair value | $1,150,000 | 1,910 |
| 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 | $16,486,000 | 4,954 |
| U.S. Government securities | $14,786,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,786,000 | 4,205 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,700,000 | 1,716 |
| 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 | $1,700,000 | 1,278 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,332,000 | 3,028 |
| Mortgage-backed securities | $9,239,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $9,239,000 | 2,932 |
| Issued or guaranteed by U.S. | $9,239,000 | 2,930 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,486,000 | 4,564 |
| Total debt securities | $15,987,000 | 4,985 |
| Structured notes |
| Amortized cost | $650,000 | 2,609 |
| Fair value | $647,000 | 2,612 |
| 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 | $17,850,000 | 4,784 |
| U.S. Government securities | $15,516,000 | 4,151 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,516,000 | 4,063 |
| Securities issued by states & political subdivisions | $634,000 | 5,175 |
| Other domestic debt securities | $1,700,000 | 1,701 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,700,000 | 1,207 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,278,000 | 3,049 |
| Mortgage-backed securities | $9,958,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $9,958,000 | 2,746 |
| Issued or guaranteed by U.S. | $9,958,000 | 2,746 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $17,850,000 | 4,385 |
| Total debt securities | $17,350,000 | 4,808 |
| Structured notes |
| Amortized cost | $650,000 | 2,496 |
| Fair value | $648,000 | 2,497 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $17,656,000 | 4,757 |
| U.S. Government securities | $15,328,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,328,000 | 4,032 |
| Securities issued by states & political subdivisions | $628,000 | 5,174 |
| Other domestic debt securities | $1,700,000 | 1,697 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,700,000 | 1,180 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,649,000 | 2,696 |
| Mortgage-backed securities | $9,150,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $9,150,000 | 2,792 |
| Issued or guaranteed by U.S. | $9,150,000 | 2,788 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,656,000 | 4,355 |
| Total debt securities | $17,156,000 | 4,778 |
| Structured notes |
| Amortized cost | $1,250,000 | 2,118 |
| Fair value | $1,249,000 | 2,129 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $17,373,000 | 4,849 |
| U.S. Government securities | $15,074,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,074,000 | 4,154 |
| Securities issued by states & political subdivisions | $599,000 | 5,181 |
| Other domestic debt securities | $1,700,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,700,000 | 1,100 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,335,000 | 2,566 |
| Mortgage-backed securities | $7,992,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $7,992,000 | 2,908 |
| Issued or guaranteed by U.S. | $7,992,000 | 2,902 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $17,373,000 | 4,442 |
| Total debt securities | $16,873,000 | 4,890 |
| Structured notes |
| Amortized cost | $1,150,000 | 2,382 |
| Fair value | $1,153,000 | 2,383 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $17,221,000 | 4,867 |
| U.S. Government securities | $14,183,000 | 4,355 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,183,000 | 4,231 |
| Securities issued by states & political subdivisions | $576,000 | 5,200 |
| Other domestic debt securities | $2,462,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,462,000 | 944 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,030,000 | 2,582 |
| Mortgage-backed securities | $8,680,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $8,680,000 | 2,765 |
| Issued or guaranteed by U.S. | $8,680,000 | 2,759 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $17,221,000 | 4,463 |
| Total debt securities | $16,714,000 | 4,889 |
| Structured notes |
| Amortized cost | $1,150,000 | 2,429 |
| Fair value | $1,141,000 | 2,433 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $17,222,000 | 4,750 |
| U.S. Government securities | $14,631,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,631,000 | 3,995 |
| Securities issued by states & political subdivisions | $562,000 | 5,229 |
| Other domestic debt securities | $2,029,000 | 1,675 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,029,000 | 1,031 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,777,000 | 2,779 |
| Mortgage-backed securities | $9,131,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $9,131,000 | 2,571 |
| Issued or guaranteed by U.S. | $9,131,000 | 2,565 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $17,222,000 | 4,356 |
| Total debt securities | $17,219,000 | 4,721 |
| Structured notes |
| Amortized cost | $650,000 | 2,675 |
| Fair value | $603,000 | 2,698 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $18,328,000 | 4,548 |
| U.S. Government securities | $15,421,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,421,000 | 3,870 |
| Securities issued by states & political subdivisions | $607,000 | 5,130 |
| Other domestic debt securities | $2,300,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,300,000 | 956 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,364,000 | 2,852 |
| Mortgage-backed securities | $7,321,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $7,321,000 | 2,823 |
| Issued or guaranteed by U.S. | $7,321,000 | 2,815 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $18,328,000 | 4,153 |
| Total debt securities | $18,013,000 | 4,548 |
| Structured notes |
| Amortized cost | $650,000 | 2,730 |
| Fair value | $615,000 | 2,740 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $18,066,000 | 4,624 |
| U.S. Government securities | $15,197,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,197,000 | 3,964 |
| Securities issued by states & political subdivisions | $584,000 | 5,119 |
| Other domestic debt securities | $2,285,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,285,000 | 927 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,157,000 | 2,694 |
| Mortgage-backed securities | $6,040,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $6,040,000 | 3,114 |
| Issued or guaranteed by U.S. | $6,040,000 | 3,106 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,066,000 | 4,207 |
| Total debt securities | $17,753,000 | 4,624 |
| Structured notes |
| Amortized cost | $150,000 | 3,185 |
| Fair value | $113,000 | 3,191 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $14,678,000 | 5,069 |
| U.S. Government securities | $11,831,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,831,000 | 4,526 |
| Securities issued by states & political subdivisions | $585,000 | 5,141 |
| Other domestic debt securities | $2,262,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,262,000 | 958 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,625,000 | 2,935 |
| Mortgage-backed securities | $4,215,000 | 4,295 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 3,666 |
| Issued or guaranteed by U.S. | $4,215,000 | 3,660 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $14,678,000 | 4,637 |
| Total debt securities | $14,364,000 | 5,075 |
| Structured notes |
| Amortized cost | $649,000 | 2,597 |
| Fair value | $614,000 | 2,595 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $15,592,000 | 4,928 |
| U.S. Government securities | $12,936,000 | 4,451 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,936,000 | 4,359 |
| Securities issued by states & political subdivisions | $586,000 | 5,187 |
| Other domestic debt securities | $2,070,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,070,000 | 1,028 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,365,000 | 3,134 |
| Mortgage-backed securities | $3,758,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $3,758,000 | 3,892 |
| Issued or guaranteed by U.S. | $3,758,000 | 3,884 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $15,592,000 | 4,495 |
| Total debt securities | $15,393,000 | 4,914 |
| Structured notes |
| Amortized cost | $649,000 | 2,343 |
| Fair value | $611,000 | 2,348 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $14,912,000 | 5,073 |
| U.S. Government securities | $11,739,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,739,000 | 4,569 |
| Securities issued by states & political subdivisions | $620,000 | 5,202 |
| Other domestic debt securities | $2,553,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $15,000 | 366 |
| Other domestic debt securities - All other | $2,538,000 | 983 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,633,000 | 3,603 |
| Mortgage-backed securities | $4,032,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $4,032,000 | 3,888 |
| Issued or guaranteed by U.S. | $4,032,000 | 3,879 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,912,000 | 4,641 |
| Total debt securities | $14,413,000 | 5,090 |
| Structured notes |
| Amortized cost | $649,000 | 1,925 |
| Fair value | $648,000 | 1,918 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $15,487,000 | 4,983 |
| U.S. Government securities | $11,977,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,977,000 | 4,527 |
| Securities issued by states & political subdivisions | $551,000 | 5,262 |
| Other domestic debt securities | $2,959,000 | 1,673 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $120,000 | 375 |
| Other domestic debt securities - All other | $2,839,000 | 933 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,077,000 | 3,890 |
| Mortgage-backed securities | $4,271,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $4,271,000 | 3,866 |
| Issued or guaranteed by U.S. | $4,271,000 | 3,854 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $15,487,000 | 4,539 |
| Total debt securities | $14,987,000 | 5,005 |
| Structured notes |
| Amortized cost | $1,147,000 | 1,074 |
| Fair value | $1,162,000 | 1,066 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $15,782,000 | 4,964 |
| U.S. Government securities | $12,331,000 | 4,651 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,331,000 | 4,571 |
| Securities issued by states & political subdivisions | $552,000 | 5,198 |
| Other domestic debt securities | $2,899,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,899,000 | 930 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,665,000 | 4,277 |
| Mortgage-backed securities | $4,625,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $4,625,000 | 3,867 |
| Issued or guaranteed by U.S. | $4,625,000 | 3,855 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,782,000 | 4,494 |
| Total debt securities | $15,782,000 | 4,924 |
| Structured notes |
| Amortized cost | $400,000 | 1,462 |
| Fair value | $358,000 | 1,478 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $16,659,000 | 4,862 |
| U.S. Government securities | $13,120,000 | 4,557 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,120,000 | 4,472 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,539,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,539,000 | 808 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,463,000 | 4,400 |
| Mortgage-backed securities | $4,833,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,782 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,768 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,659,000 | 4,385 |
| Total debt securities | $16,659,000 | 4,821 |
| Structured notes |
| Amortized cost | $400,000 | 1,486 |
| Fair value | $397,000 | 1,498 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $16,589,000 | 4,849 |
| U.S. Government securities | $13,024,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,024,000 | 4,455 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,565,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,565,000 | 784 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,395,000 | 4,149 |
| Mortgage-backed securities | $4,366,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $4,366,000 | 3,821 |
| Issued or guaranteed by U.S. | $4,366,000 | 3,811 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,589,000 | 4,352 |
| Total debt securities | $16,588,000 | 4,810 |
| Structured notes |
| Amortized cost | $400,000 | 1,489 |
| Fair value | $397,000 | 1,497 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $16,899,000 | 4,843 |
| U.S. Government securities | $13,036,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,036,000 | 4,470 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,863,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,863,000 | 826 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,299,000 | 3,921 |
| Mortgage-backed securities | $4,421,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $4,421,000 | 3,807 |
| Issued or guaranteed by U.S. | $4,421,000 | 3,796 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,899,000 | 4,355 |
| Total debt securities | $16,899,000 | 4,790 |
| Structured notes |
| Amortized cost | $150,000 | 1,736 |
| Fair value | $151,000 | 1,739 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $17,469,000 | 4,752 |
| U.S. Government securities | $13,589,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,589,000 | 4,378 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,880,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,880,000 | 812 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,985,000 | 3,966 |
| Mortgage-backed securities | $4,294,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $4,294,000 | 3,742 |
| Issued or guaranteed by U.S. | $4,294,000 | 3,727 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $17,469,000 | 4,276 |
| Total debt securities | $17,469,000 | 4,695 |
| Structured notes |
| Amortized cost | $150,000 | 1,881 |
| Fair value | $152,000 | 1,884 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $17,445,000 | 4,787 |
| U.S. Government securities | $13,554,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,554,000 | 4,482 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,891,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,891,000 | 778 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,432,000 | 3,902 |
| Mortgage-backed securities | $3,947,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $3,947,000 | 3,548 |
| Issued or guaranteed by U.S. | $3,947,000 | 3,534 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $17,445,000 | 4,250 |
| Total debt securities | $17,445,000 | 4,737 |
| Structured notes |
| Amortized cost | $150,000 | 2,394 |
| Fair value | $152,000 | 2,395 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $16,426,000 | 4,966 |
| U.S. Government securities | $13,552,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,552,000 | 4,559 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,874,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,874,000 | 884 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,125,000 | 3,989 |
| Mortgage-backed securities | $3,552,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 3,531 |
| Issued or guaranteed by U.S. | $3,552,000 | 3,516 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $16,426,000 | 4,411 |
| Total debt securities | $16,426,000 | 4,919 |
| Structured notes |
| Amortized cost | $150,000 | 2,601 |
| Fair value | $150,000 | 2,604 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $16,380,000 | 4,980 |
| U.S. Government securities | $13,481,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,481,000 | 4,575 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,899,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,899,000 | 841 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,712,000 | 4,090 |
| Mortgage-backed securities | $3,629,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,462 |
| Issued or guaranteed by U.S. | $3,629,000 | 3,448 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,380,000 | 4,412 |
| Total debt securities | $16,379,000 | 4,938 |
| Structured notes |
| Amortized cost | $150,000 | 2,681 |
| Fair value | $151,000 | 2,682 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $16,249,000 | 5,054 |
| U.S. Government securities | $12,837,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,837,000 | 4,707 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $3,412,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,412,000 | 782 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,629,000 | 4,113 |
| Mortgage-backed securities | $3,417,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $3,417,000 | 3,528 |
| Issued or guaranteed by U.S. | $3,417,000 | 3,509 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,249,000 | 4,457 |
| Total debt securities | $16,249,000 | 5,008 |
| Structured notes |
| Amortized cost | $150,000 | 2,755 |
| Fair value | $150,000 | 2,756 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $15,533,000 | 5,213 |
| U.S. Government securities | $12,466,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,466,000 | 4,839 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $3,067,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,067,000 | 835 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,426,000 | 4,443 |
| Mortgage-backed securities | $3,550,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $3,550,000 | 3,490 |
| Issued or guaranteed by U.S. | $3,550,000 | 3,477 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $15,533,000 | 4,605 |
| Total debt securities | $15,531,000 | 5,168 |
| Structured notes |
| Amortized cost | $150,000 | 2,850 |
| Fair value | $150,000 | 2,850 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $15,244,000 | 5,284 |
| U.S. Government securities | $11,677,000 | 5,156 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,677,000 | 5,040 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $3,567,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,567,000 | 777 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,249,000 | 4,533 |
| Mortgage-backed securities | $2,793,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $2,793,000 | 3,788 |
| Issued or guaranteed by U.S. | $2,793,000 | 3,766 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $15,244,000 | 4,655 |
| Total debt securities | $15,244,000 | 5,241 |
| Structured notes |
| Amortized cost | $150,000 | 2,976 |
| Fair value | $146,000 | 2,977 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $15,309,000 | 5,274 |
| U.S. Government securities | $11,731,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,731,000 | 5,036 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,578,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,578,000 | 786 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,897,000 | 4,673 |
| Mortgage-backed securities | $2,904,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $2,904,000 | 3,752 |
| Issued or guaranteed by U.S. | $2,904,000 | 3,737 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,309,000 | 4,619 |
| Total debt securities | $15,309,000 | 5,217 |
| Structured notes |
| Amortized cost | $150,000 | 3,035 |
| Fair value | $147,000 | 3,039 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $15,575,000 | 5,275 |
| U.S. Government securities | $11,979,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,979,000 | 5,002 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $3,596,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,596,000 | 819 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,032,000 | 4,599 |
| Mortgage-backed securities | $3,109,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 3,683 |
| Issued or guaranteed by U.S. | $3,109,000 | 3,667 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,575,000 | 4,631 |
| Total debt securities | $15,576,000 | 5,222 |
| Structured notes |
| Amortized cost | $150,000 | 3,028 |
| Fair value | $147,000 | 3,030 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $14,270,000 | 5,503 |
| U.S. Government securities | $10,676,000 | 5,418 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,676,000 | 5,283 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,594,000 | 1,243 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,594,000 | 853 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,933,000 | 4,618 |
| Mortgage-backed securities | $2,766,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 3,846 |
| Issued or guaranteed by U.S. | $2,766,000 | 3,831 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $14,270,000 | 4,826 |
| Total debt securities | $14,269,000 | 5,455 |
| Structured notes |
| Amortized cost | $150,000 | 3,022 |
| Fair value | $150,000 | 3,022 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $13,521,000 | 5,612 |
| U.S. Government securities | $9,925,000 | 5,577 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,925,000 | 5,448 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,596,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,596,000 | 879 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,841,000 | 4,665 |
| Mortgage-backed securities | $2,967,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $2,967,000 | 3,819 |
| Issued or guaranteed by U.S. | $2,967,000 | 3,805 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $13,521,000 | 4,937 |
| Total debt securities | $13,519,000 | 5,558 |
| Structured notes |
| Amortized cost | $150,000 | 2,968 |
| Fair value | $150,000 | 2,970 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $13,761,000 | 5,615 |
| U.S. Government securities | $10,169,000 | 5,562 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,169,000 | 5,423 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,592,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,592,000 | 912 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,469,000 | 4,438 |
| Mortgage-backed securities | $2,697,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $2,697,000 | 4,003 |
| Issued or guaranteed by U.S. | $2,697,000 | 3,989 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,761,000 | 4,918 |
| Total debt securities | $13,760,000 | 5,555 |
| Structured notes |
| Amortized cost | $150,000 | 2,946 |
| Fair value | $148,000 | 2,949 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $13,345,000 | 5,764 |
| U.S. Government securities | $9,752,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,752,000 | 5,594 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,593,000 | 1,331 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,593,000 | 973 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,365,000 | 4,824 |
| Mortgage-backed securities | $1,810,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,551 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $13,345,000 | 5,060 |
| Total debt securities | $13,344,000 | 5,701 |
| Structured notes |
| Amortized cost | $1,150,000 | 1,969 |
| Fair value | $1,149,000 | 1,969 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $14,172,000 | 5,645 |
| U.S. Government securities | $10,399,000 | 5,605 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,399,000 | 5,447 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,597,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,597,000 | 1,001 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $176,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,988,000 | 4,957 |
| Mortgage-backed securities | $1,924,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,502 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,172,000 | 4,951 |
| Total debt securities | $13,997,000 | 5,615 |
| Structured notes |
| Amortized cost | $1,452,000 | 1,821 |
| Fair value | $1,458,000 | 1,819 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $13,684,000 | 5,763 |
| U.S. Government securities | $9,681,000 | 5,772 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,681,000 | 5,614 |
| Securities issued by states & political subdivisions | $236,000 | 6,137 |
| Other domestic debt securities | $3,591,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,591,000 | 1,045 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $176,000 | 1,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,884,000 | 4,657 |
| Mortgage-backed securities | $1,999,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $1,999,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,999,000 | 4,499 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,684,000 | 5,048 |
| Total debt securities | $13,507,000 | 5,726 |
| Structured notes |
| Amortized cost | $1,455,000 | 1,820 |
| Fair value | $1,467,000 | 1,819 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $13,726,000 | 5,813 |
| U.S. Government securities | $9,725,000 | 5,834 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,725,000 | 5,678 |
| Securities issued by states & political subdivisions | $237,000 | 6,174 |
| Other domestic debt securities | $3,588,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,588,000 | 1,088 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $176,000 | 1,827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,578,000 | 4,388 |
| Mortgage-backed securities | $1,574,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,808 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,726,000 | 5,106 |
| Total debt securities | $13,549,000 | 5,770 |
| Structured notes |
| Amortized cost | $1,457,000 | 1,800 |
| Fair value | $1,472,000 | 1,756 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $14,725,000 | 5,615 |
| U.S. Government securities | $10,505,000 | 5,616 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,505,000 | 5,473 |
| Securities issued by states & political subdivisions | $849,000 | 5,337 |
| Other domestic debt securities | $3,195,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,195,000 | 1,272 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $176,000 | 1,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,825,000 | 4,613 |
| Mortgage-backed securities | $1,709,000 | 5,322 |
| Certificates of participation in pools of residential mortgages | $1,709,000 | 4,771 |
| Issued or guaranteed by U.S. | $1,709,000 | 4,757 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $14,725,000 | 4,929 |
| Total debt securities | $14,546,000 | 5,571 |
| Structured notes |
| Amortized cost | $1,459,000 | 1,593 |
| Fair value | $1,493,000 | 1,586 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $14,752,000 | 5,678 |
| U.S. Government securities | $10,281,000 | 5,700 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,281,000 | 5,542 |
| Securities issued by states & political subdivisions | $1,108,000 | 5,105 |
| Other domestic debt securities | $3,186,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,186,000 | 1,355 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $177,000 | 1,892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,700,000 | 4,587 |
| Mortgage-backed securities | $1,789,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $1,789,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,789,000 | 4,710 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $14,752,000 | 4,954 |
| Total debt securities | $14,575,000 | 5,618 |
| Structured notes |
| Amortized cost | $1,150,000 | 1,550 |
| Fair value | $1,188,000 | 1,546 |
| Trading account assets | $392,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $14,606,000 | 5,608 |
| U.S. Government securities | $10,389,000 | 5,528 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,389,000 | 5,372 |
| Securities issued by states & political subdivisions | $1,364,000 | 4,892 |
| Other domestic debt securities | $2,677,000 | 1,863 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,677,000 | 1,586 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $176,000 | 1,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,898,000 | 3,806 |
| Mortgage-backed securities | $1,373,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,986 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,966 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $14,606,000 | 4,912 |
| Total debt securities | $14,430,000 | 5,547 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,042,000 | 1,357 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $14,478,000 | 5,579 |
| U.S. Government securities | $10,312,000 | 5,473 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,312,000 | 5,307 |
| Securities issued by states & political subdivisions | $1,465,000 | 4,779 |
| Other domestic debt securities | $2,525,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,525,000 | 1,707 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $176,000 | 1,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,892,000 | 3,786 |
| Mortgage-backed securities | $1,666,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $1,666,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,666,000 | 4,858 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $14,478,000 | 4,872 |
| Total debt securities | $14,302,000 | 5,507 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,059,000 | 1,151 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $12,656,000 | 5,949 |
| U.S. Government securities | $10,507,000 | 5,476 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,507,000 | 5,297 |
| Securities issued by states & political subdivisions | $1,473,000 | 4,701 |
| Other domestic debt securities | $500,000 | 3,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,934 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $176,000 | 1,963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,825,000 | 3,803 |
| Mortgage-backed securities | $1,856,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,856,000 | 4,724 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,656,000 | 5,200 |
| Total debt securities | $12,480,000 | 5,875 |
| Structured notes |
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,056,000 | 881 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $11,753,000 | 6,117 |
| U.S. Government securities | $10,260,000 | 5,510 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,260,000 | 5,317 |
| Securities issued by states & political subdivisions | $1,317,000 | 4,850 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $176,000 | 1,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,984,000 | 4,065 |
| Mortgage-backed securities | $1,559,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,943 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,927 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $11,753,000 | 5,326 |
| Total debt securities | $11,577,000 | 6,068 |
| Structured notes |
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,053,000 | 731 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $10,348,000 | 6,429 |
| U.S. Government securities | $8,705,000 | 5,877 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,705,000 | 5,649 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,618 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $14,000 | 2,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,624,000 | 3,042 |
| Mortgage-backed securities | $2,642,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,398,000 | 4,219 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $244,000 | 4,062 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 3,883 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,348,000 | 5,542 |
| Total debt securities | $10,334,000 | 6,332 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $14,947,000 | 5,582 |
| U.S. Government securities | $12,383,000 | 5,172 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,383,000 | 4,845 |
| Securities issued by states & political subdivisions | $1,947,000 | 4,441 |
| 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 | $617,000 | 3,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,963,000 | 2,505 |
| Mortgage-backed securities | $4,140,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $3,807,000 | 3,045 |
| Issued or guaranteed by U.S. | $3,807,000 | 3,029 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $333,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 3,402 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $14,947,000 | 4,609 |
| Total debt securities | $14,330,000 | 5,583 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $13,020,000 | 6,276 |
| U.S. Government securities | $10,117,000 | 6,057 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,117,000 | 5,552 |
| Securities issued by states & political subdivisions | $2,292,000 | 4,389 |
| 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 | $611,000 | 3,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,778,000 | 2,818 |
| Mortgage-backed securities | $5,726,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $5,273,000 | 2,715 |
| Issued or guaranteed by U.S. | $5,273,000 | 2,703 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $453,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 3,454 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,020,000 | 5,148 |
| Total debt securities | $12,409,000 | 6,315 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $13,101,000 | 6,251 |
| U.S. Government securities | $10,066,000 | 6,085 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $10,066,000 | 5,264 |
| Securities issued by states & political subdivisions | $2,471,000 | 4,359 |
| 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 | $564,000 | 3,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,180,000 | 2,767 |
| Mortgage-backed securities | $7,231,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $7,231,000 | 2,423 |
| Issued or guaranteed by U.S. | $7,231,000 | 2,407 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $13,101,000 | 5,005 |
| Total debt securities | $12,537,000 | 6,276 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $5,286,000 | 9,110 |
| U.S. Government securities | $2,771,000 | 9,677 |
| U.S. Treasury securities | $1,501,000 | 5,733 |
| U.S. Government agency obligations | $1,270,000 | 9,523 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,630 |
| 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 | $530,000 | 3,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,638,000 | 4,681 |
| Mortgage-backed securities | $970,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $970,000 | 5,425 |
| Issued or guaranteed by U.S. | $970,000 | 5,403 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,255,000 | 4,905 |
| Available-for-sale securities (fair market value) | $2,031,000 | 8,717 |
| Total debt securities | $4,756,000 | 9,230 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $8,682,000 | 8,377 |
| U.S. Government securities | $6,166,000 | 8,597 |
| U.S. Treasury securities | $1,699,000 | 6,351 |
| U.S. Government agency obligations | $4,467,000 | 7,960 |
| Securities issued by states & political subdivisions | $2,001,000 | 4,792 |
| 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 | $515,000 | 3,454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,164,000 | 5,052 |
| Mortgage-backed securities | $1,166,000 | 6,635 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,600 |
| Issued or guaranteed by U.S. | $1,166,000 | 5,583 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,667,000 | 4,066 |
| Available-for-sale securities (fair market value) | $2,015,000 | 9,010 |
| Total debt securities | $8,167,000 | 8,445 |
| Structured notes |
| Amortized cost | $1,993,000 | 1,145 |
| Fair value | $1,968,000 | 1,100 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $11,200,000 | 7,853 |
| U.S. Government securities | $8,563,000 | 7,924 |
| U.S. Treasury securities | $3,799,000 | 5,411 |
| U.S. Government agency obligations | $4,764,000 | 7,841 |
| Securities issued by states & political subdivisions | $2,117,000 | 4,764 |
| 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 | $520,000 | 3,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,960,000 | 4,726 |
| Mortgage-backed securities | $1,463,000 | 6,777 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 5,493 |
| Issued or guaranteed by U.S. | $1,463,000 | 5,464 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,178,000 | 3,364 |
| Available-for-sale securities (fair market value) | $1,022,000 | 9,951 |
| Total debt securities | $10,680,000 | 7,905 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $11,417,000 | 8,256 |
| U.S. Government securities | $8,784,000 | 8,303 |
| U.S. Treasury securities | $3,762,000 | 6,486 |
| U.S. Government agency obligations | $5,022,000 | 7,693 |
| Securities issued by states & political subdivisions | $2,278,000 | 4,852 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $355,000 | 3,727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,670,000 | 4,923 |
| Mortgage-backed securities | $1,720,000 | 6,929 |
| Certificates of participation in pools of residential mortgages | $1,720,000 | 5,501 |
| Issued or guaranteed by U.S. | $1,720,000 | 5,476 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,592,000 | 5,467 |
| Available-for-sale securities (fair market value) | $825,000 | 9,835 |
| Total debt securities | $11,062,000 | 8,258 |
| 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 | $10,135,000 | 9,026 |
| U.S. Government securities | $7,468,000 | 9,163 |
| U.S. Treasury securities | $1,407,000 | 9,343 |
| U.S. Government agency obligations | $6,061,000 | 7,292 |
| Securities issued by states & political subdivisions | $2,410,000 | 4,837 |
| 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 | $257,000 | 4,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,465,000 | 5,628 |
| Mortgage-backed securities | $2,458,000 | 6,843 |
| Certificates of participation in pools of residential mortgages | $2,444,000 | 5,326 |
| Issued or guaranteed by U.S. | $2,444,000 | 5,287 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $14,000 | 6,953 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 6,454 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,878,000 | 9,002 |
| 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 | $8,664,000 | 9,725 |
| U.S. Government securities | $6,292,000 | 9,978 |
| U.S. Treasury securities | $911,000 | 10,625 |
| U.S. Government agency obligations | $5,381,000 | 7,759 |
| Securities issued by states & political subdivisions | $1,607,000 | 5,527 |
| Other domestic debt securities | $509,000 | 5,015 |
| Privately issued residential mortgage-backed securities | $509,000 | 2,330 |
| 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 | $256,000 | 3,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,615,000 | 7,623 |
| Mortgage-backed securities | $4,590,000 | 5,697 |
| Certificates of participation in pools of residential mortgages | $3,643,000 | 4,677 |
| Issued or guaranteed by U.S. | $3,643,000 | 4,623 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $947,000 | 5,182 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 5,635 |
| Privately issued | $509,000 | 1,952 |
| 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 | $8,408,000 | 9,712 |
| 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 |
