| 2023-12-31 | Rank |
| Total securities | $552,621,000 | 405 |
| U.S. Government securities | $543,476,000 | 291 |
| U.S. Treasury securities | $518,873,000 | 74 |
| U.S. Government agency obligations | $24,603,000 | 2,373 |
| Securities issued by states & political subdivisions | $780,000 | 3,579 |
| Other domestic debt securities | $2,999,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,999,000 | 1,175 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $131,744,000 | 712 |
| Mortgage-backed securities | $24,603,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,221,000 | 1,410 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,382,000 | 1,813 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $547,255,000 | 324 |
| Total debt securities | $547,256,000 | 399 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $438,369,000 | 472 |
| U.S. Government securities | $427,291,000 | 335 |
| U.S. Treasury securities | $423,576,000 | 84 |
| U.S. Government agency obligations | $3,715,000 | 3,815 |
| Securities issued by states & political subdivisions | $728,000 | 3,628 |
| Other domestic debt securities | $2,867,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,867,000 | 1,188 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $135,965,000 | 678 |
| Mortgage-backed securities | $3,715,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,387,000 | 3,144 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 1,795 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $430,886,000 | 388 |
| Total debt securities | $430,886,000 | 469 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $407,320,000 | 523 |
| U.S. Government securities | $318,088,000 | 453 |
| U.S. Treasury securities | $314,128,000 | 105 |
| U.S. Government agency obligations | $3,960,000 | 3,827 |
| Securities issued by states & political subdivisions | $767,000 | 3,658 |
| Other domestic debt securities | $2,831,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,831,000 | 1,207 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,722,000 | 1,134 |
| Mortgage-backed securities | $3,960,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,497,000 | 3,142 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,463,000 | 1,784 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $321,686,000 | 553 |
| Total debt securities | $321,686,000 | 647 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $107,536,000 | 1,717 |
| U.S. Government securities | $103,778,000 | 1,216 |
| U.S. Treasury securities | $99,574,000 | 283 |
| U.S. Government agency obligations | $4,204,000 | 3,823 |
| Securities issued by states & political subdivisions | $769,000 | 3,713 |
| Other domestic debt securities | $2,989,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,989,000 | 1,217 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $4,204,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,588,000 | 3,168 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,616,000 | 1,799 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $107,536,000 | 1,515 |
| Total debt securities | $107,537,000 | 1,702 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $300,223,000 | 731 |
| U.S. Government securities | $289,870,000 | 524 |
| U.S. Treasury securities | $285,598,000 | 125 |
| U.S. Government agency obligations | $4,272,000 | 3,813 |
| Securities issued by states & political subdivisions | $737,000 | 3,758 |
| Other domestic debt securities | $3,073,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,073,000 | 1,209 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $4,272,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,639,000 | 3,186 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,633,000 | 1,812 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $293,680,000 | 632 |
| Total debt securities | $293,680,000 | 730 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $133,504,000 | 1,510 |
| U.S. Government securities | $95,249,000 | 1,318 |
| U.S. Treasury securities | $90,823,000 | 349 |
| U.S. Government agency obligations | $4,426,000 | 3,826 |
| Securities issued by states & political subdivisions | $729,000 | 3,796 |
| Other domestic debt securities | $3,106,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,106,000 | 1,212 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $4,426,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,696,000 | 3,191 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,730,000 | 1,806 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $99,084,000 | 1,627 |
| Total debt securities | $99,084,000 | 1,826 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $8,717,000 | 4,274 |
| U.S. Government securities | $4,762,000 | 4,197 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $4,762,000 | 3,816 |
| Securities issued by states & political subdivisions | $783,000 | 3,823 |
| Other domestic debt securities | $3,172,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,172,000 | 1,217 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $4,762,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $1,832,000 | 3,283 |
| Issued or guaranteed by U.S. | $1,832,000 | 3,192 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,930,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $2,930,000 | 1,796 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $8,717,000 | 4,001 |
| Total debt securities | $8,715,000 | 4,257 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $9,468,000 | 4,207 |
| U.S. Government securities | $5,348,000 | 4,069 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,348,000 | 3,740 |
| Securities issued by states & political subdivisions | $874,000 | 3,817 |
| Other domestic debt securities | $3,246,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,246,000 | 1,192 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $5,348,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 3,246 |
| Issued or guaranteed by U.S. | $2,059,000 | 3,155 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,289,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,289,000 | 1,755 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $9,468,000 | 3,946 |
| Total debt securities | $9,466,000 | 4,185 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $10,218,000 | 4,134 |
| U.S. Government securities | $5,889,000 | 3,910 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,889,000 | 3,658 |
| Securities issued by states & political subdivisions | $962,000 | 3,830 |
| Other domestic debt securities | $3,367,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,367,000 | 1,117 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $5,889,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 3,218 |
| Issued or guaranteed by U.S. | $2,290,000 | 3,114 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,599,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,599,000 | 1,696 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,218,000 | 3,905 |
| Total debt securities | $10,219,000 | 4,114 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $10,755,000 | 4,097 |
| U.S. Government securities | $6,375,000 | 3,848 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,375,000 | 3,624 |
| Securities issued by states & political subdivisions | $1,002,000 | 3,852 |
| Other domestic debt securities | $3,378,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,378,000 | 1,058 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $6,375,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 3,199 |
| Issued or guaranteed by U.S. | $2,493,000 | 3,112 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,882,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $3,882,000 | 1,681 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $10,755,000 | 3,876 |
| Total debt securities | $10,756,000 | 4,075 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $11,167,000 | 4,064 |
| U.S. Government securities | $6,817,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,817,000 | 3,560 |
| Securities issued by states & political subdivisions | $991,000 | 3,871 |
| Other domestic debt securities | $3,359,000 | 1,357 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,359,000 | 1,006 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $6,817,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $2,704,000 | 3,161 |
| Issued or guaranteed by U.S. | $2,704,000 | 3,066 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,113,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,113,000 | 1,603 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $11,167,000 | 3,839 |
| Total debt securities | $11,167,000 | 4,042 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $11,451,000 | 3,986 |
| U.S. Government securities | $7,192,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,192,000 | 3,461 |
| Securities issued by states & political subdivisions | $958,000 | 3,882 |
| Other domestic debt securities | $3,301,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,301,000 | 960 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $7,192,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 3,066 |
| Issued or guaranteed by U.S. | $2,917,000 | 2,976 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,275,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $4,275,000 | 1,556 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $11,451,000 | 3,762 |
| Total debt securities | $11,452,000 | 3,961 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $10,097,000 | 4,031 |
| U.S. Government securities | $5,804,000 | 3,689 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,804,000 | 3,547 |
| Securities issued by states & political subdivisions | $1,015,000 | 3,882 |
| Other domestic debt securities | $3,278,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,278,000 | 914 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $5,804,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $2,870,000 | 3,032 |
| Issued or guaranteed by U.S. | $2,870,000 | 2,955 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,934,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 1,802 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,097,000 | 3,798 |
| Total debt securities | $10,097,000 | 4,002 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $8,780,000 | 4,097 |
| U.S. Government securities | $5,756,000 | 3,721 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,756,000 | 3,564 |
| Securities issued by states & political subdivisions | $1,005,000 | 3,857 |
| Other domestic debt securities | $2,019,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,019,000 | 1,050 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $5,756,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $3,219,000 | 2,962 |
| Issued or guaranteed by U.S. | $3,219,000 | 2,876 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,537,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,537,000 | 1,883 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,780,000 | 3,853 |
| Total debt securities | $8,779,000 | 4,072 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $5,149,000 | 4,394 |
| U.S. Government securities | $5,149,000 | 3,810 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,149,000 | 3,649 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $5,149,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 3,106 |
| Issued or guaranteed by U.S. | $2,563,000 | 3,021 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,586,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,586,000 | 1,910 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,149,000 | 4,150 |
| Total debt securities | $5,150,000 | 4,371 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $1,652,000 | 4,740 |
| U.S. Government securities | $1,652,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,652,000 | 4,260 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $1,652,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 3,337 |
| Issued or guaranteed by U.S. | $1,630,000 | 3,230 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $22,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,773 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,652,000 | 4,495 |
| Total debt securities | $1,651,000 | 4,713 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $1,730,000 | 4,806 |
| U.S. Government securities | $1,730,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,730,000 | 4,326 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $1,730,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 3,298 |
| Issued or guaranteed by U.S. | $1,706,000 | 3,203 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $24,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 2,788 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,730,000 | 4,559 |
| Total debt securities | $1,730,000 | 4,779 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $1,874,000 | 4,883 |
| U.S. Government securities | $1,874,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,874,000 | 4,385 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,874,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 3,281 |
| Issued or guaranteed by U.S. | $1,846,000 | 3,177 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $28,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,801 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,874,000 | 4,629 |
| Total debt securities | $1,873,000 | 4,858 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $2,008,000 | 4,914 |
| U.S. Government securities | $2,008,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,008,000 | 4,412 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $2,008,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 3,247 |
| Issued or guaranteed by U.S. | $1,976,000 | 3,160 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $32,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,801 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,008,000 | 4,648 |
| Total debt securities | $2,008,000 | 4,889 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $2,113,000 | 4,949 |
| U.S. Government securities | $2,113,000 | 4,609 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,113,000 | 4,455 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $2,113,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 3,241 |
| Issued or guaranteed by U.S. | $2,080,000 | 3,150 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $33,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 2,819 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,113,000 | 4,677 |
| Total debt securities | $2,115,000 | 4,924 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $2,204,000 | 4,989 |
| U.S. Government securities | $2,204,000 | 4,628 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,204,000 | 4,464 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $2,204,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $2,171,000 | 3,247 |
| Issued or guaranteed by U.S. | $2,171,000 | 3,174 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $33,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 2,836 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,204,000 | 4,718 |
| Total debt securities | $2,204,000 | 4,964 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $2,299,000 | 5,052 |
| U.S. Government securities | $2,299,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,299,000 | 4,527 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $2,299,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $2,265,000 | 3,271 |
| Issued or guaranteed by U.S. | $2,265,000 | 3,244 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $34,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,844 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,299,000 | 4,778 |
| Total debt securities | $2,300,000 | 5,029 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $2,477,000 | 5,087 |
| U.S. Government securities | $2,477,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,477,000 | 4,521 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $2,477,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $2,442,000 | 3,259 |
| Issued or guaranteed by U.S. | $2,442,000 | 3,098 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $35,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 2,862 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,477,000 | 4,807 |
| Total debt securities | $2,478,000 | 5,065 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $2,658,000 | 5,132 |
| U.S. Government securities | $2,658,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,658,000 | 4,581 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $2,658,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $2,620,000 | 3,258 |
| Issued or guaranteed by U.S. | $2,620,000 | 3,252 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 2,860 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,658,000 | 4,851 |
| Total debt securities | $2,658,000 | 5,110 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $2,894,000 | 5,169 |
| U.S. Government securities | $2,894,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,894,000 | 4,596 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $2,894,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $2,854,000 | 3,238 |
| Issued or guaranteed by U.S. | $2,854,000 | 3,233 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $40,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,861 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,894,000 | 4,891 |
| Total debt securities | $2,894,000 | 5,148 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $3,099,000 | 5,219 |
| U.S. Government securities | $3,099,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,099,000 | 4,606 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $3,099,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $3,056,000 | 3,242 |
| Issued or guaranteed by U.S. | $3,056,000 | 3,239 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $43,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,888 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,099,000 | 4,925 |
| Total debt securities | $3,099,000 | 5,196 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $3,311,000 | 5,246 |
| U.S. Government securities | $3,311,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,311,000 | 4,631 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $3,311,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $3,266,000 | 3,233 |
| Issued or guaranteed by U.S. | $3,266,000 | 3,230 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,912 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,311,000 | 4,953 |
| Total debt securities | $3,311,000 | 5,223 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $3,488,000 | 5,298 |
| U.S. Government securities | $3,488,000 | 4,785 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,488,000 | 4,657 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $3,488,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $3,437,000 | 3,260 |
| Issued or guaranteed by U.S. | $3,437,000 | 3,257 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $51,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 2,950 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,488,000 | 4,994 |
| Total debt securities | $3,488,000 | 5,275 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $3,696,000 | 5,313 |
| U.S. Government securities | $3,696,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,696,000 | 4,634 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $3,696,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $3,640,000 | 3,240 |
| Issued or guaranteed by U.S. | $3,640,000 | 3,236 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $56,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,944 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,696,000 | 4,995 |
| Total debt securities | $3,696,000 | 5,290 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $4,564,000 | 5,268 |
| U.S. Government securities | $4,564,000 | 4,665 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,564,000 | 4,547 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $4,564,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $3,996,000 | 3,197 |
| Issued or guaranteed by U.S. | $3,996,000 | 3,196 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $64,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,968 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $504,000 | 1,196 |
| Commercial mortgage pass-through securities | $504,000 | 790 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,564,000 | 4,941 |
| Total debt securities | $4,564,000 | 5,243 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $4,869,000 | 5,315 |
| U.S. Government securities | $4,869,000 | 4,716 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,869,000 | 4,596 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $4,869,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $4,294,000 | 3,170 |
| Issued or guaranteed by U.S. | $4,294,000 | 3,166 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $67,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,989 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $508,000 | 1,122 |
| Commercial mortgage pass-through securities | $508,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,869,000 | 4,986 |
| Total debt securities | $4,869,000 | 5,291 |
| 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 | $5,074,000 | 5,355 |
| U.S. Government securities | $5,074,000 | 4,771 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,074,000 | 4,658 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $5,074,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $4,498,000 | 3,144 |
| Issued or guaranteed by U.S. | $4,498,000 | 3,143 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $77,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,011 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $499,000 | 1,103 |
| Commercial mortgage pass-through securities | $499,000 | 729 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,074,000 | 5,013 |
| Total debt securities | $5,074,000 | 5,331 |
| 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 | $5,264,000 | 5,388 |
| U.S. Government securities | $5,264,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,264,000 | 4,686 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $5,264,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $4,691,000 | 3,090 |
| Issued or guaranteed by U.S. | $4,691,000 | 3,088 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $79,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,040 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $494,000 | 1,054 |
| Commercial mortgage pass-through securities | $494,000 | 698 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,264,000 | 5,036 |
| Total debt securities | $5,264,000 | 5,366 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $5,566,000 | 5,442 |
| U.S. Government securities | $5,566,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,566,000 | 4,748 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $5,566,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $4,979,000 | 3,075 |
| Issued or guaranteed by U.S. | $4,979,000 | 3,072 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $86,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,077 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $501,000 | 1,010 |
| Commercial mortgage pass-through securities | $501,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,566,000 | 5,077 |
| Total debt securities | $5,566,000 | 5,420 |
| 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 | $5,791,000 | 5,506 |
| U.S. Government securities | $5,791,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,791,000 | 4,829 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $5,791,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $5,195,000 | 3,121 |
| Issued or guaranteed by U.S. | $5,195,000 | 3,119 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $102,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,101 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $494,000 | 967 |
| Commercial mortgage pass-through securities | $494,000 | 641 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,791,000 | 5,137 |
| Total debt securities | $5,791,000 | 5,486 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $6,189,000 | 5,524 |
| U.S. Government securities | $6,189,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,189,000 | 4,846 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $6,189,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $5,568,000 | 3,115 |
| Issued or guaranteed by U.S. | $5,568,000 | 3,113 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $123,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 3,113 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $498,000 | 947 |
| Commercial mortgage pass-through securities | $498,000 | 626 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,189,000 | 5,155 |
| Total debt securities | $6,189,000 | 5,505 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $6,427,000 | 5,594 |
| U.S. Government securities | $6,427,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,427,000 | 4,881 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $6,427,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $5,784,000 | 3,134 |
| Issued or guaranteed by U.S. | $5,784,000 | 3,131 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $151,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,141 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $492,000 | 926 |
| Commercial mortgage pass-through securities | $492,000 | 630 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $6,427,000 | 5,220 |
| Total debt securities | $6,427,000 | 5,573 |
| 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 | $6,651,000 | 5,650 |
| U.S. Government securities | $6,651,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,651,000 | 4,934 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $6,651,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $5,980,000 | 3,174 |
| Issued or guaranteed by U.S. | $5,980,000 | 3,171 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $185,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,169 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $486,000 | 899 |
| Commercial mortgage pass-through securities | $486,000 | 624 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,651,000 | 5,267 |
| Total debt securities | $6,651,000 | 5,626 |
| 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 | $6,965,000 | 5,675 |
| U.S. Government securities | $6,965,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,965,000 | 4,972 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $6,965,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $6,261,000 | 3,194 |
| Issued or guaranteed by U.S. | $6,261,000 | 3,192 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $218,000 | 3,295 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,183 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $486,000 | 885 |
| Commercial mortgage pass-through securities | $486,000 | 615 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,965,000 | 5,276 |
| Total debt securities | $6,965,000 | 5,655 |
| 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 | $7,195,000 | 5,708 |
| U.S. Government securities | $7,195,000 | 5,073 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,195,000 | 4,978 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $7,195,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $6,454,000 | 3,175 |
| Issued or guaranteed by U.S. | $6,454,000 | 3,175 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $259,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 3,176 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $482,000 | 872 |
| Commercial mortgage pass-through securities | $482,000 | 607 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $7,195,000 | 5,306 |
| Total debt securities | $7,195,000 | 5,682 |
| 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 | $7,417,000 | 5,722 |
| U.S. Government securities | $7,417,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,417,000 | 4,923 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $7,417,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $6,641,000 | 3,155 |
| Issued or guaranteed by U.S. | $6,641,000 | 3,153 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $297,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,154 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $479,000 | 814 |
| Commercial mortgage pass-through securities | $479,000 | 558 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $7,417,000 | 5,326 |
| Total debt securities | $7,417,000 | 5,698 |
| 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 | $7,763,000 | 5,739 |
| U.S. Government securities | $7,763,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,763,000 | 4,899 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $7,763,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $6,928,000 | 3,115 |
| Issued or guaranteed by U.S. | $6,928,000 | 3,112 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $353,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 3,151 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $482,000 | 799 |
| Commercial mortgage pass-through securities | $482,000 | 534 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,763,000 | 5,343 |
| Total debt securities | $7,763,000 | 5,713 |
| 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 | $8,220,000 | 5,711 |
| U.S. Government securities | $8,220,000 | 4,928 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,220,000 | 4,822 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $8,220,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $7,297,000 | 3,034 |
| Issued or guaranteed by U.S. | $7,297,000 | 3,031 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $441,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 3,114 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $482,000 | 774 |
| Commercial mortgage pass-through securities | $482,000 | 533 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,220,000 | 5,323 |
| Total debt securities | $8,220,000 | 5,675 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $8,515,000 | 5,721 |
| U.S. Government securities | $8,515,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,515,000 | 4,840 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $8,515,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $7,947,000 | 2,970 |
| Issued or guaranteed by U.S. | $7,947,000 | 2,969 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $568,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 3,059 |
| 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) | $8,515,000 | 5,335 |
| Total debt securities | $8,515,000 | 5,683 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $9,195,000 | 5,633 |
| U.S. Government securities | $9,195,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,195,000 | 4,719 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $9,195,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $8,498,000 | 2,873 |
| Issued or guaranteed by U.S. | $8,498,000 | 2,871 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $697,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 3,040 |
| 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) | $9,195,000 | 5,255 |
| Total debt securities | $9,195,000 | 5,603 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $8,655,000 | 5,791 |
| U.S. Government securities | $8,655,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,655,000 | 4,901 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $8,655,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $7,801,000 | 3,134 |
| Issued or guaranteed by U.S. | $7,801,000 | 3,133 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $854,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 3,056 |
| 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) | $8,655,000 | 5,408 |
| Total debt securities | $8,655,000 | 5,766 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $5,502,000 | 6,265 |
| U.S. Government securities | $5,502,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,502,000 | 5,573 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $5,502,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $4,512,000 | 3,811 |
| Issued or guaranteed by U.S. | $4,512,000 | 3,809 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $990,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 2,989 |
| 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) | $5,502,000 | 5,854 |
| Total debt securities | $5,502,000 | 6,235 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $5,179,000 | 6,358 |
| U.S. Government securities | $5,179,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,179,000 | 5,719 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $4,675,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $3,097,000 | 4,181 |
| Issued or guaranteed by U.S. | $3,097,000 | 4,177 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,578,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $1,578,000 | 2,813 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,179,000 | 5,942 |
| Total debt securities | $5,179,000 | 6,332 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $5,122,000 | 6,384 |
| U.S. Government securities | $3,281,000 | 6,210 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,281,000 | 6,108 |
| Securities issued by states & political subdivisions | $1,841,000 | 4,567 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $2,777,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,083,000 | 4,766 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,694,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $1,694,000 | 2,660 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,841,000 | 1,827 |
| Available-for-sale securities (fair market value) | $3,281,000 | 6,180 |
| Total debt securities | $5,122,000 | 6,358 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $5,342,000 | 6,397 |
| U.S. Government securities | $3,505,000 | 6,220 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,505,000 | 6,106 |
| Securities issued by states & political subdivisions | $1,837,000 | 4,508 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $2,999,000 | 4,627 |
| Certificates of participation in pools of residential mortgages | $1,151,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,151,000 | 4,725 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,848,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $1,848,000 | 2,597 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,837,000 | 1,849 |
| Available-for-sale securities (fair market value) | $3,505,000 | 6,206 |
| Total debt securities | $5,342,000 | 6,364 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $11,517,000 | 5,612 |
| U.S. Government securities | $9,434,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,434,000 | 5,032 |
| Securities issued by states & political subdivisions | $2,083,000 | 4,416 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $8,935,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $2,095,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,095,000 | 4,343 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,840,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $6,840,000 | 1,670 |
| 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) | $2,083,000 | 1,833 |
| Available-for-sale securities (fair market value) | $9,434,000 | 5,452 |
| Total debt securities | $11,517,000 | 5,575 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $10,110,000 | 5,771 |
| U.S. Government securities | $8,032,000 | 5,388 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,032,000 | 5,274 |
| Securities issued by states & political subdivisions | $2,078,000 | 4,386 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $7,549,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $1,608,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,608,000 | 4,499 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,941,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $5,941,000 | 1,698 |
| 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) | $2,078,000 | 1,849 |
| Available-for-sale securities (fair market value) | $8,032,000 | 5,622 |
| Total debt securities | $10,110,000 | 5,740 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $6,233,000 | 6,316 |
| U.S. Government securities | $4,159,000 | 6,115 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,159,000 | 5,984 |
| Securities issued by states & political subdivisions | $2,074,000 | 4,373 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $3,675,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,366 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,972,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 2,392 |
| 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) | $2,074,000 | 1,865 |
| Available-for-sale securities (fair market value) | $4,159,000 | 6,182 |
| Total debt securities | $6,233,000 | 6,283 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $2,507,000 | 7,026 |
| U.S. Government securities | $238,000 | 7,234 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $238,000 | 7,137 |
| Securities issued by states & political subdivisions | $2,269,000 | 4,238 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $238,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $238,000 | 5,279 |
| Issued or guaranteed by U.S. | $238,000 | 5,267 |
| 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) | $2,269,000 | 1,865 |
| Available-for-sale securities (fair market value) | $238,000 | 6,948 |
| Total debt securities | $2,507,000 | 6,995 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $2,600,000 | 7,098 |
| U.S. Government securities | $270,000 | 7,307 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $270,000 | 7,211 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,160 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $270,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,303 |
| Issued or guaranteed by U.S. | $270,000 | 5,292 |
| 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) | $2,330,000 | 1,927 |
| Available-for-sale securities (fair market value) | $270,000 | 6,998 |
| Total debt securities | $2,600,000 | 7,060 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $2,625,000 | 7,169 |
| U.S. Government securities | $299,000 | 7,410 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $299,000 | 7,309 |
| Securities issued by states & political subdivisions | $2,326,000 | 4,150 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $299,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,391 |
| Issued or guaranteed by U.S. | $299,000 | 5,380 |
| 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) | $2,326,000 | 1,950 |
| Available-for-sale securities (fair market value) | $299,000 | 7,079 |
| Total debt securities | $2,625,000 | 7,129 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $2,850,000 | 7,150 |
| U.S. Government securities | $328,000 | 7,419 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $328,000 | 7,322 |
| Securities issued by states & political subdivisions | $2,522,000 | 4,082 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $328,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,437 |
| Issued or guaranteed by U.S. | $328,000 | 5,424 |
| 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) | $2,522,000 | 1,922 |
| Available-for-sale securities (fair market value) | $328,000 | 7,113 |
| Total debt securities | $2,850,000 | 7,112 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $2,871,000 | 7,217 |
| U.S. Government securities | $358,000 | 7,488 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $358,000 | 7,402 |
| Securities issued by states & political subdivisions | $2,513,000 | 4,118 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $358,000 | 5,839 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,480 |
| Issued or guaranteed by U.S. | $358,000 | 5,464 |
| 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) | $2,513,000 | 2,016 |
| Available-for-sale securities (fair market value) | $358,000 | 7,172 |
| Total debt securities | $2,871,000 | 7,179 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $3,045,000 | 7,209 |
| U.S. Government securities | $465,000 | 7,524 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $465,000 | 7,443 |
| Securities issued by states & political subdivisions | $2,580,000 | 4,065 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $465,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $386,000 | 5,518 |
| Issued or guaranteed by U.S. | $386,000 | 5,500 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $79,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,214 |
| 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) | $2,580,000 | 2,001 |
| Available-for-sale securities (fair market value) | $465,000 | 7,199 |
| Total debt securities | $3,045,000 | 7,165 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $3,310,000 | 7,205 |
| U.S. Government securities | $734,000 | 7,515 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $734,000 | 7,438 |
| Securities issued by states & political subdivisions | $2,576,000 | 3,992 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $734,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $435,000 | 5,551 |
| Issued or guaranteed by U.S. | $435,000 | 5,536 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $299,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 3,029 |
| 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) | $2,576,000 | 2,031 |
| Available-for-sale securities (fair market value) | $734,000 | 7,199 |
| Total debt securities | $3,310,000 | 7,160 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $3,499,000 | 7,253 |
| U.S. Government securities | $927,000 | 7,573 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $927,000 | 7,495 |
| Securities issued by states & political subdivisions | $2,572,000 | 3,952 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $927,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $475,000 | 5,530 |
| Issued or guaranteed by U.S. | $475,000 | 5,514 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $452,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 2,886 |
| 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) | $2,572,000 | 2,037 |
| Available-for-sale securities (fair market value) | $927,000 | 7,194 |
| Total debt securities | $3,499,000 | 7,213 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $3,576,000 | 7,265 |
| U.S. Government securities | $1,007,000 | 7,581 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,007,000 | 7,494 |
| Securities issued by states & political subdivisions | $2,569,000 | 3,934 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $1,007,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,522 |
| Issued or guaranteed by U.S. | $472,000 | 5,506 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $535,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,731 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,569,000 | 2,062 |
| Available-for-sale securities (fair market value) | $1,007,000 | 7,208 |
| Total debt securities | $3,576,000 | 7,223 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $5,201,000 | 6,934 |
| U.S. Government securities | $2,636,000 | 7,175 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,636,000 | 7,083 |
| Securities issued by states & political subdivisions | $2,565,000 | 3,972 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $2,636,000 | 4,934 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 4,991 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,972 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,294,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,288 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,565,000 | 2,058 |
| Available-for-sale securities (fair market value) | $2,636,000 | 6,922 |
| Total debt securities | $5,201,000 | 6,878 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $5,903,000 | 6,790 |
| U.S. Government securities | $3,341,000 | 6,973 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,341,000 | 6,867 |
| Securities issued by states & political subdivisions | $2,562,000 | 3,981 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $400,000 | 6,420 |
| Mortgage-backed securities | $2,941,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $1,430,000 | 4,889 |
| Issued or guaranteed by U.S. | $1,430,000 | 4,867 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,511,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 2,190 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,562,000 | 2,098 |
| Available-for-sale securities (fair market value) | $3,341,000 | 6,803 |
| Total debt securities | $5,903,000 | 6,720 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $5,046,000 | 7,068 |
| U.S. Government securities | $2,488,000 | 7,356 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,488,000 | 7,237 |
| Securities issued by states & political subdivisions | $2,558,000 | 3,986 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $396,000 | 6,496 |
| Mortgage-backed securities | $2,092,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,387 |
| Issued or guaranteed by U.S. | $443,000 | 5,366 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,649,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $1,649,000 | 2,052 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,558,000 | 2,169 |
| Available-for-sale securities (fair market value) | $2,488,000 | 7,010 |
| Total debt securities | $5,046,000 | 7,015 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $5,180,000 | 7,107 |
| U.S. Government securities | $2,625,000 | 7,368 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,625,000 | 7,254 |
| Securities issued by states & political subdivisions | $2,555,000 | 3,989 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $389,000 | 6,519 |
| Mortgage-backed securities | $2,237,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $451,000 | 5,301 |
| Issued or guaranteed by U.S. | $451,000 | 5,282 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,786,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 1,967 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,555,000 | 2,199 |
| Available-for-sale securities (fair market value) | $2,625,000 | 7,013 |
| Total debt securities | $5,180,000 | 7,053 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $4,195,000 | 7,364 |
| U.S. Government securities | $2,808,000 | 7,367 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,808,000 | 7,240 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,626 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $384,000 | 6,593 |
| Mortgage-backed securities | $2,424,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,305 |
| Issued or guaranteed by U.S. | $456,000 | 5,287 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,968,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,968,000 | 1,885 |
| 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) | $1,387,000 | 2,604 |
| Available-for-sale securities (fair market value) | $2,808,000 | 7,003 |
| Total debt securities | $4,195,000 | 7,321 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $1,770,000 | 7,973 |
| U.S. Government securities | $387,000 | 8,112 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $387,000 | 8,010 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,649 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $387,000 | 6,629 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $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) | $1,383,000 | 2,629 |
| Available-for-sale securities (fair market value) | $387,000 | 7,588 |
| Total debt securities | $1,770,000 | 7,925 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $1,367,000 | 8,109 |
| U.S. Government securities | $386,000 | 8,165 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $386,000 | 8,061 |
| Securities issued by states & political subdivisions | $981,000 | 5,016 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $386,000 | 6,659 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $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) | $981,000 | 2,883 |
| Available-for-sale securities (fair market value) | $386,000 | 7,643 |
| Total debt securities | $1,367,000 | 8,064 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $1,366,000 | 8,188 |
| U.S. Government securities | $385,000 | 8,246 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $385,000 | 8,144 |
| Securities issued by states & political subdivisions | $981,000 | 5,043 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $385,000 | 6,711 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $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) | $981,000 | 2,942 |
| Available-for-sale securities (fair market value) | $385,000 | 7,699 |
| Total debt securities | $1,366,000 | 8,146 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $1,726,000 | 8,153 |
| U.S. Government securities | $745,000 | 8,199 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $745,000 | 8,084 |
| Securities issued by states & political subdivisions | $981,000 | 5,060 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $376,000 | 6,758 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $981,000 | 2,970 |
| Available-for-sale securities (fair market value) | $745,000 | 7,651 |
| Total debt securities | $1,726,000 | 8,109 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $1,730,000 | 8,198 |
| U.S. Government securities | $748,000 | 8,243 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $748,000 | 8,127 |
| Securities issued by states & political subdivisions | $982,000 | 5,075 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $1,730,000 | 7,424 |
| Total debt securities | $1,729,000 | 8,157 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $747,000 | 8,454 |
| U.S. Government securities | $747,000 | 8,292 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $747,000 | 8,169 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $383,000 | 6,836 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $747,000 | 7,726 |
| Total debt securities | $747,000 | 8,413 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $751,000 | 8,489 |
| U.S. Government securities | $751,000 | 8,322 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $751,000 | 8,214 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $751,000 | 6,608 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $751,000 | 7,751 |
| Total debt securities | $751,000 | 8,447 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $754,000 | 8,510 |
| U.S. Government securities | $754,000 | 8,338 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $754,000 | 8,229 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $754,000 | 6,603 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $754,000 | 7,775 |
| Total debt securities | $754,000 | 8,469 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $380,000 | 8,652 |
| U.S. Government securities | $380,000 | 8,523 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $380,000 | 8,410 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $380,000 | 7,953 |
| Total debt securities | $380,000 | 8,610 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $492,000 | 8,673 |
| U.S. Government securities | $392,000 | 8,543 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $392,000 | 8,436 |
| Securities issued by states & political subdivisions | $100,000 | 6,380 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $492,000 | 6,866 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $492,000 | 7,945 |
| Total debt securities | $492,000 | 8,623 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $494,000 | 8,724 |
| U.S. Government securities | $393,000 | 8,589 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $393,000 | 8,483 |
| Securities issued by states & political subdivisions | $101,000 | 6,420 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $494,000 | 6,906 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $494,000 | 7,995 |
| Total debt securities | $494,000 | 8,677 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $480,000 | 8,788 |
| U.S. Government securities | $379,000 | 8,654 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $379,000 | 8,545 |
| Securities issued by states & political subdivisions | $101,000 | 6,458 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $480,000 | 6,949 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $480,000 | 8,057 |
| Total debt securities | $480,000 | 8,745 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $502,000 | 8,812 |
| U.S. Government securities | $400,000 | 8,651 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $400,000 | 8,544 |
| Securities issued by states & political subdivisions | $102,000 | 6,460 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $502,000 | 6,885 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $502,000 | 8,060 |
| Total debt securities | $502,000 | 8,757 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $400,000 | 8,895 |
| U.S. Government securities | $298,000 | 8,755 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $298,000 | 8,643 |
| Securities issued by states & political subdivisions | $102,000 | 6,542 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $102,000 | 7,219 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $400,000 | 8,162 |
| Total debt securities | $400,000 | 8,833 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $398,000 | 8,938 |
| U.S. Government securities | $295,000 | 8,797 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $295,000 | 8,673 |
| Securities issued by states & political subdivisions | $103,000 | 6,579 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,000 | 7,247 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $398,000 | 8,201 |
| Total debt securities | $398,000 | 8,881 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $804,000 | 8,874 |
| U.S. Government securities | $400,000 | 8,785 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $400,000 | 8,654 |
| Securities issued by states & political subdivisions | $404,000 | 5,978 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $400,000 | 7,041 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $804,000 | 8,105 |
| Total debt securities | $804,000 | 8,807 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $392,000 | 9,019 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $392,000 | 5,986 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $392,000 | 8,264 |
| Total debt securities | $392,000 | 8,951 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $592,000 | 9,020 |
| U.S. Government securities | $202,000 | 8,955 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $202,000 | 8,828 |
| Securities issued by states & political subdivisions | $390,000 | 6,001 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,000 | 7,271 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $592,000 | 8,209 |
| Total debt securities | $592,000 | 8,947 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $1,219,000 | 9,079 |
| U.S. Government securities | $855,000 | 8,961 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $855,000 | 8,801 |
| Securities issued by states & political subdivisions | $364,000 | 6,167 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,000 | 7,460 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 4,665 |
| Available-for-sale securities (fair market value) | $1,019,000 | 8,227 |
| Total debt securities | $1,219,000 | 9,001 |
| 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 | $3,473,000 | 8,868 |
| U.S. Government securities | $3,284,000 | 8,487 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,284,000 | 8,144 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $189,000 | 5,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,305,000 | 5,505 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $700,000 | 4,718 |
| Available-for-sale securities (fair market value) | $2,773,000 | 7,935 |
| Total debt securities | $3,284,000 | 8,820 |
| 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 | $5,445,000 | 8,519 |
| U.S. Government securities | $5,082,000 | 8,000 |
| U.S. Treasury securities | $200,000 | 5,118 |
| U.S. Government agency obligations | $4,882,000 | 7,584 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $363,000 | 4,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,052,000 | 7,088 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,051,000 | 4,810 |
| Available-for-sale securities (fair market value) | $4,394,000 | 7,619 |
| Total debt securities | $5,082,000 | 8,526 |
| 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 | $4,436,000 | 8,959 |
| U.S. Government securities | $4,126,000 | 8,455 |
| U.S. Treasury securities | $602,000 | 5,679 |
| U.S. Government agency obligations | $3,524,000 | 7,936 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $310,000 | 4,540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $602,000 | 7,591 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $900,000 | 5,511 |
| Available-for-sale securities (fair market value) | $3,536,000 | 7,900 |
| Total debt securities | $4,126,000 | 8,955 |
| 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 | $4,053,000 | 9,583 |
| U.S. Government securities | $3,891,000 | 9,133 |
| U.S. Treasury securities | $1,003,000 | 6,358 |
| U.S. Government agency obligations | $2,888,000 | 8,501 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $162,000 | 5,744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $2,390,000 | 5,377 |
| Available-for-sale securities (fair market value) | $1,663,000 | 8,882 |
| Total debt securities | $3,891,000 | 9,547 |
| Structured notes |
| Amortized cost | $89,000 | 2,917 |
| Fair value | $89,000 | 2,917 |
| 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 | $2,137,000 | 10,825 |
| U.S. Government securities | $697,000 | 11,059 |
| U.S. Treasury securities | $499,000 | 8,127 |
| U.S. Government agency obligations | $198,000 | 10,672 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,440,000 | 1,852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $697,000 | 7,267 |
| Available-for-sale securities (fair market value) | $1,440,000 | 9,304 |
| Total debt securities | $697,000 | 11,111 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $1,771,000 | 11,456 |
| U.S. Government securities | $397,000 | 11,658 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $397,000 | 10,923 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,374,000 | 1,805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $397,000 | 9,089 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $397,000 | 7,925 |
| Available-for-sale securities (fair market value) | $1,374,000 | 9,741 |
| Total debt securities | $397,000 | 11,689 |
| 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 | $1,836,000 | 12,108 |
| U.S. Government securities | $396,000 | 12,331 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $396,000 | 11,407 |
| Securities issued by states & political subdivisions | $101,000 | 9,037 |
| 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 | $1,339,000 | 1,700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $396,000 | 9,537 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $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) | $497,000 | 11,097 |
| Available-for-sale securities (fair market value) | $1,339,000 | 9,391 |
| Total debt securities | $497,000 | 12,338 |
| 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 | $1,851,000 | 12,633 |
| U.S. Government securities | $300,000 | 12,916 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $300,000 | 11,871 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,551,000 | 1,662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $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 | $300,000 | 12,973 |
| 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 | $2,315,000 | 12,899 |
| U.S. Government securities | $302,000 | 13,486 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $302,000 | 12,320 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,013,000 | 1,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $302,000 | 10,204 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $302,000 | 13,551 |
| 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 |
