Home > The Bank of East Asia Ltd. > Securities
The Bank of East Asia Ltd., Securities
| 2024-09-30 | Rank | |
| Total securities | $248,531,000 | 780 |
| U.S. Government securities | $247,924,000 | 523 |
| U.S. Treasury securities | $247,924,000 | 109 |
| U.S. Government agency obligations | $0 | 4,149 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | NA | NA |
| 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 | $247,924,000 | 417 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $248,531,000 | 206 |
| Available-for-sale securities (fair market value) | $0 | 4,160 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $248,383,000 | 777 |
| U.S. Government securities | $247,770,000 | 533 |
| U.S. Treasury securities | $247,770,000 | 111 |
| U.S. Government agency obligations | $0 | 4,169 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | NA | NA |
| 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 | $247,770,000 | 423 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $248,383,000 | 215 |
| Available-for-sale securities (fair market value) | $0 | 4,178 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $249,176,000 | 798 |
| U.S. Government securities | $248,558,000 | 551 |
| U.S. Treasury securities | $248,558,000 | 117 |
| U.S. Government agency obligations | $0 | 4,237 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | NA | NA |
| 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 | $248,558,000 | 430 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $249,176,000 | 217 |
| Available-for-sale securities (fair market value) | $0 | 4,207 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $243,628,000 | 832 |
| U.S. Government securities | $243,004,000 | 570 |
| U.S. Treasury securities | $243,004,000 | 122 |
| U.S. Government agency obligations | $0 | 4,259 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | NA | NA |
| 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 | $243,004,000 | 434 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $243,628,000 | 221 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $239,813,000 | 829 |
| U.S. Government securities | $239,184,000 | 584 |
| U.S. Treasury securities | $239,184,000 | 125 |
| U.S. Government agency obligations | $0 | 4,280 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | NA | NA |
| 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 | $239,184,000 | 435 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $239,813,000 | 225 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $238,984,000 | 846 |
| U.S. Government securities | $238,349,000 | 589 |
| U.S. Treasury securities | $238,349,000 | 130 |
| U.S. Government agency obligations | $0 | 4,313 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | NA | NA |
| 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 | $238,349,000 | 425 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $238,983,000 | 219 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $238,778,000 | 883 |
| U.S. Government securities | $238,136,000 | 607 |
| U.S. Treasury securities | $238,136,000 | 134 |
| U.S. Government agency obligations | $0 | 4,337 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | NA | NA |
| 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 | $238,136,000 | 409 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $238,778,000 | 232 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $234,695,000 | 906 |
| U.S. Government securities | $234,048,000 | 626 |
| U.S. Treasury securities | $234,048,000 | 150 |
| U.S. Government agency obligations | $0 | 4,362 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | NA | NA |
| 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 | $234,048,000 | 376 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $234,695,000 | 240 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $236,070,000 | 918 |
| U.S. Government securities | $235,417,000 | 623 |
| U.S. Treasury securities | $235,417,000 | 153 |
| U.S. Government agency obligations | $0 | 4,405 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | NA | NA |
| 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 | $235,417,000 | 360 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $236,069,000 | 239 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $237,138,000 | 928 |
| U.S. Government securities | $235,994,000 | 628 |
| U.S. Treasury securities | $235,994,000 | 151 |
| U.S. Government agency obligations | $0 | 4,450 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | NA | NA |
| 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 | $235,994,000 | 348 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $237,138,000 | 228 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $220,826,000 | 978 |
| U.S. Government securities | $219,671,000 | 666 |
| U.S. Treasury securities | $219,671,000 | 145 |
| U.S. Government agency obligations | $0 | 4,457 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | NA | NA |
| 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 | $219,671,000 | 359 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,825,000 | 217 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $220,895,000 | 956 |
| U.S. Government securities | $219,732,000 | 623 |
| U.S. Treasury securities | $219,732,000 | 101 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | NA | NA |
| 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 | $219,732,000 | 358 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,895,000 | 168 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | NA | NA |
| 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 | $220,735,000 | 892 |
| U.S. Government securities | $219,562,000 | 588 |
| U.S. Treasury securities | $219,562,000 | 83 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | NA | NA |
| 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 | $219,562,000 | 345 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,736,000 | 155 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | NA | NA |
| 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 | $220,542,000 | 859 |
| U.S. Government securities | $219,360,000 | 557 |
| U.S. Treasury securities | $219,360,000 | 70 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | NA | NA |
| 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 | $219,360,000 | 338 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,542,000 | 141 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | NA | NA |
| 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 | $220,233,000 | 796 |
| U.S. Government securities | $219,041,000 | 512 |
| U.S. Treasury securities | $219,041,000 | 66 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | NA | NA |
| 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 | $219,041,000 | 324 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,233,000 | 137 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | NA | NA |
| 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 | $220,512,000 | 722 |
| U.S. Government securities | $218,864,000 | 463 |
| U.S. Treasury securities | $218,864,000 | 61 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | NA | NA |
| 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 | $218,864,000 | 322 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,512,000 | 124 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | NA | NA |
| 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 | $211,737,000 | 709 |
| U.S. Government securities | $209,581,000 | 457 |
| U.S. Treasury securities | $209,581,000 | 65 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | NA | NA |
| 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 | $209,581,000 | 329 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $211,737,000 | 122 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | NA | NA |
| 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 | $201,904,000 | 718 |
| U.S. Government securities | $199,382,000 | 466 |
| U.S. Treasury securities | $199,382,000 | 71 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | NA | NA |
| 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 | $199,382,000 | 334 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,904,000 | 125 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | NA | NA |
| 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 | $201,272,000 | 694 |
| U.S. Government securities | $198,729,000 | 482 |
| U.S. Treasury securities | $198,729,000 | 65 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | NA | NA |
| 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 | $198,729,000 | 326 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,273,000 | 123 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | NA | NA |
| 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 | $193,050,000 | 704 |
| U.S. Government securities | $190,179,000 | 500 |
| U.S. Treasury securities | $190,179,000 | 72 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | NA | NA |
| 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 | $190,179,000 | 317 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $193,050,000 | 133 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | NA | NA |
| 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 | $187,801,000 | 712 |
| U.S. Government securities | $184,910,000 | 497 |
| U.S. Treasury securities | $184,910,000 | 72 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | NA | NA |
| 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 | $184,910,000 | 327 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,801,000 | 143 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | NA | NA |
| 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 | $187,778,000 | 724 |
| U.S. Government securities | $184,551,000 | 511 |
| U.S. Treasury securities | $184,551,000 | 69 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| 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 | 1,516 |
| Foreign debt securities | NA | NA |
| 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 | $184,551,000 | 332 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,778,000 | 152 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | NA | NA |
| 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 | $187,490,000 | 725 |
| U.S. Government securities | $184,241,000 | 508 |
| U.S. Treasury securities | $184,241,000 | 74 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | NA | NA |
| 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 | $184,241,000 | 333 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,490,000 | 157 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | NA | NA |
| 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 | $185,052,000 | 737 |
| U.S. Government securities | $181,783,000 | 518 |
| U.S. Treasury securities | $181,783,000 | 76 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| 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 | 1,539 |
| Foreign debt securities | NA | NA |
| 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 | $181,783,000 | 341 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $185,052,000 | 167 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | NA | NA |
| 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 | $165,598,000 | 815 |
| U.S. Government securities | $162,216,000 | 569 |
| U.S. Treasury securities | $162,216,000 | 82 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | NA | NA |
| 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 | $162,216,000 | 382 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $165,598,000 | 176 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | NA | NA |
| 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 | $158,368,000 | 872 |
| U.S. Government securities | $154,964,000 | 599 |
| U.S. Treasury securities | $154,964,000 | 84 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | NA | NA |
| 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 | $154,964,000 | 404 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,368,000 | 180 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | NA | NA |
| 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 | $158,458,000 | 881 |
| U.S. Government securities | $155,034,000 | 604 |
| U.S. Treasury securities | $155,034,000 | 77 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | NA | NA |
| 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 | $155,034,000 | 412 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,458,000 | 180 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | NA | NA |
| 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 | $158,280,000 | 891 |
| U.S. Government securities | $154,835,000 | 599 |
| U.S. Treasury securities | $154,835,000 | 75 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | NA | NA |
| 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 | $154,835,000 | 414 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,280,000 | 186 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | NA | NA |
| 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 | $158,424,000 | 896 |
| U.S. Government securities | $154,960,000 | 600 |
| U.S. Treasury securities | $154,960,000 | 73 |
| U.S. Government agency obligations | $0 | 5,354 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | NA | NA |
| 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 | $154,960,000 | 414 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,424,000 | 188 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | NA | NA |
| 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 | $158,235,000 | 911 |
| U.S. Government securities | $154,752,000 | 608 |
| U.S. Treasury securities | $154,752,000 | 75 |
| U.S. Government agency obligations | $0 | 5,409 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | NA | NA |
| 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 | $154,752,000 | 423 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,235,000 | 192 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | NA | NA |
| 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 | $158,178,000 | 912 |
| U.S. Government securities | $154,677,000 | 619 |
| U.S. Treasury securities | $154,677,000 | 74 |
| U.S. Government agency obligations | $0 | 5,477 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | NA | NA |
| 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 | $154,677,000 | 431 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,178,000 | 193 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | NA | NA |
| 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 | $158,114,000 | 905 |
| U.S. Government securities | $154,594,000 | 610 |
| U.S. Treasury securities | $154,594,000 | 74 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | NA | NA |
| 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 | $154,594,000 | 413 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,114,000 | 186 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2016-09-30 | Rank | |
| Total securities | $147,054,000 | 966 |
| U.S. Government securities | $143,516,000 | 654 |
| U.S. Treasury securities | $143,516,000 | 70 |
| U.S. Government agency obligations | $0 | 5,603 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | NA | NA |
| 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 | $143,516,000 | 449 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,054,000 | 197 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2016-06-30 | Rank | |
| Total securities | $135,751,000 | 1,056 |
| U.S. Government securities | $134,380,000 | 703 |
| U.S. Treasury securities | $134,380,000 | 71 |
| U.S. Government agency obligations | $0 | 5,692 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | NA | NA |
| 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 | $134,380,000 | 489 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,751,000 | 220 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2016-03-31 | Rank | |
| Total securities | $118,904,000 | 1,197 |
| U.S. Government securities | $117,233,000 | 807 |
| U.S. Treasury securities | $117,233,000 | 77 |
| U.S. Government agency obligations | $0 | 5,758 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | NA | NA |
| 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 | $117,233,000 | 550 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $118,904,000 | 245 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-12-31 | Rank | |
| Total securities | $107,393,000 | 1,308 |
| U.S. Government securities | $105,713,000 | 896 |
| U.S. Treasury securities | $105,713,000 | 82 |
| U.S. Government agency obligations | $0 | 5,821 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | NA | NA |
| 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 | $105,713,000 | 587 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $107,393,000 | 265 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-09-30 | Rank | |
| Total securities | $95,990,000 | 1,465 |
| U.S. Government securities | $89,750,000 | 1,036 |
| U.S. Treasury securities | $89,750,000 | 90 |
| U.S. Government agency obligations | $0 | 5,920 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,995,000 | 751 |
| Foreign debt securities | NA | NA |
| 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 | $89,750,000 | 674 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,990,000 | 297 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-06-30 | Rank | |
| Total securities | $94,128,000 | 1,507 |
| U.S. Government securities | $87,264,000 | 1,104 |
| U.S. Treasury securities | $87,264,000 | 85 |
| U.S. Government agency obligations | $0 | 5,998 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,980,000 | 758 |
| Foreign debt securities | NA | NA |
| 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 | $87,264,000 | 714 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,128,000 | 296 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-03-31 | Rank | |
| Total securities | $94,553,000 | 1,522 |
| U.S. Government securities | $87,257,000 | 1,114 |
| U.S. Treasury securities | $87,257,000 | 83 |
| U.S. Government agency obligations | $0 | 6,061 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,965,000 | 755 |
| Foreign debt securities | NA | NA |
| 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 | $87,257,000 | 725 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,553,000 | 299 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-12-31 | Rank | |
| Total securities | $89,546,000 | 1,599 |
| U.S. Government securities | $82,247,000 | 1,173 |
| U.S. Treasury securities | $82,247,000 | 88 |
| U.S. Government agency obligations | $0 | 6,153 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,950,000 | 757 |
| Foreign debt securities | NA | NA |
| 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 | $82,247,000 | 750 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,546,000 | 306 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-09-30 | Rank | |
| Total securities | $87,174,000 | 1,687 |
| U.S. Government securities | $82,240,000 | 1,205 |
| U.S. Treasury securities | $82,240,000 | 84 |
| U.S. Government agency obligations | $0 | 6,239 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,934,000 | 765 |
| Foreign debt securities | NA | NA |
| 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 | $82,240,000 | 748 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,174,000 | 304 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-06-30 | Rank | |
| Total securities | $82,155,000 | 1,780 |
| U.S. Government securities | $77,231,000 | 1,285 |
| U.S. Treasury securities | $77,231,000 | 76 |
| U.S. Government agency obligations | $0 | 6,304 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,919,000 | 788 |
| Foreign debt securities | NA | NA |
| 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 | $77,230,000 | 801 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,155,000 | 317 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-03-31 | Rank | |
| Total securities | $75,843,000 | 1,927 |
| U.S. Government securities | $68,028,000 | 1,448 |
| U.S. Treasury securities | $68,028,000 | 78 |
| U.S. Government agency obligations | $0 | 6,370 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,804,000 | 574 |
| Foreign debt securities | NA | NA |
| 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 | $68,028,000 | 886 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,843,000 | 320 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-12-31 | Rank | |
| Total securities | $74,830,000 | 1,939 |
| U.S. Government securities | $67,024,000 | 1,428 |
| U.S. Treasury securities | $67,024,000 | 78 |
| U.S. Government agency obligations | $0 | 6,445 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,789,000 | 580 |
| Foreign debt securities | NA | NA |
| 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 | $67,024,000 | 895 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,830,000 | 316 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-09-30 | Rank | |
| Total securities | $59,734,000 | 2,333 |
| U.S. Government securities | $51,937,000 | 1,828 |
| U.S. Treasury securities | $51,937,000 | 86 |
| U.S. Government agency obligations | $0 | 6,522 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,775,000 | 594 |
| Foreign debt securities | NA | NA |
| 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 | $51,937,000 | 1,114 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,734,000 | 352 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-06-30 | Rank | |
| Total securities | $58,689,000 | 2,362 |
| U.S. Government securities | $51,929,000 | 1,814 |
| U.S. Treasury securities | $51,929,000 | 83 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,760,000 | 611 |
| Foreign debt securities | NA | NA |
| 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 | $51,929,000 | 1,094 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,689,000 | 331 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-03-31 | Rank | |
| Total securities | $57,665,000 | 2,414 |
| U.S. Government securities | $50,919,000 | 1,876 |
| U.S. Treasury securities | $50,919,000 | 83 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,746,000 | 610 |
| Foreign debt securities | NA | NA |
| 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 | $50,919,000 | 1,121 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,665,000 | 313 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $1,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-12-31 | Rank | |
| Total securities | $56,648,000 | 2,399 |
| U.S. Government securities | $49,916,000 | 1,860 |
| U.S. Treasury securities | $49,916,000 | 89 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,732,000 | 584 |
| Foreign debt securities | NA | NA |
| 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 | $49,916,000 | 1,127 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,648,000 | 313 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $1,000 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-09-30 | Rank | |
| Total securities | $56,623,000 | 2,416 |
| U.S. Government securities | $49,905,000 | 1,889 |
| U.S. Treasury securities | $49,905,000 | 88 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,718,000 | 612 |
| Foreign debt securities | NA | NA |
| 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 | $49,905,000 | 1,125 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,623,000 | 315 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $3,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-06-30 | Rank | |
| Total securities | $56,606,000 | 2,417 |
| U.S. Government securities | $49,903,000 | 1,922 |
| U.S. Treasury securities | $49,903,000 | 91 |
| U.S. Government agency obligations | $0 | 6,856 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,703,000 | 621 |
| Foreign debt securities | NA | NA |
| 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 | $49,903,000 | 1,127 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,606,000 | 317 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $3,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-03-31 | Rank | |
| Total securities | $56,586,000 | 2,437 |
| U.S. Government securities | $49,896,000 | 1,966 |
| U.S. Treasury securities | $49,896,000 | 91 |
| U.S. Government agency obligations | $0 | 6,911 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,690,000 | 624 |
| Foreign debt securities | NA | NA |
| 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 | $49,896,000 | 1,132 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,586,000 | 325 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $8,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-12-31 | Rank | |
| Total securities | $52,677,000 | 2,508 |
| U.S. Government securities | $46,001,000 | 2,018 |
| U.S. Treasury securities | $46,001,000 | 89 |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,676,000 | 572 |
| Foreign debt securities | NA | NA |
| 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 | $46,001,000 | 1,139 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,677,000 | 343 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $10,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $43,659,000 | 2,805 |
| U.S. Government securities | $36,997,000 | 2,322 |
| U.S. Treasury securities | $36,997,000 | 110 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,662,000 | 547 |
| Foreign debt securities | NA | NA |
| 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 | $36,997,000 | 1,335 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,659,000 | 375 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $10,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $24,901,000 | 4,068 |
| U.S. Government securities | $21,994,000 | 3,458 |
| U.S. Treasury securities | $21,994,000 | 181 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,907,000 | 851 |
| Foreign debt securities | NA | NA |
| 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 | $21,994,000 | 2,034 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,901,000 | 579 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $30,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $12,394,000 | 5,461 |
| U.S. Government securities | $12,394,000 | 4,650 |
| U.S. Treasury securities | $12,394,000 | 294 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| 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 | $12,394,000 | 2,871 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,394,000 | 930 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $75,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $12,391,000 | 5,384 |
| U.S. Government securities | $8,191,000 | 5,208 |
| U.S. Treasury securities | $8,191,000 | 378 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,200,000 | 686 |
| Foreign debt securities | NA | NA |
| 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 | $8,191,000 | 3,505 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,391,000 | 911 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $87,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $12,393,000 | 5,323 |
| U.S. Government securities | $8,192,000 | 5,165 |
| U.S. Treasury securities | $8,192,000 | 350 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,201,000 | 679 |
| Foreign debt securities | NA | NA |
| 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 | $8,192,000 | 3,525 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,393,000 | 934 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $12,389,000 | 5,331 |
| U.S. Government securities | $8,186,000 | 5,298 |
| U.S. Treasury securities | $8,186,000 | 335 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,203,000 | 643 |
| Foreign debt securities | NA | NA |
| 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 | $8,186,000 | 3,578 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,389,000 | 952 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $12,391,000 | 5,395 |
| U.S. Government securities | $8,187,000 | 5,383 |
| U.S. Treasury securities | $8,187,000 | 328 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,204,000 | 667 |
| Foreign debt securities | NA | NA |
| 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 | $8,187,000 | 3,653 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,391,000 | 963 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $12,387,000 | 5,383 |
| U.S. Government securities | $8,182,000 | 5,335 |
| U.S. Treasury securities | $8,182,000 | 290 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,205,000 | 690 |
| Foreign debt securities | NA | NA |
| 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 | $8,182,000 | 3,669 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,387,000 | 963 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $12,389,000 | 5,437 |
| U.S. Government securities | $5,282,000 | 6,079 |
| U.S. Treasury securities | $5,282,000 | 336 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,107,000 | 495 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,278,000 | 4,318 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,389,000 | 993 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $12,384,000 | 5,424 |
| U.S. Government securities | $5,276,000 | 6,084 |
| U.S. Treasury securities | $5,276,000 | 326 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,108,000 | 508 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,276,000 | 4,324 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,384,000 | 1,017 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $12,386,000 | 5,479 |
| U.S. Government securities | $5,275,000 | 6,216 |
| U.S. Treasury securities | $5,275,000 | 303 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $7,111,000 | 517 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,275,000 | 4,379 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,386,000 | 1,028 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $12,387,000 | 5,520 |
| U.S. Government securities | $5,274,000 | 6,322 |
| U.S. Treasury securities | $5,274,000 | 268 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $7,113,000 | 497 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,274,000 | 4,447 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,387,000 | 1,012 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $12,381,000 | 5,462 |
| U.S. Government securities | $5,266,000 | 6,308 |
| U.S. Treasury securities | $5,266,000 | 269 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $7,115,000 | 483 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,266,000 | 4,450 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,381,000 | 1,013 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $12,385,000 | 5,520 |
| U.S. Government securities | $5,268,000 | 6,367 |
| U.S. Treasury securities | $3,268,000 | 369 |
| U.S. Government agency obligations | $2,000,000 | 7,274 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $7,117,000 | 552 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,268,000 | 4,443 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,385,000 | 1,006 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $12,379,000 | 5,527 |
| U.S. Government securities | $5,260,000 | 6,393 |
| U.S. Treasury securities | $3,260,000 | 383 |
| U.S. Government agency obligations | $2,000,000 | 7,295 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $7,119,000 | 552 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,260,000 | 4,392 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,379,000 | 1,024 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $12,345,000 | 5,620 |
| U.S. Government securities | $3,222,000 | 7,126 |
| U.S. Treasury securities | $1,223,000 | 673 |
| U.S. Government agency obligations | $1,999,000 | 7,396 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $9,123,000 | 457 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,222,000 | 5,126 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,345,000 | 1,072 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $12,327,000 | 5,670 |
| U.S. Government securities | $3,201,000 | 7,183 |
| U.S. Treasury securities | $1,202,000 | 707 |
| U.S. Government agency obligations | $1,999,000 | 7,461 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $9,126,000 | 444 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,201,000 | 5,159 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,327,000 | 1,114 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $16,509,000 | 4,961 |
| U.S. Government securities | $5,380,000 | 6,622 |
| U.S. Treasury securities | $5,380,000 | 361 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $11,129,000 | 355 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,184,000 | 5,206 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,509,000 | 926 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $12,207,000 | 5,705 |
| U.S. Government securities | $1,173,000 | 7,894 |
| U.S. Treasury securities | $1,173,000 | 867 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $11,034,000 | 372 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,173,000 | 6,158 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,207,000 | 1,140 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $12,205,000 | 5,742 |
| U.S. Government securities | $1,158,000 | 7,957 |
| U.S. Treasury securities | $1,158,000 | 908 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $11,047,000 | 376 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,000 | 6,186 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,205,000 | 1,170 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $12,203,000 | 5,791 |
| U.S. Government securities | $1,143,000 | 8,036 |
| U.S. Treasury securities | $1,143,000 | 962 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $11,060,000 | 376 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,143,000 | 6,244 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,203,000 | 1,213 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $15,292,000 | 5,280 |
| U.S. Government securities | $1,129,000 | 8,091 |
| U.S. Treasury securities | $1,129,000 | 998 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,163,000 | 320 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,000 | 6,288 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,292,000 | 1,063 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $15,291,000 | 5,319 |
| U.S. Government securities | $1,114,000 | 8,125 |
| U.S. Treasury securities | $1,114,000 | 1,065 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,177,000 | 333 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,114,000 | 6,308 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,291,000 | 1,081 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $15,286,000 | 5,321 |
| U.S. Government securities | $1,095,000 | 8,178 |
| U.S. Treasury securities | $1,095,000 | 1,083 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,191,000 | 342 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,095,000 | 6,340 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,286,000 | 1,113 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $15,290,000 | 5,326 |
| U.S. Government securities | $1,084,000 | 8,207 |
| U.S. Treasury securities | $1,084,000 | 1,091 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,206,000 | 359 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,084,000 | 6,367 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,290,000 | 1,117 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $15,289,000 | 5,360 |
| U.S. Government securities | $1,068,000 | 8,238 |
| U.S. Treasury securities | $1,068,000 | 1,123 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,221,000 | 372 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,068,000 | 6,382 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,289,000 | 1,137 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $15,293,000 | 5,410 |
| U.S. Government securities | $1,058,000 | 8,309 |
| U.S. Treasury securities | $1,058,000 | 1,202 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,235,000 | 392 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,058,000 | 6,433 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,293,000 | 1,146 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $15,297,000 | 5,444 |
| U.S. Government securities | $1,048,000 | 8,333 |
| U.S. Treasury securities | $1,048,000 | 1,238 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,249,000 | 417 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,048,000 | 6,438 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,297,000 | 1,132 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $15,187,000 | 5,478 |
| U.S. Government securities | $3,034,000 | 7,751 |
| U.S. Treasury securities | $3,034,000 | 821 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $12,153,000 | 476 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,034,000 | 5,397 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,187,000 | 1,138 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $18,146,000 | 5,072 |
| U.S. Government securities | $4,027,000 | 7,508 |
| U.S. Treasury securities | $4,027,000 | 745 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,119,000 | 449 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,027,000 | 4,949 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,146,000 | 1,027 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $19,122,000 | 4,907 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $19,122,000 | 375 |
| Foreign debt securities | NA | NA |
| 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 | 7,252 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,122,000 | 961 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $23,219,000 | 4,409 |
| U.S. Government securities | $4,092,000 | 7,516 |
| U.S. Treasury securities | $4,092,000 | 762 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $19,127,000 | 403 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,092,000 | 4,817 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,219,000 | 844 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $24,210,000 | 4,236 |
| U.S. Government securities | $5,079,000 | 7,117 |
| U.S. Treasury securities | $5,079,000 | 650 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $19,131,000 | 430 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,079,000 | 4,390 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,210,000 | 802 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $1,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $24,201,000 | 4,138 |
| U.S. Government securities | $5,065,000 | 7,058 |
| U.S. Treasury securities | $5,065,000 | 657 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $19,136,000 | 443 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,065,000 | 4,367 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,201,000 | 769 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $30,188,000 | 3,501 |
| U.S. Government securities | $11,048,000 | 5,358 |
| U.S. Treasury securities | $11,048,000 | 397 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $19,140,000 | 445 |
| Foreign debt securities | NA | NA |
| 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 | $11,048,000 | 2,881 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,188,000 | 659 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $24,121,000 | 4,099 |
| U.S. Government securities | $11,010,000 | 5,345 |
| U.S. Treasury securities | $11,010,000 | 412 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $13,111,000 | 581 |
| Foreign debt securities | NA | NA |
| 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 | $11,010,000 | 2,890 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,121,000 | 805 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $33,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $23,423,000 | 4,053 |
| U.S. Government securities | $13,415,000 | 4,668 |
| U.S. Treasury securities | $13,415,000 | 371 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $10,008,000 | 722 |
| Foreign debt securities | NA | NA |
| 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 | $13,415,000 | 2,419 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,423,000 | 815 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $1,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $26,491,000 | 3,788 |
| U.S. Government securities | $10,491,000 | 5,701 |
| U.S. Treasury securities | $10,491,000 | 612 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | $10,491,000 | 3,084 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,491,000 | 899 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $2,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $21,290,000 | 4,639 |
| U.S. Government securities | $5,290,000 | 7,904 |
| U.S. Treasury securities | $5,290,000 | 1,492 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,290,000 | 4,512 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,290,000 | 1,189 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | NA | NA |
| 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 | $24,914,000 | 4,169 |
| U.S. Government securities | $24,914,000 | 3,312 |
| U.S. Treasury securities | $24,914,000 | 560 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | $24,914,000 | 1,306 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,914,000 | 1,142 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | NA | NA |
| 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 | $24,691,000 | 4,245 |
| U.S. Government securities | $24,691,000 | 3,472 |
| U.S. Treasury securities | $24,691,000 | 767 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,691,000 | 1,405 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $40,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $24,541,000 | 4,567 |
| U.S. Government securities | $24,541,000 | 3,791 |
| U.S. Treasury securities | $24,541,000 | 964 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,541,000 | 1,603 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $8,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $54,371,000 | 2,311 |
| U.S. Government securities | $54,371,000 | 1,848 |
| U.S. Treasury securities | $54,371,000 | 512 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,371,000 | 756 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $7,000 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $53,796,000 | 2,450 |
| U.S. Government securities | $53,796,000 | 1,966 |
| U.S. Treasury securities | $53,796,000 | 643 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,796,000 | 1,380 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,000 | 281 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $47,511,000 | 2,935 |
| U.S. Government securities | $47,511,000 | 2,310 |
| U.S. Treasury securities | $47,511,000 | 793 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | NA | NA |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |