Home > The Bank of Kaukauna > Securities
The Bank of Kaukauna, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,418,000 | 3,603 |
| U.S. Government securities | $8,795,000 | 3,666 |
| U.S. Treasury securities | $4,969,000 | 1,825 |
| U.S. Government agency obligations | $3,826,000 | 3,788 |
| Securities issued by states & political subdivisions | $1,847,000 | 3,358 |
| Other domestic debt securities | $8,776,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $7,794,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $982,000 | 1,569 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,790,000 | 2,630 |
| Mortgage-backed securities | $11,620,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $7,794,000 | 74 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,826,000 | 1,565 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $19,418,000 | 3,356 |
| Total debt securities | $19,418,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $982,000 | 775 |
| 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 | $28,955,000 | 3,231 |
| U.S. Government securities | $18,754,000 | 3,043 |
| U.S. Treasury securities | $14,937,000 | 1,137 |
| U.S. Government agency obligations | $3,817,000 | 3,800 |
| Securities issued by states & political subdivisions | $1,663,000 | 3,407 |
| Other domestic debt securities | $8,538,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $7,603,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $935,000 | 1,593 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,274,000 | 2,624 |
| Mortgage-backed securities | $11,420,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $7,603,000 | 75 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,817,000 | 1,547 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $28,955,000 | 2,974 |
| Total debt securities | $28,956,000 | 3,207 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $935,000 | 809 |
| 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 | $32,284,000 | 3,166 |
| U.S. Government securities | $21,270,000 | 2,945 |
| U.S. Treasury securities | $17,234,000 | 1,055 |
| U.S. Government agency obligations | $4,036,000 | 3,823 |
| Securities issued by states & political subdivisions | $1,799,000 | 3,429 |
| Other domestic debt securities | $9,215,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $8,282,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $933,000 | 1,599 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,942,000 | 3,294 |
| Mortgage-backed securities | $12,318,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $8,282,000 | 75 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,036,000 | 1,536 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $32,284,000 | 2,913 |
| Total debt securities | $32,283,000 | 3,141 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $933,000 | 854 |
| 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 | $37,128,000 | 3,099 |
| U.S. Government securities | $34,364,000 | 2,428 |
| U.S. Treasury securities | $21,546,000 | 971 |
| U.S. Government agency obligations | $12,818,000 | 3,084 |
| Securities issued by states & political subdivisions | $1,812,000 | 3,486 |
| Other domestic debt securities | $952,000 | 2,074 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $952,000 | 1,637 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,377,000 | 3,564 |
| Mortgage-backed securities | $12,818,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,592,000 | 2,257 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,224,000 | 1,543 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $2,000 | 1,348 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $37,128,000 | 2,843 |
| Total debt securities | $37,129,000 | 3,074 |
| 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 | $42,087,000 | 2,978 |
| U.S. Government securities | $39,402,000 | 2,282 |
| U.S. Treasury securities | $26,357,000 | 895 |
| U.S. Government agency obligations | $13,045,000 | 3,062 |
| Securities issued by states & political subdivisions | $1,748,000 | 3,538 |
| Other domestic debt securities | $937,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $937,000 | 1,659 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,380,000 | 3,385 |
| Mortgage-backed securities | $13,045,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,722,000 | 2,270 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,319,000 | 1,549 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $4,000 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $42,087,000 | 2,721 |
| Total debt securities | $42,087,000 | 2,960 |
| 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 | $44,476,000 | 2,921 |
| U.S. Government securities | $41,808,000 | 2,253 |
| U.S. Treasury securities | $28,284,000 | 878 |
| U.S. Government agency obligations | $13,524,000 | 3,045 |
| Securities issued by states & political subdivisions | $1,713,000 | 3,579 |
| Other domestic debt securities | $955,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $955,000 | 1,656 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,451,000 | 3,357 |
| Mortgage-backed securities | $13,524,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,964,000 | 2,259 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,552,000 | 1,539 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $8,000 | 1,384 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $44,476,000 | 2,670 |
| Total debt securities | $44,476,000 | 2,901 |
| 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 | $43,104,000 | 2,997 |
| U.S. Government securities | $41,280,000 | 2,278 |
| U.S. Treasury securities | $32,721,000 | 769 |
| U.S. Government agency obligations | $8,559,000 | 3,466 |
| Securities issued by states & political subdivisions | $1,824,000 | 3,614 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,588,000 | 3,647 |
| Mortgage-backed securities | $8,559,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $7,598,000 | 2,505 |
| Issued or guaranteed by U.S. | $7,598,000 | 2,437 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $947,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $947,000 | 2,252 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $14,000 | 2,049 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $14,000 | 1,460 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $43,104,000 | 2,772 |
| Total debt securities | $43,104,000 | 2,981 |
| 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 | $30,574,000 | 3,360 |
| U.S. Government securities | $27,535,000 | 2,729 |
| U.S. Treasury securities | $21,868,000 | 898 |
| U.S. Government agency obligations | $5,667,000 | 3,705 |
| Securities issued by states & political subdivisions | $2,038,000 | 3,586 |
| Other domestic debt securities | $1,001,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,001,000 | 1,586 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,816,000 | 3,610 |
| Mortgage-backed securities | $5,667,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $4,590,000 | 2,862 |
| Issued or guaranteed by U.S. | $4,590,000 | 2,783 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,077,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,209 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $30,574,000 | 3,143 |
| Total debt securities | $30,574,000 | 3,342 |
| 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 | $4,795,000 | 4,402 |
| U.S. Government securities | $1,526,000 | 4,334 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,526,000 | 4,151 |
| Securities issued by states & political subdivisions | $2,262,000 | 3,588 |
| Other domestic debt securities | $1,007,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,007,000 | 1,526 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,983,000 | 3,607 |
| Mortgage-backed securities | $1,526,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $311,000 | 3,705 |
| Issued or guaranteed by U.S. | $311,000 | 3,624 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,215,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,181 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $4,795,000 | 4,174 |
| Total debt securities | $4,796,000 | 4,382 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $3,680,000 | 4,499 |
| U.S. Government securities | $1,213,000 | 4,395 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,213,000 | 4,242 |
| Securities issued by states & political subdivisions | $1,453,000 | 3,747 |
| Other domestic debt securities | $1,014,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,014,000 | 1,468 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,145,000 | 3,587 |
| Mortgage-backed securities | $1,213,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $344,000 | 3,740 |
| Issued or guaranteed by U.S. | $344,000 | 3,663 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $869,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $869,000 | 2,323 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,680,000 | 4,265 |
| Total debt securities | $3,680,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $3,415,000 | 4,521 |
| U.S. Government securities | $1,359,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,359,000 | 4,258 |
| Securities issued by states & political subdivisions | $1,035,000 | 3,859 |
| Other domestic debt securities | $1,021,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,021,000 | 1,411 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,287,000 | 3,567 |
| Mortgage-backed securities | $1,359,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $380,000 | 3,743 |
| Issued or guaranteed by U.S. | $380,000 | 3,659 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $979,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,261 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,415,000 | 4,288 |
| Total debt securities | $3,415,000 | 4,499 |
| 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 | $3,578,000 | 4,494 |
| U.S. Government securities | $1,539,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,539,000 | 4,206 |
| Securities issued by states & political subdivisions | $1,013,000 | 3,872 |
| Other domestic debt securities | $1,026,000 | 1,732 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,026,000 | 1,358 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,425,000 | 3,769 |
| Mortgage-backed securities | $1,539,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $414,000 | 3,725 |
| Issued or guaranteed by U.S. | $414,000 | 3,643 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,125,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,171 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,578,000 | 4,258 |
| Total debt securities | $3,578,000 | 4,471 |
| 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 | $3,894,000 | 4,465 |
| U.S. Government securities | $1,802,000 | 4,247 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,802,000 | 4,111 |
| Securities issued by states & political subdivisions | $1,059,000 | 3,871 |
| Other domestic debt securities | $1,033,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,033,000 | 1,300 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,622,000 | 3,730 |
| Mortgage-backed securities | $1,802,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $503,000 | 3,687 |
| Issued or guaranteed by U.S. | $503,000 | 3,609 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,299,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $1,299,000 | 2,158 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,894,000 | 4,231 |
| Total debt securities | $3,894,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $4,126,000 | 4,451 |
| U.S. Government securities | $1,481,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,481,000 | 4,201 |
| Securities issued by states & political subdivisions | $1,064,000 | 3,837 |
| Other domestic debt securities | $1,581,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $545,000 | 466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,036,000 | 1,263 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,831,000 | 3,718 |
| Mortgage-backed securities | $2,026,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $545,000 | 3,670 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $545,000 | 195 |
| Collaterized mortgage obligations | $1,481,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,135 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,126,000 | 4,218 |
| Total debt securities | $4,126,000 | 4,429 |
| 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 | $4,348,000 | 4,453 |
| U.S. Government securities | $2,270,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,270,000 | 4,083 |
| Securities issued by states & political subdivisions | $1,037,000 | 3,848 |
| Other domestic debt securities | $1,041,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,041,000 | 1,222 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,062,000 | 3,688 |
| Mortgage-backed securities | $2,270,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $589,000 | 3,656 |
| Issued or guaranteed by U.S. | $589,000 | 3,572 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,681,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $1,681,000 | 2,103 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,348,000 | 4,212 |
| Total debt securities | $4,348,000 | 4,429 |
| 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 | $4,443,000 | 4,481 |
| U.S. Government securities | $2,414,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,414,000 | 4,126 |
| Securities issued by states & political subdivisions | $1,018,000 | 3,838 |
| Other domestic debt securities | $1,011,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,011,000 | 1,144 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,000 | 4,074 |
| Mortgage-backed securities | $2,414,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $650,000 | 3,655 |
| Issued or guaranteed by U.S. | $650,000 | 3,561 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,764,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,764,000 | 2,095 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,443,000 | 4,236 |
| Total debt securities | $4,443,000 | 4,458 |
| 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 | $2,530,000 | 4,718 |
| U.S. Government securities | $2,530,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,530,000 | 4,175 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,000 | 4,129 |
| Mortgage-backed securities | $2,530,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $680,000 | 3,651 |
| Issued or guaranteed by U.S. | $680,000 | 3,565 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,850,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $1,850,000 | 2,086 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,530,000 | 4,477 |
| Total debt securities | $2,530,000 | 4,695 |
| 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 | $3,458,000 | 4,717 |
| U.S. Government securities | $2,708,000 | 4,396 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,708,000 | 4,235 |
| Securities issued by states & political subdivisions | $750,000 | 3,996 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $774,000 | 4,186 |
| Mortgage-backed securities | $2,708,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $722,000 | 3,666 |
| Issued or guaranteed by U.S. | $722,000 | 3,575 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,986,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 2,073 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,458,000 | 4,476 |
| Total debt securities | $3,458,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $6,067,000 | 4,531 |
| U.S. Government securities | $4,620,000 | 4,159 |
| U.S. Treasury securities | $1,742,000 | 1,045 |
| U.S. Government agency obligations | $2,878,000 | 4,273 |
| Securities issued by states & political subdivisions | $1,447,000 | 3,827 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $816,000 | 4,226 |
| Mortgage-backed securities | $2,878,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $761,000 | 3,658 |
| Issued or guaranteed by U.S. | $761,000 | 3,580 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,117,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 2,014 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,067,000 | 4,278 |
| Total debt securities | $6,067,000 | 4,508 |
| 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 | $7,862,000 | 4,449 |
| U.S. Government securities | $6,413,000 | 3,981 |
| U.S. Treasury securities | $3,225,000 | 838 |
| U.S. Government agency obligations | $3,188,000 | 4,274 |
| Securities issued by states & political subdivisions | $1,449,000 | 3,890 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $852,000 | 4,263 |
| Mortgage-backed securities | $3,188,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $962,000 | 3,597 |
| Issued or guaranteed by U.S. | $962,000 | 3,512 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,226,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $2,226,000 | 1,994 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,862,000 | 4,176 |
| Total debt securities | $7,862,000 | 4,426 |
| 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 | $14,017,000 | 3,964 |
| U.S. Government securities | $12,569,000 | 3,307 |
| U.S. Treasury securities | $9,207,000 | 491 |
| U.S. Government agency obligations | $3,362,000 | 4,287 |
| Securities issued by states & political subdivisions | $1,448,000 | 3,938 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,000 | 4,310 |
| Mortgage-backed securities | $3,362,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 3,572 |
| Issued or guaranteed by U.S. | $1,070,000 | 3,500 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,292,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,292,000 | 1,974 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $14,017,000 | 3,690 |
| Total debt securities | $14,017,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $3,511,000 | 4,938 |
| U.S. Government securities | $3,511,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,511,000 | 4,320 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,000 | 4,366 |
| Mortgage-backed securities | $3,511,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 3,605 |
| Issued or guaranteed by U.S. | $1,116,000 | 3,575 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,395,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $2,395,000 | 1,942 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,511,000 | 4,671 |
| Total debt securities | $3,511,000 | 4,917 |
| 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 | $3,755,000 | 4,976 |
| U.S. Government securities | $3,755,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,755,000 | 4,315 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,000 | 4,389 |
| Mortgage-backed securities | $3,755,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 3,638 |
| Issued or guaranteed by U.S. | $1,186,000 | 3,467 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,569,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,569,000 | 1,905 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,755,000 | 4,702 |
| Total debt securities | $3,755,000 | 4,954 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $3,975,000 | 5,003 |
| U.S. Government securities | $3,975,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,975,000 | 4,378 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 4,428 |
| Mortgage-backed securities | $3,975,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 3,668 |
| Issued or guaranteed by U.S. | $1,242,000 | 3,661 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,733,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $2,733,000 | 1,871 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,975,000 | 4,727 |
| Total debt securities | $3,975,000 | 4,985 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $4,210,000 | 5,038 |
| U.S. Government securities | $4,210,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,210,000 | 4,391 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,042,000 | 4,462 |
| Mortgage-backed securities | $4,210,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $1,322,000 | 3,685 |
| Issued or guaranteed by U.S. | $1,322,000 | 3,679 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,888,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 1,827 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $4,210,000 | 4,766 |
| Total debt securities | $4,210,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $4,470,000 | 5,081 |
| U.S. Government securities | $4,470,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,470,000 | 4,430 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,083,000 | 4,515 |
| Mortgage-backed securities | $4,470,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 3,711 |
| Issued or guaranteed by U.S. | $1,402,000 | 3,705 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,068,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $3,068,000 | 1,806 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $4,470,000 | 4,796 |
| Total debt securities | $4,470,000 | 5,057 |
| 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 | $4,739,000 | 5,105 |
| U.S. Government securities | $4,739,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,739,000 | 4,423 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,141,000 | 4,530 |
| Mortgage-backed securities | $4,739,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 3,735 |
| Issued or guaranteed by U.S. | $1,476,000 | 3,729 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,263,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $3,263,000 | 1,813 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $4,739,000 | 4,807 |
| Total debt securities | $4,739,000 | 5,081 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $5,681,000 | 5,055 |
| U.S. Government securities | $5,581,000 | 4,476 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,581,000 | 4,344 |
| Securities issued by states & political subdivisions | $100,000 | 4,821 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,176,000 | 4,577 |
| Mortgage-backed securities | $5,581,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 3,585 |
| Issued or guaranteed by U.S. | $2,115,000 | 3,582 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,466,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,466,000 | 1,791 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $5,681,000 | 4,754 |
| Total debt securities | $5,681,000 | 5,029 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $6,035,000 | 5,056 |
| U.S. Government securities | $5,935,000 | 4,443 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,935,000 | 4,318 |
| Securities issued by states & political subdivisions | $100,000 | 4,872 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,000 | 4,607 |
| Mortgage-backed securities | $5,935,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $2,242,000 | 3,567 |
| Issued or guaranteed by U.S. | $2,242,000 | 3,561 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,693,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,693,000 | 1,721 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $6,035,000 | 4,742 |
| Total debt securities | $6,035,000 | 5,029 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,560,000 | 5,055 |
| U.S. Government securities | $6,460,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,460,000 | 4,267 |
| Securities issued by states & political subdivisions | $100,000 | 4,899 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,000 | 4,650 |
| Mortgage-backed securities | $6,460,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 3,564 |
| Issued or guaranteed by U.S. | $2,418,000 | 3,560 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,042,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $4,042,000 | 1,672 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,560,000 | 4,721 |
| Total debt securities | $6,560,000 | 5,035 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,982,000 | 5,070 |
| U.S. Government securities | $6,881,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,881,000 | 4,276 |
| Securities issued by states & political subdivisions | $101,000 | 4,942 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,413,000 | 4,712 |
| Mortgage-backed securities | $6,881,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $2,544,000 | 3,580 |
| Issued or guaranteed by U.S. | $2,544,000 | 3,574 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,337,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $4,337,000 | 1,646 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $6,982,000 | 4,735 |
| Total debt securities | $6,982,000 | 5,050 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,500,000 | 5,090 |
| U.S. Government securities | $7,399,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,399,000 | 4,316 |
| Securities issued by states & political subdivisions | $101,000 | 4,983 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,473,000 | 4,740 |
| Mortgage-backed securities | $7,399,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $2,835,000 | 3,524 |
| Issued or guaranteed by U.S. | $2,835,000 | 3,521 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,564,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $4,564,000 | 1,618 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $7,500,000 | 4,751 |
| Total debt securities | $7,500,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,764,000 | 5,121 |
| U.S. Government securities | $7,663,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,663,000 | 4,318 |
| Securities issued by states & political subdivisions | $101,000 | 5,022 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,498,000 | 4,775 |
| Mortgage-backed securities | $7,663,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $2,961,000 | 3,512 |
| Issued or guaranteed by U.S. | $2,961,000 | 3,508 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,702,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $4,702,000 | 1,619 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,764,000 | 4,777 |
| Total debt securities | $7,764,000 | 5,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $8,141,000 | 5,177 |
| U.S. Government securities | $8,040,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,040,000 | 4,355 |
| Securities issued by states & political subdivisions | $101,000 | 5,090 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,000 | 4,815 |
| Mortgage-backed securities | $8,040,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $3,106,000 | 3,512 |
| Issued or guaranteed by U.S. | $3,106,000 | 3,507 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,934,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,934,000 | 1,596 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $8,141,000 | 4,808 |
| Total debt securities | $8,141,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,953,000 | 5,488 |
| U.S. Government securities | $5,851,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,851,000 | 4,817 |
| Securities issued by states & political subdivisions | $102,000 | 5,131 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,648,000 | 4,837 |
| Mortgage-backed securities | $5,851,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $1,644,000 | 4,043 |
| Issued or guaranteed by U.S. | $1,644,000 | 4,038 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,207,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $4,207,000 | 1,778 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,953,000 | 5,118 |
| Total debt securities | $5,953,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $6,397,000 | 5,488 |
| U.S. Government securities | $6,295,000 | 4,929 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,295,000 | 4,823 |
| Securities issued by states & political subdivisions | $102,000 | 5,144 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,730,000 | 4,886 |
| Mortgage-backed securities | $6,295,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 4,064 |
| Issued or guaranteed by U.S. | $1,760,000 | 4,058 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,535,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $4,535,000 | 1,767 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,397,000 | 5,124 |
| Total debt securities | $6,397,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $6,611,000 | 5,562 |
| U.S. Government securities | $6,510,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,510,000 | 4,859 |
| Securities issued by states & political subdivisions | $101,000 | 5,224 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,781,000 | 4,934 |
| Mortgage-backed securities | $6,510,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,114 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,108 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,675,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $4,675,000 | 1,776 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $6,611,000 | 5,190 |
| Total debt securities | $6,611,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,858,000 | 5,733 |
| U.S. Government securities | $5,858,000 | 5,171 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,858,000 | 5,057 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,812,000 | 4,981 |
| Mortgage-backed securities | $5,858,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,182 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,178 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,956,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $3,956,000 | 1,916 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,858,000 | 5,358 |
| Total debt securities | $5,858,000 | 5,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,558,000 | 5,960 |
| U.S. Government securities | $4,558,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,558,000 | 5,344 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,862,000 | 5,027 |
| Mortgage-backed securities | $4,558,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,354 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,351 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,012,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $3,012,000 | 2,144 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,558,000 | 5,563 |
| Total debt securities | $4,558,000 | 5,935 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $4,001,000 | 6,054 |
| U.S. Government securities | $4,001,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,001,000 | 5,487 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,889,000 | 5,059 |
| Mortgage-backed securities | $4,001,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,588 |
| Issued or guaranteed by U.S. | $996,000 | 4,584 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,005,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $3,005,000 | 2,132 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $4,001,000 | 5,660 |
| Total debt securities | $4,001,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $4,026,000 | 6,117 |
| U.S. Government securities | $4,026,000 | 5,608 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,026,000 | 5,510 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,858,000 | 5,103 |
| Mortgage-backed securities | $4,026,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $1,008,000 | 4,601 |
| Issued or guaranteed by U.S. | $1,008,000 | 4,596 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,018,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $3,018,000 | 2,114 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $4,026,000 | 5,716 |
| Total debt securities | $4,026,000 | 6,087 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,160,000 | 6,416 |
| U.S. Government securities | $0 | 6,598 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $0 | 6,522 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,160,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $2,160,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,160,000 | 5,396 |
| Mortgage-backed securities | $2,160,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,160,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $2,160,000 | 356 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,160,000 | 6,018 |
| Total debt securities | $2,160,000 | 6,388 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,302,000 | 6,421 |
| U.S. Government securities | $0 | 6,632 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,302,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $2,302,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,302,000 | 5,363 |
| Mortgage-backed securities | $2,302,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,302,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $2,302,000 | 361 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,302,000 | 6,026 |
| Total debt securities | $2,302,000 | 6,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,407,000 | 6,461 |
| U.S. Government securities | $0 | 6,696 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,407,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $2,407,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,407,000 | 5,384 |
| Mortgage-backed securities | $2,407,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,407,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $2,407,000 | 384 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,407,000 | 6,065 |
| Total debt securities | $2,407,000 | 6,430 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,513,000 | 6,629 |
| U.S. Government securities | $0 | 6,761 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,513,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $1,513,000 | 498 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,513,000 | 5,371 |
| Mortgage-backed securities | $1,513,000 | 4,885 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,513,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,513,000 | 482 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,513,000 | 6,231 |
| Total debt securities | $1,513,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,614,000 | 6,711 |
| U.S. Government securities | $0 | 6,863 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,614,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $1,614,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,614,000 | 5,418 |
| Mortgage-backed securities | $1,614,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,614,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,614,000 | 503 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,614,000 | 6,298 |
| Total debt securities | $1,614,000 | 6,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,836,000 | 6,752 |
| U.S. Government securities | $133,000 | 6,829 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $133,000 | 6,740 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,703,000 | 1,734 |
| Privately issued residential mortgage-backed securities | $1,703,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,836,000 | 5,388 |
| Mortgage-backed securities | $1,836,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,375 |
| Issued or guaranteed by U.S. | $133,000 | 5,365 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,703,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,703,000 | 525 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,836,000 | 6,345 |
| Total debt securities | $1,836,000 | 6,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,932,000 | 6,796 |
| U.S. Government securities | $147,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $147,000 | 6,798 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,785,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $1,785,000 | 574 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,932,000 | 5,399 |
| Mortgage-backed securities | $1,932,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,382 |
| Issued or guaranteed by U.S. | $147,000 | 5,375 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,785,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,785,000 | 553 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,932,000 | 6,377 |
| Total debt securities | $1,932,000 | 6,762 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,018,000 | 6,823 |
| U.S. Government securities | $147,000 | 6,929 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $147,000 | 6,837 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,871,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $1,871,000 | 624 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,018,000 | 5,100 |
| Mortgage-backed securities | $2,018,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,360 |
| Issued or guaranteed by U.S. | $147,000 | 5,346 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,871,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,871,000 | 595 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,018,000 | 6,384 |
| Total debt securities | $2,019,000 | 6,787 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,103,000 | 6,740 |
| U.S. Government securities | $3,103,000 | 6,307 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,103,000 | 6,196 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,103,000 | 4,752 |
| Mortgage-backed securities | $2,102,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $165,000 | 5,356 |
| Issued or guaranteed by U.S. | $165,000 | 5,340 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,937,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 2,571 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,103,000 | 6,273 |
| Total debt securities | $3,103,000 | 6,705 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,176,000 | 6,813 |
| U.S. Government securities | $3,176,000 | 6,406 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,176,000 | 6,291 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,176,000 | 4,776 |
| Mortgage-backed securities | $2,175,000 | 4,818 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,344 |
| Issued or guaranteed by U.S. | $187,000 | 5,332 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,988,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $1,988,000 | 2,499 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,176,000 | 6,331 |
| Total debt securities | $3,176,000 | 6,782 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,182,000 | 7,144 |
| U.S. Government securities | $1,182,000 | 6,874 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,182,000 | 6,759 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,182,000 | 5,499 |
| Mortgage-backed securities | $212,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $212,000 | 5,310 |
| Issued or guaranteed by U.S. | $212,000 | 5,299 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,182,000 | 6,675 |
| Total debt securities | $1,182,000 | 7,114 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,212,000 | 7,041 |
| U.S. Government securities | $2,212,000 | 6,617 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,212,000 | 6,502 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,212,000 | 5,138 |
| Mortgage-backed securities | $248,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,250 |
| Issued or guaranteed by U.S. | $248,000 | 5,237 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,212,000 | 6,539 |
| Total debt securities | $2,212,000 | 7,005 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,299,000 | 7,066 |
| U.S. Government securities | $2,299,000 | 6,622 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,299,000 | 6,504 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,299,000 | 5,162 |
| Mortgage-backed securities | $290,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,226 |
| Issued or guaranteed by U.S. | $290,000 | 5,215 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,299,000 | 6,549 |
| Total debt securities | $2,299,000 | 7,035 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,327,000 | 7,318 |
| U.S. Government securities | $1,327,000 | 7,025 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,327,000 | 6,919 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,327,000 | 5,617 |
| Mortgage-backed securities | $322,000 | 5,644 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,259 |
| Issued or guaranteed by U.S. | $322,000 | 5,249 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,327,000 | 6,799 |
| Total debt securities | $1,327,000 | 7,282 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,503,000 | 7,193 |
| U.S. Government securities | $2,478,000 | 6,810 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,478,000 | 6,700 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $25,000 | 159 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,478,000 | 5,231 |
| Mortgage-backed securities | $471,000 | 5,636 |
| Certificates of participation in pools of residential mortgages | $471,000 | 5,240 |
| Issued or guaranteed by U.S. | $471,000 | 5,228 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $25,000 | 3,140 |
| Available-for-sale securities (fair market value) | $2,478,000 | 6,656 |
| Total debt securities | $2,503,000 | 7,152 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,513,000 | 7,215 |
| U.S. Government securities | $2,488,000 | 6,822 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,488,000 | 6,721 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $25,000 | 160 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,488,000 | 5,268 |
| Mortgage-backed securities | $489,000 | 5,695 |
| Certificates of participation in pools of residential mortgages | $489,000 | 5,300 |
| Issued or guaranteed by U.S. | $489,000 | 5,285 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $25,000 | 3,203 |
| Available-for-sale securities (fair market value) | $2,488,000 | 6,685 |
| Total debt securities | $2,514,000 | 7,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,530,000 | 7,285 |
| U.S. Government securities | $2,505,000 | 6,874 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,505,000 | 6,774 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $25,000 | 163 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 5,915 |
| Mortgage-backed securities | $502,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,372 |
| Issued or guaranteed by U.S. | $502,000 | 5,355 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $25,000 | 3,294 |
| Available-for-sale securities (fair market value) | $2,505,000 | 6,732 |
| Total debt securities | $2,530,000 | 7,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,535,000 | 7,324 |
| U.S. Government securities | $2,510,000 | 6,907 |
| U.S. Treasury securities | $1,000,000 | 711 |
| U.S. Government agency obligations | $1,510,000 | 7,118 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $25,000 | 169 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,956 |
| Mortgage-backed securities | $512,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,418 |
| Issued or guaranteed by U.S. | $512,000 | 5,400 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $25,000 | 3,342 |
| Available-for-sale securities (fair market value) | $2,510,000 | 6,775 |
| Total debt securities | $2,535,000 | 7,281 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,033,000 | 7,496 |
| U.S. Government securities | $2,008,000 | 7,179 |
| U.S. Treasury securities | $2,008,000 | 500 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $25,000 | 166 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,008,000 | 5,544 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,382 |
| Available-for-sale securities (fair market value) | $2,008,000 | 6,945 |
| Total debt securities | $2,033,000 | 7,454 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,043,000 | 7,354 |
| U.S. Government securities | $2,018,000 | 7,258 |
| U.S. Treasury securities | $2,018,000 | 473 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,818 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $25,000 | 159 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,018,000 | 5,596 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,403 |
| Available-for-sale securities (fair market value) | $3,018,000 | 6,773 |
| Total debt securities | $3,043,000 | 7,315 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,027,000 | 7,381 |
| U.S. Government securities | $2,002,000 | 7,319 |
| U.S. Treasury securities | $2,002,000 | 496 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,814 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $25,000 | 169 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,000 | 5,229 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,432 |
| Available-for-sale securities (fair market value) | $3,002,000 | 6,784 |
| Total debt securities | $3,027,000 | 7,340 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,044,000 | 7,452 |
| U.S. Government securities | $2,019,000 | 7,352 |
| U.S. Treasury securities | $2,019,000 | 472 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,848 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $25,000 | 174 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,019,000 | 5,218 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,455 |
| Available-for-sale securities (fair market value) | $3,019,000 | 6,844 |
| Total debt securities | $3,044,000 | 7,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,057,000 | 7,237 |
| U.S. Government securities | $2,032,000 | 7,369 |
| U.S. Treasury securities | $2,032,000 | 496 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,241 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $25,000 | 187 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,032,000 | 5,595 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,498 |
| Available-for-sale securities (fair market value) | $4,032,000 | 6,641 |
| Total debt securities | $4,057,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,055,000 | 7,538 |
| U.S. Government securities | $2,030,000 | 7,486 |
| U.S. Treasury securities | $2,030,000 | 545 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,894 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $25,000 | 189 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,030,000 | 5,651 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,558 |
| Available-for-sale securities (fair market value) | $3,030,000 | 6,889 |
| Total debt securities | $3,055,000 | 7,493 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,038,000 | 7,565 |
| U.S. Government securities | $2,013,000 | 7,548 |
| U.S. Treasury securities | $2,013,000 | 577 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,894 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $25,000 | 188 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,013,000 | 5,673 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,610 |
| Available-for-sale securities (fair market value) | $3,013,000 | 6,923 |
| Total debt securities | $3,038,000 | 7,523 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,020,000 | 7,410 |
| U.S. Government securities | $2,995,000 | 7,319 |
| U.S. Treasury securities | $2,995,000 | 523 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,902 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $25,000 | 189 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000 | 5,297 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,651 |
| Available-for-sale securities (fair market value) | $3,995,000 | 6,739 |
| Total debt securities | $4,020,000 | 7,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,011,000 | 7,449 |
| U.S. Government securities | $2,986,000 | 7,365 |
| U.S. Treasury securities | $2,986,000 | 574 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,951 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $25,000 | 199 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,986,000 | 5,329 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,721 |
| Available-for-sale securities (fair market value) | $3,986,000 | 6,769 |
| Total debt securities | $4,011,000 | 7,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,008,000 | 7,500 |
| U.S. Government securities | $2,983,000 | 7,402 |
| U.S. Treasury securities | $2,983,000 | 613 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,990 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $25,000 | 202 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,983,000 | 5,339 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,807 |
| Available-for-sale securities (fair market value) | $3,983,000 | 6,802 |
| Total debt securities | $4,008,000 | 7,448 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,997,000 | 7,573 |
| U.S. Government securities | $2,972,000 | 7,492 |
| U.S. Treasury securities | $2,972,000 | 651 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,023 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $25,000 | 203 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,972,000 | 5,371 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,895 |
| Available-for-sale securities (fair market value) | $3,972,000 | 6,849 |
| Total debt securities | $3,997,000 | 7,521 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,991,000 | 7,606 |
| U.S. Government securities | $2,966,000 | 7,533 |
| U.S. Treasury securities | $2,966,000 | 693 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,043 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $25,000 | 212 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,966,000 | 5,378 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 3,951 |
| Available-for-sale securities (fair market value) | $3,966,000 | 6,864 |
| Total debt securities | $3,991,000 | 7,555 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,997,000 | 7,653 |
| U.S. Government securities | $2,972,000 | 7,595 |
| U.S. Treasury securities | $2,972,000 | 736 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,058 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $25,000 | 216 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,972,000 | 4,970 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,014 |
| Available-for-sale securities (fair market value) | $3,972,000 | 6,896 |
| Total debt securities | $3,997,000 | 7,603 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,999,000 | 7,690 |
| U.S. Government securities | $2,974,000 | 7,603 |
| U.S. Treasury securities | $2,974,000 | 751 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,085 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $25,000 | 211 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,974,000 | 5,396 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,095 |
| Available-for-sale securities (fair market value) | $3,974,000 | 6,932 |
| Total debt securities | $3,999,000 | 7,638 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,998,000 | 7,723 |
| U.S. Government securities | $2,973,000 | 7,631 |
| U.S. Treasury securities | $2,973,000 | 748 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,094 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $25,000 | 217 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,973,000 | 5,394 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,156 |
| Available-for-sale securities (fair market value) | $3,973,000 | 6,948 |
| Total debt securities | $3,998,000 | 7,670 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,004,000 | 7,758 |
| U.S. Government securities | $2,979,000 | 7,674 |
| U.S. Treasury securities | $2,979,000 | 772 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,077 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $25,000 | 221 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,979,000 | 5,372 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,210 |
| Available-for-sale securities (fair market value) | $3,979,000 | 6,983 |
| Total debt securities | $4,004,000 | 7,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,009,000 | 7,839 |
| U.S. Government securities | $2,984,000 | 7,735 |
| U.S. Treasury securities | $2,984,000 | 840 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,107 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $25,000 | 227 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,984,000 | 5,412 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,274 |
| Available-for-sale securities (fair market value) | $3,984,000 | 7,055 |
| Total debt securities | $4,009,000 | 7,778 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,013,000 | 7,899 |
| U.S. Government securities | $2,988,000 | 7,747 |
| U.S. Treasury securities | $2,988,000 | 869 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,114 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $25,000 | 224 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,988,000 | 5,434 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,340 |
| Available-for-sale securities (fair market value) | $3,988,000 | 7,095 |
| Total debt securities | $4,013,000 | 7,832 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,023,000 | 7,912 |
| U.S. Government securities | $2,998,000 | 7,772 |
| U.S. Treasury securities | $2,998,000 | 839 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,147 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $25,000 | 227 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,998,000 | 5,428 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,398 |
| Available-for-sale securities (fair market value) | $3,998,000 | 7,127 |
| Total debt securities | $4,023,000 | 7,850 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,028,000 | 7,972 |
| U.S. Government securities | $3,003,000 | 7,856 |
| U.S. Treasury securities | $3,003,000 | 876 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,170 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $25,000 | 230 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,003,000 | 5,409 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,446 |
| Available-for-sale securities (fair market value) | $4,003,000 | 7,192 |
| Total debt securities | $4,028,000 | 7,908 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,041,000 | 7,980 |
| U.S. Government securities | $3,016,000 | 7,815 |
| U.S. Treasury securities | $3,016,000 | 849 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,165 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $25,000 | 240 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,016,000 | 5,348 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,493 |
| Available-for-sale securities (fair market value) | $4,016,000 | 7,197 |
| Total debt securities | $4,041,000 | 7,904 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,034,000 | 8,056 |
| U.S. Government securities | $3,009,000 | 7,898 |
| U.S. Treasury securities | $3,009,000 | 920 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,215 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $25,000 | 257 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,009,000 | 5,316 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,562 |
| Available-for-sale securities (fair market value) | $4,009,000 | 7,230 |
| Total debt securities | $4,034,000 | 7,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,039,000 | 8,010 |
| U.S. Government securities | $3,014,000 | 7,830 |
| U.S. Treasury securities | $3,014,000 | 915 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,234 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $25,000 | 264 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,014,000 | 5,292 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,598 |
| Available-for-sale securities (fair market value) | $4,014,000 | 7,200 |
| Total debt securities | $4,039,000 | 7,928 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,056,000 | 8,018 |
| U.S. Government securities | $3,031,000 | 7,822 |
| U.S. Treasury securities | $3,031,000 | 918 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,212 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $25,000 | 266 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,031,000 | 5,259 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,619 |
| Available-for-sale securities (fair market value) | $4,031,000 | 7,198 |
| Total debt securities | $4,056,000 | 7,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,063,000 | 8,068 |
| U.S. Government securities | $3,038,000 | 7,877 |
| U.S. Treasury securities | $3,038,000 | 931 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,156 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $25,000 | 264 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,048,000 | 5,284 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,671 |
| Available-for-sale securities (fair market value) | $4,038,000 | 7,213 |
| Total debt securities | $4,063,000 | 7,983 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,045,000 | 8,121 |
| U.S. Government securities | $3,020,000 | 7,935 |
| U.S. Treasury securities | $3,020,000 | 1,004 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,174 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $25,000 | 271 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,020,000 | 5,314 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,760 |
| Available-for-sale securities (fair market value) | $4,020,000 | 7,246 |
| Total debt securities | $4,045,000 | 8,035 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,393,000 | 8,120 |
| U.S. Government securities | $3,073,000 | 8,035 |
| U.S. Treasury securities | $3,073,000 | 1,088 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,933 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $25,000 | 286 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,073,000 | 5,309 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,000 | 4,499 |
| Available-for-sale securities (fair market value) | $4,073,000 | 7,267 |
| Total debt securities | $4,393,000 | 8,016 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,823,000 | 8,419 |
| U.S. Government securities | $4,014,000 | 8,171 |
| U.S. Treasury securities | $4,014,000 | 1,268 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $570,000 | 5,954 |
| Other domestic debt securities | $25,000 | 3,800 |
| 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 | $25,000 | 3,300 |
| Foreign debt securities | NA | NA |
| Equity securities | $214,000 | 5,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,004,000 | 5,674 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $595,000 | 4,821 |
| Available-for-sale securities (fair market value) | $4,228,000 | 7,479 |
| Total debt securities | $4,609,000 | 8,375 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,867,000 | 8,380 |
| U.S. Government securities | $4,964,000 | 8,063 |
| U.S. Treasury securities | $4,964,000 | 1,600 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $775,000 | 2,567 |
| 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 | $775,000 | 2,167 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 6,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,988,000 | 5,714 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $775,000 | 5,059 |
| Available-for-sale securities (fair market value) | $5,092,000 | 7,391 |
| Total debt securities | $5,738,000 | 8,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,450,000 | 8,954 |
| U.S. Government securities | $4,021,000 | 8,505 |
| U.S. Treasury securities | $4,021,000 | 2,652 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $280,000 | 7,031 |
| Other domestic debt securities | $25,000 | 3,767 |
| 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 | $25,000 | 3,052 |
| Foreign debt securities | NA | NA |
| Equity securities | $124,000 | 6,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,019,000 | 6,124 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 6,107 |
| Available-for-sale securities (fair market value) | $4,145,000 | 7,669 |
| Total debt securities | $4,326,000 | 8,862 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,654,000 | 9,373 |
| U.S. Government securities | $3,991,000 | 9,077 |
| U.S. Treasury securities | $3,991,000 | 3,735 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $255,000 | 7,330 |
| Other domestic debt securities | $50,000 | 3,510 |
| 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 | $50,000 | 2,758 |
| Foreign debt securities | NA | NA |
| Equity securities | $358,000 | 4,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,986,000 | 5,682 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 6,945 |
| Available-for-sale securities (fair market value) | $4,349,000 | 7,739 |
| Total debt securities | $4,296,000 | 9,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,635,000 | 9,517 |
| U.S. Government securities | $4,972,000 | 9,172 |
| U.S. Treasury securities | $4,972,000 | 3,852 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $255,000 | 7,713 |
| Other domestic debt securities | $50,000 | 4,066 |
| 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 | $50,000 | 3,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $358,000 | 4,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,966,000 | 5,922 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 7,609 |
| Available-for-sale securities (fair market value) | $5,330,000 | 7,618 |
| Total debt securities | $5,277,000 | 9,545 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,836,000 | 9,847 |
| U.S. Government securities | $5,028,000 | 9,545 |
| U.S. Treasury securities | $5,028,000 | 4,591 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $400,000 | 7,596 |
| Other domestic debt securities | $50,000 | 4,764 |
| 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 | $50,000 | 3,681 |
| Foreign debt securities | NA | NA |
| Equity securities | $358,000 | 3,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,116 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $450,000 | 7,871 |
| Available-for-sale securities (fair market value) | $5,386,000 | 7,836 |
| Total debt securities | $5,478,000 | 9,896 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,507,000 | 9,723 |
| U.S. Government securities | $5,989,000 | 9,653 |
| U.S. Treasury securities | $5,989,000 | 4,942 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $1,115,000 | 6,434 |
| Other domestic debt securities | $50,000 | 5,361 |
| 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 | $50,000 | 4,219 |
| Foreign debt securities | NA | NA |
| Equity securities | $353,000 | 3,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 7,058 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,154,000 | 6,844 |
| Available-for-sale securities (fair market value) | $353,000 | 10,300 |
| Total debt securities | $7,154,000 | 9,772 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,101,000 | 9,846 |
| U.S. Government securities | $5,986,000 | 9,955 |
| U.S. Treasury securities | $5,986,000 | 5,135 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $1,859,000 | 5,497 |
| Other domestic debt securities | $102,000 | 5,751 |
| Privately issued residential mortgage-backed securities | $52,000 | 3,007 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 4,803 |
| Foreign debt securities | NA | NA |
| Equity securities | $154,000 | 4,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,001,000 | 7,016 |
| Mortgage-backed securities | $52,000 | 10,430 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $52,000 | 6,802 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $52,000 | 2,568 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,947,000 | 9,765 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,539,000 | 10,242 |
| U.S. Government securities | $4,998,000 | 10,797 |
| U.S. Treasury securities | $4,998,000 | 5,848 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $2,210,000 | 4,813 |
| Other domestic debt securities | $179,000 | 6,306 |
| Privately issued residential mortgage-backed securities | $129,000 | 3,368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 5,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 4,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,000 | 8,566 |
| Mortgage-backed securities | $129,000 | 10,676 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $129,000 | 6,846 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $129,000 | 2,886 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,387,000 | 10,189 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |