Home > The Commercial Bank > Securities
The Commercial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $47,700,000 | 2,660 |
| U.S. Government securities | $16,115,000 | 3,196 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $16,115,000 | 2,821 |
| Securities issued by states & political subdivisions | $25,475,000 | 1,538 |
| Other domestic debt securities | $6,110,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $744,000 | 518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $5,366,000 | 939 |
| 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 | $17,631,000 | 2,479 |
| Mortgage-backed securities | $5,106,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $744,000 | 158 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,915,000 | 1,553 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $447,000 | 1,249 |
| Held to maturity securities (book value) | $1,250,000 | 1,478 |
| Available-for-sale securities (fair market value) | $46,450,000 | 2,464 |
| Total debt securities | $47,700,000 | 2,645 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 723 |
| Fair value | $1,083,000 | 732 |
| 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 | $47,088,000 | 2,661 |
| U.S. Government securities | $16,058,000 | 3,219 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $16,058,000 | 2,818 |
| Securities issued by states & political subdivisions | $25,748,000 | 1,505 |
| Other domestic debt securities | $5,282,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $5,282,000 | 936 |
| 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 | $17,521,000 | 2,459 |
| Mortgage-backed securities | $2,863,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,415,000 | 1,778 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $448,000 | 1,239 |
| Held to maturity securities (book value) | $1,250,000 | 1,507 |
| Available-for-sale securities (fair market value) | $45,838,000 | 2,462 |
| Total debt securities | $47,089,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 745 |
| Fair value | $1,044,000 | 751 |
| 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 | $44,260,000 | 2,797 |
| U.S. Government securities | $12,610,000 | 3,479 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $12,610,000 | 3,080 |
| Securities issued by states & political subdivisions | $26,695,000 | 1,531 |
| Other domestic debt securities | $4,955,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $4,955,000 | 970 |
| 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 | $17,964,000 | 2,419 |
| Mortgage-backed securities | $906,000 | 3,543 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 2,355 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $457,000 | 1,237 |
| Held to maturity securities (book value) | $1,250,000 | 1,522 |
| Available-for-sale securities (fair market value) | $43,010,000 | 2,598 |
| Total debt securities | $44,260,000 | 2,778 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 792 |
| Fair value | $1,051,000 | 799 |
| 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 | $46,177,000 | 2,821 |
| U.S. Government securities | $13,698,000 | 3,486 |
| U.S. Treasury securities | $3,977,000 | 2,125 |
| U.S. Government agency obligations | $9,721,000 | 3,331 |
| Securities issued by states & political subdivisions | $27,758,000 | 1,541 |
| Other domestic debt securities | $4,721,000 | 1,428 |
| 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 | $4,721,000 | 1,035 |
| 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 | $21,232,000 | 2,202 |
| Mortgage-backed securities | $935,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,386 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $466,000 | 1,243 |
| Held to maturity securities (book value) | $1,250,000 | 1,566 |
| Available-for-sale securities (fair market value) | $44,927,000 | 2,620 |
| Total debt securities | $46,176,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 734 |
| Fair value | $1,513,000 | 745 |
| 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 | $47,585,000 | 2,818 |
| U.S. Government securities | $14,390,000 | 3,460 |
| U.S. Treasury securities | $5,430,000 | 1,968 |
| U.S. Government agency obligations | $8,960,000 | 3,401 |
| Securities issued by states & political subdivisions | $29,497,000 | 1,509 |
| Other domestic debt securities | $3,698,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,698,000 | 1,148 |
| 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 | $18,461,000 | 2,214 |
| Mortgage-backed securities | $951,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,391 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $460,000 | 1,238 |
| Held to maturity securities (book value) | $1,250,000 | 1,579 |
| Available-for-sale securities (fair market value) | $46,335,000 | 2,613 |
| Total debt securities | $47,584,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 760 |
| Fair value | $1,450,000 | 781 |
| 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 | $42,665,000 | 2,973 |
| U.S. Government securities | $9,205,000 | 3,819 |
| U.S. Treasury securities | $2,971,000 | 2,339 |
| U.S. Government agency obligations | $6,234,000 | 3,637 |
| Securities issued by states & political subdivisions | $30,655,000 | 1,459 |
| Other domestic debt securities | $2,805,000 | 1,645 |
| 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 | $2,805,000 | 1,250 |
| 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 | $16,163,000 | 2,274 |
| Mortgage-backed securities | $951,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $951,000 | 1,146 |
| Held to maturity securities (book value) | $750,000 | 1,652 |
| Available-for-sale securities (fair market value) | $41,915,000 | 2,748 |
| Total debt securities | $42,665,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 749 |
| Fair value | $1,527,000 | 753 |
| 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 | $38,080,000 | 3,151 |
| U.S. Government securities | $2,805,000 | 4,338 |
| U.S. Treasury securities | $1,485,000 | 2,583 |
| U.S. Government agency obligations | $1,320,000 | 4,181 |
| Securities issued by states & political subdivisions | $33,478,000 | 1,424 |
| Other domestic debt securities | $1,797,000 | 1,747 |
| 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 | $1,797,000 | 1,456 |
| 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 | $14,587,000 | 2,383 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $750,000 | 1,582 |
| Available-for-sale securities (fair market value) | $37,330,000 | 2,940 |
| Total debt securities | $38,081,000 | 3,134 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 735 |
| Fair value | $1,542,000 | 749 |
| 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 | $36,392,000 | 3,156 |
| U.S. Government securities | $606,000 | 4,475 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $606,000 | 4,273 |
| Securities issued by states & political subdivisions | $34,313,000 | 1,404 |
| Other domestic debt securities | $1,473,000 | 1,791 |
| 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 | $1,473,000 | 1,487 |
| 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 | $14,457,000 | 2,350 |
| Mortgage-backed securities | $0 | 4,078 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $36,392,000 | 2,959 |
| Total debt securities | $36,391,000 | 3,140 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 719 |
| Fair value | $1,144,000 | 728 |
| 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 | $32,986,000 | 3,193 |
| U.S. Government securities | $636,000 | 4,442 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $636,000 | 4,283 |
| Securities issued by states & political subdivisions | $31,616,000 | 1,566 |
| Other domestic debt securities | $734,000 | 1,953 |
| 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 | $734,000 | 1,641 |
| 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 | $14,810,000 | 2,310 |
| Mortgage-backed securities | $0 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $32,986,000 | 3,018 |
| Total debt securities | $32,986,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 634 |
| Fair value | $1,228,000 | 635 |
| 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 | $32,629,000 | 3,165 |
| U.S. Government securities | $645,000 | 4,480 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $645,000 | 4,338 |
| Securities issued by states & political subdivisions | $31,260,000 | 1,542 |
| Other domestic debt securities | $724,000 | 1,911 |
| 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 | $724,000 | 1,579 |
| 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 | $14,937,000 | 2,264 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $32,629,000 | 2,981 |
| Total debt securities | $32,629,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 563 |
| Fair value | $1,223,000 | 567 |
| 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 | $29,760,000 | 3,203 |
| U.S. Government securities | $2,290,000 | 4,295 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,290,000 | 4,120 |
| Securities issued by states & political subdivisions | $27,470,000 | 1,647 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| 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 | $15,313,000 | 2,231 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $29,760,000 | 3,022 |
| Total debt securities | $29,759,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 360 |
| Fair value | $2,147,000 | 360 |
| 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 | $28,403,000 | 3,161 |
| U.S. Government securities | $142,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $142,000 | 4,497 |
| Securities issued by states & political subdivisions | $28,261,000 | 1,560 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $9,022,000 | 2,721 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $28,403,000 | 2,980 |
| Total debt securities | $28,402,000 | 3,142 |
| 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 | $28,046,000 | 3,074 |
| U.S. Government securities | $149,000 | 4,591 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $149,000 | 4,488 |
| Securities issued by states & political subdivisions | $27,646,000 | 1,536 |
| Other domestic debt securities | $251,000 | 2,002 |
| 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 | $251,000 | 1,596 |
| 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 | $8,708,000 | 2,739 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $28,046,000 | 2,886 |
| Total debt securities | $28,046,000 | 3,053 |
| Structured notes | ||
| Amortized cost | $250,000 | 319 |
| Fair value | $251,000 | 327 |
| 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 | $26,677,000 | 3,045 |
| U.S. Government securities | $150,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $150,000 | 4,511 |
| Securities issued by states & political subdivisions | $25,818,000 | 1,494 |
| Other domestic debt securities | $709,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $709,000 | 1,383 |
| 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 | $9,016,000 | 2,704 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $26,677,000 | 2,858 |
| Total debt securities | $26,678,000 | 3,026 |
| Structured notes | ||
| Amortized cost | $250,000 | 313 |
| Fair value | $251,000 | 320 |
| 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 | $25,265,000 | 3,086 |
| U.S. Government securities | $0 | 4,728 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $24,308,000 | 1,478 |
| Other domestic debt securities | $957,000 | 1,648 |
| 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 | $957,000 | 1,287 |
| 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 | $7,954,000 | 2,821 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,265,000 | 2,893 |
| Total debt securities | $25,265,000 | 3,065 |
| Structured notes | ||
| Amortized cost | $250,000 | 346 |
| Fair value | $245,000 | 363 |
| 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 | $21,955,000 | 3,193 |
| U.S. Government securities | $0 | 4,796 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $21,059,000 | 1,502 |
| Other domestic debt securities | $896,000 | 1,600 |
| 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 | $896,000 | 1,219 |
| 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 | $6,485,000 | 2,949 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,955,000 | 2,996 |
| Total debt securities | $21,955,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $250,000 | 503 |
| Fair value | $245,000 | 521 |
| 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 | $18,874,000 | 3,432 |
| U.S. Government securities | $0 | 4,877 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | $18,616,000 | 1,608 |
| Other domestic debt securities | $258,000 | 1,811 |
| 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 | $258,000 | 1,398 |
| 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 | $7,404,000 | 2,884 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $71,000 | 1,656 |
| Available-for-sale securities (fair market value) | $18,803,000 | 3,202 |
| Total debt securities | $18,876,000 | 3,409 |
| 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 | $16,939,000 | 3,591 |
| U.S. Government securities | $451,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $451,000 | 4,694 |
| Securities issued by states & political subdivisions | $16,231,000 | 1,764 |
| Other domestic debt securities | $257,000 | 1,849 |
| 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 | $257,000 | 1,401 |
| 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 | $7,187,000 | 2,955 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $71,000 | 1,729 |
| Available-for-sale securities (fair market value) | $16,868,000 | 3,349 |
| Total debt securities | $16,939,000 | 3,571 |
| 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 | $19,194,000 | 3,521 |
| U.S. Government securities | $2,205,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,205,000 | 4,376 |
| Securities issued by states & political subdivisions | $16,733,000 | 1,776 |
| Other domestic debt securities | $256,000 | 1,846 |
| 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 | $256,000 | 1,430 |
| 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 | $7,632,000 | 2,974 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $71,000 | 1,769 |
| Available-for-sale securities (fair market value) | $19,123,000 | 3,286 |
| Total debt securities | $19,194,000 | 3,503 |
| 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 | $19,012,000 | 3,579 |
| U.S. Government securities | $3,289,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,289,000 | 4,257 |
| Securities issued by states & political subdivisions | $15,467,000 | 1,927 |
| Other domestic debt securities | $256,000 | 1,852 |
| 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 | $256,000 | 1,436 |
| 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 | $8,514,000 | 2,911 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $71,000 | 1,799 |
| Available-for-sale securities (fair market value) | $18,941,000 | 3,323 |
| Total debt securities | $19,012,000 | 3,557 |
| 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 | $18,261,000 | 3,665 |
| U.S. Government securities | $3,522,000 | 4,414 |
| U.S. Treasury securities | $481,000 | 1,429 |
| U.S. Government agency obligations | $3,041,000 | 4,329 |
| Securities issued by states & political subdivisions | $14,489,000 | 2,040 |
| Other domestic debt securities | $250,000 | 1,851 |
| 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 | $250,000 | 1,449 |
| 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 | $8,278,000 | 2,957 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $140,000 | 1,797 |
| Available-for-sale securities (fair market value) | $18,121,000 | 3,398 |
| Total debt securities | $18,262,000 | 3,644 |
| 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 | $17,306,000 | 3,772 |
| U.S. Government securities | $3,092,000 | 4,555 |
| U.S. Treasury securities | $473,000 | 1,418 |
| U.S. Government agency obligations | $2,619,000 | 4,459 |
| Securities issued by states & political subdivisions | $13,954,000 | 2,117 |
| Other domestic debt securities | $260,000 | 1,808 |
| 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 | $260,000 | 1,443 |
| 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 | $8,066,000 | 2,990 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $140,000 | 1,835 |
| Available-for-sale securities (fair market value) | $17,166,000 | 3,492 |
| Total debt securities | $17,305,000 | 3,751 |
| 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 | $18,149,000 | 3,764 |
| U.S. Government securities | $3,409,000 | 4,537 |
| U.S. Treasury securities | $477,000 | 1,382 |
| U.S. Government agency obligations | $2,932,000 | 4,451 |
| Securities issued by states & political subdivisions | $14,482,000 | 2,119 |
| Other domestic debt securities | $258,000 | 2,005 |
| 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 | $258,000 | 1,448 |
| 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 | $5,940,000 | 3,338 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $140,000 | 1,859 |
| Available-for-sale securities (fair market value) | $18,009,000 | 3,490 |
| Total debt securities | $18,149,000 | 3,744 |
| 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 | $18,247,000 | 3,789 |
| U.S. Government securities | $3,430,000 | 4,598 |
| U.S. Treasury securities | $477,000 | 1,334 |
| U.S. Government agency obligations | $2,953,000 | 4,525 |
| Securities issued by states & political subdivisions | $14,817,000 | 2,127 |
| 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 | $6,075,000 | 3,368 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $140,000 | 1,888 |
| Available-for-sale securities (fair market value) | $18,107,000 | 3,517 |
| Total debt securities | $18,247,000 | 3,769 |
| 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 | $17,626,000 | 3,886 |
| U.S. Government securities | $2,741,000 | 4,755 |
| U.S. Treasury securities | $488,000 | 1,234 |
| U.S. Government agency obligations | $2,253,000 | 4,722 |
| Securities issued by states & political subdivisions | $14,885,000 | 2,192 |
| 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 | $5,491,000 | 3,504 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $207,000 | 1,880 |
| Available-for-sale securities (fair market value) | $17,419,000 | 3,615 |
| Total debt securities | $17,626,000 | 3,866 |
| 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 | $18,109,000 | 3,898 |
| U.S. Government securities | $2,760,000 | 4,807 |
| U.S. Treasury securities | $494,000 | 1,214 |
| U.S. Government agency obligations | $2,266,000 | 4,771 |
| Securities issued by states & political subdivisions | $15,349,000 | 2,179 |
| 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 | $5,591,000 | 3,530 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $207,000 | 1,933 |
| Available-for-sale securities (fair market value) | $17,902,000 | 3,619 |
| Total debt securities | $18,108,000 | 3,869 |
| 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 | $16,757,000 | 4,055 |
| U.S. Government securities | $3,763,000 | 4,687 |
| U.S. Treasury securities | $1,497,000 | 959 |
| U.S. Government agency obligations | $2,266,000 | 4,821 |
| Securities issued by states & political subdivisions | $12,994,000 | 2,426 |
| 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 | $8,131,000 | 3,164 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $259,000 | 1,933 |
| Available-for-sale securities (fair market value) | $16,498,000 | 3,780 |
| Total debt securities | $16,757,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $15,597,000 | 4,187 |
| U.S. Government securities | $2,745,000 | 4,912 |
| U.S. Treasury securities | $1,483,000 | 1,008 |
| U.S. Government agency obligations | $1,262,000 | 5,097 |
| Securities issued by states & political subdivisions | $12,852,000 | 2,452 |
| 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 | $6,350,000 | 3,455 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $259,000 | 1,968 |
| Available-for-sale securities (fair market value) | $15,338,000 | 3,901 |
| Total debt securities | $15,597,000 | 4,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $14,752,000 | 4,246 |
| U.S. Government securities | $1,988,000 | 5,093 |
| U.S. Treasury securities | $1,476,000 | 985 |
| U.S. Government agency obligations | $512,000 | 5,317 |
| Securities issued by states & political subdivisions | $12,764,000 | 2,474 |
| 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 | $4,183,000 | 3,869 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $381,000 | 1,943 |
| Available-for-sale securities (fair market value) | $14,371,000 | 3,961 |
| Total debt securities | $14,753,000 | 4,226 |
| 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 | $14,926,000 | 4,270 |
| U.S. Government securities | $2,059,000 | 5,112 |
| U.S. Treasury securities | $1,527,000 | 835 |
| U.S. Government agency obligations | $532,000 | 5,367 |
| Securities issued by states & political subdivisions | $12,867,000 | 2,470 |
| 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 | $4,287,000 | 3,896 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $381,000 | 1,958 |
| Available-for-sale securities (fair market value) | $14,545,000 | 3,970 |
| Total debt securities | $14,924,000 | 4,246 |
| 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 | $15,266,000 | 4,298 |
| U.S. Government securities | $2,060,000 | 5,211 |
| U.S. Treasury securities | $1,527,000 | 857 |
| U.S. Government agency obligations | $533,000 | 5,473 |
| Securities issued by states & political subdivisions | $13,206,000 | 2,432 |
| 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 | $4,394,000 | 3,946 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $381,000 | 2,001 |
| Available-for-sale securities (fair market value) | $14,885,000 | 3,995 |
| Total debt securities | $15,266,000 | 4,275 |
| 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 | $12,592,000 | 4,604 |
| U.S. Government securities | $2,540,000 | 5,200 |
| U.S. Treasury securities | $1,512,000 | 881 |
| U.S. Government agency obligations | $1,028,000 | 5,420 |
| Securities issued by states & political subdivisions | $10,052,000 | 2,782 |
| 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 | $4,372,000 | 3,996 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $381,000 | 2,038 |
| Available-for-sale securities (fair market value) | $12,211,000 | 4,292 |
| Total debt securities | $12,591,000 | 4,582 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $501,000 | 1,137 |
| 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 | $12,255,000 | 4,676 |
| U.S. Government securities | $2,750,000 | 5,235 |
| U.S. Treasury securities | $1,485,000 | 963 |
| U.S. Government agency obligations | $1,265,000 | 5,438 |
| Securities issued by states & political subdivisions | $9,505,000 | 2,870 |
| 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 | $3,710,000 | 4,188 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $12,255,000 | 4,323 |
| Total debt securities | $12,256,000 | 4,653 |
| 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 | $11,830,000 | 4,804 |
| U.S. Government securities | $2,759,000 | 5,335 |
| U.S. Treasury securities | $1,239,000 | 929 |
| U.S. Government agency obligations | $1,520,000 | 5,490 |
| Securities issued by states & political subdivisions | $9,071,000 | 2,951 |
| 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 | $3,971,000 | 4,175 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $11,830,000 | 4,440 |
| Total debt securities | $11,830,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $500,000 | 1,465 |
| 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 | $12,583,000 | 4,823 |
| U.S. Government securities | $3,231,000 | 5,350 |
| U.S. Treasury securities | $1,719,000 | 884 |
| U.S. Government agency obligations | $1,512,000 | 5,565 |
| Securities issued by states & political subdivisions | $9,352,000 | 2,920 |
| 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 | $3,920,000 | 4,244 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $12,583,000 | 4,448 |
| Total debt securities | $12,582,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $497,000 | 1,618 |
| 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 | $13,394,000 | 4,822 |
| U.S. Government securities | $3,762,000 | 5,339 |
| U.S. Treasury securities | $2,243,000 | 756 |
| U.S. Government agency obligations | $1,519,000 | 5,646 |
| Securities issued by states & political subdivisions | $9,632,000 | 2,894 |
| 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 | $3,946,000 | 4,305 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,394,000 | 4,445 |
| Total debt securities | $13,392,000 | 4,797 |
| 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 | $12,532,000 | 4,943 |
| U.S. Government securities | $2,756,000 | 5,599 |
| U.S. Treasury securities | $1,739,000 | 886 |
| U.S. Government agency obligations | $1,017,000 | 5,845 |
| Securities issued by states & political subdivisions | $9,776,000 | 2,866 |
| 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 | $3,964,000 | 4,367 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,532,000 | 4,563 |
| Total debt securities | $12,532,000 | 4,924 |
| 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 | $12,067,000 | 5,090 |
| U.S. Government securities | $2,455,000 | 5,752 |
| U.S. Treasury securities | $1,718,000 | 886 |
| U.S. Government agency obligations | $737,000 | 6,005 |
| Securities issued by states & political subdivisions | $9,612,000 | 2,923 |
| 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 | $3,945,000 | 4,423 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $12,067,000 | 4,709 |
| Total debt securities | $12,067,000 | 5,067 |
| 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 | $11,698,000 | 5,209 |
| U.S. Government securities | $1,980,000 | 5,921 |
| U.S. Treasury securities | $1,476,000 | 887 |
| U.S. Government agency obligations | $504,000 | 6,113 |
| Securities issued by states & political subdivisions | $9,718,000 | 2,924 |
| 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 | $3,945,000 | 4,467 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,698,000 | 4,810 |
| Total debt securities | $11,698,000 | 5,185 |
| 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 | $11,383,000 | 5,284 |
| U.S. Government securities | $1,964,000 | 5,971 |
| U.S. Treasury securities | $1,466,000 | 793 |
| U.S. Government agency obligations | $498,000 | 6,174 |
| Securities issued by states & political subdivisions | $9,419,000 | 2,994 |
| 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 | $3,947,000 | 4,480 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $11,383,000 | 4,877 |
| Total debt securities | $11,383,000 | 5,258 |
| 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 | $11,668,000 | 5,275 |
| U.S. Government securities | $1,952,000 | 6,030 |
| U.S. Treasury securities | $1,462,000 | 760 |
| U.S. Government agency obligations | $490,000 | 6,241 |
| Securities issued by states & political subdivisions | $9,716,000 | 2,933 |
| 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 | $3,484,000 | 4,605 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $11,668,000 | 4,882 |
| Total debt securities | $11,669,000 | 5,246 |
| 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 | $11,503,000 | 5,341 |
| U.S. Government securities | $2,200,000 | 6,026 |
| U.S. Treasury securities | $1,713,000 | 702 |
| U.S. Government agency obligations | $487,000 | 6,318 |
| Securities issued by states & political subdivisions | $9,303,000 | 3,008 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,726,000 | 4,598 |
| Mortgage-backed securities | $0 | 5,680 |
| 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 | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,503,000 | 4,956 |
| Total debt securities | $11,503,000 | 5,309 |
| 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 | $10,553,000 | 5,440 |
| U.S. Government securities | $1,521,000 | 6,178 |
| U.S. Treasury securities | $1,521,000 | 738 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | $9,032,000 | 3,049 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,786,000 | 4,585 |
| Mortgage-backed securities | $0 | 5,709 |
| 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 | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $10,553,000 | 5,068 |
| Total debt securities | $10,545,000 | 5,409 |
| 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 | $10,029,000 | 5,553 |
| U.S. Government securities | $1,286,000 | 6,281 |
| U.S. Treasury securities | $1,286,000 | 788 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | $8,743,000 | 3,059 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,829,000 | 4,614 |
| Mortgage-backed securities | $0 | 5,765 |
| 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 | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $10,029,000 | 5,182 |
| Total debt securities | $10,029,000 | 5,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $9,483,000 | 5,605 |
| U.S. Government securities | $1,297,000 | 6,323 |
| U.S. Treasury securities | $1,297,000 | 767 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | $8,186,000 | 3,127 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,442,000 | 4,715 |
| Mortgage-backed securities | $0 | 5,808 |
| 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 | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,483,000 | 5,222 |
| Total debt securities | $9,482,000 | 5,574 |
| 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 | $9,045,000 | 5,739 |
| U.S. Government securities | $1,295,000 | 6,432 |
| U.S. Treasury securities | $1,295,000 | 728 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | $7,750,000 | 3,178 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,432,000 | 4,771 |
| Mortgage-backed securities | $0 | 5,902 |
| 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 | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,045,000 | 5,362 |
| Total debt securities | $9,045,000 | 5,712 |
| 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 | $8,160,000 | 5,922 |
| U.S. Government securities | $1,306,000 | 6,519 |
| U.S. Treasury securities | $1,055,000 | 746 |
| U.S. Government agency obligations | $251,000 | 6,705 |
| Securities issued by states & political subdivisions | $6,854,000 | 3,293 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,888,000 | 5,003 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $8,160,000 | 5,534 |
| Total debt securities | $8,160,000 | 5,896 |
| 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 | $7,739,000 | 6,026 |
| U.S. Government securities | $1,304,000 | 6,601 |
| U.S. Treasury securities | $1,052,000 | 801 |
| U.S. Government agency obligations | $252,000 | 6,763 |
| Securities issued by states & political subdivisions | $6,435,000 | 3,286 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,876,000 | 5,041 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $7,739,000 | 5,613 |
| Total debt securities | $7,739,000 | 6,001 |
| 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 | $6,984,000 | 6,133 |
| U.S. Government securities | $1,315,000 | 6,625 |
| U.S. Treasury securities | $1,062,000 | 745 |
| U.S. Government agency obligations | $253,000 | 6,809 |
| Securities issued by states & political subdivisions | $5,669,000 | 3,423 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,475,000 | 4,952 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,984,000 | 5,699 |
| Total debt securities | $6,983,000 | 6,101 |
| 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 | $7,322,000 | 6,098 |
| U.S. Government securities | $1,817,000 | 6,588 |
| U.S. Treasury securities | $1,064,000 | 780 |
| U.S. Government agency obligations | $753,000 | 6,742 |
| Securities issued by states & political subdivisions | $5,505,000 | 3,410 |
| 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 | $2,388,000 | 4,983 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,322,000 | 5,657 |
| Total debt securities | $7,321,000 | 6,066 |
| 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 | $8,124,000 | 6,086 |
| U.S. Government securities | $2,531,000 | 6,538 |
| U.S. Treasury securities | $1,293,000 | 828 |
| U.S. Government agency obligations | $1,238,000 | 6,713 |
| Securities issued by states & political subdivisions | $4,873,000 | 3,531 |
| Other domestic debt securities | $720,000 | 2,120 |
| 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 | $720,000 | 1,492 |
| 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 | $2,032,000 | 5,161 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $250,000 | 2,560 |
| Available-for-sale securities (fair market value) | $7,874,000 | 5,672 |
| Total debt securities | $8,124,000 | 6,053 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,058 |
| Fair value | $246,000 | 3,090 |
| 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 | $7,994,000 | 6,091 |
| U.S. Government securities | $2,745,000 | 6,524 |
| U.S. Treasury securities | $1,268,000 | 861 |
| U.S. Government agency obligations | $1,477,000 | 6,717 |
| Securities issued by states & political subdivisions | $4,530,000 | 3,577 |
| Other domestic debt securities | $719,000 | 2,164 |
| 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 | $719,000 | 1,535 |
| 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 | $2,004,000 | 5,201 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| 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) | $500,000 | 2,390 |
| Available-for-sale securities (fair market value) | $7,494,000 | 5,705 |
| Total debt securities | $7,994,000 | 6,059 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,104 |
| Fair value | $243,000 | 3,134 |
| 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 | $9,416,000 | 5,800 |
| U.S. Government securities | $3,781,000 | 6,219 |
| U.S. Treasury securities | $1,251,000 | 868 |
| U.S. Government agency obligations | $2,530,000 | 6,398 |
| Securities issued by states & political subdivisions | $4,934,000 | 3,465 |
| Other domestic debt securities | $701,000 | 2,304 |
| 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 | $701,000 | 1,547 |
| 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 | $2,076,000 | 5,194 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $500,000 | 2,394 |
| Available-for-sale securities (fair market value) | $8,916,000 | 5,418 |
| Total debt securities | $9,417,000 | 5,761 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $996,000 | 2,438 |
| 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 | $8,104,000 | 5,988 |
| U.S. Government securities | $3,605,000 | 6,265 |
| U.S. Treasury securities | $1,043,000 | 831 |
| U.S. Government agency obligations | $2,562,000 | 6,435 |
| Securities issued by states & political subdivisions | $3,782,000 | 3,698 |
| Other domestic debt securities | $717,000 | 2,371 |
| 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 | $717,000 | 1,558 |
| 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 | $2,110,000 | 5,234 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| 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) | $250,000 | 2,675 |
| Available-for-sale securities (fair market value) | $7,854,000 | 5,564 |
| Total debt securities | $8,105,000 | 5,952 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,004,000 | 2,465 |
| 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 | $6,896,000 | 6,290 |
| U.S. Government securities | $3,556,000 | 6,421 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,556,000 | 6,303 |
| Securities issued by states & political subdivisions | $3,340,000 | 3,768 |
| 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 | $2,061,000 | 5,309 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $250,000 | 2,746 |
| Available-for-sale securities (fair market value) | $6,646,000 | 5,839 |
| Total debt securities | $6,896,000 | 6,252 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,001,000 | 2,607 |
| 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 | $8,253,000 | 6,101 |
| U.S. Government securities | $5,016,000 | 6,126 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,016,000 | 6,010 |
| Securities issued by states & political subdivisions | $3,237,000 | 3,813 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,000 | 5,436 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,253,000 | 5,615 |
| Total debt securities | $8,252,000 | 6,059 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 2,173 |
| Fair value | $1,251,000 | 2,167 |
| 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 | $7,106,000 | 6,320 |
| U.S. Government securities | $7,106,000 | 5,566 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,106,000 | 5,467 |
| 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 | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 5,484 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,106,000 | 5,813 |
| Total debt securities | $7,106,000 | 6,284 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $501,000 | 2,441 |
| 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 | $7,385,000 | 6,302 |
| U.S. Government securities | $4,251,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,251,000 | 6,266 |
| Securities issued by states & political subdivisions | $3,134,000 | 3,879 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,961,000 | 5,520 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,385,000 | 5,791 |
| Total debt securities | $7,384,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $251,000 | 2,316 |
| 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 | $6,463,000 | 6,519 |
| U.S. Government securities | $3,723,000 | 6,540 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,723,000 | 6,450 |
| Securities issued by states & political subdivisions | $2,740,000 | 3,999 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,463,000 | 5,999 |
| Total debt securities | $6,463,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $247,000 | 1,874 |
| 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 | $2,890,000 | 7,320 |
| U.S. Government securities | $749,000 | 7,513 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $749,000 | 7,436 |
| Securities issued by states & political subdivisions | $2,141,000 | 4,202 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,890,000 | 6,748 |
| Total debt securities | $2,890,000 | 7,275 |
| 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 | $2,315,000 | 7,506 |
| U.S. Government securities | $239,000 | 7,773 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $239,000 | 7,696 |
| Securities issued by states & political subdivisions | $2,076,000 | 4,169 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,315,000 | 6,916 |
| Total debt securities | $2,315,000 | 7,464 |
| 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 | $2,049,000 | 7,602 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $2,049,000 | 4,175 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,049,000 | 6,995 |
| Total debt securities | $2,049,000 | 7,555 |
| 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 | $2,758,000 | 7,517 |
| U.S. Government securities | $502,000 | 7,782 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $502,000 | 7,710 |
| Securities issued by states & political subdivisions | $2,256,000 | 4,116 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,758,000 | 6,895 |
| Total debt securities | $2,758,000 | 7,465 |
| 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 | $3,068,000 | 7,460 |
| U.S. Government securities | $769,000 | 7,758 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $769,000 | 7,680 |
| Securities issued by states & political subdivisions | $2,299,000 | 4,110 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,068,000 | 6,844 |
| Total debt securities | $3,067,000 | 7,405 |
| 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 | $3,670,000 | 7,425 |
| U.S. Government securities | $1,006,000 | 7,793 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,006,000 | 7,686 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,126 |
| Other domestic debt securities | $347,000 | 2,566 |
| 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 | $347,000 | 1,894 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,670,000 | 6,760 |
| Total debt securities | $3,670,000 | 7,373 |
| 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 | $3,960,000 | 7,395 |
| U.S. Government securities | $1,498,000 | 7,714 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,498,000 | 7,609 |
| Securities issued by states & political subdivisions | $2,116,000 | 4,205 |
| Other domestic debt securities | $346,000 | 2,525 |
| 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 | $346,000 | 1,869 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,960,000 | 6,723 |
| Total debt securities | $3,958,000 | 7,356 |
| 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 | $3,871,000 | 7,451 |
| U.S. Government securities | $1,481,000 | 7,781 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,481,000 | 7,673 |
| Securities issued by states & political subdivisions | $2,048,000 | 4,229 |
| Other domestic debt securities | $342,000 | 2,478 |
| 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 | $342,000 | 1,836 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 6,268 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,871,000 | 6,765 |
| Total debt securities | $3,871,000 | 7,412 |
| 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 | $5,387,000 | 7,136 |
| U.S. Government securities | $2,979,000 | 7,369 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,979,000 | 7,239 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,244 |
| Other domestic debt securities | $344,000 | 2,498 |
| 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 | $344,000 | 1,878 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,986,000 | 5,773 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,387,000 | 6,453 |
| Total debt securities | $5,387,000 | 7,092 |
| 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 | $5,457,000 | 7,162 |
| U.S. Government securities | $3,218,000 | 7,321 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,218,000 | 7,193 |
| Securities issued by states & political subdivisions | $1,898,000 | 4,356 |
| Other domestic debt securities | $341,000 | 2,525 |
| 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 | $341,000 | 1,923 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,979,000 | 5,774 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,457,000 | 6,460 |
| Total debt securities | $5,455,000 | 7,113 |
| 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 | $5,371,000 | 7,253 |
| U.S. Government securities | $3,508,000 | 7,314 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,508,000 | 7,184 |
| Securities issued by states & political subdivisions | $1,523,000 | 4,599 |
| Other domestic debt securities | $340,000 | 2,570 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $331,000 | 1,973 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,968,000 | 5,843 |
| Mortgage-backed securities | $66,000 | 6,311 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,027 |
| Issued or guaranteed by U.S. | $57,000 | 5,996 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $9,000 | 1,195 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,371,000 | 6,527 |
| Total debt securities | $5,368,000 | 7,202 |
| 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 | $5,140,000 | 7,337 |
| U.S. Government securities | $3,499,000 | 7,352 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,499,000 | 7,210 |
| Securities issued by states & political subdivisions | $1,305,000 | 4,776 |
| Other domestic debt securities | $336,000 | 2,604 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $326,000 | 2,026 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 5,872 |
| Mortgage-backed securities | $76,000 | 6,336 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,037 |
| Issued or guaranteed by U.S. | $66,000 | 6,009 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $10,000 | 1,184 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,140,000 | 6,592 |
| Total debt securities | $5,138,000 | 7,287 |
| 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 | $5,960,000 | 7,188 |
| U.S. Government securities | $4,766,000 | 7,007 |
| U.S. Treasury securities | $498,000 | 1,379 |
| U.S. Government agency obligations | $4,268,000 | 7,012 |
| Securities issued by states & political subdivisions | $859,000 | 5,183 |
| Other domestic debt securities | $335,000 | 2,673 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $324,000 | 2,123 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,975,000 | 5,846 |
| Mortgage-backed securities | $87,000 | 6,347 |
| Certificates of participation in pools of residential mortgages | $76,000 | 6,034 |
| Issued or guaranteed by U.S. | $76,000 | 6,009 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $11,000 | 1,173 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,960,000 | 6,461 |
| Total debt securities | $5,959,000 | 7,135 |
| 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 | $6,760,000 | 7,052 |
| U.S. Government securities | $5,020,000 | 6,940 |
| U.S. Treasury securities | $744,000 | 1,303 |
| U.S. Government agency obligations | $4,276,000 | 7,014 |
| Securities issued by states & political subdivisions | $913,000 | 5,163 |
| Other domestic debt securities | $827,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $815,000 | 1,755 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,000 | 5,862 |
| Mortgage-backed securities | $100,000 | 6,395 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,057 |
| Issued or guaranteed by U.S. | $88,000 | 6,031 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $12,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $12,000 | 1,151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,760,000 | 6,310 |
| Total debt securities | $6,760,000 | 6,991 |
| 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 | $6,758,000 | 7,065 |
| U.S. Government securities | $5,040,000 | 6,938 |
| U.S. Treasury securities | $742,000 | 1,299 |
| U.S. Government agency obligations | $4,298,000 | 7,035 |
| Securities issued by states & political subdivisions | $872,000 | 5,219 |
| Other domestic debt securities | $846,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $834,000 | 1,809 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,975,000 | 5,877 |
| Mortgage-backed securities | $109,000 | 6,411 |
| Certificates of participation in pools of residential mortgages | $97,000 | 6,073 |
| Issued or guaranteed by U.S. | $97,000 | 6,052 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,000 | 3,616 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $12,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,758,000 | 6,304 |
| Total debt securities | $6,758,000 | 7,009 |
| 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 | $6,262,000 | 7,221 |
| U.S. Government securities | $4,804,000 | 7,063 |
| U.S. Treasury securities | $741,000 | 1,357 |
| U.S. Government agency obligations | $4,063,000 | 7,147 |
| Securities issued by states & political subdivisions | $609,000 | 5,476 |
| Other domestic debt securities | $849,000 | 2,343 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $829,000 | 1,896 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 5,879 |
| Mortgage-backed securities | $132,000 | 6,409 |
| Certificates of participation in pools of residential mortgages | $112,000 | 6,084 |
| Issued or guaranteed by U.S. | $112,000 | 6,058 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $20,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $20,000 | 1,086 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,262,000 | 6,449 |
| Total debt securities | $6,259,000 | 7,151 |
| 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 | $6,375,000 | 7,272 |
| U.S. Government securities | $4,803,000 | 7,129 |
| U.S. Treasury securities | $739,000 | 1,457 |
| U.S. Government agency obligations | $4,064,000 | 7,202 |
| Securities issued by states & political subdivisions | $715,000 | 5,361 |
| Other domestic debt securities | $857,000 | 2,406 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $835,000 | 1,982 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,000 | 6,534 |
| Mortgage-backed securities | $144,000 | 6,455 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,142 |
| Issued or guaranteed by U.S. | $122,000 | 6,119 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $22,000 | 1,081 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,375,000 | 6,475 |
| Total debt securities | $6,373,000 | 7,212 |
| 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 | $7,971,000 | 6,891 |
| U.S. Government securities | $5,648,000 | 6,880 |
| U.S. Treasury securities | $742,000 | 1,477 |
| U.S. Government agency obligations | $4,906,000 | 6,976 |
| Securities issued by states & political subdivisions | $839,000 | 5,261 |
| Other domestic debt securities | $1,484,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,461,000 | 1,654 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,000 | 6,293 |
| Mortgage-backed securities | $158,000 | 6,474 |
| Certificates of participation in pools of residential mortgages | $135,000 | 6,153 |
| Issued or guaranteed by U.S. | $135,000 | 6,135 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $23,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $23,000 | 1,074 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,971,000 | 6,116 |
| Total debt securities | $7,967,000 | 6,835 |
| 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 | $6,869,000 | 7,217 |
| U.S. Government securities | $4,404,000 | 7,324 |
| U.S. Treasury securities | $748,000 | 1,465 |
| U.S. Government agency obligations | $3,656,000 | 7,401 |
| Securities issued by states & political subdivisions | $867,000 | 5,278 |
| Other domestic debt securities | $1,598,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,572,000 | 1,617 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,249,000 | 6,367 |
| Mortgage-backed securities | $176,000 | 6,495 |
| Certificates of participation in pools of residential mortgages | $150,000 | 6,158 |
| Issued or guaranteed by U.S. | $150,000 | 6,142 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $26,000 | 1,027 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,869,000 | 6,420 |
| Total debt securities | $6,869,000 | 7,141 |
| 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 | $5,713,000 | 7,570 |
| U.S. Government securities | $3,399,000 | 7,715 |
| U.S. Treasury securities | $741,000 | 1,547 |
| U.S. Government agency obligations | $2,658,000 | 7,809 |
| Securities issued by states & political subdivisions | $732,000 | 5,450 |
| Other domestic debt securities | $1,582,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,554,000 | 1,728 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,233,000 | 6,390 |
| Mortgage-backed securities | $206,000 | 6,514 |
| Certificates of participation in pools of residential mortgages | $178,000 | 6,170 |
| Issued or guaranteed by U.S. | $178,000 | 6,153 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $28,000 | 3,755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $28,000 | 1,020 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,713,000 | 6,757 |
| Total debt securities | $5,713,000 | 7,502 |
| 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 | $4,973,000 | 7,755 |
| U.S. Government securities | $2,724,000 | 7,915 |
| U.S. Treasury securities | $251,000 | 1,893 |
| U.S. Government agency obligations | $2,473,000 | 7,841 |
| Securities issued by states & political subdivisions | $626,000 | 5,560 |
| Other domestic debt securities | $1,623,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,593,000 | 1,807 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,261,000 | 6,347 |
| Mortgage-backed securities | $242,000 | 6,493 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,120 |
| Issued or guaranteed by U.S. | $212,000 | 6,098 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $30,000 | 3,815 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $30,000 | 1,073 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,973,000 | 6,957 |
| Total debt securities | $4,972,000 | 7,674 |
| 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 | $5,138,000 | 7,771 |
| U.S. Government securities | $2,993,000 | 7,914 |
| U.S. Treasury securities | $252,000 | 2,005 |
| U.S. Government agency obligations | $2,741,000 | 7,816 |
| Securities issued by states & political subdivisions | $540,000 | 5,733 |
| Other domestic debt securities | $1,605,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,573,000 | 1,910 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,256,000 | 6,329 |
| Mortgage-backed securities | $277,000 | 6,474 |
| Certificates of participation in pools of residential mortgages | $245,000 | 6,120 |
| Issued or guaranteed by U.S. | $245,000 | 6,096 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $32,000 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $32,000 | 896 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,138,000 | 6,942 |
| Total debt securities | $5,135,000 | 7,692 |
| 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 | $4,884,000 | 7,818 |
| U.S. Government securities | $2,794,000 | 7,915 |
| U.S. Treasury securities | $254,000 | 2,062 |
| U.S. Government agency obligations | $2,540,000 | 7,838 |
| Securities issued by states & political subdivisions | $489,000 | 5,869 |
| Other domestic debt securities | $1,601,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,566,000 | 2,039 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,259,000 | 6,338 |
| Mortgage-backed securities | $323,000 | 6,461 |
| Certificates of participation in pools of residential mortgages | $288,000 | 6,092 |
| Issued or guaranteed by U.S. | $288,000 | 6,064 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $35,000 | 3,964 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $35,000 | 970 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,884,000 | 6,997 |
| Total debt securities | $4,884,000 | 7,731 |
| 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 | $4,750,000 | 7,834 |
| U.S. Government securities | $2,619,000 | 7,968 |
| U.S. Treasury securities | $255,000 | 2,091 |
| U.S. Government agency obligations | $2,364,000 | 7,883 |
| Securities issued by states & political subdivisions | $494,000 | 5,859 |
| Other domestic debt securities | $1,637,000 | 2,341 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,597,000 | 2,079 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,000 | 6,343 |
| Mortgage-backed securities | $386,000 | 6,437 |
| Certificates of participation in pools of residential mortgages | $346,000 | 6,037 |
| Issued or guaranteed by U.S. | $346,000 | 6,016 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $40,000 | 4,129 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $40,000 | 1,019 |
| 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) | $250,000 | 4,191 |
| Available-for-sale securities (fair market value) | $4,500,000 | 7,081 |
| Total debt securities | $4,749,000 | 7,750 |
| 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 | $4,482,000 | 7,961 |
| U.S. Government securities | $2,646,000 | 8,017 |
| U.S. Treasury securities | $256,000 | 2,139 |
| U.S. Government agency obligations | $2,390,000 | 7,942 |
| Securities issued by states & political subdivisions | $493,000 | 5,825 |
| Other domestic debt securities | $1,343,000 | 2,542 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 2,237 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 6,588 |
| Mortgage-backed securities | $170,000 | 6,757 |
| Certificates of participation in pools of residential mortgages | $127,000 | 6,436 |
| Issued or guaranteed by U.S. | $127,000 | 6,416 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $43,000 | 4,193 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $43,000 | 1,035 |
| 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) | $250,000 | 4,260 |
| Available-for-sale securities (fair market value) | $4,232,000 | 7,170 |
| Total debt securities | $4,480,000 | 7,882 |
| 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 | $5,062,000 | 7,819 |
| U.S. Government securities | $4,404,000 | 7,382 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,404,000 | 7,179 |
| Securities issued by states & political subdivisions | $409,000 | 5,968 |
| Other domestic debt securities | $249,000 | 3,675 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 3,310 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 6,613 |
| Mortgage-backed securities | $185,000 | 6,761 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,388 |
| Issued or guaranteed by U.S. | $137,000 | 6,368 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $48,000 | 4,232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $48,000 | 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) | $250,000 | 4,329 |
| Available-for-sale securities (fair market value) | $4,812,000 | 7,009 |
| Total debt securities | $5,062,000 | 7,741 |
| 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 | $4,756,000 | 8,005 |
| U.S. Government securities | $4,495,000 | 7,439 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,495,000 | 7,182 |
| Securities issued by states & political subdivisions | $198,000 | 6,542 |
| Other domestic debt securities | $63,000 | 4,011 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,000 | 6,717 |
| Mortgage-backed securities | $239,000 | 6,715 |
| Certificates of participation in pools of residential mortgages | $176,000 | 6,305 |
| Issued or guaranteed by U.S. | $176,000 | 6,280 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $63,000 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $63,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,756,000 | 7,052 |
| Total debt securities | $4,756,000 | 7,902 |
| 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 | $5,957,000 | 8,037 |
| U.S. Government securities | $5,675,000 | 7,453 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,675,000 | 7,108 |
| Securities issued by states & political subdivisions | $201,000 | 6,709 |
| Other domestic debt securities | $81,000 | 3,685 |
| Privately issued residential mortgage-backed securities | $81,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $302,000 | 6,428 |
| Certificates of participation in pools of residential mortgages | $221,000 | 6,005 |
| Issued or guaranteed by U.S. | $221,000 | 5,985 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $81,000 | 3,982 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $81,000 | 1,043 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,957,000 | 6,928 |
| Total debt securities | $5,957,000 | 7,910 |
| 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 | $10,078,000 | 7,057 |
| U.S. Government securities | $9,975,000 | 6,103 |
| U.S. Treasury securities | $749,000 | 4,080 |
| U.S. Government agency obligations | $9,226,000 | 5,838 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $103,000 | 3,494 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $473,000 | 6,509 |
| Certificates of participation in pools of residential mortgages | $290,000 | 6,140 |
| Issued or guaranteed by U.S. | $290,000 | 6,123 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $183,000 | 4,034 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 4,047 |
| Privately issued | $103,000 | 1,054 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,291,000 | 4,666 |
| Available-for-sale securities (fair market value) | $8,787,000 | 6,214 |
| Total debt securities | $10,078,000 | 6,926 |
| 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 | $8,974,000 | 7,398 |
| U.S. Government securities | $8,830,000 | 6,476 |
| U.S. Treasury securities | $2,519,000 | 3,478 |
| U.S. Government agency obligations | $6,311,000 | 6,596 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $144,000 | 3,331 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $752,000 | 7,448 |
| Mortgage-backed securities | $942,000 | 6,174 |
| Certificates of participation in pools of residential mortgages | $459,000 | 6,053 |
| Issued or guaranteed by U.S. | $459,000 | 6,037 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $483,000 | 3,815 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,862 |
| Privately issued | $144,000 | 987 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,405,000 | 5,134 |
| Available-for-sale securities (fair market value) | $7,569,000 | 6,495 |
| Total debt securities | $8,974,000 | 7,275 |
| 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 | $9,028,000 | 7,733 |
| U.S. Government securities | $8,826,000 | 6,930 |
| U.S. Treasury securities | $5,729,000 | 2,883 |
| U.S. Government agency obligations | $3,097,000 | 8,373 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $202,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $202,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 7,836 |
| Mortgage-backed securities | $2,050,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $865,000 | 5,575 |
| Issued or guaranteed by U.S. | $865,000 | 5,557 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,185,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 3,324 |
| Privately issued | $202,000 | 843 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,247,000 | 5,459 |
| Available-for-sale securities (fair market value) | $6,781,000 | 6,782 |
| Total debt securities | $9,028,000 | 7,604 |
| 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 | $9,386,000 | 8,141 |
| U.S. Government securities | $8,725,000 | 7,517 |
| U.S. Treasury securities | $6,426,000 | 3,193 |
| U.S. Government agency obligations | $2,299,000 | 9,274 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $661,000 | 2,417 |
| Privately issued residential mortgage-backed securities | $661,000 | 886 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,960,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $1,302,000 | 5,428 |
| Issued or guaranteed by U.S. | $1,302,000 | 5,411 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,658,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 3,671 |
| Privately issued | $661,000 | 680 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,562,000 | 5,911 |
| Available-for-sale securities (fair market value) | $6,824,000 | 7,047 |
| Total debt securities | $9,386,000 | 8,028 |
| 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 | $8,940,000 | 8,666 |
| U.S. Government securities | $8,052,000 | 8,141 |
| U.S. Treasury securities | $6,017,000 | 4,069 |
| U.S. Government agency obligations | $2,035,000 | 9,702 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $888,000 | 2,637 |
| Privately issued residential mortgage-backed securities | $888,000 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $2,923,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 6,026 |
| Issued or guaranteed by U.S. | $1,036,000 | 5,994 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,887,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 4,072 |
| Privately issued | $888,000 | 720 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,218,000 | 5,891 |
| Available-for-sale securities (fair market value) | $5,722,000 | 7,701 |
| Total debt securities | $8,940,000 | 8,536 |
| 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 | $10,099,000 | 8,713 |
| U.S. Government securities | $8,982,000 | 8,197 |
| U.S. Treasury securities | $6,912,000 | 4,488 |
| U.S. Government agency obligations | $2,070,000 | 9,855 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,117,000 | 2,652 |
| Privately issued residential mortgage-backed securities | $1,117,000 | 886 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 9,192 |
| Mortgage-backed securities | $3,187,000 | 5,728 |
| Certificates of participation in pools of residential mortgages | $1,164,000 | 6,181 |
| Issued or guaranteed by U.S. | $1,164,000 | 6,156 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,023,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 4,510 |
| Privately issued | $1,117,000 | 682 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,568,000 | 8,914 |
| Available-for-sale securities (fair market value) | $6,531,000 | 6,105 |
| Total debt securities | $10,099,000 | 8,598 |
| 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 | $12,354,000 | 8,217 |
| U.S. Government securities | $10,331,000 | 7,865 |
| U.S. Treasury securities | $7,082,000 | 4,524 |
| U.S. Government agency obligations | $3,249,000 | 9,180 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,023,000 | 2,365 |
| Privately issued residential mortgage-backed securities | $2,023,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 9,475 |
| Mortgage-backed securities | $5,272,000 | 5,131 |
| Certificates of participation in pools of residential mortgages | $1,943,000 | 5,812 |
| Issued or guaranteed by U.S. | $1,943,000 | 5,764 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,329,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $1,306,000 | 4,444 |
| Privately issued | $2,023,000 | 594 |
| 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 | $12,354,000 | 8,073 |
| 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 | $11,372,000 | 8,621 |
| U.S. Government securities | $8,683,000 | 8,658 |
| U.S. Treasury securities | $5,584,000 | 5,410 |
| U.S. Government agency obligations | $3,099,000 | 9,443 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,689,000 | 2,496 |
| Privately issued residential mortgage-backed securities | $2,689,000 | 995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $5,788,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $3,099,000 | 5,102 |
| Issued or guaranteed by U.S. | $3,099,000 | 5,043 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,689,000 | 3,644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $2,689,000 | 739 |
| 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 | $11,372,000 | 8,490 |
| 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 |