Home > The Pioneer Savings Bank > Securities
The Pioneer Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $14,143,000 | 3,818 |
| U.S. Government securities | $13,048,000 | 3,378 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $13,048,000 | 3,019 |
| Securities issued by states & political subdivisions | $1,095,000 | 3,507 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $6,996,000 | 3,174 |
| Mortgage-backed securities | $9,925,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,164,000 | 2,205 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,301,000 | 2,078 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $460,000 | 1,405 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $14,143,000 | 3,565 |
| Total debt securities | $14,143,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $421,000 | 1,021 |
| 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 | $13,548,000 | 3,856 |
| U.S. Government securities | $12,513,000 | 3,434 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,513,000 | 3,034 |
| Securities issued by states & political subdivisions | $1,035,000 | 3,549 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| 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 | $6,710,000 | 3,174 |
| Mortgage-backed securities | $9,556,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,820,000 | 2,235 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,293,000 | 2,046 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $443,000 | 1,390 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $13,548,000 | 3,589 |
| Total debt securities | $13,548,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $392,000 | 1,054 |
| 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 | $14,427,000 | 3,860 |
| U.S. Government securities | $13,335,000 | 3,427 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $13,335,000 | 3,032 |
| Securities issued by states & political subdivisions | $1,092,000 | 3,577 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| 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 | $7,146,000 | 3,106 |
| Mortgage-backed securities | $10,271,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,431,000 | 2,212 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,387,000 | 2,029 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $453,000 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $14,427,000 | 3,586 |
| Total debt securities | $14,427,000 | 3,840 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $410,000 | 1,095 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $12,879,000 | 4,051 |
| U.S. Government securities | $11,085,000 | 3,668 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $11,085,000 | 3,215 |
| Securities issued by states & political subdivisions | $1,091,000 | 3,670 |
| Other domestic debt securities | $703,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $703,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $6,372,000 | 3,032 |
| Mortgage-backed securities | $9,918,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,215,000 | 2,206 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $703,000 | 396 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $12,879,000 | 3,757 |
| Total debt securities | $12,880,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $12,957,000 | 4,062 |
| U.S. Government securities | $11,163,000 | 3,676 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $11,163,000 | 3,229 |
| Securities issued by states & political subdivisions | $1,054,000 | 3,710 |
| Other domestic debt securities | $740,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $740,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $6,478,000 | 2,983 |
| Mortgage-backed securities | $10,022,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,282,000 | 2,216 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $740,000 | 398 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $12,957,000 | 3,775 |
| Total debt securities | $12,957,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $13,944,000 | 4,043 |
| U.S. Government securities | $12,017,000 | 3,640 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $12,017,000 | 3,197 |
| Securities issued by states & political subdivisions | $1,105,000 | 3,739 |
| Other domestic debt securities | $822,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $822,000 | 545 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,004,000 | 2,939 |
| Mortgage-backed securities | $10,773,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $9,951,000 | 2,259 |
| Issued or guaranteed by U.S. | $9,951,000 | 2,199 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $822,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $822,000 | 397 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $13,944,000 | 3,761 |
| Total debt securities | $13,944,000 | 4,028 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $13,991,000 | 3,996 |
| U.S. Government securities | $11,886,000 | 3,587 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $11,886,000 | 3,194 |
| Securities issued by states & political subdivisions | $1,152,000 | 3,750 |
| Other domestic debt securities | $953,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $953,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| 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 | $6,626,000 | 2,945 |
| Mortgage-backed securities | $11,160,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $10,207,000 | 2,263 |
| Issued or guaranteed by U.S. | $10,207,000 | 2,207 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $953,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $953,000 | 365 |
| 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) | $13,991,000 | 3,746 |
| Total debt securities | $13,991,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $13,215,000 | 3,977 |
| U.S. Government securities | $8,530,000 | 3,702 |
| U.S. Treasury securities | $1,074,000 | 1,930 |
| U.S. Government agency obligations | $7,456,000 | 3,511 |
| Securities issued by states & political subdivisions | $4,685,000 | 3,246 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 3,644 |
| Mortgage-backed securities | $4,983,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $3,862,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,862,000 | 2,883 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,121,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,121,000 | 2,206 |
| 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) | $13,215,000 | 3,766 |
| Total debt securities | $13,215,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $13,822,000 | 3,944 |
| U.S. Government securities | $7,734,000 | 3,722 |
| U.S. Treasury securities | $1,095,000 | 1,708 |
| U.S. Government agency obligations | $6,639,000 | 3,591 |
| Securities issued by states & political subdivisions | $5,344,000 | 3,187 |
| Other domestic debt securities | $744,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $744,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $1,807,000 | 3,659 |
| Mortgage-backed securities | $4,883,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $4,139,000 | 2,937 |
| Issued or guaranteed by U.S. | $4,139,000 | 2,853 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $744,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $744,000 | 317 |
| 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) | $13,822,000 | 3,737 |
| Total debt securities | $13,822,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $12,190,000 | 4,009 |
| U.S. Government securities | $5,930,000 | 3,895 |
| U.S. Treasury securities | $1,112,000 | 1,598 |
| U.S. Government agency obligations | $4,818,000 | 3,800 |
| Securities issued by states & political subdivisions | $5,385,000 | 3,171 |
| Other domestic debt securities | $875,000 | 1,860 |
| Privately issued residential mortgage-backed securities | $875,000 | 455 |
| 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 | $1,903,000 | 3,656 |
| Mortgage-backed securities | $3,152,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $2,277,000 | 3,244 |
| Issued or guaranteed by U.S. | $2,277,000 | 3,146 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $875,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $875,000 | 298 |
| 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) | $12,190,000 | 3,796 |
| Total debt securities | $12,191,000 | 3,987 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $12,677,000 | 3,925 |
| U.S. Government securities | $6,241,000 | 3,756 |
| U.S. Treasury securities | $1,131,000 | 1,291 |
| U.S. Government agency obligations | $5,110,000 | 3,699 |
| Securities issued by states & political subdivisions | $5,379,000 | 3,153 |
| Other domestic debt securities | $1,057,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $1,057,000 | 427 |
| 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 | $2,049,000 | 3,614 |
| Mortgage-backed securities | $3,644,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $2,587,000 | 3,130 |
| Issued or guaranteed by U.S. | $2,587,000 | 3,037 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,057,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $1,057,000 | 271 |
| 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) | $12,677,000 | 3,699 |
| Total debt securities | $12,677,000 | 3,899 |
| 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 | $12,114,000 | 3,881 |
| U.S. Government securities | $5,316,000 | 3,754 |
| U.S. Treasury securities | $1,148,000 | 904 |
| U.S. Government agency obligations | $4,168,000 | 3,753 |
| Securities issued by states & political subdivisions | $5,395,000 | 3,138 |
| Other domestic debt securities | $1,403,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $1,403,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| 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 | $2,172,000 | 3,598 |
| Mortgage-backed securities | $3,975,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $2,572,000 | 3,112 |
| Issued or guaranteed by U.S. | $2,572,000 | 3,033 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,403,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $1,403,000 | 243 |
| 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) | $12,114,000 | 3,659 |
| Total debt securities | $12,114,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $12,594,000 | 3,819 |
| U.S. Government securities | $5,240,000 | 3,778 |
| U.S. Treasury securities | $1,166,000 | 902 |
| U.S. Government agency obligations | $4,074,000 | 3,778 |
| Securities issued by states & political subdivisions | $5,763,000 | 2,997 |
| Other domestic debt securities | $1,591,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $1,591,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $2,307,000 | 3,609 |
| Mortgage-backed securities | $4,564,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 3,014 |
| Issued or guaranteed by U.S. | $2,973,000 | 2,926 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,591,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $1,591,000 | 222 |
| 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) | $12,594,000 | 3,583 |
| Total debt securities | $12,594,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $13,261,000 | 3,768 |
| U.S. Government securities | $5,657,000 | 3,750 |
| U.S. Treasury securities | $1,183,000 | 940 |
| U.S. Government agency obligations | $4,474,000 | 3,743 |
| Securities issued by states & political subdivisions | $5,768,000 | 2,955 |
| Other domestic debt securities | $1,836,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $1,836,000 | 330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 3,616 |
| Mortgage-backed securities | $5,215,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $3,379,000 | 2,933 |
| Issued or guaranteed by U.S. | $3,379,000 | 2,851 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,836,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $1,836,000 | 202 |
| 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) | $13,261,000 | 3,528 |
| Total debt securities | $13,261,000 | 3,747 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $13,533,000 | 3,737 |
| U.S. Government securities | $6,399,000 | 3,705 |
| U.S. Treasury securities | $1,793,000 | 916 |
| U.S. Government agency obligations | $4,606,000 | 3,762 |
| Securities issued by states & political subdivisions | $5,729,000 | 2,883 |
| Other domestic debt securities | $1,405,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $1,405,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,052,000 | 3,506 |
| Mortgage-backed securities | $4,391,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 3,020 |
| Issued or guaranteed by U.S. | $2,986,000 | 2,928 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,405,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $1,405,000 | 226 |
| 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) | $13,533,000 | 3,506 |
| Total debt securities | $13,533,000 | 3,719 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $12,898,000 | 3,840 |
| U.S. Government securities | $4,987,000 | 3,963 |
| U.S. Treasury securities | $1,745,000 | 987 |
| U.S. Government agency obligations | $3,242,000 | 4,063 |
| Securities issued by states & political subdivisions | $6,014,000 | 2,825 |
| Other domestic debt securities | $1,897,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $1,897,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,395,000 | 3,504 |
| Mortgage-backed securities | $3,869,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 3,239 |
| Issued or guaranteed by U.S. | $1,972,000 | 3,143 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,897,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $1,897,000 | 199 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,898,000 | 3,601 |
| Total debt securities | $12,898,000 | 3,820 |
| 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 | $12,153,000 | 3,959 |
| U.S. Government securities | $4,577,000 | 4,096 |
| U.S. Treasury securities | $1,764,000 | 1,005 |
| U.S. Government agency obligations | $2,813,000 | 4,211 |
| Securities issued by states & political subdivisions | $6,141,000 | 2,832 |
| Other domestic debt securities | $1,435,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $1,435,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,942,000 | 3,476 |
| Mortgage-backed securities | $2,976,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 3,360 |
| Issued or guaranteed by U.S. | $1,541,000 | 3,261 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,435,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $1,435,000 | 209 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,153,000 | 3,697 |
| Total debt securities | $12,153,000 | 3,934 |
| 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 | $12,684,000 | 3,970 |
| U.S. Government securities | $5,142,000 | 4,083 |
| U.S. Treasury securities | $1,772,000 | 1,042 |
| U.S. Government agency obligations | $3,370,000 | 4,188 |
| Securities issued by states & political subdivisions | $6,559,000 | 2,816 |
| Other domestic debt securities | $983,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $983,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,095,000 | 3,482 |
| Mortgage-backed securities | $2,585,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $1,602,000 | 3,347 |
| Issued or guaranteed by U.S. | $1,602,000 | 3,264 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $983,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $983,000 | 234 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,684,000 | 3,707 |
| Total debt securities | $12,684,000 | 3,947 |
| 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 | $12,648,000 | 4,036 |
| U.S. Government securities | $5,139,000 | 4,146 |
| U.S. Treasury securities | $1,758,000 | 1,066 |
| U.S. Government agency obligations | $3,381,000 | 4,239 |
| Securities issued by states & political subdivisions | $6,500,000 | 2,888 |
| Other domestic debt securities | $1,009,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $1,009,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,189,000 | 3,515 |
| Mortgage-backed securities | $2,647,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 3,355 |
| Issued or guaranteed by U.S. | $1,638,000 | 3,276 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,009,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $1,009,000 | 239 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,648,000 | 3,771 |
| Total debt securities | $12,648,000 | 4,014 |
| 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 | $12,557,000 | 4,072 |
| U.S. Government securities | $5,141,000 | 4,180 |
| U.S. Treasury securities | $1,755,000 | 1,076 |
| U.S. Government agency obligations | $3,386,000 | 4,283 |
| Securities issued by states & political subdivisions | $6,384,000 | 2,958 |
| Other domestic debt securities | $1,032,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $1,032,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,267,000 | 3,534 |
| Mortgage-backed securities | $2,705,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 3,367 |
| Issued or guaranteed by U.S. | $1,673,000 | 3,296 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,032,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $1,032,000 | 236 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,557,000 | 3,803 |
| Total debt securities | $12,557,000 | 4,051 |
| 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 | $12,465,000 | 4,138 |
| U.S. Government securities | $5,123,000 | 4,235 |
| U.S. Treasury securities | $1,741,000 | 1,049 |
| U.S. Government agency obligations | $3,382,000 | 4,354 |
| Securities issued by states & political subdivisions | $6,296,000 | 3,001 |
| Other domestic debt securities | $1,046,000 | 1,436 |
| Privately issued residential mortgage-backed securities | $1,046,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,349,000 | 3,563 |
| Mortgage-backed securities | $2,747,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 3,407 |
| Issued or guaranteed by U.S. | $1,701,000 | 3,378 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,046,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $1,046,000 | 237 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,465,000 | 3,860 |
| Total debt securities | $12,465,000 | 4,116 |
| 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 | $12,733,000 | 4,172 |
| U.S. Government securities | $5,254,000 | 4,258 |
| U.S. Treasury securities | $1,773,000 | 1,025 |
| U.S. Government agency obligations | $3,481,000 | 4,364 |
| Securities issued by states & political subdivisions | $6,373,000 | 3,049 |
| Other domestic debt securities | $1,106,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $1,106,000 | 468 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,456,000 | 3,571 |
| Mortgage-backed securities | $2,888,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $1,782,000 | 3,428 |
| Issued or guaranteed by U.S. | $1,782,000 | 3,265 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,106,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $1,106,000 | 239 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,733,000 | 3,897 |
| Total debt securities | $12,732,000 | 4,148 |
| 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 | $12,975,000 | 4,201 |
| U.S. Government securities | $5,386,000 | 4,306 |
| U.S. Treasury securities | $1,800,000 | 984 |
| U.S. Government agency obligations | $3,586,000 | 4,441 |
| Securities issued by states & political subdivisions | $6,422,000 | 3,076 |
| Other domestic debt securities | $1,167,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $1,167,000 | 262 |
| 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 | $12,975,000 | 2,539 |
| Mortgage-backed securities | $3,041,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 3,451 |
| Issued or guaranteed by U.S. | $1,874,000 | 3,445 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,167,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $1,167,000 | 248 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $12,975,000 | 3,916 |
| Total debt securities | $12,975,000 | 4,177 |
| 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 | $13,637,000 | 4,206 |
| U.S. Government securities | $5,821,000 | 4,288 |
| U.S. Treasury securities | $2,092,000 | 842 |
| U.S. Government agency obligations | $3,729,000 | 4,463 |
| Securities issued by states & political subdivisions | $6,580,000 | 3,128 |
| Other domestic debt securities | $1,236,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $1,236,000 | 256 |
| 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 | $4,684,000 | 3,639 |
| Mortgage-backed securities | $3,218,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 3,465 |
| Issued or guaranteed by U.S. | $1,982,000 | 3,457 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,236,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $1,236,000 | 243 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,637,000 | 3,920 |
| Total debt securities | $13,637,000 | 4,185 |
| 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 | $13,822,000 | 4,243 |
| U.S. Government securities | $6,479,000 | 4,247 |
| U.S. Treasury securities | $2,129,000 | 805 |
| U.S. Government agency obligations | $4,350,000 | 4,448 |
| Securities issued by states & political subdivisions | $6,038,000 | 3,250 |
| Other domestic debt securities | $1,305,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $1,305,000 | 260 |
| 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 | $5,304,000 | 3,580 |
| Mortgage-backed securities | $3,395,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $2,090,000 | 3,494 |
| Issued or guaranteed by U.S. | $2,090,000 | 3,488 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,305,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $1,305,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $13,822,000 | 3,952 |
| Total debt securities | $13,822,000 | 4,220 |
| 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 | $14,022,000 | 4,264 |
| U.S. Government securities | $6,602,000 | 4,276 |
| U.S. Treasury securities | $2,147,000 | 822 |
| U.S. Government agency obligations | $4,455,000 | 4,465 |
| Securities issued by states & political subdivisions | $6,051,000 | 3,275 |
| Other domestic debt securities | $1,369,000 | 1,418 |
| Privately issued residential mortgage-backed securities | $1,369,000 | 269 |
| 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 | $5,447,000 | 3,598 |
| Mortgage-backed securities | $3,564,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 3,504 |
| Issued or guaranteed by U.S. | $2,195,000 | 3,498 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,369,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $1,369,000 | 252 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $14,022,000 | 3,968 |
| Total debt securities | $14,022,000 | 4,244 |
| 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 | $13,868,000 | 4,319 |
| U.S. Government securities | $6,705,000 | 4,320 |
| U.S. Treasury securities | $2,153,000 | 854 |
| U.S. Government agency obligations | $4,552,000 | 4,492 |
| Securities issued by states & political subdivisions | $5,737,000 | 3,358 |
| Other domestic debt securities | $1,426,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $1,426,000 | 287 |
| 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 | $5,600,000 | 3,593 |
| Mortgage-backed securities | $3,726,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $2,300,000 | 3,531 |
| Issued or guaranteed by U.S. | $2,300,000 | 3,526 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,426,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $1,426,000 | 271 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $13,868,000 | 4,010 |
| Total debt securities | $13,868,000 | 4,301 |
| 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 | $13,538,000 | 4,346 |
| U.S. Government securities | $6,267,000 | 4,395 |
| U.S. Treasury securities | $2,163,000 | 832 |
| U.S. Government agency obligations | $4,104,000 | 4,578 |
| Securities issued by states & political subdivisions | $5,784,000 | 3,377 |
| Other domestic debt securities | $1,487,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $1,487,000 | 291 |
| 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 | $5,188,000 | 3,702 |
| Mortgage-backed securities | $3,599,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 3,609 |
| Issued or guaranteed by U.S. | $2,112,000 | 3,604 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,487,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $1,487,000 | 274 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $13,538,000 | 4,037 |
| Total debt securities | $13,538,000 | 4,328 |
| 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 | $12,308,000 | 4,478 |
| U.S. Government securities | $6,148,000 | 4,437 |
| U.S. Treasury securities | $2,263,000 | 714 |
| U.S. Government agency obligations | $3,885,000 | 4,660 |
| Securities issued by states & political subdivisions | $4,546,000 | 3,617 |
| Other domestic debt securities | $1,614,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $1,614,000 | 284 |
| 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 | $4,876,000 | 3,794 |
| Mortgage-backed securities | $3,416,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 3,766 |
| Issued or guaranteed by U.S. | $1,802,000 | 3,763 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,614,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $1,614,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $12,308,000 | 4,158 |
| Total debt securities | $12,308,000 | 4,456 |
| 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 | $12,771,000 | 4,515 |
| U.S. Government securities | $7,409,000 | 4,328 |
| U.S. Treasury securities | $2,296,000 | 740 |
| U.S. Government agency obligations | $5,113,000 | 4,546 |
| Securities issued by states & political subdivisions | $3,659,000 | 3,819 |
| Other domestic debt securities | $1,703,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $1,703,000 | 285 |
| 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 | $6,124,000 | 3,611 |
| Mortgage-backed securities | $3,660,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 3,746 |
| Issued or guaranteed by U.S. | $1,957,000 | 3,740 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,703,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $1,703,000 | 267 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,771,000 | 4,188 |
| Total debt securities | $12,771,000 | 4,489 |
| 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 | $11,623,000 | 4,697 |
| U.S. Government securities | $8,971,000 | 4,192 |
| U.S. Treasury securities | $2,031,000 | 777 |
| U.S. Government agency obligations | $6,940,000 | 4,395 |
| Securities issued by states & political subdivisions | $2,652,000 | 4,049 |
| 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 | $6,291,000 | 3,642 |
| Mortgage-backed securities | $2,776,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $2,776,000 | 3,546 |
| Issued or guaranteed by U.S. | $2,776,000 | 3,542 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $11,623,000 | 4,336 |
| Total debt securities | $11,623,000 | 4,677 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $11,580,000 | 4,740 |
| U.S. Government securities | $9,785,000 | 4,138 |
| U.S. Treasury securities | $1,982,000 | 891 |
| U.S. Government agency obligations | $7,803,000 | 4,294 |
| Securities issued by states & political subdivisions | $1,795,000 | 4,303 |
| 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 | $7,304,000 | 3,488 |
| Mortgage-backed securities | $1,594,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $1,594,000 | 3,912 |
| Issued or guaranteed by U.S. | $1,594,000 | 3,908 |
| 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) | $11,580,000 | 4,381 |
| Total debt securities | $11,580,000 | 4,714 |
| 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 | $12,170,000 | 4,769 |
| U.S. Government securities | $11,027,000 | 4,046 |
| U.S. Treasury securities | $2,033,000 | 783 |
| U.S. Government agency obligations | $8,994,000 | 4,206 |
| Securities issued by states & political subdivisions | $1,143,000 | 4,589 |
| 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 | $8,348,000 | 3,367 |
| Mortgage-backed securities | $1,746,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 3,923 |
| Issued or guaranteed by U.S. | $1,746,000 | 3,918 |
| 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) | $12,170,000 | 4,404 |
| Total debt securities | $12,170,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $11,851,000 | 4,887 |
| U.S. Government securities | $10,973,000 | 4,171 |
| U.S. Treasury securities | $2,009,000 | 812 |
| U.S. Government agency obligations | $8,964,000 | 4,342 |
| Securities issued by states & political subdivisions | $878,000 | 4,727 |
| 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 | $8,391,000 | 3,372 |
| Mortgage-backed securities | $1,842,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 3,965 |
| Issued or guaranteed by U.S. | $1,842,000 | 3,960 |
| 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) | $11,851,000 | 4,511 |
| Total debt securities | $11,851,000 | 4,869 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $12,187,000 | 4,928 |
| U.S. Government securities | $11,429,000 | 4,185 |
| U.S. Treasury securities | $2,073,000 | 772 |
| U.S. Government agency obligations | $9,356,000 | 4,361 |
| Securities issued by states & political subdivisions | $758,000 | 4,777 |
| 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 | $8,594,000 | 3,419 |
| Mortgage-backed securities | $1,946,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $1,946,000 | 4,001 |
| Issued or guaranteed by U.S. | $1,946,000 | 3,995 |
| 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) | $12,187,000 | 4,552 |
| Total debt securities | $12,187,000 | 4,907 |
| 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 | $12,150,000 | 4,980 |
| U.S. Government securities | $11,405,000 | 4,251 |
| U.S. Treasury securities | $2,048,000 | 793 |
| U.S. Government agency obligations | $9,357,000 | 4,417 |
| Securities issued by states & political subdivisions | $745,000 | 4,861 |
| 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 | $12,150,000 | 2,945 |
| Mortgage-backed securities | $2,037,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 4,048 |
| Issued or guaranteed by U.S. | $2,037,000 | 4,042 |
| 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) | $12,150,000 | 4,604 |
| Total debt securities | $12,150,000 | 4,961 |
| 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 | $12,609,000 | 5,036 |
| U.S. Government securities | $11,870,000 | 4,305 |
| U.S. Treasury securities | $2,019,000 | 804 |
| U.S. Government agency obligations | $9,851,000 | 4,452 |
| Securities issued by states & political subdivisions | $739,000 | 4,913 |
| 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 | $9,200,000 | 3,363 |
| Mortgage-backed securities | $2,153,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $2,153,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,153,000 | 4,097 |
| 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) | $12,609,000 | 4,651 |
| Total debt securities | $12,609,000 | 5,012 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $13,515,000 | 5,032 |
| U.S. Government securities | $12,774,000 | 4,259 |
| U.S. Treasury securities | $2,037,000 | 755 |
| U.S. Government agency obligations | $10,737,000 | 4,415 |
| Securities issued by states & political subdivisions | $741,000 | 4,966 |
| 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 | $13,515,000 | 2,818 |
| Mortgage-backed securities | $2,279,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,279,000 | 4,122 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,515,000 | 4,623 |
| Total debt securities | $13,515,000 | 5,006 |
| 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 | $13,898,000 | 5,038 |
| U.S. Government securities | $13,175,000 | 4,240 |
| U.S. Treasury securities | $2,018,000 | 690 |
| U.S. Government agency obligations | $11,157,000 | 4,402 |
| Securities issued by states & political subdivisions | $723,000 | 5,024 |
| 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 | $10,402,000 | 3,224 |
| Mortgage-backed securities | $2,351,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $2,351,000 | 4,140 |
| Issued or guaranteed by U.S. | $2,351,000 | 4,138 |
| 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) | $13,898,000 | 4,629 |
| Total debt securities | $13,898,000 | 5,013 |
| 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 | $13,615,000 | 5,069 |
| U.S. Government securities | $13,010,000 | 4,251 |
| U.S. Treasury securities | $1,991,000 | 691 |
| U.S. Government agency obligations | $11,019,000 | 4,417 |
| Securities issued by states & political subdivisions | $605,000 | 5,117 |
| 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 | $10,472,000 | 3,215 |
| Mortgage-backed securities | $2,467,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $2,467,000 | 4,131 |
| Issued or guaranteed by U.S. | $2,467,000 | 4,126 |
| 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) | $13,615,000 | 4,670 |
| Total debt securities | $13,615,000 | 5,040 |
| 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 | $14,051,000 | 5,070 |
| U.S. Government securities | $13,434,000 | 4,231 |
| U.S. Treasury securities | $2,054,000 | 625 |
| U.S. Government agency obligations | $11,380,000 | 4,410 |
| Securities issued by states & political subdivisions | $617,000 | 5,132 |
| 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 | $10,570,000 | 3,191 |
| Mortgage-backed securities | $2,636,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $2,636,000 | 4,094 |
| Issued or guaranteed by U.S. | $2,636,000 | 4,087 |
| 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) | $14,051,000 | 4,675 |
| Total debt securities | $14,051,000 | 5,040 |
| 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 | $12,990,000 | 5,195 |
| U.S. Government securities | $12,366,000 | 4,359 |
| U.S. Treasury securities | $2,083,000 | 632 |
| U.S. Government agency obligations | $10,283,000 | 4,523 |
| Securities issued by states & political subdivisions | $624,000 | 5,140 |
| 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 | $9,129,000 | 3,416 |
| Mortgage-backed securities | $2,804,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $2,804,000 | 4,048 |
| Issued or guaranteed by U.S. | $2,804,000 | 4,042 |
| 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) | $12,990,000 | 4,812 |
| Total debt securities | $12,990,000 | 5,161 |
| 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 | $12,736,000 | 5,251 |
| U.S. Government securities | $12,067,000 | 4,434 |
| U.S. Treasury securities | $2,213,000 | 644 |
| U.S. Government agency obligations | $9,854,000 | 4,645 |
| Securities issued by states & political subdivisions | $669,000 | 5,129 |
| 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 | $8,263,000 | 3,623 |
| Mortgage-backed securities | $1,957,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,302 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,299 |
| 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) | $12,736,000 | 4,875 |
| Total debt securities | $12,736,000 | 5,218 |
| 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 | $13,271,000 | 5,169 |
| U.S. Government securities | $13,271,000 | 4,245 |
| U.S. Treasury securities | $2,225,000 | 633 |
| U.S. Government agency obligations | $11,046,000 | 4,444 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,314,000 | 3,418 |
| Mortgage-backed securities | $2,184,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $2,184,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,184,000 | 4,257 |
| 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) | $13,271,000 | 4,788 |
| Total debt securities | $13,271,000 | 5,140 |
| 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 | $11,940,000 | 5,406 |
| U.S. Government securities | $11,940,000 | 4,523 |
| U.S. Treasury securities | $2,252,000 | 588 |
| U.S. Government agency obligations | $9,688,000 | 4,750 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,883,000 | 3,708 |
| Mortgage-backed securities | $2,383,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $2,383,000 | 4,333 |
| Issued or guaranteed by U.S. | $2,383,000 | 4,332 |
| 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) | $11,940,000 | 5,016 |
| Total debt securities | $11,940,000 | 5,377 |
| 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 | $11,573,000 | 5,495 |
| U.S. Government securities | $11,573,000 | 4,644 |
| U.S. Treasury securities | $2,255,000 | 571 |
| U.S. Government agency obligations | $9,318,000 | 4,894 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,995,000 | 3,730 |
| Mortgage-backed securities | $1,728,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $1,728,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,728,000 | 4,580 |
| 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) | $11,573,000 | 5,105 |
| Total debt securities | $11,573,000 | 5,467 |
| 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 | $13,510,000 | 5,297 |
| U.S. Government securities | $13,510,000 | 4,454 |
| U.S. Treasury securities | $2,158,000 | 620 |
| U.S. Government agency obligations | $11,352,000 | 4,688 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,200,000 | 3,504 |
| Mortgage-backed securities | $1,610,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $1,610,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,610,000 | 4,629 |
| 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) | $13,510,000 | 4,896 |
| Total debt securities | $13,510,000 | 5,272 |
| 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 | $10,555,000 | 5,671 |
| U.S. Government securities | $10,555,000 | 4,846 |
| U.S. Treasury securities | $2,228,000 | 576 |
| U.S. Government agency obligations | $8,327,000 | 5,131 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $5,000,000 | 4,193 |
| Mortgage-backed securities | $1,718,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $1,718,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,718,000 | 4,529 |
| 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) | $10,555,000 | 5,248 |
| Total debt securities | $10,555,000 | 5,645 |
| 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 | $7,667,000 | 6,048 |
| U.S. Government securities | $7,667,000 | 5,341 |
| U.S. Treasury securities | $2,221,000 | 607 |
| U.S. Government agency obligations | $5,446,000 | 5,685 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,294 |
| Mortgage-backed securities | $3,601,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 3,906 |
| Issued or guaranteed by U.S. | $3,601,000 | 3,894 |
| 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) | $7,667,000 | 5,609 |
| Total debt securities | $7,667,000 | 6,012 |
| 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 | $10,383,000 | 5,758 |
| U.S. Government securities | $10,383,000 | 4,960 |
| U.S. Treasury securities | $1,989,000 | 753 |
| U.S. Government agency obligations | $8,394,000 | 5,211 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,778 |
| Mortgage-backed securities | $1,907,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $1,907,000 | 4,422 |
| Issued or guaranteed by U.S. | $1,907,000 | 4,412 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $10,383,000 | 5,323 |
| Total debt securities | $10,383,000 | 5,722 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $9,780,000 | 5,833 |
| U.S. Government securities | $9,765,000 | 5,075 |
| U.S. Treasury securities | $1,947,000 | 777 |
| U.S. Government agency obligations | $7,818,000 | 5,322 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $15,000 | 2,828 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,303 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $1,947,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,932,000 | 4,351 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $15,000 | 3,755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $15,000 | 1,242 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $9,780,000 | 5,392 |
| Total debt securities | $9,780,000 | 5,800 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,957,000 | 6,022 |
| U.S. Government securities | $7,884,000 | 5,280 |
| U.S. Treasury securities | $1,972,000 | 777 |
| U.S. Government agency obligations | $5,912,000 | 5,586 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $73,000 | 2,916 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,299 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $2,067,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 4,241 |
| Issued or guaranteed by U.S. | $1,994,000 | 4,235 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $73,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $73,000 | 1,238 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,957,000 | 5,572 |
| Total debt securities | $7,957,000 | 5,988 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,995,000 | 6,549 |
| U.S. Government securities | $4,840,000 | 5,947 |
| U.S. Treasury securities | $2,090,000 | 665 |
| U.S. Government agency obligations | $2,750,000 | 6,384 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $155,000 | 2,904 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,321 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $155,000 | 5,763 |
| 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 | $155,000 | 3,559 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $155,000 | 1,261 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,995,000 | 6,043 |
| Total debt securities | $4,995,000 | 6,513 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,572,000 | 6,524 |
| U.S. Government securities | $5,397,000 | 5,923 |
| U.S. Treasury securities | $2,033,000 | 650 |
| U.S. Government agency obligations | $3,364,000 | 6,349 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $175,000 | 2,877 |
| Privately issued residential mortgage-backed securities | $175,000 | 1,341 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $175,000 | 5,777 |
| 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 | $175,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $175,000 | 1,282 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,572,000 | 6,013 |
| Total debt securities | $5,572,000 | 6,482 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,419,000 | 6,467 |
| U.S. Government securities | $6,205,000 | 5,819 |
| U.S. Treasury securities | $1,890,000 | 705 |
| U.S. Government agency obligations | $4,315,000 | 6,188 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $214,000 | 2,885 |
| Privately issued residential mortgage-backed securities | $214,000 | 1,358 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $214,000 | 5,833 |
| 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 | $214,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $214,000 | 1,304 |
| 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) | $6,419,000 | 5,949 |
| Total debt securities | $6,419,000 | 6,429 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,364,000 | 6,271 |
| U.S. Government securities | $7,128,000 | 5,560 |
| U.S. Treasury securities | $1,880,000 | 633 |
| U.S. Government agency obligations | $5,248,000 | 5,925 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $236,000 | 2,936 |
| Privately issued residential mortgage-backed securities | $236,000 | 1,387 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $236,000 | 5,872 |
| 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 | $236,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $236,000 | 1,327 |
| 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) | $7,364,000 | 5,771 |
| Total debt securities | $7,364,000 | 6,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,579,000 | 6,268 |
| U.S. Government securities | $7,327,000 | 5,560 |
| U.S. Treasury securities | $1,981,000 | 588 |
| U.S. Government agency obligations | $5,346,000 | 5,967 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $252,000 | 3,010 |
| Privately issued residential mortgage-backed securities | $252,000 | 1,429 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $252,000 | 5,923 |
| 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 | $252,000 | 3,403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $252,000 | 1,366 |
| 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) | $7,579,000 | 5,757 |
| Total debt securities | $7,579,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,521,000 | 6,702 |
| U.S. Government securities | $5,226,000 | 6,097 |
| U.S. Treasury securities | $1,913,000 | 567 |
| U.S. Government agency obligations | $3,313,000 | 6,565 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $295,000 | 3,031 |
| Privately issued residential mortgage-backed securities | $295,000 | 1,427 |
| 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 | $295,000 | 5,955 |
| 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 | $295,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $295,000 | 1,362 |
| 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) | $5,521,000 | 6,167 |
| Total debt securities | $5,521,000 | 6,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,413,000 | 6,963 |
| U.S. Government securities | $4,097,000 | 6,547 |
| U.S. Treasury securities | $2,065,000 | 479 |
| U.S. Government agency obligations | $2,032,000 | 7,072 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $316,000 | 2,931 |
| Privately issued residential mortgage-backed securities | $316,000 | 1,439 |
| 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 | $316,000 | 5,986 |
| 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 | $316,000 | 3,384 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $316,000 | 1,379 |
| 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) | $4,413,000 | 6,417 |
| Total debt securities | $4,413,000 | 6,924 |
| 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 | $4,145,000 | 7,099 |
| U.S. Government securities | $3,833,000 | 6,738 |
| U.S. Treasury securities | $2,816,000 | 407 |
| U.S. Government agency obligations | $1,017,000 | 7,442 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $312,000 | 2,875 |
| Privately issued residential mortgage-backed securities | $312,000 | 1,389 |
| 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 | $312,000 | 5,997 |
| 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 | $312,000 | 3,329 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $312,000 | 1,326 |
| 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) | $4,145,000 | 6,534 |
| Total debt securities | $4,145,000 | 7,057 |
| 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 | $5,290,000 | 6,862 |
| U.S. Government securities | $4,994,000 | 6,393 |
| U.S. Treasury securities | $2,491,000 | 433 |
| U.S. Government agency obligations | $2,503,000 | 7,062 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $296,000 | 2,849 |
| Privately issued residential mortgage-backed securities | $296,000 | 1,371 |
| 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 | $296,000 | 6,001 |
| 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 | $296,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $296,000 | 1,310 |
| 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) | $5,290,000 | 6,270 |
| Total debt securities | $5,290,000 | 6,817 |
| 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 | $4,835,000 | 7,033 |
| U.S. Government securities | $4,518,000 | 6,598 |
| U.S. Treasury securities | $2,018,000 | 475 |
| U.S. Government agency obligations | $2,500,000 | 7,129 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $317,000 | 2,802 |
| Privately issued residential mortgage-backed securities | $317,000 | 1,345 |
| 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 | $317,000 | 5,999 |
| 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 | $317,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $317,000 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,835,000 | 1,664 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $4,835,000 | 6,974 |
| 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 | $3,844,000 | 7,298 |
| U.S. Government securities | $3,519,000 | 6,925 |
| U.S. Treasury securities | $2,019,000 | 504 |
| U.S. Government agency obligations | $1,500,000 | 7,458 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $325,000 | 2,750 |
| Privately issued residential mortgage-backed securities | $325,000 | 1,329 |
| 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 | $325,000 | 5,994 |
| 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 | $325,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $325,000 | 1,261 |
| 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) | $3,844,000 | 1,834 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $3,844,000 | 7,243 |
| 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 | $3,943,000 | 7,360 |
| U.S. Government securities | $3,618,000 | 7,017 |
| U.S. Treasury securities | $2,019,000 | 554 |
| U.S. Government agency obligations | $1,599,000 | 7,501 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $325,000 | 2,583 |
| Privately issued residential mortgage-backed securities | $325,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $325,000 | 5,878 |
| 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 | $325,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $325,000 | 1,164 |
| 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) | $3,943,000 | 1,884 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $3,943,000 | 7,309 |
| 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 | $4,343,000 | 7,284 |
| U.S. Government securities | $4,018,000 | 6,949 |
| U.S. Treasury securities | $2,019,000 | 567 |
| U.S. Government agency obligations | $1,999,000 | 7,461 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $325,000 | 2,539 |
| Privately issued residential mortgage-backed securities | $325,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $325,000 | 5,834 |
| 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 | $325,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $325,000 | 1,130 |
| 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) | $4,343,000 | 1,847 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $4,343,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,347,000 | 7,321 |
| U.S. Government securities | $4,019,000 | 6,986 |
| U.S. Treasury securities | $2,020,000 | 632 |
| U.S. Government agency obligations | $1,999,000 | 7,492 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $328,000 | 2,491 |
| Privately issued residential mortgage-backed securities | $328,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $328,000 | 5,836 |
| 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 | $328,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $328,000 | 1,083 |
| 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) | $4,347,000 | 1,866 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $4,347,000 | 7,278 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,354,000 | 7,377 |
| U.S. Government securities | $4,019,000 | 7,031 |
| U.S. Treasury securities | $2,020,000 | 677 |
| U.S. Government agency obligations | $1,999,000 | 7,524 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $335,000 | 2,503 |
| Privately issued residential mortgage-backed securities | $335,000 | 1,105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $335,000 | 5,827 |
| 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 | $335,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $335,000 | 1,036 |
| 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) | $4,354,000 | 1,897 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $4,354,000 | 7,329 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,360,000 | 7,413 |
| U.S. Government securities | $4,019,000 | 7,082 |
| U.S. Treasury securities | $2,020,000 | 730 |
| U.S. Government agency obligations | $1,999,000 | 7,567 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $341,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $341,000 | 1,083 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $341,000 | 5,834 |
| 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 | $341,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $341,000 | 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) | $4,360,000 | 1,925 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $4,360,000 | 7,358 |
| 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 | $4,369,000 | 7,481 |
| U.S. Government securities | $4,020,000 | 7,153 |
| U.S. Treasury securities | $2,021,000 | 748 |
| U.S. Government agency obligations | $1,999,000 | 7,648 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $349,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $349,000 | 1,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $349,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $349,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $349,000 | 986 |
| 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) | $4,369,000 | 1,972 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $4,369,000 | 7,426 |
| 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 | $4,377,000 | 7,524 |
| U.S. Government securities | $4,020,000 | 7,175 |
| U.S. Treasury securities | $2,021,000 | 791 |
| U.S. Government agency obligations | $1,999,000 | 7,692 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $357,000 | 2,578 |
| Privately issued residential mortgage-backed securities | $357,000 | 1,045 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $357,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $357,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $357,000 | 977 |
| 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) | $4,377,000 | 1,996 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $4,377,000 | 7,467 |
| 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 | $4,302,000 | 7,572 |
| U.S. Government securities | $3,921,000 | 7,269 |
| U.S. Treasury securities | $2,021,000 | 834 |
| U.S. Government agency obligations | $1,900,000 | 7,786 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $381,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $381,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $381,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $381,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $381,000 | 956 |
| 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) | $4,302,000 | 2,033 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $4,302,000 | 7,519 |
| 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 | $4,322,000 | 7,609 |
| U.S. Government securities | $3,922,000 | 7,276 |
| U.S. Treasury securities | $2,022,000 | 857 |
| U.S. Government agency obligations | $1,900,000 | 7,826 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $400,000 | 2,697 |
| Privately issued residential mortgage-backed securities | $400,000 | 971 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $400,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $400,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $400,000 | 905 |
| 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) | $4,322,000 | 2,071 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $4,322,000 | 7,556 |
| 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 | $4,053,000 | 7,708 |
| U.S. Government securities | $3,522,000 | 7,448 |
| U.S. Treasury securities | $2,022,000 | 863 |
| U.S. Government agency obligations | $1,500,000 | 7,966 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $531,000 | 2,491 |
| Privately issued residential mortgage-backed securities | $531,000 | 895 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $531,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $531,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $531,000 | 834 |
| 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) | $4,053,000 | 2,137 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $4,053,000 | 7,657 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,127,000 | 7,736 |
| U.S. Government securities | $3,522,000 | 7,487 |
| U.S. Treasury securities | $2,022,000 | 895 |
| U.S. Government agency obligations | $1,500,000 | 7,995 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $605,000 | 2,505 |
| Privately issued residential mortgage-backed securities | $605,000 | 865 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $605,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $605,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $605,000 | 801 |
| 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) | $4,127,000 | 2,154 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $4,127,000 | 7,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,567,000 | 7,696 |
| U.S. Government securities | $3,874,000 | 7,452 |
| U.S. Treasury securities | $2,023,000 | 969 |
| U.S. Government agency obligations | $1,851,000 | 7,955 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $693,000 | 2,528 |
| Privately issued residential mortgage-backed securities | $693,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $693,000 | 5,809 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $693,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $693,000 | 782 |
| 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) | $4,567,000 | 2,097 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $4,567,000 | 7,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,644,000 | 7,724 |
| U.S. Government securities | $3,874,000 | 7,465 |
| U.S. Treasury securities | $2,023,000 | 996 |
| U.S. Government agency obligations | $1,851,000 | 7,979 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $770,000 | 2,494 |
| Privately issued residential mortgage-backed securities | $770,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $770,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $770,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $770,000 | 751 |
| 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) | $4,644,000 | 2,094 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $4,644,000 | 7,665 |
| 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 | $5,015,000 | 7,676 |
| U.S. Government securities | $4,123,000 | 7,405 |
| U.S. Treasury securities | $2,023,000 | 990 |
| U.S. Government agency obligations | $2,100,000 | 7,926 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $892,000 | 2,451 |
| Privately issued residential mortgage-backed securities | $892,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $892,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $892,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $892,000 | 678 |
| 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) | $5,015,000 | 2,051 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $5,015,000 | 7,616 |
| 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 | $5,129,000 | 7,717 |
| U.S. Government securities | $4,124,000 | 7,487 |
| U.S. Treasury securities | $2,024,000 | 1,047 |
| U.S. Government agency obligations | $2,100,000 | 7,988 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,005,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $1,005,000 | 697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,005,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,005,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $1,005,000 | 651 |
| 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) | $5,129,000 | 2,039 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $5,129,000 | 7,649 |
| 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 | $4,529,000 | 7,858 |
| U.S. Government securities | $3,524,000 | 7,640 |
| U.S. Treasury securities | $2,024,000 | 1,037 |
| U.S. Government agency obligations | $1,500,000 | 8,190 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,005,000 | 2,526 |
| Privately issued residential mortgage-backed securities | $1,005,000 | 724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,005,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,005,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,005,000 | 675 |
| 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) | $4,529,000 | 2,121 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $4,529,000 | 7,784 |
| 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 | $5,029,000 | 7,803 |
| U.S. Government securities | $4,024,000 | 7,544 |
| U.S. Treasury securities | $2,024,000 | 1,098 |
| U.S. Government agency obligations | $2,000,000 | 8,076 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,005,000 | 2,580 |
| Privately issued residential mortgage-backed securities | $1,005,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,005,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,005,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $1,005,000 | 532 |
| 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) | $5,029,000 | 2,073 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $5,029,000 | 7,720 |
| 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 | $4,025,000 | 8,019 |
| U.S. Government securities | $4,025,000 | 7,458 |
| U.S. Treasury securities | $2,025,000 | 1,118 |
| U.S. Government agency obligations | $2,000,000 | 8,050 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,025,000 | 2,261 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $4,025,000 | 7,936 |
| 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 | $3,525,000 | 8,167 |
| U.S. Government securities | $3,525,000 | 7,616 |
| U.S. Treasury securities | $2,025,000 | 1,145 |
| U.S. Government agency obligations | $1,500,000 | 8,246 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,525,000 | 2,404 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,525,000 | 8,086 |
| 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 | $3,525,000 | 8,223 |
| U.S. Government securities | $3,525,000 | 7,697 |
| U.S. Treasury securities | $2,025,000 | 1,180 |
| U.S. Government agency obligations | $1,500,000 | 8,303 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,525,000 | 2,450 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $3,525,000 | 8,147 |
| 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 | $3,529,000 | 8,270 |
| U.S. Government securities | $3,526,000 | 7,722 |
| U.S. Treasury securities | $2,026,000 | 1,245 |
| U.S. Government agency obligations | $1,500,000 | 8,359 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,000 | 2,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,526,000 | 2,493 |
| Available-for-sale securities (fair market value) | $3,000 | 8,436 |
| Total debt securities | $3,526,000 | 8,189 |
| 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 | $3,529,000 | 8,412 |
| U.S. Government securities | $2,027,000 | 8,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,027,000 | 8,267 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,502,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,529,000 | 2,622 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,027,000 | 8,764 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $4,028,000 | 8,688 |
| U.S. Government securities | $4,028,000 | 8,161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,028,000 | 7,825 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,028,000 | 3,039 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $4,028,000 | 8,581 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,028,000 | 9,006 |
| U.S. Government securities | $4,028,000 | 8,485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,028,000 | 7,979 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,028,000 | 3,374 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $4,028,000 | 8,897 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,029,000 | 9,119 |
| U.S. Government securities | $4,029,000 | 8,502 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,029,000 | 7,674 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,029,000 | 3,765 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,029,000 | 8,993 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,030,000 | 9,229 |
| U.S. Government securities | $5,030,000 | 8,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,030,000 | 7,253 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,030,000 | 4,128 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $5,030,000 | 9,084 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,029,000 | 9,765 |
| U.S. Government securities | $5,029,000 | 9,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,029,000 | 7,624 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,029,000 | 4,671 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $5,029,000 | 9,646 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,031,000 | 10,612 |
| U.S. Government securities | $4,031,000 | 10,033 |
| U.S. Treasury securities | $4,031,000 | 5,181 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,031,000 | 5,457 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $4,031,000 | 10,503 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $5,032,000 | 10,844 |
| U.S. Government securities | $5,032,000 | 10,151 |
| U.S. Treasury securities | $5,032,000 | 5,489 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,032,000 | 7,978 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $5,032,000 | 10,729 |
| 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 | $4,050,000 | 11,708 |
| U.S. Government securities | $4,050,000 | 11,049 |
| U.S. Treasury securities | $4,050,000 | 6,384 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,050,000 | 11,584 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,995,000 | 12,589 |
| U.S. Government securities | $2,995,000 | 12,114 |
| U.S. Treasury securities | $2,995,000 | 7,627 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,995,000 | 12,481 |
| 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 |