Home > The State National Bank of Groom > Securities
The State National Bank of Groom, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,589,000 | 4,119 |
| U.S. Government securities | $4,837,000 | 3,975 |
| U.S. Treasury securities | $1,960,000 | 2,300 |
| U.S. Government agency obligations | $2,877,000 | 3,875 |
| Securities issued by states & political subdivisions | $2,752,000 | 3,215 |
| 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 | $4,821,000 | 3,357 |
| Mortgage-backed securities | $27,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,000 | 3,591 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,779,000 | 1,319 |
| Available-for-sale securities (fair market value) | $4,810,000 | 3,976 |
| Total debt securities | $7,589,000 | 4,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $7,514,000 | 4,143 |
| U.S. Government securities | $4,749,000 | 4,013 |
| U.S. Treasury securities | $1,939,000 | 2,367 |
| U.S. Government agency obligations | $2,810,000 | 3,906 |
| Securities issued by states & political subdivisions | $2,765,000 | 3,218 |
| 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 | $4,777,000 | 3,337 |
| Mortgage-backed securities | $31,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,000 | 3,607 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,796,000 | 1,339 |
| Available-for-sale securities (fair market value) | $4,718,000 | 3,993 |
| Total debt securities | $7,514,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $7,528,000 | 4,175 |
| U.S. Government securities | $4,750,000 | 4,051 |
| U.S. Treasury securities | $1,925,000 | 2,403 |
| U.S. Government agency obligations | $2,825,000 | 3,937 |
| Securities issued by states & political subdivisions | $2,778,000 | 3,262 |
| 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 | $4,803,000 | 3,313 |
| Mortgage-backed securities | $36,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,000 | 3,614 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,814,000 | 1,352 |
| Available-for-sale securities (fair market value) | $4,714,000 | 4,024 |
| Total debt securities | $7,528,000 | 4,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $7,554,000 | 4,248 |
| U.S. Government securities | $4,764,000 | 4,129 |
| U.S. Treasury securities | $1,932,000 | 2,484 |
| U.S. Government agency obligations | $2,832,000 | 3,950 |
| Securities issued by states & political subdivisions | $2,790,000 | 3,316 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,821,000 | 3,264 |
| Mortgage-backed securities | $40,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,000 | 3,660 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,830,000 | 1,394 |
| Available-for-sale securities (fair market value) | $4,724,000 | 4,095 |
| Total debt securities | $7,555,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $8,090,000 | 4,268 |
| U.S. Government securities | $4,727,000 | 4,155 |
| U.S. Treasury securities | $1,915,000 | 2,511 |
| U.S. Government agency obligations | $2,812,000 | 3,971 |
| Securities issued by states & political subdivisions | $3,363,000 | 3,260 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $5,065,000 | 3,176 |
| Mortgage-backed securities | $45,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,000 | 3,692 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,408,000 | 1,356 |
| Available-for-sale securities (fair market value) | $4,682,000 | 4,123 |
| Total debt securities | $8,090,000 | 4,245 |
| 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 | $8,099,000 | 4,294 |
| U.S. Government securities | $4,724,000 | 4,182 |
| U.S. Treasury securities | $1,915,000 | 2,539 |
| U.S. Government agency obligations | $2,809,000 | 3,990 |
| Securities issued by states & political subdivisions | $3,375,000 | 3,284 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $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 | $5,073,000 | 3,131 |
| Mortgage-backed securities | $50,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,000 | 3,714 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,425,000 | 1,338 |
| Available-for-sale securities (fair market value) | $4,674,000 | 4,161 |
| Total debt securities | $8,099,000 | 4,271 |
| 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 | $8,216,000 | 4,302 |
| U.S. Government securities | $4,828,000 | 4,188 |
| U.S. Treasury securities | $1,945,000 | 2,491 |
| U.S. Government agency obligations | $2,883,000 | 4,011 |
| Securities issued by states & political subdivisions | $3,388,000 | 3,326 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,142,000 | 3,126 |
| Mortgage-backed securities | $56,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $56,000 | 3,803 |
| Issued or guaranteed by U.S. | $56,000 | 3,736 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,444,000 | 1,269 |
| Available-for-sale securities (fair market value) | $4,772,000 | 4,191 |
| Total debt securities | $8,215,000 | 4,283 |
| 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 | $5,330,000 | 4,387 |
| U.S. Government securities | $2,240,000 | 4,320 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,240,000 | 4,057 |
| Securities issued by states & political subdivisions | $3,090,000 | 3,391 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $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 | $5,321,000 | 3,095 |
| Mortgage-backed securities | $64,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $64,000 | 3,812 |
| Issued or guaranteed by U.S. | $64,000 | 3,751 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,154,000 | 1,185 |
| Available-for-sale securities (fair market value) | $2,176,000 | 4,293 |
| Total debt securities | $5,330,000 | 4,370 |
| 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 | $5,366,000 | 4,367 |
| U.S. Government securities | $2,264,000 | 4,267 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,264,000 | 4,055 |
| Securities issued by states & political subdivisions | $3,102,000 | 3,436 |
| 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 | $5,356,000 | 3,095 |
| Mortgage-backed securities | $72,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $72,000 | 3,832 |
| Issued or guaranteed by U.S. | $72,000 | 3,757 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,174,000 | 1,078 |
| Available-for-sale securities (fair market value) | $2,192,000 | 4,315 |
| Total debt securities | $5,366,000 | 4,347 |
| 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 | $5,411,000 | 4,394 |
| U.S. Government securities | $2,297,000 | 4,274 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,297,000 | 4,092 |
| Securities issued by states & political subdivisions | $3,114,000 | 3,461 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $5,400,000 | 3,093 |
| Mortgage-backed securities | $81,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $81,000 | 3,875 |
| Issued or guaranteed by U.S. | $81,000 | 3,805 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,195,000 | 1,059 |
| Available-for-sale securities (fair market value) | $2,216,000 | 4,357 |
| Total debt securities | $5,410,000 | 4,373 |
| 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 | $5,423,000 | 4,400 |
| U.S. Government securities | $2,297,000 | 4,292 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,297,000 | 4,116 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,481 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,411,000 | 3,091 |
| Mortgage-backed securities | $91,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $91,000 | 3,882 |
| Issued or guaranteed by U.S. | $91,000 | 3,810 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,217,000 | 1,045 |
| Available-for-sale securities (fair market value) | $2,206,000 | 4,375 |
| Total debt securities | $5,424,000 | 4,377 |
| 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 | $5,483,000 | 4,367 |
| U.S. Government securities | $2,344,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,344,000 | 4,087 |
| Securities issued by states & political subdivisions | $3,139,000 | 3,470 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,468,000 | 3,071 |
| Mortgage-backed securities | $103,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $103,000 | 3,868 |
| Issued or guaranteed by U.S. | $103,000 | 3,789 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,242,000 | 1,024 |
| Available-for-sale securities (fair market value) | $2,241,000 | 4,372 |
| Total debt securities | $5,482,000 | 4,342 |
| 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 | $4,520,000 | 4,425 |
| U.S. Government securities | $1,617,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,617,000 | 4,138 |
| Securities issued by states & political subdivisions | $2,903,000 | 3,496 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $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 | $4,505,000 | 3,199 |
| Mortgage-backed securities | $115,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $115,000 | 3,852 |
| Issued or guaranteed by U.S. | $115,000 | 3,782 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,018,000 | 1,018 |
| Available-for-sale securities (fair market value) | $1,502,000 | 4,422 |
| Total debt securities | $4,521,000 | 4,404 |
| 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 | $3,533,000 | 4,492 |
| U.S. Government securities | $3,533,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,533,000 | 3,859 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $3,315,000 | 3,426 |
| Mortgage-backed securities | $130,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $130,000 | 3,846 |
| Issued or guaranteed by U.S. | $130,000 | 3,774 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $130,000 | 1,549 |
| Available-for-sale securities (fair market value) | $3,403,000 | 4,272 |
| Total debt securities | $3,532,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $4,344,000 | 4,454 |
| U.S. Government securities | $4,344,000 | 3,915 |
| U.S. Treasury securities | $501,000 | 1,172 |
| U.S. Government agency obligations | $3,843,000 | 3,825 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,325,000 | 3,275 |
| Mortgage-backed securities | $143,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $143,000 | 3,843 |
| Issued or guaranteed by U.S. | $143,000 | 3,774 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $143,000 | 1,556 |
| Available-for-sale securities (fair market value) | $4,201,000 | 4,229 |
| Total debt securities | $4,343,000 | 4,430 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $4,431,000 | 4,482 |
| U.S. Government securities | $4,431,000 | 3,951 |
| U.S. Treasury securities | $1,004,000 | 1,086 |
| U.S. Government agency obligations | $3,427,000 | 3,939 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,410,000 | 3,262 |
| Mortgage-backed securities | $156,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $156,000 | 3,867 |
| Issued or guaranteed by U.S. | $156,000 | 3,788 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $156,000 | 1,563 |
| Available-for-sale securities (fair market value) | $4,275,000 | 4,245 |
| Total debt securities | $4,430,000 | 4,459 |
| 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 | $4,066,000 | 4,585 |
| U.S. Government securities | $4,066,000 | 4,089 |
| U.S. Treasury securities | $2,896,000 | 844 |
| U.S. Government agency obligations | $1,170,000 | 4,433 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,844,000 | 3,421 |
| Mortgage-backed securities | $171,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $171,000 | 3,879 |
| Issued or guaranteed by U.S. | $171,000 | 3,812 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $171,000 | 1,605 |
| Available-for-sale securities (fair market value) | $3,895,000 | 4,357 |
| Total debt securities | $4,068,000 | 4,565 |
| 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 | $4,366,000 | 4,638 |
| U.S. Government securities | $4,366,000 | 4,131 |
| U.S. Treasury securities | $4,184,000 | 728 |
| U.S. Government agency obligations | $182,000 | 4,762 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,143,000 | 3,424 |
| Mortgage-backed securities | $182,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $182,000 | 3,906 |
| Issued or guaranteed by U.S. | $182,000 | 3,835 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $182,000 | 1,665 |
| Available-for-sale securities (fair market value) | $4,184,000 | 4,413 |
| Total debt securities | $4,365,000 | 4,620 |
| 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 | $5,563,000 | 4,573 |
| U.S. Government securities | $5,563,000 | 4,035 |
| U.S. Treasury securities | $5,069,000 | 642 |
| U.S. Government agency obligations | $494,000 | 4,746 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,340,000 | 3,273 |
| Mortgage-backed securities | $194,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $194,000 | 3,921 |
| Issued or guaranteed by U.S. | $194,000 | 3,857 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $194,000 | 1,707 |
| Available-for-sale securities (fair market value) | $5,369,000 | 4,337 |
| Total debt securities | $5,563,000 | 4,554 |
| 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 | $5,553,000 | 4,633 |
| U.S. Government securities | $5,553,000 | 4,083 |
| U.S. Treasury securities | $4,047,000 | 753 |
| U.S. Government agency obligations | $1,506,000 | 4,569 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,330,000 | 3,335 |
| Mortgage-backed securities | $208,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $208,000 | 3,951 |
| Issued or guaranteed by U.S. | $208,000 | 3,881 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $208,000 | 1,726 |
| Available-for-sale securities (fair market value) | $5,345,000 | 4,382 |
| Total debt securities | $5,552,000 | 4,615 |
| 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 | $5,177,000 | 4,711 |
| U.S. Government securities | $5,177,000 | 4,175 |
| U.S. Treasury securities | $3,664,000 | 816 |
| U.S. Government agency obligations | $1,513,000 | 4,606 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,855,000 | 3,449 |
| Mortgage-backed securities | $220,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $220,000 | 3,982 |
| Issued or guaranteed by U.S. | $220,000 | 3,926 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $220,000 | 1,765 |
| Available-for-sale securities (fair market value) | $4,957,000 | 4,467 |
| Total debt securities | $5,177,000 | 4,691 |
| 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 | $5,164,000 | 4,764 |
| U.S. Government securities | $4,779,000 | 4,286 |
| U.S. Treasury securities | $3,255,000 | 815 |
| U.S. Government agency obligations | $1,524,000 | 4,680 |
| Securities issued by states & political subdivisions | $385,000 | 4,357 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,841,000 | 3,481 |
| Mortgage-backed securities | $234,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $234,000 | 4,028 |
| Issued or guaranteed by U.S. | $234,000 | 4,008 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $619,000 | 1,644 |
| Available-for-sale securities (fair market value) | $4,545,000 | 4,567 |
| Total debt securities | $5,163,000 | 4,746 |
| 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 | $5,295,000 | 4,813 |
| U.S. Government securities | $4,805,000 | 4,324 |
| U.S. Treasury securities | $3,266,000 | 782 |
| U.S. Government agency obligations | $1,539,000 | 4,707 |
| Securities issued by states & political subdivisions | $490,000 | 4,370 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,969,000 | 3,484 |
| Mortgage-backed securities | $251,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $251,000 | 4,073 |
| Issued or guaranteed by U.S. | $251,000 | 3,936 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $741,000 | 1,636 |
| Available-for-sale securities (fair market value) | $4,554,000 | 4,629 |
| Total debt securities | $5,294,000 | 4,793 |
| 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 | $4,987,000 | 4,905 |
| U.S. Government securities | $4,497,000 | 4,433 |
| U.S. Treasury securities | $2,930,000 | 819 |
| U.S. Government agency obligations | $1,567,000 | 4,789 |
| Securities issued by states & political subdivisions | $490,000 | 4,410 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,953,000 | 3,540 |
| Mortgage-backed securities | $267,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $267,000 | 4,105 |
| Issued or guaranteed by U.S. | $267,000 | 4,098 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $757,000 | 1,655 |
| Available-for-sale securities (fair market value) | $4,230,000 | 4,704 |
| Total debt securities | $4,988,000 | 4,885 |
| 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 | $3,417,000 | 5,123 |
| U.S. Government securities | $2,927,000 | 4,723 |
| U.S. Treasury securities | $848,000 | 1,146 |
| U.S. Government agency obligations | $2,079,000 | 4,738 |
| Securities issued by states & political subdivisions | $490,000 | 4,480 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,380,000 | 3,880 |
| Mortgage-backed securities | $284,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $284,000 | 4,143 |
| Issued or guaranteed by U.S. | $284,000 | 4,138 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $774,000 | 1,675 |
| Available-for-sale securities (fair market value) | $2,643,000 | 4,911 |
| Total debt securities | $3,417,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $3,440,000 | 5,185 |
| U.S. Government securities | $2,950,000 | 4,778 |
| U.S. Treasury securities | $1,351,000 | 970 |
| U.S. Government agency obligations | $1,599,000 | 4,893 |
| Securities issued by states & political subdivisions | $490,000 | 4,528 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,351,000 | 3,945 |
| Mortgage-backed securities | $302,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $302,000 | 4,188 |
| Issued or guaranteed by U.S. | $302,000 | 4,184 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $792,000 | 1,727 |
| Available-for-sale securities (fair market value) | $2,648,000 | 4,969 |
| Total debt securities | $3,440,000 | 5,162 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $3,908,000 | 5,178 |
| U.S. Government securities | $2,568,000 | 4,887 |
| U.S. Treasury securities | $949,000 | 1,135 |
| U.S. Government agency obligations | $1,619,000 | 4,940 |
| Securities issued by states & political subdivisions | $1,340,000 | 4,258 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,817,000 | 3,880 |
| Mortgage-backed securities | $321,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $321,000 | 4,210 |
| Issued or guaranteed by U.S. | $321,000 | 4,205 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,661,000 | 1,575 |
| Available-for-sale securities (fair market value) | $2,247,000 | 5,054 |
| Total debt securities | $3,908,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $3,858,000 | 5,253 |
| U.S. Government securities | $2,518,000 | 4,955 |
| U.S. Treasury securities | $1,878,000 | 950 |
| U.S. Government agency obligations | $640,000 | 5,235 |
| Securities issued by states & political subdivisions | $1,340,000 | 4,304 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,858,000 | 3,925 |
| Mortgage-backed securities | $341,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $341,000 | 4,265 |
| Issued or guaranteed by U.S. | $341,000 | 4,261 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,681,000 | 1,603 |
| Available-for-sale securities (fair market value) | $2,177,000 | 5,120 |
| Total debt securities | $3,858,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $3,376,000 | 5,346 |
| U.S. Government securities | $2,036,000 | 5,070 |
| U.S. Treasury securities | $1,226,000 | 1,009 |
| U.S. Government agency obligations | $810,000 | 5,236 |
| Securities issued by states & political subdivisions | $1,340,000 | 4,350 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,376,000 | 4,057 |
| Mortgage-backed securities | $362,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $362,000 | 4,289 |
| Issued or guaranteed by U.S. | $362,000 | 4,283 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,702,000 | 1,614 |
| Available-for-sale securities (fair market value) | $1,674,000 | 5,215 |
| Total debt securities | $3,376,000 | 5,323 |
| 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 | $3,306,000 | 5,405 |
| U.S. Government securities | $1,966,000 | 5,147 |
| U.S. Treasury securities | $776,000 | 1,029 |
| U.S. Government agency obligations | $1,190,000 | 5,204 |
| Securities issued by states & political subdivisions | $1,340,000 | 4,372 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,306,000 | 4,103 |
| Mortgage-backed securities | $390,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $390,000 | 4,306 |
| Issued or guaranteed by U.S. | $390,000 | 4,303 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,730,000 | 1,626 |
| Available-for-sale securities (fair market value) | $1,576,000 | 5,277 |
| Total debt securities | $3,306,000 | 5,375 |
| 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 | $3,929,000 | 5,425 |
| U.S. Government securities | $2,494,000 | 5,137 |
| U.S. Treasury securities | $1,078,000 | 923 |
| U.S. Government agency obligations | $1,416,000 | 5,262 |
| Securities issued by states & political subdivisions | $1,435,000 | 4,372 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,929,000 | 4,052 |
| Mortgage-backed securities | $417,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $417,000 | 4,349 |
| Issued or guaranteed by U.S. | $417,000 | 4,344 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,852,000 | 1,655 |
| Available-for-sale securities (fair market value) | $2,077,000 | 5,274 |
| Total debt securities | $3,929,000 | 5,402 |
| 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 | $3,956,000 | 5,489 |
| U.S. Government securities | $2,521,000 | 5,204 |
| U.S. Treasury securities | $1,079,000 | 951 |
| U.S. Government agency obligations | $1,442,000 | 5,339 |
| Securities issued by states & political subdivisions | $1,435,000 | 4,396 |
| 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 | $3,956,000 | 4,089 |
| Mortgage-backed securities | $443,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $443,000 | 4,371 |
| Issued or guaranteed by U.S. | $443,000 | 4,367 |
| 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) | $1,878,000 | 1,686 |
| Available-for-sale securities (fair market value) | $2,078,000 | 5,341 |
| Total debt securities | $3,956,000 | 5,468 |
| 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 | $3,482,000 | 5,590 |
| U.S. Government securities | $2,047,000 | 5,376 |
| U.S. Treasury securities | $951,000 | 1,137 |
| U.S. Government agency obligations | $1,096,000 | 5,469 |
| Securities issued by states & political subdivisions | $1,435,000 | 4,437 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,482,000 | 4,242 |
| Mortgage-backed securities | $471,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $471,000 | 4,380 |
| Issued or guaranteed by U.S. | $471,000 | 4,377 |
| 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) | $1,906,000 | 1,713 |
| Available-for-sale securities (fair market value) | $1,576,000 | 5,457 |
| Total debt securities | $3,482,000 | 5,565 |
| 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 | $3,360,000 | 5,700 |
| U.S. Government securities | $1,925,000 | 5,525 |
| U.S. Treasury securities | $953,000 | 1,070 |
| U.S. Government agency obligations | $972,000 | 5,615 |
| Securities issued by states & political subdivisions | $1,435,000 | 4,494 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,360,000 | 4,341 |
| Mortgage-backed securities | $496,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $496,000 | 4,427 |
| Issued or guaranteed by U.S. | $496,000 | 4,423 |
| 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) | $1,931,000 | 1,711 |
| Available-for-sale securities (fair market value) | $1,429,000 | 5,555 |
| Total debt securities | $3,360,000 | 5,673 |
| 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 | $3,484,000 | 5,764 |
| U.S. Government securities | $1,959,000 | 5,596 |
| U.S. Treasury securities | $302,000 | 1,249 |
| U.S. Government agency obligations | $1,657,000 | 5,545 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,480 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,484,000 | 4,354 |
| Mortgage-backed securities | $530,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $530,000 | 4,490 |
| Issued or guaranteed by U.S. | $530,000 | 4,487 |
| 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) | $2,055,000 | 1,714 |
| Available-for-sale securities (fair market value) | $1,429,000 | 5,619 |
| Total debt securities | $3,484,000 | 5,739 |
| 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 | $3,824,000 | 5,781 |
| U.S. Government securities | $2,299,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,299,000 | 5,500 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,496 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,824,000 | 4,328 |
| Mortgage-backed securities | $565,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $565,000 | 4,527 |
| Issued or guaranteed by U.S. | $565,000 | 4,522 |
| 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) | $2,090,000 | 1,707 |
| Available-for-sale securities (fair market value) | $1,734,000 | 5,644 |
| Total debt securities | $3,824,000 | 5,756 |
| 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 | $3,331,000 | 5,927 |
| U.S. Government securities | $1,806,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,806,000 | 5,694 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,570 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,331,000 | 4,513 |
| Mortgage-backed securities | $597,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $597,000 | 4,587 |
| Issued or guaranteed by U.S. | $597,000 | 4,581 |
| 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) | $2,122,000 | 1,730 |
| Available-for-sale securities (fair market value) | $1,209,000 | 5,794 |
| Total debt securities | $3,331,000 | 5,903 |
| 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 | $3,364,000 | 6,010 |
| U.S. Government securities | $1,839,000 | 5,871 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,839,000 | 5,781 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,616 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,364,000 | 4,561 |
| Mortgage-backed securities | $626,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $626,000 | 4,664 |
| Issued or guaranteed by U.S. | $626,000 | 4,661 |
| 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) | $2,151,000 | 1,741 |
| Available-for-sale securities (fair market value) | $1,213,000 | 5,878 |
| Total debt securities | $3,364,000 | 5,987 |
| 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 | $3,589,000 | 6,051 |
| U.S. Government securities | $1,979,000 | 5,922 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,979,000 | 5,822 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,633 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,589,000 | 4,527 |
| Mortgage-backed securities | $663,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $663,000 | 4,686 |
| Issued or guaranteed by U.S. | $663,000 | 4,684 |
| 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) | $2,273,000 | 1,741 |
| Available-for-sale securities (fair market value) | $1,316,000 | 5,922 |
| Total debt securities | $3,589,000 | 6,027 |
| 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 | $3,626,000 | 6,098 |
| U.S. Government securities | $2,016,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,016,000 | 5,849 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,659 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,626,000 | 4,541 |
| Mortgage-backed securities | $696,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $696,000 | 4,724 |
| Issued or guaranteed by U.S. | $696,000 | 4,720 |
| 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) | $2,306,000 | 1,737 |
| Available-for-sale securities (fair market value) | $1,320,000 | 5,971 |
| Total debt securities | $3,626,000 | 6,069 |
| 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 | $3,404,000 | 6,197 |
| U.S. Government securities | $1,794,000 | 6,063 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,794,000 | 5,964 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,687 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,404,000 | 4,632 |
| Mortgage-backed securities | $732,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $732,000 | 4,735 |
| Issued or guaranteed by U.S. | $732,000 | 4,730 |
| 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) | $2,342,000 | 1,718 |
| Available-for-sale securities (fair market value) | $1,062,000 | 6,088 |
| Total debt securities | $3,404,000 | 6,170 |
| 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 | $3,292,000 | 6,279 |
| U.S. Government securities | $1,682,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,682,000 | 6,061 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,711 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,292,000 | 4,718 |
| Mortgage-backed securities | $778,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $778,000 | 4,752 |
| Issued or guaranteed by U.S. | $778,000 | 4,748 |
| 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) | $2,388,000 | 1,682 |
| Available-for-sale securities (fair market value) | $904,000 | 6,185 |
| Total debt securities | $3,292,000 | 6,249 |
| 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 | $3,162,000 | 6,318 |
| U.S. Government securities | $1,467,000 | 6,192 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,467,000 | 6,091 |
| Securities issued by states & political subdivisions | $1,695,000 | 4,670 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,162,000 | 4,757 |
| Mortgage-backed securities | $859,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $859,000 | 4,697 |
| Issued or guaranteed by U.S. | $859,000 | 4,693 |
| 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) | $2,554,000 | 1,605 |
| Available-for-sale securities (fair market value) | $608,000 | 6,265 |
| Total debt securities | $3,162,000 | 6,288 |
| 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 | $3,621,000 | 6,300 |
| U.S. Government securities | $1,926,000 | 6,139 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,926,000 | 6,037 |
| Securities issued by states & political subdivisions | $1,695,000 | 4,669 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,621,000 | 4,671 |
| Mortgage-backed securities | $962,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $962,000 | 4,705 |
| Issued or guaranteed by U.S. | $962,000 | 4,703 |
| 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) | $2,657,000 | 1,556 |
| Available-for-sale securities (fair market value) | $964,000 | 6,273 |
| Total debt securities | $3,621,000 | 6,269 |
| 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 | $3,411,000 | 6,375 |
| U.S. Government securities | $1,716,000 | 6,248 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,716,000 | 6,142 |
| Securities issued by states & political subdivisions | $1,695,000 | 4,677 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,411,000 | 4,726 |
| Mortgage-backed securities | $1,097,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $1,097,000 | 4,674 |
| Issued or guaranteed by U.S. | $1,097,000 | 4,673 |
| 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) | $2,792,000 | 1,548 |
| Available-for-sale securities (fair market value) | $619,000 | 6,378 |
| Total debt securities | $3,411,000 | 6,343 |
| 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 | $3,449,000 | 6,461 |
| U.S. Government securities | $1,754,000 | 6,355 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,754,000 | 6,255 |
| Securities issued by states & political subdivisions | $1,695,000 | 4,690 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,449,000 | 4,766 |
| Mortgage-backed securities | $1,252,000 | 5,075 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,716 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,714 |
| 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) | $2,947,000 | 1,552 |
| Available-for-sale securities (fair market value) | $502,000 | 6,488 |
| Total debt securities | $3,449,000 | 6,430 |
| 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 | $3,935,000 | 6,464 |
| U.S. Government securities | $2,160,000 | 6,345 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,160,000 | 6,250 |
| Securities issued by states & political subdivisions | $1,775,000 | 4,637 |
| 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 | $3,771,000 | 4,718 |
| Mortgage-backed securities | $1,395,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $1,395,000 | 4,693 |
| Issued or guaranteed by U.S. | $1,395,000 | 4,691 |
| 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) | $3,170,000 | 1,514 |
| Available-for-sale securities (fair market value) | $765,000 | 6,505 |
| Total debt securities | $3,935,000 | 6,438 |
| 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 | $4,062,000 | 6,503 |
| U.S. Government securities | $2,287,000 | 6,402 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,287,000 | 6,303 |
| Securities issued by states & political subdivisions | $1,775,000 | 4,596 |
| 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 | $3,898,000 | 4,700 |
| Mortgage-backed securities | $1,522,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,658 |
| 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) | $3,297,000 | 1,519 |
| Available-for-sale securities (fair market value) | $765,000 | 6,549 |
| Total debt securities | $4,062,000 | 6,473 |
| 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 | $3,626,000 | 6,592 |
| U.S. Government securities | $1,851,000 | 6,526 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,851,000 | 6,430 |
| Securities issued by states & political subdivisions | $1,775,000 | 4,594 |
| 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 | $3,626,000 | 4,589 |
| Mortgage-backed securities | $1,651,000 | 4,996 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,651,000 | 4,552 |
| 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) | $3,426,000 | 1,551 |
| Available-for-sale securities (fair market value) | $200,000 | 6,663 |
| Total debt securities | $3,626,000 | 6,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,293,000 | 6,705 |
| U.S. Government securities | $1,518,000 | 6,650 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,518,000 | 6,553 |
| Securities issued by states & political subdivisions | $1,775,000 | 4,539 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,293,000 | 4,686 |
| Mortgage-backed securities | $1,015,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,801 |
| 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) | $2,790,000 | 1,662 |
| Available-for-sale securities (fair market value) | $503,000 | 6,674 |
| Total debt securities | $3,293,000 | 6,670 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,760,000 | 6,727 |
| U.S. Government securities | $1,910,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,910,000 | 6,573 |
| Securities issued by states & political subdivisions | $1,850,000 | 4,491 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,760,000 | 4,596 |
| Mortgage-backed securities | $1,124,000 | 5,155 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,736 |
| 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) | $2,974,000 | 1,668 |
| Available-for-sale securities (fair market value) | $786,000 | 6,691 |
| Total debt securities | $3,760,000 | 6,693 |
| 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 | $3,592,000 | 6,791 |
| U.S. Government securities | $1,742,000 | 6,743 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,742,000 | 6,648 |
| Securities issued by states & political subdivisions | $1,850,000 | 4,476 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,592,000 | 4,646 |
| Mortgage-backed securities | $1,228,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,228,000 | 4,654 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $3,078,000 | 1,655 |
| Available-for-sale securities (fair market value) | $514,000 | 6,784 |
| Total debt securities | $3,592,000 | 6,754 |
| 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 | $3,398,000 | 6,821 |
| U.S. Government securities | $1,549,000 | 6,798 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,549,000 | 6,681 |
| Securities issued by states & political subdivisions | $1,849,000 | 4,479 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,398,000 | 4,713 |
| Mortgage-backed securities | $829,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $829,000 | 4,811 |
| Issued or guaranteed by U.S. | $829,000 | 4,803 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,678,000 | 1,752 |
| Available-for-sale securities (fair market value) | $720,000 | 6,774 |
| Total debt securities | $3,398,000 | 6,785 |
| 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 | $3,326,000 | 6,878 |
| U.S. Government securities | $1,477,000 | 6,861 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,477,000 | 6,744 |
| Securities issued by states & political subdivisions | $1,849,000 | 4,413 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,325,000 | 4,779 |
| Mortgage-backed securities | $953,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $953,000 | 4,750 |
| Issued or guaranteed by U.S. | $953,000 | 4,742 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,802,000 | 1,771 |
| Available-for-sale securities (fair market value) | $524,000 | 6,879 |
| Total debt securities | $3,326,000 | 6,843 |
| 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 | $3,526,000 | 6,925 |
| U.S. Government securities | $1,607,000 | 6,943 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,607,000 | 6,834 |
| Securities issued by states & political subdivisions | $1,919,000 | 4,344 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,525,000 | 4,777 |
| Mortgage-backed securities | $1,080,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,080,000 | 4,691 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,999,000 | 1,794 |
| Available-for-sale securities (fair market value) | $527,000 | 6,946 |
| Total debt securities | $3,526,000 | 6,888 |
| 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 | $3,913,000 | 6,915 |
| U.S. Government securities | $1,995,000 | 6,958 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,995,000 | 6,845 |
| Securities issued by states & political subdivisions | $1,918,000 | 4,344 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,913,000 | 4,711 |
| Mortgage-backed securities | $1,213,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $1,213,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,213,000 | 4,760 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,131,000 | 1,783 |
| Available-for-sale securities (fair market value) | $782,000 | 6,969 |
| Total debt securities | $3,913,000 | 6,875 |
| 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 | $4,052,000 | 6,911 |
| U.S. Government securities | $2,134,000 | 6,923 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,134,000 | 6,826 |
| Securities issued by states & political subdivisions | $1,918,000 | 4,373 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,671,000 | 4,817 |
| Mortgage-backed securities | $1,348,000 | 5,248 |
| Certificates of participation in pools of residential mortgages | $1,348,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,348,000 | 4,786 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,266,000 | 1,780 |
| Available-for-sale securities (fair market value) | $786,000 | 7,012 |
| Total debt securities | $4,052,000 | 6,870 |
| 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 | $4,188,000 | 6,934 |
| U.S. Government securities | $2,271,000 | 6,950 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,271,000 | 6,849 |
| Securities issued by states & political subdivisions | $1,917,000 | 4,412 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,761,000 | 4,805 |
| Mortgage-backed securities | $1,480,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,831 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,820 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,397,000 | 1,841 |
| Available-for-sale securities (fair market value) | $791,000 | 7,084 |
| Total debt securities | $4,188,000 | 6,895 |
| 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 | $4,377,000 | 6,917 |
| U.S. Government securities | $2,425,000 | 6,934 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,425,000 | 6,836 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,368 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,898,000 | 4,777 |
| Mortgage-backed securities | $1,634,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,815 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,586,000 | 1,803 |
| Available-for-sale securities (fair market value) | $791,000 | 7,130 |
| Total debt securities | $4,377,000 | 6,879 |
| 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 | $4,758,000 | 6,894 |
| U.S. Government securities | $2,807,000 | 6,918 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,807,000 | 6,830 |
| Securities issued by states & political subdivisions | $1,951,000 | 4,292 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,452,000 | 5,009 |
| Mortgage-backed securities | $1,811,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,822 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,762,000 | 1,809 |
| Available-for-sale securities (fair market value) | $996,000 | 7,143 |
| Total debt securities | $4,758,000 | 6,853 |
| 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 | $5,829,000 | 6,750 |
| U.S. Government securities | $3,879,000 | 6,732 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,879,000 | 6,634 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,236 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,296,000 | 5,096 |
| Mortgage-backed securities | $884,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $884,000 | 5,267 |
| Issued or guaranteed by U.S. | $884,000 | 5,251 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,834,000 | 1,984 |
| Available-for-sale securities (fair market value) | $2,995,000 | 6,781 |
| Total debt securities | $5,829,000 | 6,714 |
| 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 | $4,155,000 | 7,107 |
| U.S. Government securities | $1,905,000 | 7,357 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,905,000 | 7,259 |
| Securities issued by states & political subdivisions | $2,250,000 | 4,072 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,154,000 | 4,794 |
| Mortgage-backed securities | $915,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $915,000 | 5,224 |
| Issued or guaranteed by U.S. | $915,000 | 5,210 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,165,000 | 1,928 |
| Available-for-sale securities (fair market value) | $990,000 | 7,226 |
| Total debt securities | $4,155,000 | 7,061 |
| 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 | $4,184,000 | 7,172 |
| U.S. Government securities | $1,900,000 | 7,405 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,900,000 | 7,317 |
| Securities issued by states & political subdivisions | $2,284,000 | 4,107 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,651,000 | 4,976 |
| Mortgage-backed securities | $948,000 | 5,635 |
| Certificates of participation in pools of residential mortgages | $948,000 | 5,216 |
| Issued or guaranteed by U.S. | $948,000 | 5,194 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,232,000 | 1,915 |
| Available-for-sale securities (fair market value) | $952,000 | 7,305 |
| Total debt securities | $4,184,000 | 7,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,497,000 | 7,128 |
| U.S. Government securities | $2,214,000 | 7,317 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,214,000 | 7,214 |
| Securities issued by states & political subdivisions | $2,283,000 | 4,121 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,819 |
| Mortgage-backed securities | $699,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,320 |
| Issued or guaranteed by U.S. | $699,000 | 5,294 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,982,000 | 2,003 |
| Available-for-sale securities (fair market value) | $1,515,000 | 7,197 |
| Total debt securities | $4,497,000 | 7,071 |
| 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 | $2,930,000 | 7,577 |
| U.S. Government securities | $2,191,000 | 7,441 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,191,000 | 7,331 |
| Securities issued by states & political subdivisions | $739,000 | 5,085 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,930,000 | 5,274 |
| Mortgage-backed securities | $487,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,336 |
| Issued or guaranteed by U.S. | $487,000 | 5,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,226,000 | 2,566 |
| Available-for-sale securities (fair market value) | $1,704,000 | 7,193 |
| Total debt securities | $2,930,000 | 7,532 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,048,000 | 7,562 |
| U.S. Government securities | $2,310,000 | 7,466 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,310,000 | 7,350 |
| Securities issued by states & political subdivisions | $738,000 | 5,120 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,048,000 | 5,215 |
| Mortgage-backed securities | $502,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $502,000 | 5,234 |
| Issued or guaranteed by U.S. | $502,000 | 5,215 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,240,000 | 2,613 |
| Available-for-sale securities (fair market value) | $1,808,000 | 7,195 |
| Total debt securities | $3,048,000 | 7,520 |
| 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 | $2,891,000 | 7,675 |
| U.S. Government securities | $2,123,000 | 7,574 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,123,000 | 7,458 |
| Securities issued by states & political subdivisions | $768,000 | 5,115 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,640,000 | 5,448 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $768,000 | 2,889 |
| Available-for-sale securities (fair market value) | $2,123,000 | 7,154 |
| Total debt securities | $2,891,000 | 7,629 |
| 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 | $2,543,000 | 7,791 |
| U.S. Government securities | $1,776,000 | 7,722 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,776,000 | 7,601 |
| Securities issued by states & political subdivisions | $767,000 | 5,161 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,543,000 | 5,496 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $767,000 | 2,922 |
| Available-for-sale securities (fair market value) | $1,776,000 | 7,260 |
| Total debt securities | $2,543,000 | 7,742 |
| 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 | $2,707,000 | 7,801 |
| U.S. Government securities | $1,941,000 | 7,728 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,941,000 | 7,607 |
| Securities issued by states & political subdivisions | $766,000 | 5,188 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,307,000 | 5,607 |
| Mortgage-backed securities | $1,000 | 6,676 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,420 |
| Issued or guaranteed by U.S. | $1,000 | 6,394 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $767,000 | 2,988 |
| Available-for-sale securities (fair market value) | $1,940,000 | 7,261 |
| Total debt securities | $2,707,000 | 7,752 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,108,000 | 7,765 |
| U.S. Government securities | $2,342,000 | 7,672 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,342,000 | 7,540 |
| Securities issued by states & political subdivisions | $766,000 | 5,216 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,399,000 | 5,621 |
| Mortgage-backed securities | $12,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,289 |
| Issued or guaranteed by U.S. | $12,000 | 6,262 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $778,000 | 3,047 |
| Available-for-sale securities (fair market value) | $2,330,000 | 7,222 |
| Total debt securities | $3,108,000 | 7,717 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,171,000 | 7,326 |
| U.S. Government securities | $4,376,000 | 7,085 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,376,000 | 6,944 |
| Securities issued by states & political subdivisions | $795,000 | 5,225 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,228,000 | 5,689 |
| Mortgage-backed securities | $13,000 | 6,619 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,327 |
| Issued or guaranteed by U.S. | $13,000 | 6,304 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $808,000 | 3,055 |
| Available-for-sale securities (fair market value) | $4,363,000 | 6,784 |
| Total debt securities | $5,171,000 | 7,273 |
| 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 | $2,499,000 | 8,024 |
| U.S. Government securities | $1,704,000 | 7,967 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,704,000 | 7,834 |
| Securities issued by states & political subdivisions | $795,000 | 5,254 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,485,000 | 5,589 |
| Mortgage-backed securities | $14,000 | 6,655 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,354 |
| Issued or guaranteed by U.S. | $14,000 | 6,333 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $809,000 | 3,115 |
| Available-for-sale securities (fair market value) | $1,690,000 | 7,442 |
| Total debt securities | $2,498,000 | 7,982 |
| 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 | $2,229,000 | 8,117 |
| U.S. Government securities | $1,310,000 | 8,130 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,310,000 | 8,006 |
| Securities issued by states & political subdivisions | $919,000 | 5,160 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,818,000 | 5,957 |
| Mortgage-backed securities | $15,000 | 6,718 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,404 |
| Issued or guaranteed by U.S. | $15,000 | 6,385 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $934,000 | 3,120 |
| Available-for-sale securities (fair market value) | $1,295,000 | 7,583 |
| Total debt securities | $2,235,000 | 8,065 |
| 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 | $2,088,000 | 8,186 |
| U.S. Government securities | $1,169,000 | 8,190 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,169,000 | 8,070 |
| Securities issued by states & political subdivisions | $919,000 | 5,172 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,000 | 5,881 |
| Mortgage-backed securities | $16,000 | 6,743 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,431 |
| Issued or guaranteed by U.S. | $16,000 | 6,414 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $935,000 | 3,157 |
| Available-for-sale securities (fair market value) | $1,153,000 | 7,640 |
| Total debt securities | $2,092,000 | 8,136 |
| 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 | $2,220,000 | 8,187 |
| U.S. Government securities | $1,176,000 | 8,216 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,176,000 | 8,091 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,027 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 5,823 |
| Mortgage-backed securities | $18,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,465 |
| Issued or guaranteed by U.S. | $18,000 | 6,446 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,062,000 | 3,110 |
| Available-for-sale securities (fair market value) | $1,158,000 | 7,664 |
| Total debt securities | $2,220,000 | 8,140 |
| 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 | $2,226,000 | 8,264 |
| U.S. Government securities | $1,182,000 | 8,279 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,182,000 | 8,147 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,059 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,003,000 | 5,892 |
| Mortgage-backed securities | $26,000 | 6,810 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,494 |
| Issued or guaranteed by U.S. | $26,000 | 6,476 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,070,000 | 3,156 |
| Available-for-sale securities (fair market value) | $1,156,000 | 7,739 |
| Total debt securities | $2,226,000 | 8,211 |
| 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 | $2,237,000 | 8,303 |
| U.S. Government securities | $1,193,000 | 8,305 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,193,000 | 8,179 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,079 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,061,000 | 5,837 |
| Mortgage-backed securities | $27,000 | 6,853 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,531 |
| Issued or guaranteed by U.S. | $27,000 | 6,519 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,071,000 | 3,186 |
| Available-for-sale securities (fair market value) | $1,166,000 | 7,760 |
| Total debt securities | $2,237,000 | 8,248 |
| 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 | $2,253,000 | 8,337 |
| U.S. Government securities | $1,208,000 | 8,349 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,208,000 | 8,221 |
| Securities issued by states & political subdivisions | $1,045,000 | 5,113 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,074,000 | 5,844 |
| Mortgage-backed securities | $28,000 | 6,895 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,566 |
| Issued or guaranteed by U.S. | $28,000 | 6,552 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,073,000 | 3,241 |
| Available-for-sale securities (fair market value) | $1,180,000 | 7,805 |
| Total debt securities | $2,253,000 | 8,283 |
| 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 | $2,449,000 | 8,386 |
| U.S. Government securities | $1,203,000 | 8,431 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,203,000 | 8,298 |
| Securities issued by states & political subdivisions | $1,246,000 | 4,928 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,165,000 | 5,809 |
| Mortgage-backed securities | $33,000 | 6,949 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,611 |
| Issued or guaranteed by U.S. | $33,000 | 6,599 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,279,000 | 3,156 |
| Available-for-sale securities (fair market value) | $1,170,000 | 7,871 |
| Total debt securities | $2,449,000 | 8,334 |
| 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 | $2,470,000 | 8,364 |
| U.S. Government securities | $1,224,000 | 8,406 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,224,000 | 8,270 |
| Securities issued by states & political subdivisions | $1,246,000 | 4,932 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,181,000 | 5,774 |
| Mortgage-backed securities | $35,000 | 6,955 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,610 |
| Issued or guaranteed by U.S. | $35,000 | 6,594 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,281,000 | 3,154 |
| Available-for-sale securities (fair market value) | $1,189,000 | 7,884 |
| Total debt securities | $2,470,000 | 8,297 |
| 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 | $2,483,000 | 8,430 |
| U.S. Government securities | $1,237,000 | 8,486 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,237,000 | 8,343 |
| Securities issued by states & political subdivisions | $1,246,000 | 4,975 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,186,000 | 5,717 |
| Mortgage-backed securities | $45,000 | 6,949 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,610 |
| Issued or guaranteed by U.S. | $45,000 | 6,589 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,291,000 | 3,194 |
| Available-for-sale securities (fair market value) | $1,192,000 | 7,940 |
| Total debt securities | $2,483,000 | 8,359 |
| 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 | $2,532,000 | 8,422 |
| U.S. Government securities | $1,285,000 | 8,453 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,285,000 | 8,307 |
| Securities issued by states & political subdivisions | $1,247,000 | 4,994 |
| 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 | $1,925,000 | 5,895 |
| Mortgage-backed securities | $87,000 | 6,861 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,506 |
| Issued or guaranteed by U.S. | $87,000 | 6,481 |
| 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) | $1,334,000 | 3,211 |
| Available-for-sale securities (fair market value) | $1,198,000 | 7,955 |
| Total debt securities | $2,532,000 | 8,344 |
| 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 | $2,493,000 | 8,457 |
| U.S. Government securities | $1,221,000 | 8,485 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,221,000 | 8,337 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,943 |
| 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 | $2,365,000 | 5,612 |
| Mortgage-backed securities | $128,000 | 6,815 |
| Certificates of participation in pools of residential mortgages | $128,000 | 6,410 |
| Issued or guaranteed by U.S. | $128,000 | 6,390 |
| 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) | $1,400,000 | 3,203 |
| Available-for-sale securities (fair market value) | $1,093,000 | 7,999 |
| Total debt securities | $2,493,000 | 8,378 |
| 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 | $2,628,000 | 8,478 |
| U.S. Government securities | $1,356,000 | 8,511 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,356,000 | 8,351 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,883 |
| 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 | $2,367,000 | 5,659 |
| Mortgage-backed securities | $261,000 | 6,622 |
| Certificates of participation in pools of residential mortgages | $165,000 | 6,338 |
| Issued or guaranteed by U.S. | $165,000 | 6,318 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $96,000 | 4,072 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,887 |
| 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) | $1,533,000 | 3,167 |
| Available-for-sale securities (fair market value) | $1,095,000 | 8,037 |
| Total debt securities | $2,628,000 | 8,392 |
| 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 | $2,814,000 | 8,482 |
| U.S. Government securities | $1,541,000 | 8,503 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,541,000 | 8,338 |
| Securities issued by states & political subdivisions | $1,273,000 | 4,888 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,953,000 | 5,931 |
| Mortgage-backed securities | $639,000 | 6,213 |
| Certificates of participation in pools of residential mortgages | $236,000 | 6,179 |
| Issued or guaranteed by U.S. | $236,000 | 6,161 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $403,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 3,557 |
| 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) | $1,912,000 | 3,074 |
| Available-for-sale securities (fair market value) | $902,000 | 8,133 |
| Total debt securities | $2,814,000 | 8,390 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,756,000 | 8,005 |
| U.S. Government securities | $3,456,000 | 7,876 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,456,000 | 7,632 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,931 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,880,000 | 6,037 |
| Mortgage-backed securities | $752,000 | 6,099 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,444 |
| Issued or guaranteed by U.S. | $752,000 | 5,423 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,052,000 | 3,162 |
| Available-for-sale securities (fair market value) | $2,704,000 | 7,712 |
| Total debt securities | $4,756,000 | 7,902 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,937,000 | 8,381 |
| U.S. Government securities | $3,629,000 | 8,351 |
| U.S. Treasury securities | $1,444,000 | 2,337 |
| U.S. Government agency obligations | $2,185,000 | 8,619 |
| Securities issued by states & political subdivisions | $1,302,000 | 5,001 |
| 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 | $6,000 | 7,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,010,000 | 6,240 |
| Mortgage-backed securities | $269,000 | 6,479 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,895 |
| Issued or guaranteed by U.S. | $269,000 | 5,874 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,571,000 | 4,098 |
| Available-for-sale securities (fair market value) | $3,366,000 | 7,764 |
| Total debt securities | $4,931,000 | 8,270 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,595,000 | 8,817 |
| U.S. Government securities | $3,968,000 | 8,522 |
| U.S. Treasury securities | $2,538,000 | 2,384 |
| U.S. Government agency obligations | $1,430,000 | 9,193 |
| Securities issued by states & political subdivisions | $621,000 | 6,195 |
| 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 | $6,000 | 8,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 6,468 |
| Mortgage-backed securities | $94,000 | 7,291 |
| Certificates of participation in pools of residential mortgages | $94,000 | 6,761 |
| Issued or guaranteed by U.S. | $94,000 | 6,743 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $715,000 | 5,110 |
| Available-for-sale securities (fair market value) | $3,880,000 | 7,803 |
| Total debt securities | $4,589,000 | 8,719 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,298,000 | 9,015 |
| U.S. Government securities | $3,773,000 | 8,629 |
| U.S. Treasury securities | $1,694,000 | 4,205 |
| U.S. Government agency obligations | $2,079,000 | 8,690 |
| Securities issued by states & political subdivisions | $519,000 | 6,527 |
| 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 | $6,000 | 7,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 6,216 |
| Mortgage-backed securities | $117,000 | 7,451 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,912 |
| Issued or guaranteed by U.S. | $117,000 | 6,894 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $636,000 | 5,733 |
| Available-for-sale securities (fair market value) | $3,662,000 | 7,842 |
| Total debt securities | $4,292,000 | 8,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,592,000 | 10,123 |
| U.S. Government securities | $2,243,000 | 9,914 |
| U.S. Treasury securities | $1,297,000 | 5,987 |
| U.S. Government agency obligations | $946,000 | 9,744 |
| Securities issued by states & political subdivisions | $343,000 | 7,091 |
| 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 | $6,000 | 8,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,856,000 | 6,622 |
| Mortgage-backed securities | $142,000 | 7,747 |
| Certificates of participation in pools of residential mortgages | $142,000 | 7,106 |
| Issued or guaranteed by U.S. | $142,000 | 7,080 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $485,000 | 6,811 |
| Available-for-sale securities (fair market value) | $2,107,000 | 8,684 |
| Total debt securities | $2,586,000 | 10,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,671,000 | 10,302 |
| U.S. Government securities | $3,485,000 | 9,902 |
| U.S. Treasury securities | $1,919,000 | 6,167 |
| U.S. Government agency obligations | $1,566,000 | 9,759 |
| Securities issued by states & political subdivisions | $180,000 | 7,994 |
| 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 | $6,000 | 8,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,539,000 | 7,167 |
| Mortgage-backed securities | $178,000 | 8,227 |
| Certificates of participation in pools of residential mortgages | $178,000 | 7,544 |
| Issued or guaranteed by U.S. | $178,000 | 7,525 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $358,000 | 7,558 |
| Available-for-sale securities (fair market value) | $3,313,000 | 8,467 |
| Total debt securities | $3,665,000 | 10,202 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,674,000 | 11,141 |
| U.S. Government securities | $2,489,000 | 10,877 |
| U.S. Treasury securities | $1,619,000 | 7,564 |
| U.S. Government agency obligations | $870,000 | 10,600 |
| Securities issued by states & political subdivisions | $179,000 | 8,327 |
| 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 | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,000 | 6,543 |
| Mortgage-backed securities | $263,000 | 8,502 |
| Certificates of participation in pools of residential mortgages | $263,000 | 7,644 |
| Issued or guaranteed by U.S. | $263,000 | 7,613 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $442,000 | 7,885 |
| Available-for-sale securities (fair market value) | $2,232,000 | 9,297 |
| Total debt securities | $2,668,000 | 11,041 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,835,000 | 12,109 |
| U.S. Government securities | $1,649,000 | 11,924 |
| U.S. Treasury securities | $707,000 | 10,129 |
| U.S. Government agency obligations | $942,000 | 10,953 |
| Securities issued by states & political subdivisions | $180,000 | 8,761 |
| 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 | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,000 | 7,928 |
| Mortgage-backed securities | $310,000 | 8,948 |
| Certificates of participation in pools of residential mortgages | $310,000 | 7,959 |
| Issued or guaranteed by U.S. | $310,000 | 7,934 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $490,000 | 11,108 |
| Available-for-sale securities (fair market value) | $1,345,000 | 9,386 |
| Total debt securities | $1,829,000 | 12,020 |
| 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 | $2,864,000 | 12,220 |
| U.S. Government securities | $2,678,000 | 11,822 |
| U.S. Treasury securities | $1,094,000 | 9,717 |
| U.S. Government agency obligations | $1,584,000 | 10,622 |
| Securities issued by states & political subdivisions | $180,000 | 8,964 |
| 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 | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,711,000 | 7,406 |
| Mortgage-backed securities | $893,000 | 8,632 |
| Certificates of participation in pools of residential mortgages | $893,000 | 7,285 |
| Issued or guaranteed by U.S. | $893,000 | 7,236 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,858,000 | 12,098 |
| 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 | $3,799,000 | 12,223 |
| U.S. Government securities | $3,578,000 | 11,709 |
| U.S. Treasury securities | $1,283,000 | 9,865 |
| U.S. Government agency obligations | $2,295,000 | 10,223 |
| Securities issued by states & political subdivisions | $215,000 | 8,676 |
| 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 | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,686,000 | 7,551 |
| Mortgage-backed securities | $1,492,000 | 8,250 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 6,788 |
| Issued or guaranteed by U.S. | $1,492,000 | 6,723 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,793,000 | 12,105 |
| 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 |