Home > Bank of Holyrood > Securities
Bank of Holyrood, Securities
| 2023-12-31 | Rank | |
| Total securities | $18,335,000 | 3,647 |
| U.S. Government securities | $14,009,000 | 3,320 |
| U.S. Treasury securities | $978,000 | 2,535 |
| U.S. Government agency obligations | $13,031,000 | 3,021 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,004 |
| 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 | $11,057,000 | 2,852 |
| Mortgage-backed securities | $13,031,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,031,000 | 1,834 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,259,000 | 3,406 |
| Total debt securities | $18,259,000 | 3,630 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $19,162,000 | 3,620 |
| U.S. Government securities | $14,133,000 | 3,331 |
| U.S. Treasury securities | $967,000 | 2,596 |
| U.S. Government agency obligations | $13,166,000 | 2,996 |
| Securities issued by states & political subdivisions | $4,965,000 | 2,938 |
| 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 | $4,646,000 | 3,348 |
| Mortgage-backed securities | $13,166,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,166,000 | 1,796 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $19,098,000 | 3,368 |
| Total debt securities | $19,098,000 | 3,602 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $20,237,000 | 3,622 |
| U.S. Government securities | $15,130,000 | 3,322 |
| U.S. Treasury securities | $959,000 | 2,626 |
| U.S. Government agency obligations | $14,171,000 | 2,980 |
| Securities issued by states & political subdivisions | $5,051,000 | 2,974 |
| 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 | $4,535,000 | 3,344 |
| Mortgage-backed securities | $14,171,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,171,000 | 1,768 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $20,181,000 | 3,366 |
| Total debt securities | $20,181,000 | 3,605 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $21,013,000 | 3,675 |
| U.S. Government securities | $15,345,000 | 3,388 |
| U.S. Treasury securities | $962,000 | 2,707 |
| U.S. Government agency obligations | $14,383,000 | 2,975 |
| Securities issued by states & political subdivisions | $5,618,000 | 2,970 |
| 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 | $3,379,000 | 3,444 |
| Mortgage-backed securities | $14,383,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,383,000 | 1,815 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $20,963,000 | 3,414 |
| Total debt securities | $20,963,000 | 3,654 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $21,643,000 | 3,681 |
| U.S. Government securities | $15,980,000 | 3,352 |
| U.S. Treasury securities | $951,000 | 2,751 |
| U.S. Government agency obligations | $15,029,000 | 2,927 |
| Securities issued by states & political subdivisions | $5,617,000 | 3,006 |
| 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 | $3,499,000 | 3,372 |
| Mortgage-backed securities | $15,029,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,029,000 | 1,791 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $21,597,000 | 3,407 |
| Total debt securities | $21,597,000 | 3,660 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $21,443,000 | 3,702 |
| U.S. Government securities | $16,407,000 | 3,340 |
| U.S. Treasury securities | $951,000 | 2,761 |
| U.S. Government agency obligations | $15,456,000 | 2,922 |
| Securities issued by states & political subdivisions | $4,994,000 | 3,086 |
| 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 | $3,575,000 | 3,335 |
| Mortgage-backed securities | $15,456,000 | 2,354 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,456,000 | 1,784 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $21,401,000 | 3,422 |
| Total debt securities | $21,401,000 | 3,680 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $20,831,000 | 3,752 |
| U.S. Government securities | $15,977,000 | 3,398 |
| U.S. Treasury securities | $960,000 | 2,728 |
| U.S. Government agency obligations | $15,017,000 | 2,984 |
| Securities issued by states & political subdivisions | $4,815,000 | 3,163 |
| 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 | $3,941,000 | 3,301 |
| Mortgage-backed securities | $15,017,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $15,017,000 | 1,906 |
| Issued or guaranteed by U.S. | $15,017,000 | 1,863 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $20,792,000 | 3,489 |
| Total debt securities | $20,792,000 | 3,737 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $18,898,000 | 3,787 |
| U.S. Government securities | $15,781,000 | 3,328 |
| U.S. Treasury securities | $980,000 | 2,460 |
| U.S. Government agency obligations | $14,801,000 | 2,994 |
| Securities issued by states & political subdivisions | $3,070,000 | 3,393 |
| 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 | $4,372,000 | 3,230 |
| Mortgage-backed securities | $14,801,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $14,801,000 | 1,939 |
| Issued or guaranteed by U.S. | $14,801,000 | 1,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $18,851,000 | 3,548 |
| Total debt securities | $18,851,000 | 3,770 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $14,773,000 | 3,909 |
| U.S. Government securities | $11,868,000 | 3,455 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,868,000 | 3,154 |
| Securities issued by states & political subdivisions | $2,856,000 | 3,485 |
| 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 | $6,999,000 | 2,927 |
| Mortgage-backed securities | $11,868,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $11,868,000 | 2,134 |
| Issued or guaranteed by U.S. | $11,868,000 | 2,073 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $14,724,000 | 3,698 |
| Total debt securities | $14,724,000 | 3,894 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $12,523,000 | 4,012 |
| U.S. Government securities | $9,591,000 | 3,588 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,591,000 | 3,344 |
| Securities issued by states & political subdivisions | $2,887,000 | 3,508 |
| 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 | $3,528,000 | 3,369 |
| Mortgage-backed securities | $9,591,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $9,591,000 | 2,319 |
| Issued or guaranteed by U.S. | $9,591,000 | 2,263 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $12,478,000 | 3,805 |
| Total debt securities | $12,478,000 | 3,994 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $11,505,000 | 4,043 |
| U.S. Government securities | $8,945,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,945,000 | 3,370 |
| Securities issued by states & political subdivisions | $2,519,000 | 3,578 |
| 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 | $3,299,000 | 3,411 |
| Mortgage-backed securities | $8,945,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $8,945,000 | 2,361 |
| Issued or guaranteed by U.S. | $8,945,000 | 2,297 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $11,464,000 | 3,825 |
| Total debt securities | $11,464,000 | 4,021 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $10,402,000 | 4,062 |
| U.S. Government securities | $7,840,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,840,000 | 3,411 |
| Securities issued by states & political subdivisions | $2,522,000 | 3,572 |
| 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 | $3,099,000 | 3,424 |
| Mortgage-backed securities | $7,840,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $7,840,000 | 2,418 |
| Issued or guaranteed by U.S. | $7,840,000 | 2,344 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $10,362,000 | 3,840 |
| Total debt securities | $10,362,000 | 4,044 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $5,969,000 | 4,318 |
| U.S. Government securities | $3,391,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,391,000 | 3,863 |
| Securities issued by states & political subdivisions | $2,548,000 | 3,562 |
| 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 | $2,632,000 | 3,513 |
| Mortgage-backed securities | $3,391,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $3,391,000 | 2,949 |
| Issued or guaranteed by U.S. | $3,391,000 | 2,871 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,939,000 | 4,087 |
| Total debt securities | $5,939,000 | 4,299 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $6,263,000 | 4,284 |
| U.S. Government securities | $3,680,000 | 3,986 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,680,000 | 3,830 |
| Securities issued by states & political subdivisions | $2,557,000 | 3,503 |
| 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 | $2,879,000 | 3,499 |
| Mortgage-backed securities | $3,680,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $3,680,000 | 2,874 |
| Issued or guaranteed by U.S. | $3,680,000 | 2,790 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,237,000 | 4,043 |
| Total debt securities | $6,237,000 | 4,265 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $6,001,000 | 4,309 |
| U.S. Government securities | $3,445,000 | 4,049 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,445,000 | 3,881 |
| Securities issued by states & political subdivisions | $2,556,000 | 3,483 |
| 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 | $3,170,000 | 3,471 |
| Mortgage-backed securities | $3,445,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $3,445,000 | 2,920 |
| Issued or guaranteed by U.S. | $3,445,000 | 2,839 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $6,001,000 | 4,072 |
| Total debt securities | $6,001,000 | 4,287 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $6,078,000 | 4,342 |
| U.S. Government securities | $3,647,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,647,000 | 3,904 |
| Securities issued by states & political subdivisions | $2,431,000 | 3,470 |
| 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 | $1,935,000 | 3,746 |
| Mortgage-backed securities | $3,647,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 2,893 |
| Issued or guaranteed by U.S. | $3,647,000 | 2,801 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,078,000 | 4,104 |
| Total debt securities | $6,078,000 | 4,319 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $5,129,000 | 4,484 |
| U.S. Government securities | $3,187,000 | 4,241 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,187,000 | 4,070 |
| Securities issued by states & political subdivisions | $1,942,000 | 3,589 |
| 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 | $2,484,000 | 3,701 |
| Mortgage-backed securities | $3,187,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $3,187,000 | 2,940 |
| Issued or guaranteed by U.S. | $3,187,000 | 2,855 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,129,000 | 4,238 |
| Total debt securities | $5,129,000 | 4,462 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $5,292,000 | 4,535 |
| U.S. Government securities | $3,354,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,354,000 | 4,124 |
| Securities issued by states & political subdivisions | $1,938,000 | 3,618 |
| 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 | $2,623,000 | 3,726 |
| Mortgage-backed securities | $3,354,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $3,354,000 | 2,899 |
| Issued or guaranteed by U.S. | $3,354,000 | 2,812 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,292,000 | 4,288 |
| Total debt securities | $5,292,000 | 4,514 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $5,460,000 | 4,585 |
| U.S. Government securities | $3,523,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,523,000 | 4,148 |
| Securities issued by states & political subdivisions | $1,937,000 | 3,673 |
| 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 | $2,761,000 | 3,756 |
| Mortgage-backed securities | $3,523,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $3,523,000 | 2,884 |
| Issued or guaranteed by U.S. | $3,523,000 | 2,804 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,460,000 | 4,332 |
| Total debt securities | $5,460,000 | 4,566 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $5,541,000 | 4,635 |
| U.S. Government securities | $3,630,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,630,000 | 4,197 |
| Securities issued by states & political subdivisions | $1,911,000 | 3,745 |
| 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 | $3,630,000 | 3,628 |
| Mortgage-backed securities | $2,871,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $2,871,000 | 3,056 |
| Issued or guaranteed by U.S. | $2,871,000 | 2,967 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $5,541,000 | 4,372 |
| Total debt securities | $5,541,000 | 4,617 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $5,874,000 | 4,652 |
| U.S. Government securities | $3,984,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,984,000 | 4,183 |
| Securities issued by states & political subdivisions | $1,890,000 | 3,801 |
| 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 | $3,225,000 | 3,741 |
| Mortgage-backed securities | $2,990,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $2,990,000 | 3,038 |
| Issued or guaranteed by U.S. | $2,990,000 | 2,976 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,874,000 | 4,387 |
| Total debt securities | $5,874,000 | 4,632 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $7,027,000 | 4,598 |
| U.S. Government securities | $5,154,000 | 4,232 |
| U.S. Treasury securities | $297,000 | 1,442 |
| U.S. Government agency obligations | $4,857,000 | 4,132 |
| Securities issued by states & political subdivisions | $1,873,000 | 3,854 |
| 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 | $3,438,000 | 3,726 |
| Mortgage-backed securities | $3,109,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 3,048 |
| Issued or guaranteed by U.S. | $3,109,000 | 3,023 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $7,027,000 | 4,329 |
| Total debt securities | $7,027,000 | 4,575 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $7,003,000 | 4,652 |
| U.S. Government securities | $5,637,000 | 4,201 |
| U.S. Treasury securities | $596,000 | 1,295 |
| U.S. Government agency obligations | $5,041,000 | 4,138 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,057 |
| 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 | $3,844,000 | 3,680 |
| Mortgage-backed securities | $3,285,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $3,285,000 | 3,053 |
| Issued or guaranteed by U.S. | $3,285,000 | 2,900 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $7,003,000 | 4,383 |
| Total debt securities | $7,003,000 | 4,631 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $7,565,000 | 4,652 |
| U.S. Government securities | $6,197,000 | 4,194 |
| U.S. Treasury securities | $598,000 | 1,254 |
| U.S. Government agency obligations | $5,599,000 | 4,123 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,098 |
| 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 | $4,860,000 | 3,560 |
| Mortgage-backed securities | $2,957,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 3,163 |
| Issued or guaranteed by U.S. | $2,957,000 | 3,157 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $7,565,000 | 4,381 |
| Total debt securities | $7,565,000 | 4,629 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $7,841,000 | 4,694 |
| U.S. Government securities | $6,445,000 | 4,191 |
| U.S. Treasury securities | $607,000 | 1,171 |
| U.S. Government agency obligations | $5,838,000 | 4,147 |
| Securities issued by states & political subdivisions | $1,396,000 | 4,164 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,034,000 | 3,586 |
| Mortgage-backed securities | $3,168,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $3,168,000 | 3,165 |
| Issued or guaranteed by U.S. | $3,168,000 | 3,159 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $7,841,000 | 4,431 |
| Total debt securities | $7,841,000 | 4,668 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $8,207,000 | 4,709 |
| U.S. Government securities | $6,687,000 | 4,205 |
| U.S. Treasury securities | $914,000 | 1,115 |
| U.S. Government agency obligations | $5,773,000 | 4,229 |
| Securities issued by states & political subdivisions | $1,520,000 | 4,173 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,413,000 | 3,563 |
| Mortgage-backed securities | $2,671,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 3,349 |
| Issued or guaranteed by U.S. | $2,671,000 | 3,345 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $8,207,000 | 4,427 |
| Total debt securities | $8,210,000 | 4,684 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $9,250,000 | 4,681 |
| U.S. Government securities | $7,720,000 | 4,101 |
| U.S. Treasury securities | $916,000 | 1,139 |
| U.S. Government agency obligations | $6,804,000 | 4,111 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,190 |
| 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 | $5,520,000 | 3,586 |
| Mortgage-backed securities | $2,935,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $2,935,000 | 3,329 |
| Issued or guaranteed by U.S. | $2,935,000 | 3,325 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,250,000 | 4,392 |
| Total debt securities | $9,250,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $9,425,000 | 4,707 |
| U.S. Government securities | $7,930,000 | 4,129 |
| U.S. Treasury securities | $913,000 | 1,172 |
| U.S. Government agency obligations | $7,017,000 | 4,131 |
| Securities issued by states & political subdivisions | $1,495,000 | 4,260 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,159,000 | 3,499 |
| Mortgage-backed securities | $3,146,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $3,146,000 | 3,327 |
| Issued or guaranteed by U.S. | $3,146,000 | 3,324 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,425,000 | 4,402 |
| Total debt securities | $9,425,000 | 4,684 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $9,612,000 | 4,709 |
| U.S. Government securities | $8,292,000 | 4,061 |
| U.S. Treasury securities | $912,000 | 1,152 |
| U.S. Government agency obligations | $7,380,000 | 4,059 |
| Securities issued by states & political subdivisions | $1,320,000 | 4,356 |
| 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 | $6,306,000 | 3,497 |
| Mortgage-backed securities | $1,685,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 3,756 |
| Issued or guaranteed by U.S. | $1,685,000 | 3,749 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,612,000 | 4,396 |
| Total debt securities | $9,612,000 | 4,685 |
| 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 | $9,918,000 | 4,698 |
| U.S. Government securities | $8,549,000 | 4,048 |
| U.S. Treasury securities | $933,000 | 1,016 |
| U.S. Government agency obligations | $7,616,000 | 4,068 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,360 |
| 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 | $6,532,000 | 3,492 |
| Mortgage-backed securities | $1,837,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 3,747 |
| Issued or guaranteed by U.S. | $1,837,000 | 3,744 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,918,000 | 4,372 |
| Total debt securities | $9,918,000 | 4,675 |
| 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 | $10,104,000 | 4,746 |
| U.S. Government securities | $8,726,000 | 4,120 |
| U.S. Treasury securities | $937,000 | 1,053 |
| U.S. Government agency obligations | $7,789,000 | 4,136 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,396 |
| 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 | $6,699,000 | 3,522 |
| Mortgage-backed securities | $1,981,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 3,734 |
| Issued or guaranteed by U.S. | $1,981,000 | 3,728 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $10,104,000 | 4,406 |
| Total debt securities | $10,104,000 | 4,724 |
| 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 | $10,209,000 | 4,809 |
| U.S. Government securities | $8,843,000 | 4,209 |
| U.S. Treasury securities | $930,000 | 1,076 |
| U.S. Government agency obligations | $7,913,000 | 4,233 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,419 |
| 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 | $5,761,000 | 3,732 |
| Mortgage-backed securities | $2,112,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 3,726 |
| Issued or guaranteed by U.S. | $2,112,000 | 3,723 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,209,000 | 4,458 |
| Total debt securities | $10,209,000 | 4,786 |
| 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 | $10,298,000 | 4,864 |
| U.S. Government securities | $8,930,000 | 4,249 |
| U.S. Treasury securities | $920,000 | 1,142 |
| U.S. Government agency obligations | $8,010,000 | 4,255 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,462 |
| 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 | $5,875,000 | 3,757 |
| Mortgage-backed securities | $2,234,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 3,712 |
| Issued or guaranteed by U.S. | $2,234,000 | 3,709 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,298,000 | 4,504 |
| Total debt securities | $10,298,000 | 4,843 |
| 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 | $10,825,000 | 4,898 |
| U.S. Government securities | $9,374,000 | 4,276 |
| U.S. Treasury securities | $926,000 | 1,073 |
| U.S. Government agency obligations | $8,448,000 | 4,282 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,488 |
| 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 | $3,160,000 | 4,390 |
| Mortgage-backed securities | $2,385,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 3,714 |
| Issued or guaranteed by U.S. | $2,385,000 | 3,712 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,825,000 | 4,537 |
| Total debt securities | $10,825,000 | 4,875 |
| 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 | $10,994,000 | 4,960 |
| U.S. Government securities | $9,546,000 | 4,376 |
| U.S. Treasury securities | $923,000 | 1,106 |
| U.S. Government agency obligations | $8,623,000 | 4,383 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,507 |
| 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 | $2,857,000 | 4,522 |
| Mortgage-backed securities | $2,560,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $2,560,000 | 3,753 |
| Issued or guaranteed by U.S. | $2,560,000 | 3,750 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,994,000 | 4,602 |
| Total debt securities | $10,994,000 | 4,943 |
| 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 | $10,869,000 | 5,057 |
| U.S. Government securities | $9,730,000 | 4,433 |
| U.S. Treasury securities | $926,000 | 1,090 |
| U.S. Government agency obligations | $8,804,000 | 4,437 |
| Securities issued by states & political subdivisions | $1,139,000 | 4,612 |
| 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 | $2,869,000 | 4,581 |
| Mortgage-backed securities | $2,720,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $2,720,000 | 3,774 |
| Issued or guaranteed by U.S. | $2,720,000 | 3,770 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $10,869,000 | 4,691 |
| Total debt securities | $10,869,000 | 5,036 |
| 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 | $10,954,000 | 5,118 |
| U.S. Government securities | $10,103,000 | 4,432 |
| U.S. Treasury securities | $917,000 | 1,123 |
| U.S. Government agency obligations | $9,186,000 | 4,435 |
| Securities issued by states & political subdivisions | $851,000 | 4,816 |
| 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 | $2,855,000 | 4,649 |
| Mortgage-backed securities | $2,887,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 3,807 |
| Issued or guaranteed by U.S. | $2,887,000 | 3,802 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $10,954,000 | 4,733 |
| Total debt securities | $10,953,000 | 5,097 |
| 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 | $11,366,000 | 5,169 |
| U.S. Government securities | $10,892,000 | 4,430 |
| U.S. Treasury securities | $907,000 | 1,133 |
| U.S. Government agency obligations | $9,985,000 | 4,439 |
| Securities issued by states & political subdivisions | $474,000 | 5,057 |
| 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 | $2,813,000 | 4,723 |
| Mortgage-backed securities | $2,450,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $2,450,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,450,000 | 4,007 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $11,366,000 | 4,779 |
| Total debt securities | $11,366,000 | 5,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $11,510,000 | 5,224 |
| U.S. Government securities | $11,037,000 | 4,484 |
| U.S. Treasury securities | $1,224,000 | 913 |
| U.S. Government agency obligations | $9,813,000 | 4,521 |
| Securities issued by states & political subdivisions | $473,000 | 5,121 |
| 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 | $2,835,000 | 4,754 |
| Mortgage-backed securities | $1,796,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 4,272 |
| Issued or guaranteed by U.S. | $1,796,000 | 4,269 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,510,000 | 4,826 |
| Total debt securities | $11,510,000 | 5,201 |
| 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 | $10,456,000 | 5,366 |
| U.S. Government securities | $10,253,000 | 4,614 |
| U.S. Treasury securities | $2,249,000 | 665 |
| U.S. Government agency obligations | $8,004,000 | 4,833 |
| Securities issued by states & political subdivisions | $203,000 | 5,326 |
| 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 | $2,852,000 | 4,784 |
| Mortgage-backed securities | $1,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,388 |
| Issued or guaranteed by U.S. | $1,000 | 5,380 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,456,000 | 4,966 |
| Total debt securities | $10,456,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $13,168,000 | 5,116 |
| U.S. Government securities | $12,965,000 | 4,260 |
| U.S. Treasury securities | $4,654,000 | 461 |
| U.S. Government agency obligations | $8,311,000 | 4,790 |
| Securities issued by states & political subdivisions | $203,000 | 5,383 |
| 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 | $2,871,000 | 4,793 |
| Mortgage-backed securities | $1,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,436 |
| Issued or guaranteed by U.S. | $1,000 | 5,427 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,168,000 | 4,716 |
| Total debt securities | $13,169,000 | 5,086 |
| 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 | $13,209,000 | 5,159 |
| U.S. Government securities | $13,007,000 | 4,290 |
| U.S. Treasury securities | $4,664,000 | 451 |
| U.S. Government agency obligations | $8,343,000 | 4,807 |
| Securities issued by states & political subdivisions | $202,000 | 5,422 |
| 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 | $3,015,000 | 4,798 |
| Mortgage-backed securities | $1,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,493 |
| Issued or guaranteed by U.S. | $1,000 | 5,484 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $13,209,000 | 4,765 |
| Total debt securities | $13,210,000 | 5,127 |
| 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 | $9,329,000 | 5,574 |
| U.S. Government securities | $9,126,000 | 4,792 |
| U.S. Treasury securities | $2,015,000 | 659 |
| U.S. Government agency obligations | $7,111,000 | 5,007 |
| Securities issued by states & political subdivisions | $203,000 | 5,427 |
| 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 | $3,037,000 | 4,793 |
| Mortgage-backed securities | $1,000 | 5,687 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,511 |
| Issued or guaranteed by U.S. | $1,000 | 5,501 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $9,329,000 | 5,186 |
| Total debt securities | $9,329,000 | 5,536 |
| 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 | $9,463,000 | 5,608 |
| U.S. Government securities | $9,260,000 | 4,831 |
| U.S. Treasury securities | $2,000,000 | 699 |
| U.S. Government agency obligations | $7,260,000 | 5,041 |
| Securities issued by states & political subdivisions | $203,000 | 5,451 |
| 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 | $3,069,000 | 4,828 |
| Mortgage-backed securities | $1,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,560 |
| Issued or guaranteed by U.S. | $1,000 | 5,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,463,000 | 5,234 |
| Total debt securities | $9,464,000 | 5,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $9,521,000 | 5,599 |
| U.S. Government securities | $9,318,000 | 4,806 |
| U.S. Treasury securities | $2,024,000 | 666 |
| U.S. Government agency obligations | $7,294,000 | 5,027 |
| Securities issued by states & political subdivisions | $203,000 | 5,496 |
| 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 | $3,085,000 | 4,835 |
| Mortgage-backed securities | $1,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,000 | 5,583 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,521,000 | 5,214 |
| Total debt securities | $9,521,000 | 5,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,934,000 | 5,640 |
| U.S. Government securities | $9,730,000 | 4,835 |
| U.S. Treasury securities | $2,029,000 | 623 |
| U.S. Government agency obligations | $7,701,000 | 5,067 |
| Securities issued by states & political subdivisions | $204,000 | 5,533 |
| 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 | $3,002,000 | 4,917 |
| Mortgage-backed securities | $1,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,691 |
| Issued or guaranteed by U.S. | $1,000 | 5,680 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,934,000 | 5,261 |
| Total debt securities | $9,934,000 | 5,612 |
| 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 | $10,983,000 | 5,575 |
| U.S. Government securities | $10,780,000 | 4,772 |
| U.S. Treasury securities | $2,031,000 | 612 |
| U.S. Government agency obligations | $8,749,000 | 4,991 |
| Securities issued by states & political subdivisions | $203,000 | 5,553 |
| 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 | $3,008,000 | 4,960 |
| Mortgage-backed securities | $1,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,727 |
| Issued or guaranteed by U.S. | $1,000 | 5,717 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,983,000 | 5,185 |
| Total debt securities | $10,983,000 | 5,545 |
| Structured notes | ||
| Amortized cost | $409,000 | 2,647 |
| Fair value | $410,000 | 2,644 |
| 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 | $11,380,000 | 5,560 |
| U.S. Government securities | $11,177,000 | 4,800 |
| U.S. Treasury securities | $2,033,000 | 650 |
| U.S. Government agency obligations | $9,144,000 | 5,035 |
| Securities issued by states & political subdivisions | $203,000 | 5,547 |
| 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 | $3,017,000 | 4,985 |
| Mortgage-backed securities | $1,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,764 |
| Issued or guaranteed by U.S. | $1,000 | 5,756 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,380,000 | 5,159 |
| Total debt securities | $11,380,000 | 5,535 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $489,000 | 2,831 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,491,000 | 5,679 |
| U.S. Government securities | $10,289,000 | 4,894 |
| U.S. Treasury securities | $2,042,000 | 604 |
| U.S. Government agency obligations | $8,247,000 | 5,149 |
| Securities issued by states & political subdivisions | $202,000 | 5,547 |
| 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 | $3,009,000 | 4,776 |
| Mortgage-backed securities | $1,000 | 5,979 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,768 |
| Issued or guaranteed by U.S. | $1,000 | 5,757 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,491,000 | 5,257 |
| Total debt securities | $10,491,000 | 5,653 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,070,000 | 6,131 |
| U.S. Government securities | $6,870,000 | 5,501 |
| U.S. Treasury securities | $2,046,000 | 635 |
| U.S. Government agency obligations | $4,824,000 | 5,816 |
| Securities issued by states & political subdivisions | $200,000 | 5,563 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,948,000 | 5,167 |
| Mortgage-backed securities | $2,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,772 |
| Issued or guaranteed by U.S. | $2,000 | 5,760 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,070,000 | 5,691 |
| Total debt securities | $7,070,000 | 6,099 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $10,534,000 | 5,737 |
| U.S. Government securities | $10,534,000 | 4,940 |
| U.S. Treasury securities | $2,035,000 | 700 |
| U.S. Government agency obligations | $8,499,000 | 5,195 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,454,000 | 5,013 |
| Mortgage-backed securities | $2,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,797 |
| Issued or guaranteed by U.S. | $2,000 | 5,790 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $10,534,000 | 5,307 |
| Total debt securities | $10,534,000 | 5,703 |
| Structured notes | ||
| Amortized cost | $2,838,000 | 1,705 |
| Fair value | $2,854,000 | 1,708 |
| 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 | $11,724,000 | 5,557 |
| U.S. Government securities | $11,724,000 | 4,747 |
| U.S. Treasury securities | $4,070,000 | 551 |
| U.S. Government agency obligations | $7,654,000 | 5,361 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,701,000 | 4,935 |
| Mortgage-backed securities | $2,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,807 |
| Issued or guaranteed by U.S. | $2,000 | 5,795 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,724,000 | 5,122 |
| Total debt securities | $11,724,000 | 5,522 |
| Structured notes | ||
| Amortized cost | $1,139,000 | 2,434 |
| Fair value | $1,145,000 | 2,432 |
| 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 | $4,881,000 | 6,556 |
| U.S. Government securities | $4,881,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,881,000 | 5,811 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,043,000 | 4,837 |
| Mortgage-backed securities | $2,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,815 |
| Issued or guaranteed by U.S. | $2,000 | 5,803 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,881,000 | 6,059 |
| Total debt securities | $4,881,000 | 6,525 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,583 |
| Fair value | $807,000 | 2,579 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,986,000 | 6,555 |
| U.S. Government securities | $4,986,000 | 5,920 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,986,000 | 5,792 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,074,000 | 4,878 |
| Mortgage-backed securities | $2,000 | 6,146 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,862 |
| Issued or guaranteed by U.S. | $2,000 | 5,847 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,986,000 | 6,045 |
| Total debt securities | $4,984,000 | 6,517 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $508,000 | 2,809 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,019,000 | 6,456 |
| U.S. Government securities | $6,019,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,019,000 | 5,685 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,182,000 | 4,897 |
| Mortgage-backed securities | $2,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,912 |
| Issued or guaranteed by U.S. | $2,000 | 5,899 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,019,000 | 5,946 |
| Total debt securities | $6,019,000 | 6,417 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $509,000 | 2,874 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,240,000 | 6,494 |
| U.S. Government securities | $6,240,000 | 5,814 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,240,000 | 5,703 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $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 | $3,684,000 | 4,784 |
| Mortgage-backed securities | $3,000 | 6,265 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,000 |
| Issued or guaranteed by U.S. | $3,000 | 5,988 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,240,000 | 5,975 |
| Total debt securities | $6,240,000 | 6,454 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $508,000 | 2,653 |
| 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 | $5,517,000 | 6,635 |
| U.S. Government securities | $5,517,000 | 5,963 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,517,000 | 5,857 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 5,029 |
| Mortgage-backed securities | $3,000 | 6,317 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,058 |
| Issued or guaranteed by U.S. | $3,000 | 6,043 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,517,000 | 6,108 |
| Total debt securities | $5,517,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $505,000 | 2,415 |
| 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 | $6,785,000 | 6,423 |
| U.S. Government securities | $6,785,000 | 5,695 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,785,000 | 5,603 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $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 | $2,982,000 | 5,120 |
| Mortgage-backed securities | $3,000 | 6,399 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,145 |
| Issued or guaranteed by U.S. | $3,000 | 6,125 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,785,000 | 5,904 |
| Total debt securities | $6,785,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $501,000 | 2,069 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,232,000 | 6,550 |
| U.S. Government securities | $6,232,000 | 5,852 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,232,000 | 5,765 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $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 | $3,034,000 | 5,102 |
| Mortgage-backed securities | $3,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,200 |
| Issued or guaranteed by U.S. | $3,000 | 6,178 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,232,000 | 6,039 |
| Total debt securities | $6,232,000 | 6,507 |
| 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 | $9,695,000 | 5,946 |
| U.S. Government securities | $9,695,000 | 5,144 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,695,000 | 5,059 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $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 | $3,365,000 | 5,028 |
| Mortgage-backed securities | $4,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,249 |
| Issued or guaranteed by U.S. | $4,000 | 6,231 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,695,000 | 5,425 |
| Total debt securities | $9,695,000 | 5,892 |
| 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 | $9,513,000 | 6,019 |
| U.S. Government securities | $9,513,000 | 5,255 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,513,000 | 5,172 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $2,109,000 | 5,547 |
| Mortgage-backed securities | $4,000 | 6,535 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,287 |
| Issued or guaranteed by U.S. | $4,000 | 6,265 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,513,000 | 5,481 |
| Total debt securities | $9,513,000 | 5,973 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,697 |
| Fair value | $159,000 | 1,693 |
| 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 | $8,931,000 | 6,095 |
| U.S. Government securities | $8,931,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,931,000 | 5,249 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $2,980,000 | 5,251 |
| Mortgage-backed securities | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,307 |
| Issued or guaranteed by U.S. | $5,000 | 6,287 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,931,000 | 5,547 |
| Total debt securities | $8,931,000 | 6,052 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,702 |
| Fair value | $155,000 | 1,699 |
| 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 | $7,602,000 | 6,410 |
| U.S. Government securities | $7,602,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,602,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $1,942,000 | 5,677 |
| Mortgage-backed securities | $5,000 | 6,571 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,332 |
| Issued or guaranteed by U.S. | $5,000 | 6,308 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,602,000 | 5,847 |
| Total debt securities | $7,601,000 | 6,351 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,742 |
| Fair value | $154,000 | 1,735 |
| 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 | $6,182,000 | 6,727 |
| U.S. Government securities | $6,182,000 | 6,102 |
| U.S. Treasury securities | $1,505,000 | 563 |
| U.S. Government agency obligations | $4,677,000 | 6,460 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $1,989,000 | 5,643 |
| Mortgage-backed securities | $5,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,330 |
| Issued or guaranteed by U.S. | $5,000 | 6,301 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,182,000 | 6,161 |
| Total debt securities | $6,182,000 | 6,652 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,887 |
| Fair value | $159,000 | 1,880 |
| 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 | $5,113,000 | 7,053 |
| U.S. Government securities | $5,113,000 | 6,552 |
| U.S. Treasury securities | $1,497,000 | 640 |
| U.S. Government agency obligations | $3,616,000 | 6,904 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $1,975,000 | 5,719 |
| Mortgage-backed securities | $5,000 | 6,531 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,284 |
| Issued or guaranteed by U.S. | $5,000 | 6,263 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,113,000 | 6,414 |
| Total debt securities | $5,123,000 | 6,997 |
| Structured notes | ||
| Amortized cost | $149,000 | 2,397 |
| Fair value | $155,000 | 2,392 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,981,000 | 7,140 |
| U.S. Government securities | $4,981,000 | 6,706 |
| U.S. Treasury securities | $1,485,000 | 676 |
| U.S. Government agency obligations | $3,496,000 | 6,993 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $1,962,000 | 5,746 |
| Mortgage-backed securities | $7,000 | 6,487 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,222 |
| Issued or guaranteed by U.S. | $7,000 | 6,199 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,981,000 | 6,488 |
| Total debt securities | $4,981,000 | 7,093 |
| Structured notes | ||
| Amortized cost | $149,000 | 2,606 |
| Fair value | $152,000 | 2,603 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,588,000 | 7,263 |
| U.S. Government securities | $4,588,000 | 6,828 |
| U.S. Treasury securities | $1,468,000 | 768 |
| U.S. Government agency obligations | $3,120,000 | 7,145 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $1,887,000 | 5,823 |
| Mortgage-backed securities | $9,000 | 6,499 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,223 |
| Issued or guaranteed by U.S. | $9,000 | 6,203 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,588,000 | 6,604 |
| Total debt securities | $4,588,000 | 7,216 |
| Structured notes | ||
| Amortized cost | $149,000 | 2,684 |
| Fair value | $149,000 | 2,683 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,269,000 | 7,164 |
| U.S. Government securities | $5,049,000 | 6,747 |
| U.S. Treasury securities | $1,963,000 | 748 |
| U.S. Government agency obligations | $3,086,000 | 7,184 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $220,000 | 2,644 |
| 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 | $220,000 | 2,015 |
| 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 | $2,567,000 | 5,487 |
| Mortgage-backed securities | $12,000 | 6,503 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,220 |
| Issued or guaranteed by U.S. | $12,000 | 6,197 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,269,000 | 6,476 |
| Total debt securities | $5,269,000 | 7,120 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,638,000 | 7,121 |
| U.S. Government securities | $5,418,000 | 6,694 |
| U.S. Treasury securities | $2,453,000 | 703 |
| U.S. Government agency obligations | $2,965,000 | 7,287 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $220,000 | 2,679 |
| 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 | $220,000 | 2,068 |
| 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 | $2,580,000 | 5,498 |
| Mortgage-backed securities | $15,000 | 6,507 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,219 |
| Issued or guaranteed by U.S. | $15,000 | 6,194 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,638,000 | 6,426 |
| Total debt securities | $5,638,000 | 7,071 |
| 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 | $6,163,000 | 7,067 |
| U.S. Government securities | $5,933,000 | 6,606 |
| U.S. Treasury securities | $2,693,000 | 679 |
| U.S. Government agency obligations | $3,240,000 | 7,261 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $230,000 | 2,709 |
| 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 | $230,000 | 2,096 |
| 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 | $2,827,000 | 5,437 |
| Mortgage-backed securities | $19,000 | 6,522 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,225 |
| Issued or guaranteed by U.S. | $19,000 | 6,198 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,163,000 | 6,345 |
| Total debt securities | $6,163,000 | 7,012 |
| 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 | $6,105,000 | 7,098 |
| U.S. Government securities | $5,875,000 | 6,622 |
| U.S. Treasury securities | $2,665,000 | 726 |
| U.S. Government agency obligations | $3,210,000 | 7,314 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $230,000 | 2,756 |
| 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 | $230,000 | 2,159 |
| 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 | $2,796,000 | 5,474 |
| Mortgage-backed securities | $23,000 | 6,549 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,247 |
| Issued or guaranteed by U.S. | $23,000 | 6,222 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,105,000 | 6,359 |
| Total debt securities | $6,105,000 | 7,044 |
| 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 | $6,134,000 | 7,147 |
| U.S. Government securities | $5,904,000 | 6,653 |
| U.S. Treasury securities | $2,669,000 | 772 |
| U.S. Government agency obligations | $3,235,000 | 7,355 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $230,000 | 2,831 |
| 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 | $230,000 | 2,268 |
| 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 | $3,526,000 | 5,143 |
| Mortgage-backed securities | $28,000 | 6,556 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,244 |
| Issued or guaranteed by U.S. | $28,000 | 6,222 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,134,000 | 6,422 |
| Total debt securities | $6,134,000 | 7,091 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,057,000 | 7,203 |
| U.S. Government securities | $5,827,000 | 6,706 |
| U.S. Treasury securities | $2,673,000 | 793 |
| U.S. Government agency obligations | $3,154,000 | 7,394 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $230,000 | 2,914 |
| 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 | $230,000 | 2,380 |
| 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 | $3,533,000 | 5,144 |
| Mortgage-backed securities | $33,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,276 |
| Issued or guaranteed by U.S. | $33,000 | 6,255 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,057,000 | 6,472 |
| Total debt securities | $6,057,000 | 7,146 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,848,000 | 7,051 |
| U.S. Government securities | $6,608,000 | 6,460 |
| U.S. Treasury securities | $3,189,000 | 709 |
| U.S. Government agency obligations | $3,419,000 | 7,351 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $240,000 | 2,957 |
| 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 | $240,000 | 2,439 |
| 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 | $3,564,000 | 5,117 |
| Mortgage-backed securities | $39,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,278 |
| Issued or guaranteed by U.S. | $39,000 | 6,259 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,848,000 | 6,279 |
| Total debt securities | $6,848,000 | 6,993 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,794,000 | 7,106 |
| U.S. Government securities | $6,554,000 | 6,530 |
| U.S. Treasury securities | $3,207,000 | 728 |
| U.S. Government agency obligations | $3,347,000 | 7,394 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $240,000 | 3,017 |
| 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 | $240,000 | 2,517 |
| 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 | $2,849,000 | 5,439 |
| Mortgage-backed securities | $45,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,311 |
| Issued or guaranteed by U.S. | $45,000 | 6,292 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,794,000 | 6,326 |
| Total debt securities | $6,794,000 | 7,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,655,000 | 7,187 |
| U.S. Government securities | $6,415,000 | 6,638 |
| U.S. Treasury securities | $3,180,000 | 805 |
| U.S. Government agency obligations | $3,235,000 | 7,490 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $240,000 | 3,064 |
| 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 | $240,000 | 2,601 |
| 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 | $2,830,000 | 5,499 |
| Mortgage-backed securities | $51,000 | 6,690 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,365 |
| Issued or guaranteed by U.S. | $51,000 | 6,346 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,655,000 | 6,400 |
| Total debt securities | $6,655,000 | 7,129 |
| 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 | $5,218,000 | 7,578 |
| U.S. Government securities | $4,978,000 | 7,111 |
| U.S. Treasury securities | $3,235,000 | 820 |
| U.S. Government agency obligations | $1,743,000 | 8,008 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $240,000 | 3,112 |
| 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 | $240,000 | 2,660 |
| 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 | $2,632,000 | 5,570 |
| Mortgage-backed securities | $60,000 | 6,714 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,379 |
| Issued or guaranteed by U.S. | $60,000 | 6,364 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,218,000 | 6,768 |
| Total debt securities | $5,218,000 | 7,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,035,000 | 7,669 |
| U.S. Government securities | $5,035,000 | 7,118 |
| U.S. Treasury securities | $3,017,000 | 825 |
| U.S. Government agency obligations | $2,018,000 | 7,953 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $1,673,000 | 6,101 |
| Mortgage-backed securities | $68,000 | 6,724 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,377 |
| Issued or guaranteed by U.S. | $68,000 | 6,363 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,035,000 | 6,858 |
| Total debt securities | $5,035,000 | 7,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,801,000 | 7,796 |
| U.S. Government securities | $4,801,000 | 7,272 |
| U.S. Treasury securities | $2,974,000 | 900 |
| U.S. Government agency obligations | $1,827,000 | 8,094 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $1,671,000 | 6,122 |
| Mortgage-backed securities | $78,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,414 |
| Issued or guaranteed by U.S. | $78,000 | 6,397 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,801,000 | 6,998 |
| Total debt securities | $4,801,000 | 7,730 |
| 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 | $5,000,000 | 7,746 |
| U.S. Government securities | $4,985,000 | 7,174 |
| U.S. Treasury securities | $2,586,000 | 906 |
| U.S. Government agency obligations | $2,399,000 | 7,858 |
| Securities issued by states & political subdivisions | $15,000 | 6,621 |
| 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 | $1,975,000 | 5,920 |
| Mortgage-backed securities | $92,000 | 6,758 |
| Certificates of participation in pools of residential mortgages | $92,000 | 6,388 |
| Issued or guaranteed by U.S. | $92,000 | 6,369 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,946 |
| Total debt securities | $5,000,000 | 7,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,198,000 | 7,751 |
| U.S. Government securities | $5,183,000 | 7,167 |
| U.S. Treasury securities | $2,789,000 | 959 |
| U.S. Government agency obligations | $2,394,000 | 7,923 |
| Securities issued by states & political subdivisions | $15,000 | 6,711 |
| 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 | $1,951,000 | 5,904 |
| Mortgage-backed securities | $103,000 | 6,765 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,406 |
| Issued or guaranteed by U.S. | $103,000 | 6,382 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,198,000 | 6,929 |
| Total debt securities | $5,198,000 | 7,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,504,000 | 7,892 |
| U.S. Government securities | $4,489,000 | 7,300 |
| U.S. Treasury securities | $2,811,000 | 952 |
| U.S. Government agency obligations | $1,678,000 | 8,164 |
| Securities issued by states & political subdivisions | $15,000 | 6,757 |
| 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 | $1,972,000 | 5,869 |
| Mortgage-backed securities | $122,000 | 6,763 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,396 |
| Issued or guaranteed by U.S. | $122,000 | 6,369 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,504,000 | 7,068 |
| Total debt securities | $4,504,000 | 7,807 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,377,000 | 8,212 |
| U.S. Government securities | $3,362,000 | 7,685 |
| U.S. Treasury securities | $1,610,000 | 1,245 |
| U.S. Government agency obligations | $1,752,000 | 8,137 |
| Securities issued by states & political subdivisions | $15,000 | 6,778 |
| 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 | $1,988,000 | 5,856 |
| Mortgage-backed securities | $153,000 | 6,754 |
| Certificates of participation in pools of residential mortgages | $153,000 | 6,357 |
| Issued or guaranteed by U.S. | $153,000 | 6,334 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,377,000 | 7,368 |
| Total debt securities | $3,377,000 | 8,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,635,000 | 8,192 |
| U.S. Government securities | $3,604,000 | 7,676 |
| U.S. Treasury securities | $2,099,000 | 1,122 |
| U.S. Government agency obligations | $1,505,000 | 8,301 |
| Securities issued by states & political subdivisions | $31,000 | 6,732 |
| 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 | $2,732,000 | 5,451 |
| Mortgage-backed securities | $191,000 | 6,725 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,284 |
| Issued or guaranteed by U.S. | $191,000 | 6,265 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,635,000 | 7,321 |
| Total debt securities | $3,635,000 | 8,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,694,000 | 8,223 |
| U.S. Government securities | $3,663,000 | 7,664 |
| U.S. Treasury securities | $2,113,000 | 1,175 |
| U.S. Government agency obligations | $1,550,000 | 8,333 |
| Securities issued by states & political subdivisions | $31,000 | 6,764 |
| 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 | $2,751,000 | 5,463 |
| Mortgage-backed securities | $230,000 | 6,675 |
| Certificates of participation in pools of residential mortgages | $230,000 | 6,190 |
| Issued or guaranteed by U.S. | $230,000 | 6,172 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,694,000 | 7,328 |
| Total debt securities | $3,694,000 | 8,139 |
| 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 | $4,216,000 | 8,177 |
| U.S. Government securities | $4,170,000 | 7,574 |
| U.S. Treasury securities | $2,081,000 | 1,333 |
| U.S. Government agency obligations | $2,089,000 | 8,233 |
| Securities issued by states & political subdivisions | $46,000 | 6,909 |
| 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 | $3,362,000 | 5,147 |
| Mortgage-backed securities | $570,000 | 6,267 |
| Certificates of participation in pools of residential mortgages | $450,000 | 5,789 |
| Issued or guaranteed by U.S. | $450,000 | 5,766 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $120,000 | 4,235 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 4,045 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,216,000 | 7,214 |
| Total debt securities | $4,216,000 | 8,072 |
| 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 | $4,101,000 | 8,662 |
| U.S. Government securities | $3,988,000 | 8,188 |
| U.S. Treasury securities | $1,775,000 | 2,087 |
| U.S. Government agency obligations | $2,213,000 | 8,608 |
| Securities issued by states & political subdivisions | $56,000 | 7,108 |
| 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 | $57,000 | 7,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,676,000 | 5,874 |
| Mortgage-backed securities | $923,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $685,000 | 5,167 |
| Issued or guaranteed by U.S. | $685,000 | 5,153 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $238,000 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,525 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,101,000 | 7,518 |
| Total debt securities | $4,044,000 | 8,571 |
| 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 | $4,413,000 | 8,882 |
| U.S. Government securities | $4,336,000 | 8,349 |
| U.S. Treasury securities | $1,734,000 | 2,985 |
| U.S. Government agency obligations | $2,602,000 | 8,633 |
| Securities issued by states & political subdivisions | $65,000 | 7,454 |
| 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 | $12,000 | 7,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,343,000 | 6,122 |
| Mortgage-backed securities | $1,347,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $788,000 | 5,305 |
| Issued or guaranteed by U.S. | $788,000 | 5,296 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $559,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 3,287 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,413,000 | 7,614 |
| Total debt securities | $4,401,000 | 8,777 |
| 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 | $4,079,000 | 9,099 |
| U.S. Government securities | $3,989,000 | 8,532 |
| U.S. Treasury securities | $1,009,000 | 5,041 |
| U.S. Government agency obligations | $2,980,000 | 8,254 |
| Securities issued by states & political subdivisions | $78,000 | 7,655 |
| 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 | $12,000 | 7,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,078,000 | 6,065 |
| Mortgage-backed securities | $1,017,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $672,000 | 5,702 |
| Issued or guaranteed by U.S. | $672,000 | 5,685 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $345,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 3,854 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $4,079,000 | 7,694 |
| Total debt securities | $4,067,000 | 8,975 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,183,000 | 9,531 |
| U.S. Government securities | $4,083,000 | 9,029 |
| U.S. Treasury securities | $1,253,000 | 6,023 |
| U.S. Government agency obligations | $2,830,000 | 8,537 |
| Securities issued by states & political subdivisions | $88,000 | 7,926 |
| 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 | $12,000 | 7,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,504,000 | 6,021 |
| Mortgage-backed securities | $938,000 | 6,411 |
| Certificates of participation in pools of residential mortgages | $717,000 | 5,796 |
| Issued or guaranteed by U.S. | $717,000 | 5,777 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $221,000 | 4,496 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 4,334 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,183,000 | 7,810 |
| Total debt securities | $4,171,000 | 9,427 |
| 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 | $4,652,000 | 9,923 |
| U.S. Government securities | $4,543,000 | 9,389 |
| U.S. Treasury securities | $1,499,000 | 6,587 |
| U.S. Government agency obligations | $3,044,000 | 8,780 |
| Securities issued by states & political subdivisions | $97,000 | 8,306 |
| 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 | $12,000 | 7,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,361,000 | 6,407 |
| Mortgage-backed securities | $1,166,000 | 6,635 |
| Certificates of participation in pools of residential mortgages | $918,000 | 5,951 |
| Issued or guaranteed by U.S. | $918,000 | 5,936 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $248,000 | 4,904 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 4,716 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $4,652,000 | 7,934 |
| Total debt securities | $4,640,000 | 9,818 |
| 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 | $3,938,000 | 10,654 |
| U.S. Government securities | $3,819,000 | 10,155 |
| U.S. Treasury securities | $1,011,000 | 8,424 |
| U.S. Government agency obligations | $2,808,000 | 9,133 |
| Securities issued by states & political subdivisions | $107,000 | 8,571 |
| 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 | $12,000 | 8,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,106,000 | 6,752 |
| Mortgage-backed securities | $573,000 | 7,871 |
| Certificates of participation in pools of residential mortgages | $324,000 | 7,466 |
| Issued or guaranteed by U.S. | $324,000 | 7,432 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $249,000 | 5,358 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 5,139 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $3,938,000 | 8,534 |
| Total debt securities | $3,926,000 | 10,556 |
| 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 | $4,547,000 | 11,058 |
| U.S. Government securities | $4,425,000 | 10,470 |
| U.S. Treasury securities | $1,473,000 | 8,970 |
| U.S. Government agency obligations | $2,952,000 | 9,163 |
| Securities issued by states & political subdivisions | $110,000 | 8,999 |
| 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 | $12,000 | 8,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,175,000 | 6,859 |
| Mortgage-backed securities | $585,000 | 8,375 |
| Certificates of participation in pools of residential mortgages | $355,000 | 7,816 |
| Issued or guaranteed by U.S. | $355,000 | 7,789 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $230,000 | 5,824 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 5,573 |
| 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) | $2,107,000 | 9,934 |
| Available-for-sale securities (fair market value) | $2,440,000 | 8,527 |
| Total debt securities | $4,535,000 | 10,970 |
| 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 | $3,849,000 | 11,793 |
| U.S. Government securities | $3,837,000 | 11,193 |
| U.S. Treasury securities | $1,239,000 | 9,540 |
| U.S. Government agency obligations | $2,598,000 | 9,718 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,239,000 | 6,701 |
| Mortgage-backed securities | $775,000 | 8,779 |
| Certificates of participation in pools of residential mortgages | $521,000 | 8,008 |
| Issued or guaranteed by U.S. | $521,000 | 7,959 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $254,000 | 6,212 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 5,936 |
| 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 | $3,837,000 | 11,679 |
| 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 | $5,096,000 | 11,551 |
| U.S. Government securities | $5,083,000 | 10,735 |
| U.S. Treasury securities | $1,737,000 | 9,179 |
| U.S. Government agency obligations | $3,346,000 | 9,254 |
| Securities issued by states & political subdivisions | $2,000 | 9,971 |
| 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 | $11,000 | 8,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,088,000 | 6,970 |
| Mortgage-backed securities | $959,000 | 9,016 |
| Certificates of participation in pools of residential mortgages | $701,000 | 8,103 |
| Issued or guaranteed by U.S. | $701,000 | 8,044 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $258,000 | 6,456 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 5,981 |
| 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 | $5,085,000 | 11,410 |
| 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 |