Home > Bedford Federal Savings Bank > Securities
Bedford Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,842,000 | 4,106 |
| U.S. Government securities | $7,842,000 | 3,745 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $7,842,000 | 3,413 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $7,842,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,842,000 | 2,238 |
| 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) | $7,842,000 | 3,848 |
| Total debt securities | $7,842,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $8,243,000 | 4,146 |
| U.S. Government securities | $8,243,000 | 3,780 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,243,000 | 3,429 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $8,243,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,243,000 | 2,235 |
| 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) | $8,243,000 | 3,866 |
| Total debt securities | $8,243,000 | 4,123 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $8,645,000 | 4,201 |
| U.S. Government securities | $8,645,000 | 3,825 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $8,645,000 | 3,415 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $8,645,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,645,000 | 2,249 |
| 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) | $8,645,000 | 3,917 |
| Total debt securities | $8,645,000 | 4,178 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $13,501,000 | 4,019 |
| U.S. Government securities | $13,501,000 | 3,519 |
| U.S. Treasury securities | $4,771,000 | 2,067 |
| U.S. Government agency obligations | $8,730,000 | 3,423 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $8,730,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,730,000 | 2,269 |
| 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) | $4,771,000 | 1,281 |
| Available-for-sale securities (fair market value) | $8,730,000 | 3,944 |
| Total debt securities | $13,501,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $13,544,000 | 4,033 |
| U.S. Government securities | $13,544,000 | 3,529 |
| U.S. Treasury securities | $4,724,000 | 2,109 |
| U.S. Government agency obligations | $8,820,000 | 3,414 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $8,820,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,820,000 | 2,276 |
| 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) | $4,724,000 | 1,263 |
| Available-for-sale securities (fair market value) | $8,820,000 | 3,959 |
| Total debt securities | $13,544,000 | 4,013 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $9,672,000 | 4,238 |
| U.S. Government securities | $9,672,000 | 3,812 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $9,672,000 | 3,383 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $9,672,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $9,672,000 | 2,285 |
| Issued or guaranteed by U.S. | $9,672,000 | 2,225 |
| 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) | $9,672,000 | 3,962 |
| Total debt securities | $9,672,000 | 4,222 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $10,392,000 | 4,169 |
| U.S. Government securities | $10,392,000 | 3,683 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $10,392,000 | 3,301 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $10,392,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $10,392,000 | 2,250 |
| Issued or guaranteed by U.S. | $10,392,000 | 2,196 |
| 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) | $10,392,000 | 3,907 |
| Total debt securities | $10,392,000 | 4,148 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $8,792,000 | 4,202 |
| U.S. Government securities | $8,792,000 | 3,684 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,792,000 | 3,397 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $8,792,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $8,792,000 | 2,395 |
| Issued or guaranteed by U.S. | $8,792,000 | 2,327 |
| 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) | $8,792,000 | 3,977 |
| Total debt securities | $8,792,000 | 4,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $9,178,000 | 4,187 |
| U.S. Government securities | $9,178,000 | 3,621 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,178,000 | 3,372 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $9,178,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $9,178,000 | 2,354 |
| Issued or guaranteed by U.S. | $9,178,000 | 2,298 |
| 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) | $9,178,000 | 3,952 |
| Total debt securities | $9,181,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $9,454,000 | 4,169 |
| U.S. Government securities | $9,454,000 | 3,554 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,454,000 | 3,328 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $9,454,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $9,454,000 | 2,318 |
| Issued or guaranteed by U.S. | $9,454,000 | 2,257 |
| 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) | $9,454,000 | 3,930 |
| Total debt securities | $9,446,000 | 4,148 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $2,472,000 | 4,587 |
| U.S. Government securities | $2,472,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,472,000 | 4,068 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $2,472,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $2,472,000 | 3,157 |
| Issued or guaranteed by U.S. | $2,472,000 | 3,065 |
| 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) | $2,472,000 | 4,347 |
| Total debt securities | $2,472,000 | 4,566 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $0 | 4,864 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $0 | 4,837 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $0 | 4,892 |
| U.S. Government securities | $0 | 4,694 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $0 | 4,866 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $0 | 4,926 |
| U.S. Government securities | $0 | 4,728 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $0 | 4,901 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $0 | 4,976 |
| U.S. Government securities | $0 | 4,796 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $0 | 4,948 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $0 | 5,031 |
| U.S. Government securities | $0 | 4,877 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $0 | 5,007 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $0 | 5,116 |
| U.S. Government securities | $0 | 4,960 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $0 | 5,094 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $0 | 5,163 |
| U.S. Government securities | $0 | 5,009 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $0 | 5,141 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $0 | 5,213 |
| U.S. Government securities | $0 | 5,064 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $0 | 5,192 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $0 | 5,259 |
| U.S. Government securities | $0 | 5,111 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $0 | 5,239 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $0 | 5,327 |
| U.S. Government securities | $0 | 5,178 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $0 | 5,307 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $1,000 | 5,390 |
| U.S. Government securities | $1,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,000 | 5,136 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,943 |
| 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) | $1,000 | 2,014 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $1,000 | 5,369 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $4,000 | 5,452 |
| U.S. Government securities | $2,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,000 | 5,210 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $2,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,935 |
| 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) | $2,000 | 2,035 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $2,000 | 5,431 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $6,000 | 5,516 |
| U.S. Government securities | $6,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,000 | 5,257 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $6,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,930 |
| 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) | $6,000 | 2,058 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $6,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,000 | 5,576 |
| U.S. Government securities | $13,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,000 | 5,309 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $13,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,939 |
| 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) | $13,000 | 2,096 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $13,000 | 5,557 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $21,000 | 5,623 |
| U.S. Government securities | $21,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $21,000 | 5,352 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $21,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,949 |
| 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) | $21,000 | 2,110 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $21,000 | 5,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $30,000 | 5,692 |
| U.S. Government securities | $30,000 | 5,504 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,000 | 5,414 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $30,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $30,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,974 |
| 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) | $30,000 | 2,132 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $30,000 | 5,674 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $41,000 | 5,746 |
| U.S. Government securities | $41,000 | 5,550 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $41,000 | 5,462 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $41,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $41,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,962 |
| 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) | $41,000 | 2,141 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $41,000 | 5,731 |
| 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 | $55,000 | 5,806 |
| U.S. Government securities | $55,000 | 5,612 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $55,000 | 5,524 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $55,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $55,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 2,981 |
| 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) | $55,000 | 2,149 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $55,000 | 5,792 |
| 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 | $70,000 | 5,883 |
| U.S. Government securities | $70,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $70,000 | 5,614 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $70,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $70,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 2,987 |
| 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) | $70,000 | 2,185 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $70,000 | 5,867 |
| 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 | $86,000 | 5,946 |
| U.S. Government securities | $86,000 | 5,760 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $86,000 | 5,666 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $86,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $86,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,001 |
| 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) | $86,000 | 2,217 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $86,000 | 5,932 |
| 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 | $104,000 | 6,001 |
| U.S. Government securities | $104,000 | 5,816 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $104,000 | 5,727 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $104,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $104,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,019 |
| 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) | $104,000 | 2,236 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $104,000 | 5,984 |
| 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 | $127,000 | 6,078 |
| U.S. Government securities | $127,000 | 5,897 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $127,000 | 5,816 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $127,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $127,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,047 |
| 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) | $127,000 | 2,228 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $127,000 | 6,061 |
| 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 | $149,000 | 6,154 |
| U.S. Government securities | $149,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $149,000 | 5,886 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $149,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $149,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,071 |
| 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) | $149,000 | 2,262 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $149,000 | 6,137 |
| 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 | $175,000 | 6,207 |
| U.S. Government securities | $175,000 | 6,036 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $175,000 | 5,952 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $175,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $175,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,085 |
| 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) | $175,000 | 2,241 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $175,000 | 6,188 |
| 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 | $199,000 | 6,297 |
| U.S. Government securities | $199,000 | 6,129 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $199,000 | 6,042 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $199,000 | 5,029 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $199,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,119 |
| 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) | $199,000 | 2,258 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $199,000 | 6,278 |
| 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 | $224,000 | 6,381 |
| U.S. Government securities | $224,000 | 6,210 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $224,000 | 6,123 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $224,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $224,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 3,147 |
| 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) | $224,000 | 2,288 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $224,000 | 6,362 |
| 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 | $277,000 | 6,434 |
| U.S. Government securities | $277,000 | 6,258 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $277,000 | 6,168 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $277,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $277,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,150 |
| 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) | $277,000 | 2,269 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $277,000 | 6,411 |
| 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 | $333,000 | 6,496 |
| U.S. Government securities | $333,000 | 6,311 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $333,000 | 6,218 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $333,000 | 5,145 |
| 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 | $332,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,133 |
| 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) | $333,000 | 2,254 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $332,000 | 6,471 |
| 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 | $405,000 | 6,560 |
| U.S. Government securities | $405,000 | 6,357 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $405,000 | 6,260 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $405,000 | 5,154 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,395 |
| Issued or guaranteed by U.S. | $3,000 | 5,386 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $402,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 3,092 |
| 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) | $405,000 | 2,216 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $404,000 | 6,536 |
| 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 | $466,000 | 6,628 |
| U.S. Government securities | $466,000 | 6,416 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $466,000 | 6,323 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $466,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,414 |
| Issued or guaranteed by U.S. | $6,000 | 5,405 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $460,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 3,078 |
| 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) | $466,000 | 2,183 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $466,000 | 6,602 |
| 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 | $553,000 | 6,659 |
| U.S. Government securities | $553,000 | 6,414 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $553,000 | 6,318 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $553,000 | 5,120 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,385 |
| Issued or guaranteed by U.S. | $11,000 | 5,376 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $542,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 3,051 |
| 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) | $553,000 | 2,063 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $553,000 | 6,628 |
| 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 | $662,000 | 6,706 |
| U.S. Government securities | $662,000 | 6,453 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $662,000 | 6,349 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $662,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,396 |
| Issued or guaranteed by U.S. | $19,000 | 5,389 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $643,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 3,031 |
| 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) | $662,000 | 2,023 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $662,000 | 6,677 |
| 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 | $907,000 | 6,730 |
| U.S. Government securities | $907,000 | 6,446 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $907,000 | 6,337 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $907,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,392 |
| Issued or guaranteed by U.S. | $29,000 | 5,387 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $878,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,960 |
| 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) | $907,000 | 1,959 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $907,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,088,000 | 6,785 |
| U.S. Government securities | $1,088,000 | 6,492 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,088,000 | 6,395 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,088,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $44,000 | 5,461 |
| Issued or guaranteed by U.S. | $44,000 | 5,451 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,044,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,949 |
| 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) | $1,088,000 | 1,919 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $1,086,000 | 6,757 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,293,000 | 6,826 |
| U.S. Government securities | $1,293,000 | 6,523 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,293,000 | 6,425 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $1,293,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,313 |
| Issued or guaranteed by U.S. | $198,000 | 5,305 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,095,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $1,095,000 | 2,937 |
| 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) | $1,293,000 | 1,875 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $1,293,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,565,000 | 6,854 |
| U.S. Government securities | $1,565,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,565,000 | 6,450 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $1,565,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,263 |
| Issued or guaranteed by U.S. | $263,000 | 5,257 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,302,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $1,302,000 | 2,897 |
| 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) | $1,565,000 | 1,836 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $1,565,000 | 6,821 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,813,000 | 6,859 |
| U.S. Government securities | $1,813,000 | 6,532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,813,000 | 6,436 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,813,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $301,000 | 5,216 |
| Issued or guaranteed by U.S. | $301,000 | 5,204 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,512,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $1,512,000 | 2,714 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,813,000 | 1,835 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $1,813,000 | 6,828 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,104,000 | 6,881 |
| U.S. Government securities | $2,104,000 | 6,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,104,000 | 6,413 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,104,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,189 |
| Issued or guaranteed by U.S. | $351,000 | 5,174 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,753,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $1,753,000 | 2,630 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,104,000 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $2,104,000 | 6,847 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,419,000 | 6,926 |
| U.S. Government securities | $2,419,000 | 6,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,419,000 | 6,452 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,419,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,158 |
| Issued or guaranteed by U.S. | $419,000 | 5,144 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,000,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 2,496 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,419,000 | 1,760 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $2,419,000 | 6,896 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,814,000 | 6,913 |
| U.S. Government securities | $2,814,000 | 6,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,814,000 | 6,393 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,814,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $483,000 | 5,087 |
| Issued or guaranteed by U.S. | $483,000 | 5,075 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,331,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $2,331,000 | 2,341 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,814,000 | 1,705 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $2,814,000 | 6,875 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $4,986,000 | 6,535 |
| U.S. Government securities | $3,331,000 | 6,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,331,000 | 6,187 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,655,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,655,000 | 1,129 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,331,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $597,000 | 4,939 |
| Issued or guaranteed by U.S. | $597,000 | 4,927 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,734,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 2,184 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,986,000 | 1,420 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $4,986,000 | 6,505 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $6,346,000 | 6,305 |
| U.S. Government securities | $4,021,000 | 6,152 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,021,000 | 6,034 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,325,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,325,000 | 953 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,021,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $711,000 | 4,884 |
| Issued or guaranteed by U.S. | $711,000 | 4,875 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,310,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $3,310,000 | 2,013 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,346,000 | 1,324 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $6,346,000 | 6,265 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $6,864,000 | 6,295 |
| U.S. Government securities | $3,976,000 | 6,309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,976,000 | 6,194 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,888,000 | 1,481 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,888,000 | 830 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,976,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $806,000 | 4,872 |
| Issued or guaranteed by U.S. | $806,000 | 4,865 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,170,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $3,170,000 | 1,948 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,864,000 | 1,304 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $6,864,000 | 6,257 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $6,317,000 | 6,483 |
| U.S. Government securities | $3,473,000 | 6,547 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,473,000 | 6,438 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,844,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,844,000 | 863 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,473,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,936 |
| Issued or guaranteed by U.S. | $921,000 | 4,927 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,552,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 2,041 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,317,000 | 1,375 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $6,317,000 | 6,443 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $5,226,000 | 6,681 |
| U.S. Government securities | $3,571,000 | 6,513 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,571,000 | 6,419 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,655,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,655,000 | 1,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,571,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $1,045,000 | 4,930 |
| Issued or guaranteed by U.S. | $1,045,000 | 4,921 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,526,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $2,526,000 | 2,018 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,226,000 | 1,498 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $5,226,000 | 6,641 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $4,504,000 | 6,888 |
| U.S. Government securities | $2,973,000 | 6,727 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,973,000 | 6,631 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,531,000 | 2,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,531,000 | 1,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,973,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $1,202,000 | 4,951 |
| Issued or guaranteed by U.S. | $1,202,000 | 4,939 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,771,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $1,771,000 | 2,212 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,504,000 | 1,640 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $4,504,000 | 6,850 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $4,173,000 | 6,959 |
| U.S. Government securities | $4,173,000 | 6,395 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,173,000 | 6,303 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,672,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $1,351,000 | 4,939 |
| Issued or guaranteed by U.S. | $1,351,000 | 4,926 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,321,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $2,321,000 | 2,019 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,173,000 | 1,723 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $4,173,000 | 6,920 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $13,223,000 | 5,352 |
| U.S. Government securities | $12,225,000 | 4,674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,225,000 | 4,595 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $998,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,000 | 1,559 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,680,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 4,942 |
| Issued or guaranteed by U.S. | $1,506,000 | 4,927 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,174,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $3,174,000 | 1,816 |
| 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) | $13,223,000 | 984 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $13,223,000 | 5,309 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $9,000,000 | 6,110 |
| U.S. Government securities | $6,508,000 | 5,981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,508,000 | 5,898 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,492,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,492,000 | 988 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,511,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,647,000 | 4,873 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,864,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $3,864,000 | 1,681 |
| 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) | $9,000,000 | 1,218 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $9,000,000 | 6,063 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $9,190,000 | 6,043 |
| U.S. Government securities | $7,698,000 | 5,642 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,698,000 | 5,557 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,492,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,492,000 | 1,266 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,270,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $1,801,000 | 4,799 |
| Issued or guaranteed by U.S. | $1,801,000 | 4,784 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,469,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $4,469,000 | 1,492 |
| 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) | $9,190,000 | 1,203 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $9,190,000 | 5,995 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $11,111,000 | 5,734 |
| U.S. Government securities | $9,126,000 | 5,316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,126,000 | 5,235 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,985,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,985,000 | 1,205 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,196,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,703 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,683 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,184,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $5,184,000 | 1,396 |
| 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) | $11,111,000 | 1,069 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $11,111,000 | 5,677 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $11,618,000 | 5,651 |
| U.S. Government securities | $8,637,000 | 5,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,637,000 | 5,339 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,981,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,981,000 | 942 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,149,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $2,260,000 | 4,500 |
| Issued or guaranteed by U.S. | $2,260,000 | 4,479 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,889,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $4,889,000 | 1,411 |
| 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) | $11,618,000 | 1,052 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $11,618,000 | 5,579 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $7,857,000 | 6,465 |
| U.S. Government securities | $5,387,000 | 6,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,387,000 | 6,367 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,470,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,470,000 | 965 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,397,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $2,484,000 | 4,125 |
| Issued or guaranteed by U.S. | $2,484,000 | 4,109 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $913,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $913,000 | 2,407 |
| 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) | $7,857,000 | 1,380 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $7,857,000 | 6,403 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $8,210,000 | 6,438 |
| U.S. Government securities | $5,230,000 | 6,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,230,000 | 6,510 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,980,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,980,000 | 862 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,744,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $2,737,000 | 3,874 |
| Issued or guaranteed by U.S. | $2,737,000 | 3,857 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,007,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,271 |
| 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) | $8,210,000 | 1,394 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $8,210,000 | 6,380 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $8,587,000 | 6,386 |
| U.S. Government securities | $7,092,000 | 6,078 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,092,000 | 5,970 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,495,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,495,000 | 1,155 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,107,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $2,982,000 | 3,729 |
| Issued or guaranteed by U.S. | $2,982,000 | 3,716 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,125,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,201 |
| 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) | $8,587,000 | 1,359 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $8,587,000 | 6,330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $11,545,000 | 5,815 |
| U.S. Government securities | $8,560,000 | 5,748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,560,000 | 5,628 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,985,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,985,000 | 843 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,584,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 3,572 |
| Issued or guaranteed by U.S. | $3,318,000 | 3,554 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $266,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,831 |
| 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) | $11,545,000 | 1,173 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $11,545,000 | 5,764 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $12,870,000 | 5,631 |
| U.S. Government securities | $10,395,000 | 5,391 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,395,000 | 5,270 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,475,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,475,000 | 950 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,934,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $3,610,000 | 3,462 |
| Issued or guaranteed by U.S. | $3,610,000 | 3,449 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $324,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,751 |
| 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) | $12,870,000 | 1,131 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $12,870,000 | 5,587 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $10,289,000 | 6,137 |
| U.S. Government securities | $9,293,000 | 5,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,293,000 | 5,558 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $996,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $996,000 | 1,429 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,335,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $3,944,000 | 3,350 |
| Issued or guaranteed by U.S. | $3,944,000 | 3,333 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $391,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,669 |
| 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) | $10,289,000 | 1,331 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $10,289,000 | 6,078 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $9,325,000 | 6,374 |
| U.S. Government securities | $7,821,000 | 6,070 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,821,000 | 5,935 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,504,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,504,000 | 1,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,847,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $4,292,000 | 3,240 |
| Issued or guaranteed by U.S. | $4,292,000 | 3,228 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $555,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 2,503 |
| 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) | $9,325,000 | 1,424 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $9,325,000 | 6,312 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $10,242,000 | 6,222 |
| U.S. Government securities | $7,747,000 | 6,144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,747,000 | 5,996 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,495,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,495,000 | 1,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,486,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $4,728,000 | 3,145 |
| Issued or guaranteed by U.S. | $4,728,000 | 3,132 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $758,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 2,363 |
| 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) | $10,242,000 | 1,367 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $10,242,000 | 6,165 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $11,411,000 | 6,035 |
| U.S. Government securities | $7,909,000 | 6,091 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,909,000 | 5,953 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,502,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,502,000 | 867 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,103,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $5,150,000 | 3,069 |
| Issued or guaranteed by U.S. | $5,150,000 | 3,057 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $953,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $953,000 | 2,260 |
| 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) | $11,411,000 | 1,331 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $11,411,000 | 5,977 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $11,726,000 | 5,972 |
| U.S. Government securities | $8,727,000 | 5,881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,727,000 | 5,737 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,999,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,999,000 | 984 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,857,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $5,703,000 | 2,956 |
| Issued or guaranteed by U.S. | $5,703,000 | 2,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,154,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,153 |
| 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) | $11,726,000 | 1,315 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $11,726,000 | 5,910 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $12,903,000 | 5,779 |
| U.S. Government securities | $10,095,000 | 5,579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,095,000 | 5,438 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,808,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,808,000 | 1,069 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,570,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $6,219,000 | 2,916 |
| Issued or guaranteed by U.S. | $6,219,000 | 2,904 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,351,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,116 |
| 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) | $12,903,000 | 1,257 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $12,903,000 | 5,716 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $13,902,000 | 5,672 |
| U.S. Government securities | $11,571,000 | 5,311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,571,000 | 5,162 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,331,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,331,000 | 1,240 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,394,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $6,848,000 | 2,849 |
| Issued or guaranteed by U.S. | $6,848,000 | 2,839 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,546,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,084 |
| 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) | $13,902,000 | 1,221 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $13,902,000 | 5,605 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $14,397,000 | 5,615 |
| U.S. Government securities | $11,552,000 | 5,339 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,552,000 | 5,181 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,845,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,845,000 | 1,172 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,437,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $7,412,000 | 2,765 |
| Issued or guaranteed by U.S. | $7,412,000 | 2,758 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,025,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,392 |
| 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) | $14,397,000 | 1,187 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $14,397,000 | 5,544 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $12,490,000 | 5,979 |
| U.S. Government securities | $10,167,000 | 5,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,167,000 | 5,509 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,323,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,323,000 | 1,341 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,211,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $8,027,000 | 2,680 |
| Issued or guaranteed by U.S. | $8,027,000 | 2,672 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,184,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $1,184,000 | 2,321 |
| 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) | $12,490,000 | 1,310 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $12,490,000 | 5,909 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $13,967,000 | 5,770 |
| U.S. Government securities | $13,329,000 | 5,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,329,000 | 4,867 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $638,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $638,000 | 2,329 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,317,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $9,806,000 | 2,436 |
| Issued or guaranteed by U.S. | $9,806,000 | 2,428 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $511,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 2,793 |
| 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) | $13,967,000 | 1,222 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $13,967,000 | 5,696 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $14,872,000 | 5,582 |
| U.S. Government securities | $14,753,000 | 4,701 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,753,000 | 4,557 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $119,000 | 3,532 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000 | 3,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,977,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $10,106,000 | 2,391 |
| Issued or guaranteed by U.S. | $10,106,000 | 2,381 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $871,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,628 |
| 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) | $14,872,000 | 1,148 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $14,872,000 | 5,499 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $16,345,000 | 5,385 |
| U.S. Government securities | $16,095,000 | 4,497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,095,000 | 4,347 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $250,000 | 3,390 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,027 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,438,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $10,189,000 | 2,398 |
| Issued or guaranteed by U.S. | $10,189,000 | 2,386 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,249,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,493 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,345,000 | 1,092 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $16,345,000 | 5,296 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $15,938,000 | 5,370 |
| U.S. Government securities | $15,546,000 | 4,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,546,000 | 4,300 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $392,000 | 3,343 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $392,000 | 2,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,710,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $9,852,000 | 2,413 |
| Issued or guaranteed by U.S. | $9,852,000 | 2,404 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,858,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $1,858,000 | 2,268 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,938,000 | 1,098 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $15,938,000 | 5,280 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $20,150,000 | 4,669 |
| U.S. Government securities | $19,161,000 | 3,806 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,161,000 | 3,656 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $989,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $989,000 | 2,498 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,757,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $9,452,000 | 2,486 |
| Issued or guaranteed by U.S. | $9,452,000 | 2,473 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,305,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $2,305,000 | 2,254 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,150,000 | 895 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $20,150,000 | 4,575 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $23,499,000 | 4,205 |
| U.S. Government securities | $20,862,000 | 3,586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,862,000 | 3,438 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,637,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,637,000 | 1,662 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,341,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $9,544,000 | 2,446 |
| Issued or guaranteed by U.S. | $9,544,000 | 2,432 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,797,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $2,797,000 | 2,181 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,499,000 | 808 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $23,499,000 | 4,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $22,721,000 | 4,279 |
| U.S. Government securities | $17,354,000 | 4,075 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,354,000 | 3,905 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $5,367,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,367,000 | 1,077 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,272,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $6,039,000 | 3,065 |
| Issued or guaranteed by U.S. | $6,039,000 | 3,053 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,233,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $3,233,000 | 2,094 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,721,000 | 836 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $22,721,000 | 4,189 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $21,283,000 | 4,321 |
| U.S. Government securities | $13,460,000 | 4,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,460,000 | 4,457 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $7,803,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,803,000 | 850 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 2,200 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,460,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $6,753,000 | 2,687 |
| Issued or guaranteed by U.S. | $6,753,000 | 2,671 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,707,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $6,707,000 | 1,496 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,283,000 | 885 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $21,263,000 | 4,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $5,324,000 | 8,244 |
| U.S. Government securities | $1,484,000 | 9,173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,484,000 | 8,904 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,820,000 | 1,394 |
| 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 | $3,820,000 | 1,168 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,753 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,484,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,800 |
| Issued or guaranteed by U.S. | $26,000 | 6,779 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,458,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $1,458,000 | 2,418 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,324,000 | 2,699 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $5,304,000 | 8,131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,440,000 | 7,516 |
| U.S. Government securities | $2,543,000 | 9,113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,543,000 | 8,653 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $5,877,000 | 1,098 |
| 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 | $5,877,000 | 892 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,755 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,543,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $43,000 | 7,039 |
| Issued or guaranteed by U.S. | $43,000 | 7,022 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,500,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 2,098 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,440,000 | 2,332 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $8,420,000 | 7,407 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,049,000 | 8,379 |
| U.S. Government securities | $66,000 | 10,153 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,000 | 9,853 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $5,963,000 | 1,015 |
| 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 | $5,963,000 | 802 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,636 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,000 | 7,659 |
| Certificates of participation in pools of residential mortgages | $66,000 | 7,168 |
| Issued or guaranteed by U.S. | $66,000 | 7,150 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,049,000 | 3,103 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $6,029,000 | 8,260 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,304,000 | 8,331 |
| U.S. Government securities | $108,000 | 10,636 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $108,000 | 10,216 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $7,196,000 | 700 |
| 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 | $7,196,000 | 525 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $108,000 | 7,864 |
| Certificates of participation in pools of residential mortgages | $108,000 | 7,252 |
| Issued or guaranteed by U.S. | $108,000 | 7,225 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,304,000 | 3,412 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $7,304,000 | 8,198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,636,000 | 9,932 |
| U.S. Government securities | $215,000 | 11,176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $215,000 | 10,649 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $4,419,000 | 966 |
| 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 | $4,419,000 | 681 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 745 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $215,000 | 8,135 |
| Certificates of participation in pools of residential mortgages | $148,000 | 7,657 |
| Issued or guaranteed by U.S. | $148,000 | 7,638 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $67,000 | 5,349 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 5,088 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,636,000 | 4,855 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $4,634,000 | 9,823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,871,000 | 11,077 |
| U.S. Government securities | $370,000 | 11,664 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $370,000 | 10,939 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,479,000 | 1,615 |
| 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 | $2,479,000 | 1,238 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,812 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 790 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $370,000 | 8,252 |
| Certificates of participation in pools of residential mortgages | $190,000 | 7,892 |
| Issued or guaranteed by U.S. | $190,000 | 7,860 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $180,000 | 5,532 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 5,292 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,871,000 | 6,097 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $2,849,000 | 10,977 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,412,000 | 11,915 |
| U.S. Government securities | $524,000 | 12,286 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $524,000 | 11,278 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,866,000 | 2,115 |
| 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 | $1,866,000 | 1,669 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,885 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 854 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $524,000 | 8,468 |
| Certificates of participation in pools of residential mortgages | $237,000 | 8,204 |
| Issued or guaranteed by U.S. | $237,000 | 8,177 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $287,000 | 5,682 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 5,429 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,412,000 | 9,726 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,390,000 | 11,826 |
| 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 | $3,493,000 | 11,949 |
| U.S. Government securities | $1,354,000 | 12,538 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,354,000 | 10,849 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,115,000 | 2,296 |
| 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 | $2,115,000 | 1,728 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,781 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-4,000 | 940 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,354,000 | 7,973 |
| Certificates of participation in pools of residential mortgages | $369,000 | 8,455 |
| Issued or guaranteed by U.S. | $369,000 | 8,397 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $985,000 | 5,059 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 4,843 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,469,000 | 11,844 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,222,000 | 12,472 |
| U.S. Government securities | $1,676,000 | 12,895 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,676,000 | 10,855 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,521,000 | 3,387 |
| 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 | $1,521,000 | 2,374 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,617 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-5,000 | 1,179 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,676,000 | 8,028 |
| Certificates of participation in pools of residential mortgages | $434,000 | 8,767 |
| Issued or guaranteed by U.S. | $434,000 | 8,702 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,242,000 | 4,736 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 4,369 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,197,000 | 12,369 |
| 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 |