Home > Branson Bank > Securities
Branson Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,748,000 | 3,884 |
| U.S. Government securities | $8,336,000 | 3,707 |
| U.S. Treasury securities | $2,450,000 | 2,198 |
| U.S. Government agency obligations | $5,886,000 | 3,591 |
| Securities issued by states & political subdivisions | $4,422,000 | 2,984 |
| 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 | $10,700,000 | 2,881 |
| Mortgage-backed securities | $285,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $285,000 | 3,452 |
| 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) | $7,479,000 | 1,069 |
| Available-for-sale securities (fair market value) | $5,279,000 | 3,954 |
| Total debt securities | $12,758,000 | 3,864 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $12,930,000 | 3,894 |
| U.S. Government securities | $8,549,000 | 3,707 |
| U.S. Treasury securities | $2,428,000 | 2,259 |
| U.S. Government agency obligations | $6,121,000 | 3,576 |
| Securities issued by states & political subdivisions | $4,391,000 | 3,002 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,900,000 | 2,835 |
| Mortgage-backed securities | $296,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $296,000 | 3,464 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $7,474,000 | 1,081 |
| Available-for-sale securities (fair market value) | $5,466,000 | 3,954 |
| Total debt securities | $12,940,000 | 3,871 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $12,992,000 | 3,937 |
| U.S. Government securities | $8,573,000 | 3,748 |
| U.S. Treasury securities | $2,416,000 | 2,298 |
| U.S. Government agency obligations | $6,157,000 | 3,607 |
| Securities issued by states & political subdivisions | $4,429,000 | 3,042 |
| 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 | $10,951,000 | 2,819 |
| Mortgage-backed securities | $331,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $331,000 | 3,464 |
| 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) | $7,468,000 | 1,092 |
| Available-for-sale securities (fair market value) | $5,534,000 | 3,978 |
| Total debt securities | $13,001,000 | 3,914 |
| 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 | $13,061,000 | 4,012 |
| U.S. Government securities | $8,610,000 | 3,830 |
| U.S. Treasury securities | $2,429,000 | 2,367 |
| U.S. Government agency obligations | $6,181,000 | 3,611 |
| Securities issued by states & political subdivisions | $4,449,000 | 3,090 |
| Other domestic debt securities | $2,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $2,000 | 702 |
| 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 | $11,000,000 | 2,736 |
| Mortgage-backed securities | $360,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $358,000 | 3,494 |
| Privately issued | $2,000 | 216 |
| 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) | $7,461,000 | 1,130 |
| Available-for-sale securities (fair market value) | $5,600,000 | 4,052 |
| Total debt securities | $13,063,000 | 3,987 |
| 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 | $14,036,000 | 3,993 |
| U.S. Government securities | $9,085,000 | 3,811 |
| U.S. Treasury securities | $3,399,000 | 2,259 |
| U.S. Government agency obligations | $5,686,000 | 3,660 |
| Securities issued by states & political subdivisions | $4,951,000 | 3,072 |
| 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 | $7,713,000 | 2,908 |
| Mortgage-backed securities | $381,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $381,000 | 3,517 |
| 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) | $7,704,000 | 1,136 |
| Available-for-sale securities (fair market value) | $6,332,000 | 4,046 |
| Total debt securities | $14,035,000 | 3,975 |
| 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 | $13,164,000 | 4,048 |
| U.S. Government securities | $8,234,000 | 3,895 |
| U.S. Treasury securities | $3,387,000 | 2,301 |
| U.S. Government agency obligations | $4,847,000 | 3,780 |
| Securities issued by states & political subdivisions | $4,930,000 | 3,093 |
| 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 | $7,425,000 | 2,890 |
| Mortgage-backed securities | $400,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $400,000 | 3,523 |
| 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) | $6,600,000 | 1,169 |
| Available-for-sale securities (fair market value) | $6,564,000 | 4,075 |
| Total debt securities | $13,164,000 | 4,028 |
| 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 | $10,905,000 | 4,187 |
| U.S. Government securities | $5,935,000 | 4,090 |
| U.S. Treasury securities | $2,940,000 | 2,315 |
| U.S. Government agency obligations | $2,995,000 | 3,991 |
| Securities issued by states & political subdivisions | $4,970,000 | 3,145 |
| 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 | $7,287,000 | 2,908 |
| Mortgage-backed securities | $442,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $442,000 | 3,628 |
| Issued or guaranteed by U.S. | $442,000 | 3,539 |
| 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) | $4,215,000 | 1,222 |
| Available-for-sale securities (fair market value) | $6,690,000 | 4,105 |
| Total debt securities | $10,905,000 | 4,168 |
| 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 | $11,246,000 | 4,134 |
| U.S. Government securities | $5,722,000 | 4,027 |
| U.S. Treasury securities | $2,973,000 | 2,077 |
| U.S. Government agency obligations | $2,749,000 | 4,006 |
| Securities issued by states & political subdivisions | $5,524,000 | 3,099 |
| 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 | $6,074,000 | 3,006 |
| Mortgage-backed securities | $499,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $499,000 | 3,624 |
| Issued or guaranteed by U.S. | $499,000 | 3,537 |
| 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) | $11,246,000 | 3,873 |
| Total debt securities | $11,246,000 | 4,116 |
| 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 | $9,002,000 | 4,190 |
| U.S. Government securities | $2,928,000 | 4,195 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,928,000 | 3,977 |
| Securities issued by states & political subdivisions | $6,074,000 | 3,079 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,810,000 | 2,938 |
| Mortgage-backed securities | $566,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $566,000 | 3,621 |
| Issued or guaranteed by U.S. | $566,000 | 3,529 |
| 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) | $9,002,000 | 3,964 |
| Total debt securities | $9,002,000 | 4,169 |
| 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 | $9,136,000 | 4,190 |
| U.S. Government securities | $2,767,000 | 4,221 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,767,000 | 4,027 |
| Securities issued by states & political subdivisions | $6,369,000 | 3,058 |
| 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 | $7,001,000 | 2,930 |
| Mortgage-backed securities | $625,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $625,000 | 3,644 |
| Issued or guaranteed by U.S. | $625,000 | 3,558 |
| 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) | $9,136,000 | 3,954 |
| Total debt securities | $9,137,000 | 4,166 |
| 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 | $9,221,000 | 4,189 |
| U.S. Government securities | $2,826,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,826,000 | 4,043 |
| Securities issued by states & political subdivisions | $6,395,000 | 3,038 |
| 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 | $6,766,000 | 2,949 |
| Mortgage-backed securities | $685,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $685,000 | 3,641 |
| Issued or guaranteed by U.S. | $685,000 | 3,548 |
| 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) | $9,221,000 | 3,947 |
| Total debt securities | $9,222,000 | 4,166 |
| 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 | $9,255,000 | 4,146 |
| U.S. Government securities | $2,896,000 | 4,164 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,896,000 | 3,995 |
| Securities issued by states & political subdivisions | $6,359,000 | 3,026 |
| 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 | $6,275,000 | 2,985 |
| Mortgage-backed securities | $750,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $750,000 | 3,620 |
| Issued or guaranteed by U.S. | $750,000 | 3,529 |
| 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) | $9,255,000 | 3,910 |
| Total debt securities | $9,255,000 | 4,121 |
| 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 | $10,400,000 | 4,004 |
| U.S. Government securities | $2,141,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,141,000 | 4,053 |
| Securities issued by states & political subdivisions | $8,259,000 | 2,792 |
| 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 | $7,063,000 | 2,903 |
| Mortgage-backed securities | $814,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $814,000 | 3,589 |
| Issued or guaranteed by U.S. | $814,000 | 3,502 |
| 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) | $10,400,000 | 3,775 |
| Total debt securities | $10,399,000 | 3,976 |
| 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 | $10,494,000 | 3,971 |
| U.S. Government securities | $2,220,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,220,000 | 4,069 |
| Securities issued by states & political subdivisions | $8,274,000 | 2,664 |
| 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 | $6,480,000 | 2,978 |
| Mortgage-backed securities | $888,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $888,000 | 3,565 |
| Issued or guaranteed by U.S. | $888,000 | 3,473 |
| 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) | $10,494,000 | 3,738 |
| Total debt securities | $10,494,000 | 3,946 |
| 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 | $10,264,000 | 3,980 |
| U.S. Government securities | $2,279,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,279,000 | 4,081 |
| Securities issued by states & political subdivisions | $7,985,000 | 2,652 |
| 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 | $9,458,000 | 2,652 |
| Mortgage-backed securities | $948,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $948,000 | 3,544 |
| Issued or guaranteed by U.S. | $948,000 | 3,451 |
| 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) | $10,264,000 | 3,737 |
| Total debt securities | $10,264,000 | 3,957 |
| 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 | $10,995,000 | 3,942 |
| U.S. Government securities | $3,077,000 | 4,160 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,077,000 | 4,004 |
| Securities issued by states & political subdivisions | $7,918,000 | 2,574 |
| 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 | $9,570,000 | 2,603 |
| Mortgage-backed securities | $1,000,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 3,532 |
| Issued or guaranteed by U.S. | $1,000,000 | 3,430 |
| 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) | $10,995,000 | 3,693 |
| Total debt securities | $10,995,000 | 3,918 |
| 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 | $11,472,000 | 3,943 |
| U.S. Government securities | $2,516,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,516,000 | 4,180 |
| Securities issued by states & political subdivisions | $8,956,000 | 2,408 |
| 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 | $10,612,000 | 2,535 |
| Mortgage-backed securities | $486,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $486,000 | 3,726 |
| Issued or guaranteed by U.S. | $486,000 | 3,651 |
| 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) | $11,472,000 | 3,696 |
| Total debt securities | $11,472,000 | 3,920 |
| 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 | $11,045,000 | 4,052 |
| U.S. Government securities | $2,782,000 | 4,382 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,782,000 | 4,220 |
| Securities issued by states & political subdivisions | $8,263,000 | 2,514 |
| 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 | $9,747,000 | 2,662 |
| Mortgage-backed securities | $516,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $516,000 | 3,745 |
| Issued or guaranteed by U.S. | $516,000 | 3,665 |
| 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) | $11,045,000 | 3,791 |
| Total debt securities | $11,045,000 | 4,030 |
| 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 | $10,993,000 | 4,108 |
| U.S. Government securities | $3,075,000 | 4,393 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,075,000 | 4,233 |
| Securities issued by states & political subdivisions | $7,918,000 | 2,625 |
| 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 | $10,010,000 | 2,703 |
| Mortgage-backed securities | $545,000 | 3,978 |
| Certificates of participation in pools of residential mortgages | $545,000 | 3,748 |
| Issued or guaranteed by U.S. | $545,000 | 3,679 |
| 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) | $10,993,000 | 3,836 |
| Total debt securities | $10,993,000 | 4,087 |
| 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 | $10,960,000 | 4,176 |
| U.S. Government securities | $3,562,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,562,000 | 4,206 |
| Securities issued by states & political subdivisions | $7,398,000 | 2,751 |
| 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 | $9,881,000 | 2,747 |
| Mortgage-backed securities | $563,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $563,000 | 3,775 |
| Issued or guaranteed by U.S. | $563,000 | 3,694 |
| 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) | $10,960,000 | 3,908 |
| Total debt securities | $10,960,000 | 4,155 |
| 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 | $10,905,000 | 4,226 |
| U.S. Government securities | $3,559,000 | 4,408 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,559,000 | 4,248 |
| Securities issued by states & political subdivisions | $7,346,000 | 2,826 |
| 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 | $10,054,000 | 2,735 |
| Mortgage-backed securities | $584,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $584,000 | 3,798 |
| Issued or guaranteed by U.S. | $584,000 | 3,731 |
| 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) | $10,905,000 | 3,952 |
| Total debt securities | $10,904,000 | 4,203 |
| 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 | $11,061,000 | 4,264 |
| U.S. Government securities | $3,793,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,793,000 | 4,276 |
| Securities issued by states & political subdivisions | $7,268,000 | 2,870 |
| 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 | $8,276,000 | 2,974 |
| Mortgage-backed securities | $600,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $600,000 | 3,840 |
| Issued or guaranteed by U.S. | $600,000 | 3,814 |
| 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) | $11,061,000 | 3,988 |
| Total debt securities | $11,060,000 | 4,242 |
| 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 | $11,092,000 | 4,319 |
| U.S. Government securities | $4,011,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,011,000 | 4,274 |
| Securities issued by states & political subdivisions | $7,081,000 | 2,939 |
| 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 | $9,738,000 | 2,804 |
| Mortgage-backed securities | $744,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $744,000 | 3,836 |
| Issued or guaranteed by U.S. | $744,000 | 3,667 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,092,000 | 4,041 |
| Total debt securities | $11,092,000 | 4,297 |
| 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 | $10,629,000 | 4,409 |
| U.S. Government securities | $3,803,000 | 4,549 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,803,000 | 4,405 |
| Securities issued by states & political subdivisions | $6,826,000 | 3,010 |
| 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 | $9,204,000 | 2,907 |
| Mortgage-backed securities | $783,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $783,000 | 3,868 |
| Issued or guaranteed by U.S. | $783,000 | 3,861 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $10,629,000 | 4,122 |
| Total debt securities | $10,629,000 | 4,384 |
| 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 | $10,377,000 | 4,484 |
| U.S. Government securities | $3,875,000 | 4,578 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,875,000 | 4,441 |
| Securities issued by states & political subdivisions | $6,502,000 | 3,140 |
| 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 | $9,005,000 | 2,969 |
| Mortgage-backed securities | $829,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $829,000 | 3,891 |
| Issued or guaranteed by U.S. | $829,000 | 3,885 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,377,000 | 4,196 |
| Total debt securities | $10,377,000 | 4,457 |
| 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 | $9,997,000 | 4,571 |
| U.S. Government securities | $3,435,000 | 4,683 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,435,000 | 4,556 |
| Securities issued by states & political subdivisions | $6,562,000 | 3,166 |
| 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 | $9,018,000 | 3,019 |
| Mortgage-backed securities | $872,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $872,000 | 3,918 |
| Issued or guaranteed by U.S. | $872,000 | 3,912 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $9,997,000 | 4,277 |
| Total debt securities | $9,997,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $2,634,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $9,859,000 | 4,632 |
| U.S. Government securities | $3,492,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,492,000 | 4,603 |
| Securities issued by states & political subdivisions | $6,367,000 | 3,226 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,920,000 | 3,063 |
| Mortgage-backed securities | $927,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $927,000 | 3,938 |
| Issued or guaranteed by U.S. | $927,000 | 3,931 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,859,000 | 4,340 |
| Total debt securities | $9,859,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $2,162,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $9,794,000 | 4,672 |
| U.S. Government securities | $3,527,000 | 4,778 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,527,000 | 4,647 |
| Securities issued by states & political subdivisions | $6,267,000 | 3,285 |
| 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 | $8,678,000 | 3,124 |
| Mortgage-backed securities | $963,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $963,000 | 3,987 |
| Issued or guaranteed by U.S. | $963,000 | 3,982 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,794,000 | 4,370 |
| Total debt securities | $9,794,000 | 4,649 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,794,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $9,320,000 | 4,738 |
| U.S. Government securities | $3,561,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,561,000 | 4,655 |
| Securities issued by states & political subdivisions | $5,759,000 | 3,380 |
| 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 | $8,398,000 | 3,170 |
| Mortgage-backed securities | $995,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $995,000 | 3,995 |
| Issued or guaranteed by U.S. | $995,000 | 3,987 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,320,000 | 4,423 |
| Total debt securities | $9,320,000 | 4,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $3,659,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $8,894,000 | 4,819 |
| U.S. Government securities | $3,892,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,892,000 | 4,659 |
| Securities issued by states & political subdivisions | $5,002,000 | 3,525 |
| 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 | $8,156,000 | 3,235 |
| Mortgage-backed securities | $1,058,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 4,005 |
| Issued or guaranteed by U.S. | $1,058,000 | 4,001 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,894,000 | 4,481 |
| Total debt securities | $8,894,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $2,599,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $8,276,000 | 4,939 |
| U.S. Government securities | $3,705,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,705,000 | 4,783 |
| Securities issued by states & political subdivisions | $4,571,000 | 3,638 |
| 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 | $7,882,000 | 3,335 |
| Mortgage-backed securities | $1,113,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 4,029 |
| Issued or guaranteed by U.S. | $1,113,000 | 4,023 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $8,276,000 | 4,596 |
| Total debt securities | $8,276,000 | 4,915 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $3,105,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $8,278,000 | 5,011 |
| U.S. Government securities | $3,932,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,932,000 | 4,855 |
| Securities issued by states & political subdivisions | $4,346,000 | 3,684 |
| 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 | $7,752,000 | 3,380 |
| Mortgage-backed securities | $1,162,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 4,041 |
| Issued or guaranteed by U.S. | $1,162,000 | 4,036 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $8,278,000 | 4,664 |
| Total debt securities | $8,278,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $2,508,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $8,003,000 | 5,105 |
| U.S. Government securities | $3,943,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,943,000 | 4,922 |
| Securities issued by states & political subdivisions | $4,060,000 | 3,768 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,331,000 | 3,480 |
| Mortgage-backed securities | $1,187,000 | 4,347 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 4,060 |
| Issued or guaranteed by U.S. | $1,187,000 | 4,056 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $8,003,000 | 4,755 |
| Total debt securities | $8,003,000 | 5,084 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $2,464,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,496,000 | 5,231 |
| U.S. Government securities | $3,711,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,711,000 | 5,057 |
| Securities issued by states & political subdivisions | $3,785,000 | 3,871 |
| 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 | $7,127,000 | 3,559 |
| Mortgage-backed securities | $1,252,000 | 4,385 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,091 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,086 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $7,496,000 | 4,869 |
| Total debt securities | $7,496,000 | 5,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $2,500,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $7,708,000 | 5,305 |
| U.S. Government securities | $4,001,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,001,000 | 5,106 |
| Securities issued by states & political subdivisions | $3,707,000 | 3,901 |
| 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 | $7,197,000 | 3,599 |
| Mortgage-backed securities | $1,306,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $1,306,000 | 4,163 |
| Issued or guaranteed by U.S. | $1,306,000 | 4,158 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $7,708,000 | 4,942 |
| Total debt securities | $7,708,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $2,235,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $7,580,000 | 5,376 |
| U.S. Government securities | $3,634,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,634,000 | 5,253 |
| Securities issued by states & political subdivisions | $3,946,000 | 3,831 |
| 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 | $7,059,000 | 3,644 |
| Mortgage-backed securities | $1,424,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 4,206 |
| Issued or guaranteed by U.S. | $1,368,000 | 4,199 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $56,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,178 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $7,580,000 | 5,016 |
| Total debt securities | $7,580,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $3,124,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,593,000 | 5,466 |
| U.S. Government securities | $3,907,000 | 5,409 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,907,000 | 5,303 |
| Securities issued by states & political subdivisions | $3,686,000 | 3,945 |
| 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 | $7,158,000 | 3,674 |
| Mortgage-backed securities | $1,465,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 4,265 |
| Issued or guaranteed by U.S. | $1,405,000 | 4,257 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,214 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $7,593,000 | 5,085 |
| Total debt securities | $7,593,000 | 5,444 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $249,000 | 2,019 |
| Trading account assets | $2,952,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $7,581,000 | 5,560 |
| U.S. Government securities | $3,915,000 | 5,487 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,915,000 | 5,383 |
| Securities issued by states & political subdivisions | $3,666,000 | 3,989 |
| 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 | $6,947,000 | 3,771 |
| Mortgage-backed securities | $996,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $928,000 | 4,546 |
| Issued or guaranteed by U.S. | $928,000 | 4,543 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $68,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,256 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $7,581,000 | 5,176 |
| Total debt securities | $7,581,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,762 |
| Fair value | $735,000 | 1,777 |
| Trading account assets | $2,064,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $7,622,000 | 5,615 |
| U.S. Government securities | $4,201,000 | 5,514 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,201,000 | 5,408 |
| Securities issued by states & political subdivisions | $3,421,000 | 4,097 |
| 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 | $6,999,000 | 3,790 |
| Mortgage-backed securities | $1,042,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $969,000 | 4,562 |
| Issued or guaranteed by U.S. | $969,000 | 4,559 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $73,000 | 3,419 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,293 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $7,622,000 | 5,215 |
| Total debt securities | $7,622,000 | 5,594 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,802 |
| Fair value | $726,000 | 1,823 |
| Trading account assets | $2,063,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,649,000 | 5,657 |
| U.S. Government securities | $4,729,000 | 5,466 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,729,000 | 5,368 |
| Securities issued by states & political subdivisions | $2,920,000 | 4,256 |
| 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 | $7,083,000 | 3,805 |
| Mortgage-backed securities | $1,095,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,576 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $80,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,318 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $7,649,000 | 5,259 |
| Total debt securities | $7,649,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,838 |
| Fair value | $717,000 | 1,865 |
| Trading account assets | $1,558,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $7,290,000 | 5,732 |
| U.S. Government securities | $4,530,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,530,000 | 5,427 |
| Securities issued by states & political subdivisions | $2,760,000 | 4,328 |
| 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 | $6,996,000 | 3,824 |
| Mortgage-backed securities | $647,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $558,000 | 4,817 |
| Issued or guaranteed by U.S. | $558,000 | 4,813 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $89,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,312 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $7,290,000 | 5,342 |
| Total debt securities | $7,290,000 | 5,707 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $945,000 | 1,696 |
| Trading account assets | $1,820,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $7,105,000 | 5,812 |
| U.S. Government securities | $4,325,000 | 5,618 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,325,000 | 5,517 |
| Securities issued by states & political subdivisions | $2,780,000 | 4,336 |
| 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 | $6,410,000 | 3,944 |
| Mortgage-backed securities | $425,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $326,000 | 4,987 |
| Issued or guaranteed by U.S. | $326,000 | 4,981 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $99,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,329 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,105,000 | 5,426 |
| Total debt securities | $7,105,000 | 5,788 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $957,000 | 1,694 |
| Trading account assets | $1,258,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $7,196,000 | 5,816 |
| U.S. Government securities | $4,389,000 | 5,607 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,389,000 | 5,501 |
| Securities issued by states & political subdivisions | $2,807,000 | 4,333 |
| 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 | $6,449,000 | 3,941 |
| Mortgage-backed securities | $460,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $341,000 | 4,978 |
| Issued or guaranteed by U.S. | $341,000 | 4,971 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $119,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,336 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,196,000 | 5,439 |
| Total debt securities | $7,196,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $973,000 | 1,657 |
| Trading account assets | $1,011,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $7,412,000 | 5,837 |
| U.S. Government securities | $4,732,000 | 5,589 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,732,000 | 5,477 |
| Securities issued by states & political subdivisions | $2,680,000 | 4,349 |
| 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 | $7,118,000 | 3,850 |
| Mortgage-backed securities | $498,000 | 5,212 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,007 |
| Issued or guaranteed by U.S. | $359,000 | 5,003 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $139,000 | 3,497 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,338 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,412,000 | 5,476 |
| Total debt securities | $7,412,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $993,000 | 1,745 |
| Trading account assets | $1,711,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,511,000 | 5,855 |
| U.S. Government securities | $4,864,000 | 5,585 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,864,000 | 5,463 |
| Securities issued by states & political subdivisions | $2,647,000 | 4,355 |
| 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 | $7,061,000 | 3,821 |
| Mortgage-backed securities | $572,000 | 5,218 |
| Certificates of participation in pools of residential mortgages | $411,000 | 4,999 |
| Issued or guaranteed by U.S. | $411,000 | 4,995 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $161,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 3,369 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $7,511,000 | 5,480 |
| Total debt securities | $7,511,000 | 5,826 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $997,000 | 1,774 |
| Trading account assets | $953,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,903,000 | 6,022 |
| U.S. Government securities | $5,179,000 | 5,645 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,179,000 | 5,536 |
| Securities issued by states & political subdivisions | $1,724,000 | 4,677 |
| 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 | $6,778,000 | 3,940 |
| Mortgage-backed securities | $630,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $442,000 | 5,087 |
| Issued or guaranteed by U.S. | $442,000 | 5,081 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $188,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,418 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $6,903,000 | 5,634 |
| Total debt securities | $6,903,000 | 5,993 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,000,000 | 1,875 |
| Trading account assets | $1,387,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,724,000 | 5,977 |
| U.S. Government securities | $6,003,000 | 5,575 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,003,000 | 5,461 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,668 |
| 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 | $6,608,000 | 3,998 |
| Mortgage-backed securities | $707,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,101 |
| Issued or guaranteed by U.S. | $490,000 | 5,094 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $217,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,406 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,724,000 | 5,582 |
| Total debt securities | $7,724,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,654 |
| Fair value | $1,752,000 | 1,658 |
| 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 | $8,421,000 | 5,932 |
| U.S. Government securities | $6,719,000 | 5,555 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,719,000 | 5,446 |
| Securities issued by states & political subdivisions | $1,702,000 | 4,636 |
| 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 | $7,595,000 | 3,831 |
| Mortgage-backed securities | $820,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,077 |
| Issued or guaranteed by U.S. | $551,000 | 5,072 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $269,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,397 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $8,421,000 | 5,529 |
| Total debt securities | $8,421,000 | 5,905 |
| Structured notes | ||
| Amortized cost | $2,130,000 | 1,639 |
| Fair value | $2,128,000 | 1,639 |
| 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 | $7,911,000 | 6,018 |
| U.S. Government securities | $4,701,000 | 5,915 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,701,000 | 5,817 |
| Securities issued by states & political subdivisions | $3,210,000 | 4,078 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,254,000 | 3,690 |
| Mortgage-backed securities | $1,028,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,014 |
| Issued or guaranteed by U.S. | $609,000 | 5,004 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $419,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $419,000 | 3,174 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $7,911,000 | 5,586 |
| Total debt securities | $7,911,000 | 5,987 |
| Structured notes | ||
| Amortized cost | $2,138,000 | 1,630 |
| Fair value | $2,142,000 | 1,630 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,301,000 | 6,100 |
| U.S. Government securities | $3,514,000 | 6,212 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,514,000 | 6,100 |
| Securities issued by states & political subdivisions | $3,787,000 | 3,853 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,152,000 | 3,890 |
| Mortgage-backed securities | $1,359,000 | 5,087 |
| Certificates of participation in pools of residential mortgages | $833,000 | 4,902 |
| Issued or guaranteed by U.S. | $833,000 | 4,893 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $526,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $526,000 | 3,075 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,301,000 | 5,659 |
| Total debt securities | $7,300,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $2,146,000 | 1,692 |
| Fair value | $2,155,000 | 1,695 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,631,000 | 6,149 |
| U.S. Government securities | $4,401,000 | 6,158 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,401,000 | 6,037 |
| Securities issued by states & political subdivisions | $3,230,000 | 3,981 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,799,000 | 4,051 |
| Mortgage-backed securities | $1,487,000 | 5,050 |
| Certificates of participation in pools of residential mortgages | $887,000 | 4,887 |
| Issued or guaranteed by U.S. | $887,000 | 4,879 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $600,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 2,999 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,631,000 | 5,700 |
| Total debt securities | $7,630,000 | 6,118 |
| Structured notes | ||
| Amortized cost | $2,900,000 | 1,690 |
| Fair value | $2,914,000 | 1,689 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $8,061,000 | 6,084 |
| U.S. Government securities | $5,128,000 | 6,004 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,128,000 | 5,874 |
| Securities issued by states & political subdivisions | $2,933,000 | 4,059 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,190,000 | 3,727 |
| Mortgage-backed securities | $1,675,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,804 |
| Issued or guaranteed by U.S. | $959,000 | 4,798 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $716,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 2,890 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,061,000 | 5,619 |
| Total debt securities | $8,060,000 | 6,052 |
| Structured notes | ||
| Amortized cost | $2,411,000 | 1,887 |
| Fair value | $2,415,000 | 1,881 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,096,000 | 6,005 |
| U.S. Government securities | $4,386,000 | 6,060 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,386,000 | 5,924 |
| Securities issued by states & political subdivisions | $3,710,000 | 3,800 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,425,000 | 3,637 |
| Mortgage-backed securities | $1,913,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,685 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $898,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 2,783 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,096,000 | 5,552 |
| Total debt securities | $8,096,000 | 5,969 |
| Structured notes | ||
| Amortized cost | $1,421,000 | 2,188 |
| Fair value | $1,426,000 | 2,185 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,255,000 | 5,954 |
| U.S. Government securities | $4,463,000 | 6,040 |
| U.S. Treasury securities | $500,000 | 1,015 |
| U.S. Government agency obligations | $3,963,000 | 6,058 |
| Securities issued by states & political subdivisions | $3,792,000 | 3,692 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,925,000 | 3,573 |
| Mortgage-backed securities | $2,201,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,089,000 | 4,640 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,112,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,639 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,255,000 | 5,493 |
| Total debt securities | $8,257,000 | 5,917 |
| Structured notes | ||
| Amortized cost | $683,000 | 2,721 |
| Fair value | $700,000 | 2,713 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,211,000 | 6,056 |
| U.S. Government securities | $4,463,000 | 6,168 |
| U.S. Treasury securities | $500,000 | 951 |
| U.S. Government agency obligations | $3,963,000 | 6,200 |
| Securities issued by states & political subdivisions | $3,748,000 | 3,634 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,184,000 | 3,580 |
| Mortgage-backed securities | $2,432,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,646 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,638 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,254,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,491 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,211,000 | 5,569 |
| Total debt securities | $8,211,000 | 6,014 |
| Structured notes | ||
| Amortized cost | $446,000 | 3,023 |
| Fair value | $461,000 | 3,018 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,731,000 | 6,026 |
| U.S. Government securities | $4,975,000 | 6,148 |
| U.S. Treasury securities | $499,000 | 977 |
| U.S. Government agency obligations | $4,476,000 | 6,141 |
| Securities issued by states & political subdivisions | $3,756,000 | 3,625 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,081,000 | 3,674 |
| Mortgage-backed securities | $2,945,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,623 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,423,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $1,423,000 | 2,371 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,731,000 | 5,540 |
| Total debt securities | $8,731,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $456,000 | 2,836 |
| Fair value | $470,000 | 2,828 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $9,789,000 | 5,832 |
| U.S. Government securities | $5,592,000 | 5,950 |
| U.S. Treasury securities | $498,000 | 928 |
| U.S. Government agency obligations | $5,094,000 | 5,961 |
| Securities issued by states & political subdivisions | $4,197,000 | 3,514 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,825,000 | 3,738 |
| Mortgage-backed securities | $3,202,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,681 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,672 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,613,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 2,288 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $9,789,000 | 5,353 |
| Total debt securities | $9,790,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $472,000 | 2,564 |
| Fair value | $484,000 | 2,546 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,235,000 | 5,616 |
| U.S. Government securities | $6,996,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,996,000 | 5,550 |
| Securities issued by states & political subdivisions | $4,239,000 | 3,486 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,781,000 | 3,383 |
| Mortgage-backed securities | $3,571,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $1,785,000 | 4,683 |
| Issued or guaranteed by U.S. | $1,785,000 | 4,674 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,786,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 2,203 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,235,000 | 5,139 |
| Total debt securities | $11,235,000 | 5,572 |
| Structured notes | ||
| Amortized cost | $981,000 | 1,764 |
| Fair value | $995,000 | 1,710 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,646,000 | 5,704 |
| U.S. Government securities | $6,598,000 | 5,748 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,598,000 | 5,664 |
| Securities issued by states & political subdivisions | $4,048,000 | 3,518 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,919,000 | 3,370 |
| Mortgage-backed securities | $3,931,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,677 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,026,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $2,026,000 | 2,126 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $10,646,000 | 5,211 |
| Total debt securities | $10,646,000 | 5,657 |
| Structured notes | ||
| Amortized cost | $246,000 | 1,884 |
| Fair value | $250,000 | 1,839 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,647,000 | 5,773 |
| U.S. Government securities | $6,604,000 | 5,870 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,604,000 | 5,792 |
| Securities issued by states & political subdivisions | $4,043,000 | 3,438 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,161,000 | 3,384 |
| Mortgage-backed securities | $4,453,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $2,109,000 | 4,701 |
| Issued or guaranteed by U.S. | $2,109,000 | 4,688 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,344,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $2,344,000 | 2,034 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,647,000 | 5,267 |
| Total debt securities | $10,647,000 | 5,727 |
| Structured notes | ||
| Amortized cost | $265,000 | 1,562 |
| Fair value | $265,000 | 1,557 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,502,000 | 5,331 |
| U.S. Government securities | $9,772,000 | 5,198 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,772,000 | 5,115 |
| Securities issued by states & political subdivisions | $3,730,000 | 3,511 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,090,000 | 2,974 |
| Mortgage-backed securities | $4,808,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $2,253,000 | 4,635 |
| Issued or guaranteed by U.S. | $2,253,000 | 4,621 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,555,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $2,555,000 | 1,935 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,502,000 | 4,817 |
| Total debt securities | $13,502,000 | 5,291 |
| Structured notes | ||
| Amortized cost | $280,000 | 1,585 |
| Fair value | $280,000 | 1,578 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,650,000 | 5,261 |
| U.S. Government securities | $9,816,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,816,000 | 5,046 |
| Securities issued by states & political subdivisions | $3,834,000 | 3,447 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,666,000 | 3,182 |
| Mortgage-backed securities | $4,915,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $2,313,000 | 4,569 |
| Issued or guaranteed by U.S. | $2,313,000 | 4,555 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,602,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $2,602,000 | 1,837 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,650,000 | 4,738 |
| Total debt securities | $13,651,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $287,000 | 1,581 |
| Fair value | $286,000 | 1,577 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $12,007,000 | 5,581 |
| U.S. Government securities | $8,020,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,020,000 | 5,514 |
| Securities issued by states & political subdivisions | $3,987,000 | 3,414 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,007,000 | 3,081 |
| Mortgage-backed securities | $3,017,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,712 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,692 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,030,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,397 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $12,007,000 | 5,080 |
| Total debt securities | $12,007,000 | 5,521 |
| Structured notes | ||
| Amortized cost | $295,000 | 1,617 |
| Fair value | $295,000 | 1,613 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,136,000 | 5,563 |
| U.S. Government securities | $9,302,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,302,000 | 5,179 |
| Securities issued by states & political subdivisions | $2,834,000 | 3,878 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,941,000 | 3,061 |
| Mortgage-backed securities | $2,712,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 4,570 |
| Issued or guaranteed by U.S. | $2,102,000 | 4,550 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $610,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $610,000 | 2,665 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,136,000 | 5,063 |
| Total debt securities | $12,136,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $306,000 | 1,742 |
| Fair value | $303,000 | 1,751 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,784,000 | 5,549 |
| U.S. Government securities | $9,848,000 | 5,287 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,848,000 | 5,182 |
| Securities issued by states & political subdivisions | $2,936,000 | 3,820 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,635,000 | 3,287 |
| Mortgage-backed securities | $2,794,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,192,000 | 4,244 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $602,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,583 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,784,000 | 4,988 |
| Total debt securities | $12,784,000 | 5,488 |
| Structured notes | ||
| Amortized cost | $316,000 | 2,230 |
| Fair value | $312,000 | 2,230 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,500,000 | 5,988 |
| U.S. Government securities | $7,814,000 | 5,885 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,814,000 | 5,776 |
| Securities issued by states & political subdivisions | $2,686,000 | 3,929 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,815,000 | 3,630 |
| Mortgage-backed securities | $2,840,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $2,238,000 | 4,079 |
| Issued or guaranteed by U.S. | $2,238,000 | 4,066 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $602,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,530 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,500,000 | 5,390 |
| Total debt securities | $10,500,000 | 5,928 |
| Structured notes | ||
| Amortized cost | $326,000 | 2,451 |
| Fair value | $321,000 | 2,449 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $9,134,000 | 6,273 |
| U.S. Government securities | $6,471,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,471,000 | 6,170 |
| Securities issued by states & political subdivisions | $2,663,000 | 3,943 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,036,000 | 3,582 |
| Mortgage-backed securities | $3,026,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $2,425,000 | 3,957 |
| Issued or guaranteed by U.S. | $2,425,000 | 3,945 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $601,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,523 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,134,000 | 5,661 |
| Total debt securities | $9,134,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $336,000 | 2,528 |
| Fair value | $332,000 | 2,525 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,424,000 | 6,261 |
| U.S. Government securities | $8,287,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,287,000 | 5,693 |
| Securities issued by states & political subdivisions | $1,137,000 | 4,842 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,335,000 | 3,538 |
| Mortgage-backed securities | $3,310,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $2,695,000 | 3,840 |
| Issued or guaranteed by U.S. | $2,695,000 | 3,824 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $615,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,504 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $9,424,000 | 5,614 |
| Total debt securities | $9,424,000 | 6,203 |
| Structured notes | ||
| Amortized cost | $349,000 | 2,588 |
| Fair value | $344,000 | 2,593 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,966,000 | 6,381 |
| U.S. Government securities | $7,823,000 | 5,976 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,823,000 | 5,854 |
| Securities issued by states & political subdivisions | $1,143,000 | 4,861 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,128,000 | 4,016 |
| Mortgage-backed securities | $3,591,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $2,972,000 | 3,699 |
| Issued or guaranteed by U.S. | $2,972,000 | 3,689 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $619,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 2,497 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,966,000 | 5,736 |
| Total debt securities | $8,966,000 | 6,324 |
| Structured notes | ||
| Amortized cost | $361,000 | 2,686 |
| Fair value | $356,000 | 2,686 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,999,000 | 6,429 |
| U.S. Government securities | $7,043,000 | 6,247 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,043,000 | 6,125 |
| Securities issued by states & political subdivisions | $1,956,000 | 4,328 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,830,000 | 4,089 |
| Mortgage-backed securities | $1,780,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,158,000 | 4,668 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $622,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $622,000 | 2,467 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,999,000 | 5,737 |
| Total debt securities | $8,999,000 | 6,366 |
| Structured notes | ||
| Amortized cost | $1,376,000 | 1,914 |
| Fair value | $1,364,000 | 1,914 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $7,325,000 | 6,815 |
| U.S. Government securities | $5,461,000 | 6,752 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,461,000 | 6,618 |
| Securities issued by states & political subdivisions | $1,864,000 | 4,394 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,826,000 | 4,364 |
| Mortgage-backed securities | $1,645,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $1,163,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,163,000 | 4,701 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $482,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,567 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $7,325,000 | 6,101 |
| Total debt securities | $7,326,000 | 6,760 |
| Structured notes | ||
| Amortized cost | $1,391,000 | 1,971 |
| Fair value | $1,373,000 | 1,960 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $7,027,000 | 6,963 |
| U.S. Government securities | $5,094,000 | 6,897 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,094,000 | 6,753 |
| Securities issued by states & political subdivisions | $1,933,000 | 4,375 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,861,000 | 4,364 |
| Mortgage-backed securities | $1,231,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $744,000 | 5,116 |
| Issued or guaranteed by U.S. | $744,000 | 5,096 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $487,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,561 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $7,027,000 | 6,215 |
| Total debt securities | $7,027,000 | 6,908 |
| Structured notes | ||
| Amortized cost | $1,410,000 | 1,956 |
| Fair value | $1,400,000 | 1,954 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,411,000 | 7,123 |
| U.S. Government securities | $5,137,000 | 6,909 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,137,000 | 6,757 |
| Securities issued by states & political subdivisions | $1,274,000 | 4,853 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,320,000 | 4,504 |
| Mortgage-backed securities | $1,261,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $773,000 | 5,125 |
| Issued or guaranteed by U.S. | $773,000 | 5,105 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $488,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,573 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,411,000 | 6,389 |
| Total debt securities | $6,411,000 | 7,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,058,000 | 6,995 |
| U.S. Government securities | $5,790,000 | 6,722 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,790,000 | 6,585 |
| Securities issued by states & political subdivisions | $1,268,000 | 4,862 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,869,000 | 4,345 |
| Mortgage-backed securities | $1,832,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $861,000 | 5,088 |
| Issued or guaranteed by U.S. | $861,000 | 5,069 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $971,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 2,270 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,058,000 | 6,232 |
| Total debt securities | $7,058,000 | 6,933 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,390,000 | 7,189 |
| U.S. Government securities | $5,411,000 | 6,876 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,411,000 | 6,730 |
| Securities issued by states & political subdivisions | $979,000 | 5,098 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,485,000 | 4,433 |
| Mortgage-backed securities | $1,444,000 | 5,241 |
| Certificates of participation in pools of residential mortgages | $944,000 | 5,082 |
| Issued or guaranteed by U.S. | $944,000 | 5,062 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $500,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,638 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,390,000 | 6,418 |
| Total debt securities | $6,390,000 | 7,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,647,000 | 7,192 |
| U.S. Government securities | $5,702,000 | 6,875 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,702,000 | 6,720 |
| Securities issued by states & political subdivisions | $945,000 | 5,166 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,840,000 | 4,357 |
| Mortgage-backed securities | $1,011,000 | 5,574 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 5,074 |
| Issued or guaranteed by U.S. | $1,011,000 | 5,060 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,647,000 | 6,404 |
| Total debt securities | $6,647,000 | 7,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,806,000 | 7,175 |
| U.S. Government securities | $6,806,000 | 6,521 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,806,000 | 6,375 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,809,000 | 4,352 |
| Mortgage-backed securities | $589,000 | 5,940 |
| Certificates of participation in pools of residential mortgages | $589,000 | 5,491 |
| Issued or guaranteed by U.S. | $589,000 | 5,472 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,806,000 | 6,382 |
| Total debt securities | $6,806,000 | 7,109 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,411,000 | 7,584 |
| U.S. Government securities | $5,411,000 | 7,006 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,411,000 | 6,847 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,599,000 | 5,598 |
| Mortgage-backed securities | $671,000 | 5,908 |
| Certificates of participation in pools of residential mortgages | $671,000 | 5,431 |
| Issued or guaranteed by U.S. | $671,000 | 5,416 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,411,000 | 6,756 |
| Total debt securities | $5,411,000 | 7,519 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,522,000 | 7,391 |
| U.S. Government securities | $6,522,000 | 6,735 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,522,000 | 6,568 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,716,000 | 5,546 |
| Mortgage-backed securities | $811,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $811,000 | 5,374 |
| Issued or guaranteed by U.S. | $811,000 | 5,358 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,522,000 | 6,566 |
| Total debt securities | $6,521,000 | 7,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,123,000 | 7,477 |
| U.S. Government securities | $6,123,000 | 6,803 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,123,000 | 6,642 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,753,000 | 5,496 |
| Mortgage-backed securities | $856,000 | 5,894 |
| Certificates of participation in pools of residential mortgages | $856,000 | 5,383 |
| Issued or guaranteed by U.S. | $856,000 | 5,365 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,123,000 | 6,662 |
| Total debt securities | $6,124,000 | 7,401 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,741,000 | 7,119 |
| U.S. Government securities | $7,741,000 | 6,381 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,741,000 | 6,202 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 6,042 |
| Mortgage-backed securities | $972,000 | 5,797 |
| Certificates of participation in pools of residential mortgages | $972,000 | 5,306 |
| Issued or guaranteed by U.S. | $972,000 | 5,284 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,741,000 | 6,315 |
| Total debt securities | $7,741,000 | 7,044 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,864,000 | 7,565 |
| U.S. Government securities | $5,864,000 | 6,861 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,864,000 | 6,687 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 6,032 |
| Mortgage-backed securities | $1,081,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 5,226 |
| Issued or guaranteed by U.S. | $1,081,000 | 5,203 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,864,000 | 6,755 |
| Total debt securities | $5,864,000 | 7,478 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,730,000 | 7,563 |
| U.S. Government securities | $5,730,000 | 6,831 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,730,000 | 6,647 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,700,000 | 5,442 |
| Mortgage-backed securities | $1,421,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 5,026 |
| Issued or guaranteed by U.S. | $1,421,000 | 5,008 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,730,000 | 6,747 |
| Total debt securities | $5,730,000 | 7,468 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,123,000 | 8,048 |
| U.S. Government securities | $4,123,000 | 7,473 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,123,000 | 7,278 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,868 |
| Mortgage-backed securities | $313,000 | 6,552 |
| Certificates of participation in pools of residential mortgages | $313,000 | 6,091 |
| Issued or guaranteed by U.S. | $313,000 | 6,073 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,123,000 | 7,188 |
| Total debt securities | $4,123,000 | 7,963 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,666,000 | 7,928 |
| U.S. Government securities | $4,666,000 | 7,297 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,666,000 | 7,092 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,221 |
| Mortgage-backed securities | $371,000 | 6,494 |
| Certificates of participation in pools of residential mortgages | $371,000 | 5,990 |
| Issued or guaranteed by U.S. | $371,000 | 5,971 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,666,000 | 7,053 |
| Total debt securities | $4,666,000 | 7,850 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,966,000 | 7,944 |
| U.S. Government securities | $4,966,000 | 7,254 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,966,000 | 7,011 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,966,000 | 6,993 |
| Total debt securities | $4,966,000 | 7,839 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,554,000 | 9,133 |
| U.S. Government securities | $2,544,000 | 8,778 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,544,000 | 8,459 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $2,554,000 | 8,004 |
| Total debt securities | $2,544,000 | 9,016 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |