Home > Brighton Bank > Securities
Brighton Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,749,000 | 4,237 |
| U.S. Government securities | $4,749,000 | 3,981 |
| U.S. Treasury securities | $3,269,000 | 2,056 |
| U.S. Government agency obligations | $1,480,000 | 4,015 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,482,000 | 3,398 |
| Mortgage-backed securities | $569,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $569,000 | 3,332 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $4,749,000 | 3,978 |
| Total debt securities | $4,749,000 | 4,210 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $4,676,000 | 4,269 |
| U.S. Government securities | $4,676,000 | 4,017 |
| U.S. Treasury securities | $3,223,000 | 2,129 |
| U.S. Government agency obligations | $1,453,000 | 4,036 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $3,780,000 | 3,449 |
| Mortgage-backed securities | $572,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $572,000 | 3,351 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $4,676,000 | 3,997 |
| Total debt securities | $4,676,000 | 4,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $4,726,000 | 4,302 |
| U.S. Government securities | $4,726,000 | 4,054 |
| U.S. Treasury securities | $3,215,000 | 2,170 |
| U.S. Government agency obligations | $1,511,000 | 4,054 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,819,000 | 3,429 |
| Mortgage-backed securities | $616,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $616,000 | 3,347 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $4,726,000 | 4,023 |
| Total debt securities | $4,725,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $4,790,000 | 4,371 |
| U.S. Government securities | $4,790,000 | 4,127 |
| U.S. Treasury securities | $3,234,000 | 2,232 |
| U.S. Government agency obligations | $1,556,000 | 4,072 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,876,000 | 3,383 |
| Mortgage-backed securities | $655,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $655,000 | 3,384 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $4,790,000 | 4,087 |
| Total debt securities | $4,790,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $4,780,000 | 4,410 |
| U.S. Government securities | $4,780,000 | 4,153 |
| U.S. Treasury securities | $3,212,000 | 2,275 |
| U.S. Government agency obligations | $1,568,000 | 4,094 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,864,000 | 3,451 |
| Mortgage-backed securities | $678,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $678,000 | 3,411 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $4,780,000 | 4,118 |
| Total debt securities | $4,780,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $4,626,000 | 4,447 |
| U.S. Government securities | $4,626,000 | 4,189 |
| U.S. Treasury securities | $3,057,000 | 2,331 |
| U.S. Government agency obligations | $1,569,000 | 4,119 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,062,000 | 3,409 |
| Mortgage-backed securities | $694,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $694,000 | 3,428 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $4,626,000 | 4,163 |
| Total debt securities | $4,626,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $4,654,000 | 4,466 |
| U.S. Government securities | $4,654,000 | 4,204 |
| U.S. Treasury securities | $2,956,000 | 2,308 |
| U.S. Government agency obligations | $1,698,000 | 4,137 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,092,000 | 3,277 |
| Mortgage-backed securities | $781,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $781,000 | 3,517 |
| Issued or guaranteed by U.S. | $781,000 | 3,426 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $4,654,000 | 4,196 |
| Total debt securities | $4,655,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $4,783,000 | 4,415 |
| U.S. Government securities | $4,783,000 | 4,115 |
| U.S. Treasury securities | $2,970,000 | 2,078 |
| U.S. Government agency obligations | $1,813,000 | 4,114 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,080,000 | 3,399 |
| Mortgage-backed securities | $874,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $874,000 | 3,505 |
| Issued or guaranteed by U.S. | $874,000 | 3,414 |
| 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) | $4,783,000 | 4,156 |
| Total debt securities | $4,783,000 | 4,396 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $4,925,000 | 4,395 |
| U.S. Government securities | $4,925,000 | 4,009 |
| U.S. Treasury securities | $2,892,000 | 1,653 |
| U.S. Government agency obligations | $2,033,000 | 4,082 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,279,000 | 3,386 |
| Mortgage-backed securities | $1,041,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 3,476 |
| Issued or guaranteed by U.S. | $1,041,000 | 3,375 |
| 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) | $4,925,000 | 4,162 |
| Total debt securities | $4,925,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,788,000 | 4,434 |
| U.S. Government securities | $4,788,000 | 4,004 |
| U.S. Treasury securities | $2,584,000 | 1,451 |
| U.S. Government agency obligations | $2,204,000 | 4,102 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,402,000 | 3,385 |
| Mortgage-backed securities | $1,206,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $1,206,000 | 3,467 |
| Issued or guaranteed by U.S. | $1,206,000 | 3,372 |
| 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) | $4,788,000 | 4,197 |
| Total debt securities | $4,788,000 | 4,411 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $4,998,000 | 4,427 |
| U.S. Government securities | $4,998,000 | 3,989 |
| U.S. Treasury securities | $2,594,000 | 1,351 |
| U.S. Government agency obligations | $2,404,000 | 4,106 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,645,000 | 3,348 |
| Mortgage-backed securities | $1,406,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 3,441 |
| Issued or guaranteed by U.S. | $1,406,000 | 3,341 |
| 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) | $4,998,000 | 4,197 |
| Total debt securities | $4,998,000 | 4,406 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $5,405,000 | 4,372 |
| U.S. Government securities | $5,405,000 | 3,844 |
| U.S. Treasury securities | $3,704,000 | 940 |
| U.S. Government agency obligations | $1,701,000 | 4,185 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,943,000 | 3,295 |
| Mortgage-backed securities | $1,701,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 3,350 |
| Issued or guaranteed by U.S. | $1,701,000 | 3,255 |
| 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) | $5,405,000 | 4,134 |
| Total debt securities | $5,405,000 | 4,346 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $5,307,000 | 4,361 |
| U.S. Government securities | $5,307,000 | 3,756 |
| U.S. Treasury securities | $3,264,000 | 692 |
| U.S. Government agency obligations | $2,043,000 | 4,068 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,910,000 | 3,294 |
| Mortgage-backed securities | $2,043,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $2,043,000 | 3,239 |
| Issued or guaranteed by U.S. | $2,043,000 | 3,154 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,307,000 | 4,133 |
| Total debt securities | $5,307,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $4,824,000 | 4,397 |
| U.S. Government securities | $4,824,000 | 3,832 |
| U.S. Treasury securities | $2,351,000 | 776 |
| U.S. Government agency obligations | $2,473,000 | 4,028 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,685,000 | 3,194 |
| Mortgage-backed securities | $2,473,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $2,473,000 | 3,122 |
| Issued or guaranteed by U.S. | $2,473,000 | 3,031 |
| 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) | $4,824,000 | 4,157 |
| Total debt securities | $4,824,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $5,840,000 | 4,326 |
| U.S. Government securities | $5,840,000 | 3,726 |
| U.S. Treasury securities | $2,856,000 | 766 |
| U.S. Government agency obligations | $2,984,000 | 3,959 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,127,000 | 3,181 |
| Mortgage-backed securities | $2,984,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 3,015 |
| Issued or guaranteed by U.S. | $2,984,000 | 2,933 |
| 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) | $5,840,000 | 4,088 |
| Total debt securities | $5,840,000 | 4,304 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $5,844,000 | 4,363 |
| U.S. Government securities | $5,844,000 | 3,776 |
| U.S. Treasury securities | $2,747,000 | 795 |
| U.S. Government agency obligations | $3,097,000 | 3,998 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,569,000 | 3,081 |
| Mortgage-backed securities | $3,097,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $3,097,000 | 2,995 |
| Issued or guaranteed by U.S. | $3,097,000 | 2,903 |
| 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) | $5,844,000 | 4,120 |
| Total debt securities | $5,843,000 | 4,338 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $5,778,000 | 4,425 |
| U.S. Government securities | $5,778,000 | 3,875 |
| U.S. Treasury securities | $2,687,000 | 854 |
| U.S. Government agency obligations | $3,091,000 | 4,087 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,831,000 | 3,251 |
| Mortgage-backed securities | $3,091,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 2,963 |
| Issued or guaranteed by U.S. | $3,091,000 | 2,879 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,778,000 | 4,187 |
| Total debt securities | $5,785,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $5,629,000 | 4,500 |
| U.S. Government securities | $5,629,000 | 3,957 |
| U.S. Treasury securities | $5,629,000 | 618 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,004,000 | 3,281 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,629,000 | 4,254 |
| Total debt securities | $5,629,000 | 4,481 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $5,600,000 | 4,569 |
| U.S. Government securities | $5,600,000 | 4,030 |
| U.S. Treasury securities | $5,600,000 | 616 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,978,000 | 3,339 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,600,000 | 4,315 |
| Total debt securities | $5,600,000 | 4,550 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $5,578,000 | 4,629 |
| U.S. Government securities | $5,578,000 | 4,079 |
| U.S. Treasury securities | $5,578,000 | 629 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,989,000 | 3,388 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $5,578,000 | 4,367 |
| Total debt securities | $5,578,000 | 4,611 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $5,565,000 | 4,678 |
| U.S. Government securities | $5,565,000 | 4,126 |
| U.S. Treasury securities | $5,565,000 | 627 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,596,000 | 3,479 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,565,000 | 4,410 |
| Total debt securities | $5,565,000 | 4,659 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $5,047,000 | 4,779 |
| U.S. Government securities | $5,047,000 | 4,249 |
| U.S. Treasury securities | $5,047,000 | 639 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,924,000 | 3,457 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $5,047,000 | 4,508 |
| Total debt securities | $5,047,000 | 4,760 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $5,053,000 | 4,841 |
| U.S. Government securities | $5,053,000 | 4,291 |
| U.S. Treasury securities | $5,053,000 | 606 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,930,000 | 3,491 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $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) | $5,053,000 | 4,561 |
| Total debt securities | $5,054,000 | 4,821 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $5,063,000 | 4,896 |
| U.S. Government securities | $5,063,000 | 4,351 |
| U.S. Treasury securities | $5,063,000 | 583 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,010,000 | 3,530 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $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) | $5,063,000 | 4,624 |
| Total debt securities | $5,060,000 | 4,877 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $5,089,000 | 4,973 |
| U.S. Government securities | $5,089,000 | 4,394 |
| U.S. Treasury securities | $5,089,000 | 558 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,957,000 | 3,603 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $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) | $5,089,000 | 4,686 |
| Total debt securities | $5,081,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $4,607,000 | 5,071 |
| U.S. Government securities | $4,607,000 | 4,526 |
| U.S. Treasury securities | $4,607,000 | 581 |
| U.S. Government agency obligations | $0 | 5,354 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,482,000 | 3,727 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $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) | $4,607,000 | 4,783 |
| Total debt securities | $4,607,000 | 5,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $4,605,000 | 5,117 |
| U.S. Government securities | $4,605,000 | 4,567 |
| U.S. Treasury securities | $4,605,000 | 598 |
| U.S. Government agency obligations | $0 | 5,409 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,481,000 | 3,756 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $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) | $4,605,000 | 4,821 |
| Total debt securities | $4,605,000 | 5,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $4,611,000 | 5,173 |
| U.S. Government securities | $4,611,000 | 4,617 |
| U.S. Treasury securities | $4,611,000 | 636 |
| U.S. Government agency obligations | $0 | 5,477 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,408,000 | 3,805 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $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) | $4,611,000 | 4,870 |
| Total debt securities | $4,611,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $4,603,000 | 5,209 |
| U.S. Government securities | $4,603,000 | 4,624 |
| U.S. Treasury securities | $4,603,000 | 621 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,436,000 | 3,822 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $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) | $4,603,000 | 4,890 |
| Total debt securities | $4,603,000 | 5,180 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,389,000 | 5,285 |
| U.S. Government securities | $4,389,000 | 4,697 |
| U.S. Treasury securities | $4,389,000 | 557 |
| U.S. Government agency obligations | $0 | 5,603 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,389,000 | 3,881 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $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) | $4,389,000 | 4,960 |
| Total debt securities | $4,389,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,152,000 | 5,398 |
| U.S. Government securities | $4,152,000 | 4,830 |
| U.S. Treasury securities | $3,086,000 | 643 |
| U.S. Government agency obligations | $1,066,000 | 5,324 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,152,000 | 3,997 |
| Mortgage-backed securities | $1,066,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,066,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,439 |
| 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) | $4,152,000 | 5,066 |
| Total debt securities | $4,152,000 | 5,377 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $4,220,000 | 5,461 |
| U.S. Government securities | $3,734,000 | 5,003 |
| U.S. Treasury securities | $2,603,000 | 718 |
| U.S. Government agency obligations | $1,131,000 | 5,401 |
| Securities issued by states & political subdivisions | $486,000 | 4,798 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,723,000 | 4,146 |
| Mortgage-backed securities | $1,131,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,131,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $1,131,000 | 2,433 |
| 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) | $4,220,000 | 5,112 |
| Total debt securities | $4,218,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,251,000 | 5,512 |
| U.S. Government securities | $3,763,000 | 5,064 |
| U.S. Treasury securities | $2,606,000 | 757 |
| U.S. Government agency obligations | $1,157,000 | 5,459 |
| Securities issued by states & political subdivisions | $488,000 | 4,827 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,782,000 | 4,164 |
| Mortgage-backed securities | $1,157,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,157,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $1,157,000 | 2,456 |
| 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) | $4,251,000 | 5,163 |
| Total debt securities | $4,249,000 | 5,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,337,000 | 5,595 |
| U.S. Government securities | $3,848,000 | 5,146 |
| U.S. Treasury securities | $2,611,000 | 725 |
| U.S. Government agency obligations | $1,237,000 | 5,544 |
| Securities issued by states & political subdivisions | $489,000 | 4,875 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,771,000 | 4,223 |
| Mortgage-backed securities | $1,237,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,237,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,237,000 | 2,449 |
| 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) | $4,337,000 | 5,226 |
| Total debt securities | $4,337,000 | 5,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,488,000 | 5,659 |
| U.S. Government securities | $3,491,000 | 5,312 |
| U.S. Treasury securities | $499,000 | 1,203 |
| U.S. Government agency obligations | $2,992,000 | 5,296 |
| Securities issued by states & political subdivisions | $997,000 | 4,674 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,467,000 | 4,360 |
| Mortgage-backed securities | $2,992,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $535,000 | 4,486 |
| Issued or guaranteed by U.S. | $535,000 | 4,483 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,457,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $2,457,000 | 2,114 |
| 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) | $4,488,000 | 5,292 |
| Total debt securities | $4,489,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,658,000 | 5,584 |
| U.S. Government securities | $4,653,000 | 5,197 |
| U.S. Treasury securities | $1,400,000 | 923 |
| U.S. Government agency obligations | $3,253,000 | 5,323 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,671 |
| 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 | $4,196,000 | 4,239 |
| Mortgage-backed securities | $3,253,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $569,000 | 4,524 |
| Issued or guaranteed by U.S. | $569,000 | 4,519 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,684,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $2,684,000 | 2,089 |
| 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) | $5,658,000 | 5,208 |
| Total debt securities | $5,658,000 | 5,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $5,790,000 | 5,666 |
| U.S. Government securities | $4,781,000 | 5,270 |
| U.S. Treasury securities | $1,400,000 | 943 |
| U.S. Government agency obligations | $3,381,000 | 5,394 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,740 |
| 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 | $4,072,000 | 4,336 |
| Mortgage-backed securities | $3,381,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $589,000 | 4,590 |
| Issued or guaranteed by U.S. | $589,000 | 4,584 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,792,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $2,792,000 | 2,113 |
| 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) | $5,790,000 | 5,290 |
| Total debt securities | $5,791,000 | 5,646 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,850,000 | 5,734 |
| U.S. Government securities | $4,840,000 | 5,339 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,840,000 | 5,218 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,802 |
| 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 | $4,092,000 | 4,378 |
| Mortgage-backed securities | $4,840,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $609,000 | 4,672 |
| Issued or guaranteed by U.S. | $609,000 | 4,669 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,231,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $4,231,000 | 1,871 |
| 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) | $5,850,000 | 5,359 |
| Total debt securities | $5,850,000 | 5,716 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,045,000 | 5,777 |
| U.S. Government securities | $5,035,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,035,000 | 5,263 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,851 |
| 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 | $4,221,000 | 4,394 |
| Mortgage-backed securities | $5,035,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $638,000 | 4,700 |
| Issued or guaranteed by U.S. | $638,000 | 4,698 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,397,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $4,397,000 | 1,875 |
| 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) | $6,045,000 | 5,382 |
| Total debt securities | $6,045,000 | 5,757 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $6,182,000 | 5,811 |
| U.S. Government securities | $5,175,000 | 5,400 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,175,000 | 5,289 |
| Securities issued by states & political subdivisions | $1,007,000 | 4,881 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 4,696 |
| Mortgage-backed securities | $5,175,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $654,000 | 4,743 |
| Issued or guaranteed by U.S. | $654,000 | 4,739 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,521,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $4,521,000 | 1,845 |
| 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) | $6,182,000 | 5,420 |
| Total debt securities | $6,184,000 | 5,784 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,307,000 | 5,842 |
| U.S. Government securities | $5,304,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,304,000 | 5,283 |
| Securities issued by states & political subdivisions | $1,003,000 | 4,927 |
| 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 | $4,058,000 | 4,448 |
| Mortgage-backed securities | $5,304,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $673,000 | 4,759 |
| Issued or guaranteed by U.S. | $673,000 | 4,755 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,631,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $4,631,000 | 1,833 |
| 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) | $6,307,000 | 5,443 |
| Total debt securities | $6,306,000 | 5,819 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,497,000 | 5,997 |
| U.S. Government securities | $4,491,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,491,000 | 5,483 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,942 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,421,000 | 4,686 |
| Mortgage-backed securities | $4,491,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $703,000 | 4,787 |
| Issued or guaranteed by U.S. | $703,000 | 4,783 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,788,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $3,788,000 | 2,001 |
| 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) | $5,497,000 | 5,611 |
| Total debt securities | $5,497,000 | 5,975 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,812,000 | 5,966 |
| U.S. Government securities | $4,804,000 | 5,536 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,804,000 | 5,424 |
| Securities issued by states & political subdivisions | $1,008,000 | 4,929 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,608,000 | 4,632 |
| Mortgage-backed securities | $4,804,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $749,000 | 4,751 |
| Issued or guaranteed by U.S. | $749,000 | 4,747 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,055,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $4,055,000 | 1,987 |
| 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) | $5,812,000 | 5,600 |
| Total debt securities | $5,812,000 | 5,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $6,150,000 | 5,969 |
| U.S. Government securities | $5,118,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,118,000 | 5,399 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,915 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,693,000 | 4,654 |
| Mortgage-backed securities | $5,118,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $827,000 | 4,765 |
| Issued or guaranteed by U.S. | $827,000 | 4,763 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,291,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $4,291,000 | 1,995 |
| 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) | $6,150,000 | 5,612 |
| Total debt securities | $6,150,000 | 5,940 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,411,000 | 5,984 |
| U.S. Government securities | $5,374,000 | 5,487 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,374,000 | 5,374 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,950 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,829,000 | 4,592 |
| Mortgage-backed securities | $5,374,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $903,000 | 4,758 |
| Issued or guaranteed by U.S. | $903,000 | 4,757 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,471,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $4,471,000 | 2,026 |
| 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) | $6,411,000 | 5,606 |
| Total debt securities | $6,411,000 | 5,955 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,424,000 | 5,700 |
| U.S. Government securities | $8,383,000 | 5,045 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,383,000 | 4,949 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,960 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,883,000 | 4,651 |
| Mortgage-backed securities | $8,383,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $3,750,000 | 3,960 |
| Issued or guaranteed by U.S. | $3,750,000 | 3,958 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,633,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $4,633,000 | 2,075 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,424,000 | 5,317 |
| Total debt securities | $9,424,000 | 5,671 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,732,000 | 5,723 |
| U.S. Government securities | $8,695,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,695,000 | 5,002 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,952 |
| 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 | $4,039,000 | 4,619 |
| Mortgage-backed securities | $8,695,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $3,935,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,935,000 | 3,955 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,760,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $4,760,000 | 2,062 |
| 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) | $9,732,000 | 5,336 |
| Total debt securities | $9,732,000 | 5,694 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,926,000 | 5,749 |
| U.S. Government securities | $8,890,000 | 5,176 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,890,000 | 5,074 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,915 |
| 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 | $4,101,000 | 4,616 |
| Mortgage-backed securities | $8,890,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $4,029,000 | 3,931 |
| Issued or guaranteed by U.S. | $4,029,000 | 3,926 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,861,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $4,861,000 | 2,055 |
| 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) | $9,926,000 | 5,361 |
| Total debt securities | $9,924,000 | 5,722 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $11,962,000 | 5,490 |
| U.S. Government securities | $10,921,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,921,000 | 4,693 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,916 |
| 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 | $4,110,000 | 4,423 |
| Mortgage-backed securities | $10,921,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $5,548,000 | 3,487 |
| Issued or guaranteed by U.S. | $5,548,000 | 3,484 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,373,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $5,373,000 | 1,885 |
| 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) | $11,962,000 | 5,074 |
| Total debt securities | $11,962,000 | 5,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,554,000 | 5,501 |
| U.S. Government securities | $10,534,000 | 4,818 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,534,000 | 4,714 |
| Securities issued by states & political subdivisions | $1,020,000 | 4,908 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,142,000 | 4,733 |
| Mortgage-backed securities | $10,534,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $4,934,000 | 3,588 |
| Issued or guaranteed by U.S. | $4,934,000 | 3,578 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,600,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $5,600,000 | 1,827 |
| 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) | $11,554,000 | 5,077 |
| Total debt securities | $11,554,000 | 5,468 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,572,000 | 5,604 |
| U.S. Government securities | $10,574,000 | 4,934 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,574,000 | 4,825 |
| Securities issued by states & political subdivisions | $998,000 | 4,918 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,164,000 | 4,778 |
| Mortgage-backed securities | $10,574,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $5,000,000 | 3,536 |
| Issued or guaranteed by U.S. | $5,000,000 | 3,524 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,574,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $5,574,000 | 1,812 |
| 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) | $11,572,000 | 5,166 |
| Total debt securities | $11,570,000 | 5,570 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $9,892,000 | 5,818 |
| U.S. Government securities | $8,889,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,889,000 | 5,110 |
| Securities issued by states & political subdivisions | $1,003,000 | 4,915 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,472,000 | 4,688 |
| Mortgage-backed securities | $8,889,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $5,909,000 | 3,260 |
| Issued or guaranteed by U.S. | $5,909,000 | 3,253 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,980,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $2,980,000 | 2,170 |
| 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) | $9,892,000 | 5,376 |
| Total debt securities | $9,892,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $9,054,000 | 5,852 |
| U.S. Government securities | $8,071,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,071,000 | 5,124 |
| Securities issued by states & political subdivisions | $983,000 | 4,949 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,235,000 | 4,769 |
| Mortgage-backed securities | $8,071,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $5,066,000 | 3,332 |
| Issued or guaranteed by U.S. | $5,066,000 | 3,325 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,005,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $3,005,000 | 2,103 |
| 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) | $9,054,000 | 5,395 |
| Total debt securities | $9,055,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,815,000 | 6,409 |
| U.S. Government securities | $2,700,000 | 6,524 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,700,000 | 6,397 |
| Securities issued by states & political subdivisions | $3,115,000 | 3,930 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,363,000 | 4,765 |
| Mortgage-backed securities | $2,700,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $38,000 | 5,614 |
| Issued or guaranteed by U.S. | $38,000 | 5,601 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,662,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 2,155 |
| 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) | $5,815,000 | 5,905 |
| Total debt securities | $5,816,000 | 6,368 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,901,000 | 6,486 |
| U.S. Government securities | $2,882,000 | 6,597 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,882,000 | 6,477 |
| Securities issued by states & political subdivisions | $3,019,000 | 3,885 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,345,000 | 4,839 |
| Mortgage-backed securities | $2,882,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,644 |
| Issued or guaranteed by U.S. | $49,000 | 5,633 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,833,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $2,833,000 | 2,042 |
| 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) | $5,901,000 | 5,974 |
| Total debt securities | $5,901,000 | 6,446 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,478,000 | 6,458 |
| U.S. Government securities | $3,436,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,436,000 | 6,446 |
| Securities issued by states & political subdivisions | $3,042,000 | 3,873 |
| 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 | $2,364,000 | 5,272 |
| Mortgage-backed securities | $2,436,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,765 |
| Issued or guaranteed by U.S. | $42,000 | 5,755 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,394,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $2,394,000 | 2,086 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,478,000 | 5,937 |
| Total debt securities | $6,478,000 | 6,418 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,536,000 | 6,415 |
| U.S. Government securities | $2,481,000 | 6,827 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,481,000 | 6,726 |
| Securities issued by states & political subdivisions | $4,055,000 | 3,556 |
| 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 | $2,918,000 | 5,110 |
| Mortgage-backed securities | $2,481,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,337 |
| Issued or guaranteed by U.S. | $438,000 | 5,323 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,043,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $2,043,000 | 2,141 |
| 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) | $6,536,000 | 5,905 |
| Total debt securities | $6,536,000 | 6,379 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,162,000 | 6,350 |
| U.S. Government securities | $2,648,000 | 6,821 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,648,000 | 6,725 |
| Securities issued by states & political subdivisions | $4,514,000 | 3,403 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,178,000 | 5,400 |
| Mortgage-backed securities | $2,648,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,390 |
| Issued or guaranteed by U.S. | $466,000 | 5,373 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,182,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $2,182,000 | 2,073 |
| 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) | $7,162,000 | 5,839 |
| Total debt securities | $7,161,000 | 6,309 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,389,000 | 6,302 |
| U.S. Government securities | $2,816,000 | 6,816 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,816,000 | 6,721 |
| Securities issued by states & political subdivisions | $4,573,000 | 3,354 |
| 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 | $2,225,000 | 5,398 |
| Mortgage-backed securities | $2,816,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,440 |
| Issued or guaranteed by U.S. | $485,000 | 5,422 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,331,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $2,331,000 | 2,017 |
| 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) | $7,389,000 | 5,808 |
| Total debt securities | $7,389,000 | 6,259 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,288,000 | 6,803 |
| U.S. Government securities | $1,988,000 | 7,191 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,988,000 | 7,104 |
| Securities issued by states & political subdivisions | $3,300,000 | 3,690 |
| 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 | $285,000 | 6,376 |
| Mortgage-backed securities | $1,988,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,482 |
| Issued or guaranteed by U.S. | $509,000 | 5,466 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,479,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $1,479,000 | 2,317 |
| 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) | $5,288,000 | 6,248 |
| Total debt securities | $5,287,000 | 6,763 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,836,000 | 6,535 |
| U.S. Government securities | $4,437,000 | 6,566 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,437,000 | 6,473 |
| Securities issued by states & political subdivisions | $2,399,000 | 4,025 |
| 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 | $1,590,000 | 5,784 |
| Mortgage-backed securities | $4,437,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 4,832 |
| Issued or guaranteed by U.S. | $1,804,000 | 4,817 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,633,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $2,633,000 | 1,920 |
| 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) | $6,836,000 | 5,987 |
| Total debt securities | $6,835,000 | 6,494 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,922,000 | 6,506 |
| U.S. Government securities | $4,531,000 | 6,529 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,531,000 | 6,434 |
| Securities issued by states & political subdivisions | $2,391,000 | 4,006 |
| 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 | $1,624,000 | 5,803 |
| Mortgage-backed securities | $4,531,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,837,000 | 4,767 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,694,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $2,694,000 | 1,813 |
| 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) | $6,922,000 | 5,936 |
| Total debt securities | $6,921,000 | 6,461 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $10,955,000 | 5,760 |
| U.S. Government securities | $8,511,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,511,000 | 5,372 |
| Securities issued by states & political subdivisions | $2,444,000 | 4,021 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,854,000 | 5,709 |
| Mortgage-backed securities | $8,511,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $2,618,000 | 4,448 |
| Issued or guaranteed by U.S. | $2,618,000 | 4,432 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,893,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $5,893,000 | 1,318 |
| 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) | $10,955,000 | 5,239 |
| Total debt securities | $10,955,000 | 5,701 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,517,000 | 5,502 |
| U.S. Government securities | $9,597,000 | 5,201 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,597,000 | 5,113 |
| Securities issued by states & political subdivisions | $2,920,000 | 3,834 |
| 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 | $614,000 | 6,277 |
| Mortgage-backed securities | $8,592,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,867,000 | 4,236 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,725,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $5,725,000 | 1,319 |
| 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) | $12,517,000 | 5,007 |
| Total debt securities | $12,515,000 | 5,434 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $17,657,000 | 4,764 |
| U.S. Government securities | $14,795,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,795,000 | 4,237 |
| Securities issued by states & political subdivisions | $2,862,000 | 3,846 |
| 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 | $645,000 | 6,323 |
| Mortgage-backed securities | $13,793,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $7,000,000 | 2,758 |
| Issued or guaranteed by U.S. | $7,000,000 | 2,744 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,793,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $6,793,000 | 1,167 |
| 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) | $17,657,000 | 4,226 |
| Total debt securities | $17,657,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $22,274,000 | 4,192 |
| U.S. Government securities | $19,454,000 | 3,707 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,454,000 | 3,631 |
| Securities issued by states & political subdivisions | $2,820,000 | 3,869 |
| 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 | $678,000 | 6,342 |
| Mortgage-backed securities | $11,947,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $4,047,000 | 3,345 |
| Issued or guaranteed by U.S. | $4,047,000 | 3,332 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,900,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $7,900,000 | 1,027 |
| 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) | $22,274,000 | 3,709 |
| Total debt securities | $22,274,000 | 4,141 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,533,000 | 4,420 |
| U.S. Government securities | $18,563,000 | 3,840 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,563,000 | 3,749 |
| Securities issued by states & political subdivisions | $1,970,000 | 4,274 |
| 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 | $717,000 | 6,379 |
| Mortgage-backed securities | $11,140,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $4,131,000 | 3,269 |
| Issued or guaranteed by U.S. | $4,131,000 | 3,258 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,009,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $7,009,000 | 1,085 |
| 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) | $20,533,000 | 3,892 |
| Total debt securities | $20,534,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,496,000 | 1,523 |
| 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 | $18,860,000 | 4,658 |
| U.S. Government securities | $17,228,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,228,000 | 3,963 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,499 |
| 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 | $768,000 | 6,382 |
| Mortgage-backed securities | $10,753,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $4,415,000 | 3,171 |
| Issued or guaranteed by U.S. | $4,415,000 | 3,156 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,338,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $6,338,000 | 1,126 |
| 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) | $18,860,000 | 4,093 |
| Total debt securities | $18,860,000 | 4,611 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,494,000 | 1,607 |
| 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 | $15,784,000 | 5,174 |
| U.S. Government securities | $14,541,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,541,000 | 4,434 |
| Securities issued by states & political subdivisions | $1,243,000 | 4,779 |
| 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 | $811,000 | 6,386 |
| Mortgage-backed securities | $10,076,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $4,577,000 | 3,128 |
| Issued or guaranteed by U.S. | $4,577,000 | 3,113 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,499,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $5,499,000 | 1,221 |
| 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) | $15,784,000 | 4,573 |
| Total debt securities | $15,783,000 | 5,131 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,489,000 | 1,721 |
| 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 | $15,181,000 | 5,292 |
| U.S. Government securities | $14,430,000 | 4,624 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,430,000 | 4,494 |
| Securities issued by states & political subdivisions | $751,000 | 5,234 |
| 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 | $852,000 | 6,441 |
| Mortgage-backed securities | $8,904,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $4,699,000 | 3,097 |
| Issued or guaranteed by U.S. | $4,699,000 | 3,082 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,205,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,205,000 | 1,377 |
| 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) | $15,181,000 | 4,663 |
| Total debt securities | $15,180,000 | 5,247 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,483,000 | 1,816 |
| 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 | $14,180,000 | 5,450 |
| U.S. Government securities | $13,451,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,451,000 | 4,667 |
| Securities issued by states & political subdivisions | $729,000 | 5,288 |
| 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 | $889,000 | 6,459 |
| Mortgage-backed securities | $9,053,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $4,714,000 | 3,115 |
| Issued or guaranteed by U.S. | $4,714,000 | 3,103 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,339,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $4,339,000 | 1,350 |
| 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) | $14,180,000 | 4,793 |
| Total debt securities | $14,180,000 | 5,397 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,470,000 | 1,868 |
| 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 | $13,189,000 | 5,691 |
| U.S. Government securities | $12,446,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,446,000 | 4,904 |
| Securities issued by states & political subdivisions | $743,000 | 5,297 |
| 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 | $942,000 | 6,465 |
| Mortgage-backed securities | $8,013,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $3,443,000 | 3,552 |
| Issued or guaranteed by U.S. | $3,443,000 | 3,536 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,570,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $4,570,000 | 1,322 |
| 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) | $13,189,000 | 5,020 |
| Total debt securities | $13,190,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,473,000 | 1,879 |
| 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 | $11,587,000 | 5,995 |
| U.S. Government securities | $11,163,000 | 5,316 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,163,000 | 5,180 |
| Securities issued by states & political subdivisions | $424,000 | 5,676 |
| 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 | $984,000 | 6,448 |
| Mortgage-backed securities | $6,715,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 4,273 |
| Issued or guaranteed by U.S. | $1,951,000 | 4,256 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,764,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $4,764,000 | 1,302 |
| 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) | $11,587,000 | 5,295 |
| Total debt securities | $11,586,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,472,000 | 1,888 |
| 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 | $10,020,000 | 6,322 |
| U.S. Government securities | $9,586,000 | 5,661 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,586,000 | 5,524 |
| Securities issued by states & political subdivisions | $434,000 | 5,692 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,053,000 | 6,385 |
| Mortgage-backed securities | $6,111,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $1,076,000 | 4,903 |
| Issued or guaranteed by U.S. | $1,076,000 | 4,885 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,035,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,035,000 | 1,277 |
| 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) | $10,020,000 | 5,597 |
| Total debt securities | $10,021,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,481,000 | 1,843 |
| 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 | $8,315,000 | 6,754 |
| U.S. Government securities | $7,884,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,884,000 | 6,014 |
| Securities issued by states & political subdivisions | $431,000 | 5,706 |
| 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 | $1,116,000 | 6,354 |
| Mortgage-backed securities | $5,401,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,167,000 | 4,885 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,234,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $4,234,000 | 1,414 |
| 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) | $8,315,000 | 6,012 |
| Total debt securities | $8,315,000 | 6,697 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,486,000 | 1,839 |
| 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 | $7,065,000 | 7,100 |
| U.S. Government securities | $7,065,000 | 6,440 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,065,000 | 6,294 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $1,400,000 | 6,238 |
| Mortgage-backed securities | $5,592,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,291 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,364,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $3,364,000 | 1,603 |
| 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) | $7,065,000 | 6,316 |
| Total debt securities | $7,065,000 | 7,046 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,473,000 | 1,812 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,378,000 | 7,540 |
| U.S. Government securities | $5,378,000 | 6,979 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,378,000 | 6,828 |
| 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 | $1,300,000 | 6,277 |
| Mortgage-backed securities | $3,886,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 4,878 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,865 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,544,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $2,544,000 | 1,796 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,378,000 | 6,731 |
| Total debt securities | $5,378,000 | 7,474 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,492,000 | 1,766 |
| 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 | $5,641,000 | 7,521 |
| U.S. Government securities | $5,641,000 | 6,932 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,641,000 | 6,772 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 6,327 |
| Mortgage-backed securities | $4,141,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $1,461,000 | 4,824 |
| Issued or guaranteed by U.S. | $1,461,000 | 4,813 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,680,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,680,000 | 1,766 |
| 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) | $5,641,000 | 6,697 |
| Total debt securities | $5,641,000 | 7,452 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,500,000 | 1,748 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,788,000 | 7,548 |
| U.S. Government securities | $5,788,000 | 6,960 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,788,000 | 6,795 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 6,349 |
| Mortgage-backed securities | $4,315,000 | 4,255 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,804 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,735,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $2,735,000 | 1,789 |
| 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) | $5,788,000 | 6,737 |
| Total debt securities | $5,789,000 | 7,480 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,473,000 | 1,752 |
| 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 | $6,260,000 | 7,443 |
| U.S. Government securities | $6,260,000 | 6,753 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,260,000 | 6,593 |
| 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 | $1,300,000 | 6,327 |
| Mortgage-backed securities | $4,760,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,815,000 | 4,697 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,945,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $2,945,000 | 1,783 |
| 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) | $6,260,000 | 6,630 |
| Total debt securities | $6,261,000 | 7,365 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,500,000 | 1,572 |
| 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 | $6,500,000 | 7,446 |
| U.S. Government securities | $6,500,000 | 6,753 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,500,000 | 6,579 |
| 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 | $1,300,000 | 6,287 |
| Mortgage-backed securities | $3,428,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 4,627 |
| Issued or guaranteed by U.S. | $1,968,000 | 4,608 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,460,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,399 |
| 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) | $6,500,000 | 6,625 |
| Total debt securities | $6,498,000 | 7,364 |
| Structured notes | ||
| Amortized cost | $3,079,000 | 901 |
| Fair value | $3,072,000 | 905 |
| 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 | $7,332,000 | 7,170 |
| U.S. Government securities | $7,332,000 | 6,364 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,332,000 | 6,183 |
| 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 | $1,300,000 | 6,311 |
| Mortgage-backed securities | $4,331,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 4,164 |
| Issued or guaranteed by U.S. | $2,844,000 | 4,149 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,487,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $1,487,000 | 2,416 |
| 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) | $7,332,000 | 6,370 |
| Total debt securities | $7,327,000 | 7,077 |
| Structured notes | ||
| Amortized cost | $2,330,000 | 950 |
| Fair value | $2,314,000 | 951 |
| 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 | $8,553,000 | 6,832 |
| U.S. Government securities | $8,553,000 | 5,948 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,553,000 | 5,763 |
| 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 | $2,300,000 | 5,642 |
| Mortgage-backed securities | $3,938,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $3,470,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,470,000 | 3,935 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $468,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 3,335 |
| 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) | $8,553,000 | 6,050 |
| Total debt securities | $8,554,000 | 6,733 |
| Structured notes | ||
| Amortized cost | $2,330,000 | 763 |
| Fair value | $2,337,000 | 765 |
| 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 | $9,892,000 | 6,528 |
| U.S. Government securities | $9,892,000 | 5,603 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,892,000 | 5,422 |
| 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 | $1,300,000 | 6,340 |
| Mortgage-backed securities | $4,948,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $3,993,000 | 3,769 |
| Issued or guaranteed by U.S. | $3,993,000 | 3,759 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $955,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 3,045 |
| 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) | $9,892,000 | 5,744 |
| Total debt securities | $9,893,000 | 6,431 |
| Structured notes | ||
| Amortized cost | $1,831,000 | 716 |
| Fair value | $1,838,000 | 718 |
| 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 | $7,542,000 | 7,149 |
| U.S. Government securities | $7,439,000 | 6,342 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,439,000 | 6,145 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $103,000 | 3,868 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,134 |
| 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 | $1,300,000 | 6,367 |
| Mortgage-backed securities | $5,944,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $4,415,000 | 3,586 |
| Issued or guaranteed by U.S. | $4,415,000 | 3,575 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,529,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,769 |
| Privately issued | $103,000 | 1,011 |
| 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) | $7,542,000 | 6,322 |
| Total debt securities | $7,542,000 | 7,061 |
| 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 | $9,053,000 | 6,737 |
| U.S. Government securities | $6,832,000 | 6,521 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,832,000 | 6,277 |
| Securities issued by states & political subdivisions | $50,000 | 6,889 |
| Other domestic debt securities | $2,028,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $2,028,000 | 618 |
| 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 | $143,000 | 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 | $1,000,000 | 6,746 |
| Mortgage-backed securities | $5,056,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $1,308,000 | 4,992 |
| Issued or guaranteed by U.S. | $1,308,000 | 4,965 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,748,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $1,720,000 | 2,699 |
| Privately issued | $2,028,000 | 553 |
| 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) | $50,000 | 4,931 |
| Available-for-sale securities (fair market value) | $9,003,000 | 5,860 |
| Total debt securities | $8,910,000 | 6,669 |
| 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 | $10,690,000 | 6,592 |
| U.S. Government securities | $10,106,000 | 5,811 |
| U.S. Treasury securities | $499,000 | 3,515 |
| U.S. Government agency obligations | $9,607,000 | 5,644 |
| Securities issued by states & political subdivisions | $50,000 | 7,123 |
| 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 | $534,000 | 3,699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $960,000 | 7,153 |
| Mortgage-backed securities | $507,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,412 |
| Issued or guaranteed by U.S. | $507,000 | 5,394 |
| 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) | $50,000 | 5,560 |
| Available-for-sale securities (fair market value) | $10,640,000 | 5,551 |
| Total debt securities | $10,156,000 | 6,606 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,944,000 | 6,800 |
| U.S. Government securities | $10,524,000 | 5,942 |
| U.S. Treasury securities | $494,000 | 4,651 |
| U.S. Government agency obligations | $10,030,000 | 5,582 |
| Securities issued by states & political subdivisions | $50,000 | 7,481 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $370,000 | 4,372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,000 | 7,313 |
| Mortgage-backed securities | $642,000 | 6,262 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,510 |
| Issued or guaranteed by U.S. | $642,000 | 5,499 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,892,000 | 4,313 |
| Available-for-sale securities (fair market value) | $9,052,000 | 6,135 |
| Total debt securities | $10,574,000 | 6,789 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,921,000 | 6,832 |
| U.S. Government securities | $10,608,000 | 5,905 |
| U.S. Treasury securities | $250,000 | 6,497 |
| U.S. Government agency obligations | $10,358,000 | 5,180 |
| Securities issued by states & political subdivisions | $100,000 | 7,566 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $213,000 | 5,310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,000 | 7,277 |
| Mortgage-backed securities | $948,000 | 6,167 |
| Certificates of participation in pools of residential mortgages | $948,000 | 5,336 |
| Issued or guaranteed by U.S. | $948,000 | 5,319 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,548,000 | 5,034 |
| Available-for-sale securities (fair market value) | $9,373,000 | 5,944 |
| Total debt securities | $10,708,000 | 6,749 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,606,000 | 8,583 |
| U.S. Government securities | $6,198,000 | 8,004 |
| U.S. Treasury securities | $649,000 | 6,937 |
| U.S. Government agency obligations | $5,549,000 | 7,021 |
| Securities issued by states & political subdivisions | $100,000 | 7,840 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $308,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $832,000 | 7,753 |
| Mortgage-backed securities | $52,000 | 8,124 |
| Certificates of participation in pools of residential mortgages | $52,000 | 7,565 |
| Issued or guaranteed by U.S. | $52,000 | 7,538 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,402,000 | 6,009 |
| Available-for-sale securities (fair market value) | $5,204,000 | 7,387 |
| Total debt securities | $6,298,000 | 8,580 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,316,000 | 10,053 |
| U.S. Government securities | $3,924,000 | 9,716 |
| U.S. Treasury securities | $746,000 | 7,704 |
| U.S. Government agency obligations | $3,178,000 | 8,690 |
| Securities issued by states & political subdivisions | $100,000 | 8,252 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $292,000 | 4,568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $771,000 | 8,188 |
| Mortgage-backed securities | $78,000 | 8,592 |
| Certificates of participation in pools of residential mortgages | $78,000 | 7,985 |
| Issued or guaranteed by U.S. | $78,000 | 7,965 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,427,000 | 6,708 |
| Available-for-sale securities (fair market value) | $2,889,000 | 8,650 |
| Total debt securities | $4,024,000 | 10,066 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,918 |
| Fair value | $400,000 | 2,925 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,981,000 | 10,638 |
| U.S. Government securities | $3,734,000 | 10,203 |
| U.S. Treasury securities | $1,245,000 | 8,085 |
| U.S. Government agency obligations | $2,489,000 | 9,383 |
| Securities issued by states & political subdivisions | $100,000 | 8,607 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 5,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $661,000 | 8,598 |
| Mortgage-backed securities | $137,000 | 8,864 |
| Certificates of participation in pools of residential mortgages | $137,000 | 8,091 |
| Issued or guaranteed by U.S. | $137,000 | 8,060 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,493,000 | 7,052 |
| Available-for-sale securities (fair market value) | $2,488,000 | 9,182 |
| Total debt securities | $3,834,000 | 10,591 |
| Structured notes | ||
| Amortized cost | $400,000 | 3,850 |
| Fair value | $396,000 | 3,888 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,319,000 | 10,700 |
| U.S. Government securities | $5,078,000 | 10,114 |
| U.S. Treasury securities | $1,422,000 | 9,057 |
| U.S. Government agency obligations | $3,656,000 | 8,624 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $141,000 | 5,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,000 | 9,408 |
| Mortgage-backed securities | $189,000 | 9,282 |
| Certificates of participation in pools of residential mortgages | $189,000 | 8,408 |
| Issued or guaranteed by U.S. | $189,000 | 8,381 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,287,000 | 9,813 |
| Available-for-sale securities (fair market value) | $3,032,000 | 8,089 |
| Total debt securities | $5,178,000 | 10,649 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $5,622,000 | 10,982 |
| U.S. Government securities | $5,450,000 | 10,263 |
| U.S. Treasury securities | $1,803,000 | 8,778 |
| U.S. Government agency obligations | $3,647,000 | 8,863 |
| Securities issued by states & political subdivisions | $55,000 | 9,535 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 5,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 8,847 |
| Mortgage-backed securities | $293,000 | 9,686 |
| Certificates of participation in pools of residential mortgages | $293,000 | 8,662 |
| Issued or guaranteed by U.S. | $293,000 | 8,606 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,505,000 | 10,889 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,626,000 | 10,744 |
| U.S. Government securities | $6,417,000 | 9,911 |
| U.S. Treasury securities | $1,311,000 | 9,787 |
| U.S. Government agency obligations | $5,106,000 | 7,916 |
| Securities issued by states & political subdivisions | $75,000 | 9,452 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 4,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 9,022 |
| Mortgage-backed securities | $945,000 | 9,031 |
| Certificates of participation in pools of residential mortgages | $701,000 | 8,103 |
| Issued or guaranteed by U.S. | $701,000 | 8,044 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $244,000 | 6,530 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 6,065 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,492,000 | 10,689 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |