Home > Community Savings Bank > Securities
Community Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $6,331,000 | 4,170 |
| U.S. Government securities | $3,186,000 | 4,100 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $3,186,000 | 3,855 |
| Securities issued by states & political subdivisions | $3,145,000 | 3,139 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $1,810,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,731,000 | 3,065 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,580 |
| 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) | $6,331,000 | 3,911 |
| Total debt securities | $6,333,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $6,228,000 | 4,205 |
| U.S. Government securities | $3,133,000 | 4,138 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $3,133,000 | 3,875 |
| Securities issued by states & political subdivisions | $3,095,000 | 3,162 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $1,814,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,730,000 | 3,066 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,577 |
| 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) | $6,228,000 | 3,921 |
| Total debt securities | $6,228,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $5,938,000 | 4,244 |
| U.S. Government securities | $2,792,000 | 4,203 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,792,000 | 3,940 |
| Securities issued by states & political subdivisions | $3,146,000 | 3,196 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $1,444,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,352,000 | 3,170 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 2,572 |
| 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) | $5,938,000 | 3,963 |
| Total debt securities | $5,938,000 | 4,220 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $6,097,000 | 4,305 |
| U.S. Government securities | $2,931,000 | 4,255 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,931,000 | 3,939 |
| Securities issued by states & political subdivisions | $3,166,000 | 3,254 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $1,552,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,450,000 | 3,196 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 2,600 |
| 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) | $6,097,000 | 4,019 |
| Total debt securities | $6,097,000 | 4,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $6,088,000 | 4,352 |
| U.S. Government securities | $2,925,000 | 4,282 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,925,000 | 3,953 |
| Securities issued by states & political subdivisions | $3,163,000 | 3,296 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $1,590,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,484,000 | 3,221 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,619 |
| 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) | $6,088,000 | 4,057 |
| Total debt securities | $6,088,000 | 4,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $6,151,000 | 4,376 |
| U.S. Government securities | $3,008,000 | 4,300 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $3,008,000 | 3,953 |
| Securities issued by states & political subdivisions | $3,143,000 | 3,333 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $1,661,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,544,000 | 3,226 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,625 |
| 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) | $6,151,000 | 4,086 |
| Total debt securities | $6,151,000 | 4,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $6,803,000 | 4,374 |
| U.S. Government securities | $3,243,000 | 4,297 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,243,000 | 3,958 |
| Securities issued by states & political subdivisions | $3,560,000 | 3,305 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $1,838,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 3,312 |
| Issued or guaranteed by U.S. | $1,703,000 | 3,222 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $135,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 2,643 |
| 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) | $6,803,000 | 4,098 |
| Total debt securities | $6,804,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $6,138,000 | 4,352 |
| U.S. Government securities | $2,496,000 | 4,298 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,496,000 | 4,028 |
| Securities issued by states & political subdivisions | $3,642,000 | 3,313 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $2,062,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 3,279 |
| Issued or guaranteed by U.S. | $1,905,000 | 3,187 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $157,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 2,623 |
| 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) | $6,138,000 | 4,100 |
| Total debt securities | $6,140,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $7,080,000 | 4,276 |
| U.S. Government securities | $2,834,000 | 4,207 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,834,000 | 3,987 |
| Securities issued by states & political subdivisions | $4,246,000 | 3,280 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $2,364,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $2,165,000 | 3,236 |
| Issued or guaranteed by U.S. | $2,165,000 | 3,131 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $199,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 2,596 |
| 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) | $7,080,000 | 4,053 |
| Total debt securities | $7,079,000 | 4,254 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $7,363,000 | 4,293 |
| U.S. Government securities | $3,086,000 | 4,189 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,086,000 | 3,991 |
| Securities issued by states & political subdivisions | $4,277,000 | 3,305 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $2,608,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $2,366,000 | 3,222 |
| Issued or guaranteed by U.S. | $2,366,000 | 3,136 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $242,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,610 |
| 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) | $7,363,000 | 4,063 |
| Total debt securities | $7,363,000 | 4,268 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $7,956,000 | 4,274 |
| U.S. Government securities | $3,400,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,400,000 | 3,966 |
| Securities issued by states & political subdivisions | $4,556,000 | 3,275 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $2,925,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $2,613,000 | 3,174 |
| Issued or guaranteed by U.S. | $2,613,000 | 3,079 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $312,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 2,575 |
| 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) | $7,956,000 | 4,032 |
| Total debt securities | $7,955,000 | 4,251 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $7,798,000 | 4,233 |
| U.S. Government securities | $3,240,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,240,000 | 3,939 |
| Securities issued by states & political subdivisions | $4,558,000 | 3,259 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $2,772,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $2,365,000 | 3,185 |
| Issued or guaranteed by U.S. | $2,365,000 | 3,093 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $407,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,494 |
| 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) | $7,798,000 | 3,999 |
| Total debt securities | $7,798,000 | 4,209 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $8,525,000 | 4,142 |
| U.S. Government securities | $3,625,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,625,000 | 3,832 |
| Securities issued by states & political subdivisions | $4,900,000 | 3,208 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $3,134,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $2,662,000 | 3,089 |
| Issued or guaranteed by U.S. | $2,662,000 | 3,010 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $472,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $472,000 | 2,473 |
| 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) | $8,525,000 | 3,890 |
| Total debt securities | $8,526,000 | 4,114 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $9,105,000 | 4,066 |
| U.S. Government securities | $3,998,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,998,000 | 3,785 |
| Securities issued by states & political subdivisions | $5,107,000 | 3,088 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $3,501,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $2,953,000 | 3,022 |
| Issued or guaranteed by U.S. | $2,953,000 | 2,934 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $548,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,461 |
| 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) | $9,105,000 | 3,831 |
| Total debt securities | $9,105,000 | 4,044 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $8,984,000 | 4,082 |
| U.S. Government securities | $3,872,000 | 3,992 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,872,000 | 3,820 |
| Securities issued by states & political subdivisions | $5,112,000 | 3,050 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $3,872,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $3,235,000 | 2,965 |
| Issued or guaranteed by U.S. | $3,235,000 | 2,883 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $637,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $637,000 | 2,445 |
| 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) | $8,984,000 | 3,838 |
| Total debt securities | $8,984,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $9,508,000 | 4,070 |
| U.S. Government securities | $4,186,000 | 3,994 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,186,000 | 3,832 |
| Securities issued by states & political subdivisions | $5,322,000 | 2,946 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $4,186,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $3,448,000 | 2,923 |
| Issued or guaranteed by U.S. | $3,448,000 | 2,831 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $738,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,400 |
| 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) | $9,508,000 | 3,823 |
| Total debt securities | $9,509,000 | 4,045 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $9,920,000 | 4,091 |
| U.S. Government securities | $4,366,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,366,000 | 3,883 |
| Securities issued by states & political subdivisions | $5,554,000 | 2,898 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $4,366,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $3,595,000 | 2,856 |
| Issued or guaranteed by U.S. | $3,595,000 | 2,768 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $771,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,395 |
| 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) | $9,920,000 | 3,834 |
| Total debt securities | $9,919,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $10,538,000 | 4,087 |
| U.S. Government securities | $4,625,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,625,000 | 3,930 |
| Securities issued by states & political subdivisions | $5,913,000 | 2,869 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $4,625,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $3,789,000 | 2,820 |
| Issued or guaranteed by U.S. | $3,789,000 | 2,734 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $836,000 | 2,434 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,392 |
| 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) | $10,538,000 | 3,832 |
| Total debt securities | $10,537,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,794,000 | 4,124 |
| U.S. Government securities | $4,913,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,913,000 | 3,965 |
| Securities issued by states & political subdivisions | $5,881,000 | 2,930 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $4,913,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $4,022,000 | 2,789 |
| Issued or guaranteed by U.S. | $4,022,000 | 2,712 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $891,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $891,000 | 2,362 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,794,000 | 3,854 |
| Total debt securities | $10,794,000 | 4,103 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $10,933,000 | 4,178 |
| U.S. Government securities | $5,124,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,124,000 | 3,992 |
| Securities issued by states & political subdivisions | $5,809,000 | 3,000 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $5,124,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $4,174,000 | 2,784 |
| Issued or guaranteed by U.S. | $4,174,000 | 2,703 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $950,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 2,343 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,933,000 | 3,909 |
| Total debt securities | $10,934,000 | 4,157 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,040,000 | 4,210 |
| U.S. Government securities | $5,286,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,286,000 | 4,019 |
| Securities issued by states & political subdivisions | $5,754,000 | 3,060 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $5,286,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $4,297,000 | 2,760 |
| Issued or guaranteed by U.S. | $4,297,000 | 2,711 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $989,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,332 |
| 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) | $11,040,000 | 3,935 |
| Total debt securities | $11,039,000 | 4,189 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $11,127,000 | 4,258 |
| U.S. Government securities | $5,433,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,433,000 | 4,052 |
| Securities issued by states & political subdivisions | $5,694,000 | 3,104 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $5,433,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $4,422,000 | 2,774 |
| Issued or guaranteed by U.S. | $4,422,000 | 2,756 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,011,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,317 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,127,000 | 3,982 |
| Total debt securities | $11,127,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $11,502,000 | 4,286 |
| U.S. Government securities | $5,745,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,745,000 | 4,033 |
| Securities issued by states & political subdivisions | $5,757,000 | 3,153 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $5,745,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $4,679,000 | 2,776 |
| Issued or guaranteed by U.S. | $4,679,000 | 2,640 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,066,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,316 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,502,000 | 4,008 |
| Total debt securities | $11,502,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $12,231,000 | 4,262 |
| U.S. Government securities | $6,471,000 | 4,151 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,471,000 | 4,003 |
| Securities issued by states & political subdivisions | $5,760,000 | 3,204 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $6,087,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $5,369,000 | 2,708 |
| Issued or guaranteed by U.S. | $5,369,000 | 2,706 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $718,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 2,483 |
| 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) | $385,000 | 1,774 |
| Available-for-sale securities (fair market value) | $11,846,000 | 4,016 |
| Total debt securities | $12,231,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $12,815,000 | 4,279 |
| U.S. Government securities | $6,881,000 | 4,126 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,881,000 | 3,987 |
| Securities issued by states & political subdivisions | $5,934,000 | 3,240 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $6,498,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $5,722,000 | 2,674 |
| Issued or guaranteed by U.S. | $5,722,000 | 2,672 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $776,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,446 |
| 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) | $414,000 | 1,793 |
| Available-for-sale securities (fair market value) | $12,401,000 | 4,018 |
| Total debt securities | $12,812,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,222,000 | 4,286 |
| U.S. Government securities | $7,259,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,259,000 | 3,971 |
| Securities issued by states & political subdivisions | $5,963,000 | 3,262 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $6,876,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $6,049,000 | 2,665 |
| Issued or guaranteed by U.S. | $6,049,000 | 2,664 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $827,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,441 |
| 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) | $439,000 | 1,841 |
| Available-for-sale securities (fair market value) | $12,783,000 | 4,027 |
| Total debt securities | $13,223,000 | 4,265 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,769,000 | 4,360 |
| U.S. Government securities | $7,619,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,619,000 | 3,983 |
| Securities issued by states & political subdivisions | $5,150,000 | 3,426 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $7,236,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $6,347,000 | 2,657 |
| Issued or guaranteed by U.S. | $6,347,000 | 2,656 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $889,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,429 |
| 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) | $473,000 | 1,857 |
| Available-for-sale securities (fair market value) | $12,296,000 | 4,107 |
| Total debt securities | $12,769,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $11,403,000 | 4,528 |
| U.S. Government securities | $6,337,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,337,000 | 4,243 |
| Securities issued by states & political subdivisions | $5,066,000 | 3,477 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $5,346,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $4,410,000 | 3,069 |
| Issued or guaranteed by U.S. | $4,410,000 | 3,066 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $936,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 2,443 |
| 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) | $489,000 | 1,886 |
| Available-for-sale securities (fair market value) | $10,914,000 | 4,264 |
| Total debt securities | $11,404,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $11,659,000 | 4,507 |
| U.S. Government securities | $6,608,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,608,000 | 4,193 |
| Securities issued by states & political subdivisions | $5,051,000 | 3,492 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $5,618,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $4,625,000 | 3,040 |
| Issued or guaranteed by U.S. | $4,625,000 | 3,034 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $993,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $993,000 | 2,426 |
| 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) | $530,000 | 1,875 |
| Available-for-sale securities (fair market value) | $11,129,000 | 4,241 |
| Total debt securities | $11,662,000 | 4,483 |
| 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 | $11,687,000 | 4,533 |
| U.S. Government securities | $6,001,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,001,000 | 4,350 |
| Securities issued by states & political subdivisions | $5,686,000 | 3,401 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $4,449,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $3,371,000 | 3,328 |
| Issued or guaranteed by U.S. | $3,371,000 | 3,327 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,078,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,078,000 | 2,407 |
| 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) | $547,000 | 1,882 |
| Available-for-sale securities (fair market value) | $11,140,000 | 4,258 |
| Total debt securities | $11,687,000 | 4,511 |
| 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 | $12,012,000 | 4,585 |
| U.S. Government securities | $6,250,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,250,000 | 4,392 |
| Securities issued by states & political subdivisions | $5,762,000 | 3,414 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $4,700,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $3,545,000 | 3,322 |
| Issued or guaranteed by U.S. | $3,545,000 | 3,317 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,155,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,401 |
| 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) | $580,000 | 1,916 |
| Available-for-sale securities (fair market value) | $11,432,000 | 4,294 |
| Total debt securities | $12,011,000 | 4,559 |
| 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 | $12,905,000 | 4,575 |
| U.S. Government securities | $7,248,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,248,000 | 4,337 |
| Securities issued by states & political subdivisions | $5,657,000 | 3,416 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $4,972,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $3,741,000 | 3,310 |
| Issued or guaranteed by U.S. | $3,741,000 | 3,309 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,231,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,393 |
| 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) | $633,000 | 1,943 |
| Available-for-sale securities (fair market value) | $12,272,000 | 4,281 |
| Total debt securities | $12,896,000 | 4,556 |
| 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 | $12,503,000 | 4,661 |
| U.S. Government securities | $6,864,000 | 4,571 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,864,000 | 4,443 |
| Securities issued by states & political subdivisions | $5,639,000 | 3,439 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $4,597,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 3,412 |
| Issued or guaranteed by U.S. | $3,318,000 | 3,409 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,279,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,279,000 | 2,414 |
| 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) | $653,000 | 1,970 |
| Available-for-sale securities (fair market value) | $11,850,000 | 4,356 |
| Total debt securities | $12,496,000 | 4,639 |
| 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 | $13,182,000 | 4,680 |
| U.S. Government securities | $7,564,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,564,000 | 4,438 |
| Securities issued by states & political subdivisions | $5,618,000 | 3,477 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $4,868,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $3,499,000 | 3,411 |
| Issued or guaranteed by U.S. | $3,499,000 | 3,407 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,369,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $1,369,000 | 2,402 |
| 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) | $707,000 | 1,973 |
| Available-for-sale securities (fair market value) | $12,475,000 | 4,377 |
| Total debt securities | $13,182,000 | 4,658 |
| 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 | $12,676,000 | 4,816 |
| U.S. Government securities | $7,777,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,777,000 | 4,525 |
| Securities issued by states & political subdivisions | $4,899,000 | 3,632 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $5,088,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $3,618,000 | 3,472 |
| Issued or guaranteed by U.S. | $3,618,000 | 3,469 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,470,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,470,000 | 2,437 |
| 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) | $738,000 | 1,994 |
| Available-for-sale securities (fair market value) | $11,938,000 | 4,507 |
| Total debt securities | $12,676,000 | 4,793 |
| 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 | $13,200,000 | 4,836 |
| U.S. Government securities | $9,582,000 | 4,451 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,582,000 | 4,327 |
| Securities issued by states & political subdivisions | $3,618,000 | 3,919 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $2,283,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,070 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,063 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $536,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,856 |
| 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) | $765,000 | 1,995 |
| Available-for-sale securities (fair market value) | $12,435,000 | 4,527 |
| Total debt securities | $13,200,000 | 4,810 |
| 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 | $13,405,000 | 4,871 |
| U.S. Government securities | $10,370,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,370,000 | 4,280 |
| Securities issued by states & political subdivisions | $3,035,000 | 4,106 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $2,427,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $1,828,000 | 4,117 |
| Issued or guaranteed by U.S. | $1,828,000 | 4,111 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $599,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,878 |
| 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) | $810,000 | 1,999 |
| Available-for-sale securities (fair market value) | $12,595,000 | 4,560 |
| Total debt securities | $13,404,000 | 4,846 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $11,850,000 | 5,112 |
| U.S. Government securities | $10,495,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,495,000 | 4,366 |
| Securities issued by states & political subdivisions | $1,355,000 | 4,671 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $2,589,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 4,180 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,177 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $684,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $684,000 | 2,882 |
| 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) | $839,000 | 2,020 |
| Available-for-sale securities (fair market value) | $11,011,000 | 4,822 |
| Total debt securities | $11,851,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,014,000 | 6,127 |
| U.S. Government securities | $1,863,000 | 5,949 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,863,000 | 5,852 |
| Securities issued by states & political subdivisions | $1,151,000 | 4,796 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,863,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $1,863,000 | 4,255 |
| Issued or guaranteed by U.S. | $1,863,000 | 4,252 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $864,000 | 2,023 |
| Available-for-sale securities (fair market value) | $2,150,000 | 5,831 |
| Total debt securities | $3,014,000 | 6,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,078,000 | 6,170 |
| U.S. Government securities | $1,951,000 | 5,976 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,951,000 | 5,885 |
| Securities issued by states & political subdivisions | $1,127,000 | 4,833 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,951,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 4,260 |
| Issued or guaranteed by U.S. | $1,951,000 | 4,256 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $918,000 | 2,016 |
| Available-for-sale securities (fair market value) | $2,160,000 | 5,877 |
| Total debt securities | $3,078,000 | 6,142 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,111,000 | 6,236 |
| U.S. Government securities | $2,019,000 | 6,005 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,019,000 | 5,907 |
| Securities issued by states & political subdivisions | $1,092,000 | 4,890 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,019,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,019,000 | 4,265 |
| Issued or guaranteed by U.S. | $2,019,000 | 4,260 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $955,000 | 1,996 |
| Available-for-sale securities (fair market value) | $2,156,000 | 5,940 |
| Total debt securities | $3,110,000 | 6,208 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,598,000 | 6,242 |
| U.S. Government securities | $2,123,000 | 6,043 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,123,000 | 5,944 |
| Securities issued by states & political subdivisions | $1,475,000 | 4,773 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $2,123,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $2,123,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,123,000 | 4,245 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,006,000 | 1,966 |
| Available-for-sale securities (fair market value) | $2,592,000 | 5,959 |
| Total debt securities | $3,597,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,752,000 | 6,241 |
| U.S. Government securities | $2,253,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,253,000 | 5,924 |
| Securities issued by states & political subdivisions | $1,499,000 | 4,745 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $2,253,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $2,253,000 | 4,182 |
| Issued or guaranteed by U.S. | $2,253,000 | 4,176 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,063,000 | 1,882 |
| Available-for-sale securities (fair market value) | $2,689,000 | 5,980 |
| Total debt securities | $3,752,000 | 6,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,465,000 | 6,319 |
| U.S. Government securities | $1,882,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,882,000 | 6,049 |
| Securities issued by states & political subdivisions | $1,583,000 | 4,711 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,882,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $1,882,000 | 4,328 |
| Issued or guaranteed by U.S. | $1,882,000 | 4,325 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,105,000 | 1,864 |
| Available-for-sale securities (fair market value) | $2,360,000 | 6,074 |
| Total debt securities | $3,465,000 | 6,287 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $3,632,000 | 6,345 |
| U.S. Government securities | $2,016,000 | 6,161 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,016,000 | 6,061 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,712 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,016,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $2,016,000 | 4,310 |
| Issued or guaranteed by U.S. | $2,016,000 | 4,309 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,175,000 | 1,859 |
| Available-for-sale securities (fair market value) | $2,457,000 | 6,092 |
| Total debt securities | $3,633,000 | 6,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,743,000 | 6,421 |
| U.S. Government securities | $2,122,000 | 6,255 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,122,000 | 6,162 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,721 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,122,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 4,407 |
| Issued or guaranteed by U.S. | $2,122,000 | 4,405 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,217,000 | 1,886 |
| Available-for-sale securities (fair market value) | $2,526,000 | 6,170 |
| Total debt securities | $3,743,000 | 6,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,822,000 | 6,474 |
| U.S. Government securities | $2,202,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,202,000 | 6,238 |
| Securities issued by states & political subdivisions | $1,620,000 | 4,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,202,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,202,000 | 4,414 |
| Issued or guaranteed by U.S. | $2,202,000 | 4,413 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,256,000 | 1,887 |
| Available-for-sale securities (fair market value) | $2,566,000 | 6,227 |
| Total debt securities | $3,822,000 | 6,448 |
| 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 | $3,972,000 | 6,524 |
| U.S. Government securities | $3,566,000 | 6,138 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,566,000 | 6,035 |
| Securities issued by states & political subdivisions | $406,000 | 5,377 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,566,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $3,566,000 | 4,056 |
| Issued or guaranteed by U.S. | $3,566,000 | 4,052 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,346,000 | 1,905 |
| Available-for-sale securities (fair market value) | $2,626,000 | 6,267 |
| Total debt securities | $3,972,000 | 6,494 |
| 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 | $4,249,000 | 6,512 |
| U.S. Government securities | $3,851,000 | 6,095 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,851,000 | 5,992 |
| Securities issued by states & political subdivisions | $398,000 | 5,386 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,851,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $3,851,000 | 3,882 |
| Issued or guaranteed by U.S. | $3,851,000 | 3,877 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,399,000 | 1,969 |
| Available-for-sale securities (fair market value) | $2,850,000 | 6,257 |
| Total debt securities | $4,249,000 | 6,480 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $4,393,000 | 6,549 |
| U.S. Government securities | $3,995,000 | 6,110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,995,000 | 5,997 |
| Securities issued by states & political subdivisions | $398,000 | 5,384 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,995,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $3,995,000 | 3,790 |
| Issued or guaranteed by U.S. | $3,995,000 | 3,780 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,491,000 | 1,956 |
| Available-for-sale securities (fair market value) | $2,902,000 | 6,297 |
| Total debt securities | $4,393,000 | 6,511 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $4,701,000 | 6,596 |
| U.S. Government securities | $4,307,000 | 6,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,307,000 | 6,050 |
| Securities issued by states & political subdivisions | $394,000 | 5,366 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,307,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $4,307,000 | 3,686 |
| Issued or guaranteed by U.S. | $4,307,000 | 3,675 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,545,000 | 1,961 |
| Available-for-sale securities (fair market value) | $3,156,000 | 6,334 |
| Total debt securities | $4,701,000 | 6,563 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $4,766,000 | 6,605 |
| U.S. Government securities | $4,375,000 | 6,178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,375,000 | 6,049 |
| Securities issued by states & political subdivisions | $391,000 | 5,376 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,375,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $4,375,000 | 3,597 |
| Issued or guaranteed by U.S. | $4,375,000 | 3,589 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,587,000 | 1,974 |
| Available-for-sale securities (fair market value) | $3,179,000 | 6,372 |
| Total debt securities | $4,766,000 | 6,573 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $4,907,000 | 6,551 |
| U.S. Government securities | $4,517,000 | 6,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,517,000 | 5,888 |
| Securities issued by states & political subdivisions | $390,000 | 5,389 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,517,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $4,517,000 | 3,471 |
| Issued or guaranteed by U.S. | $4,517,000 | 3,463 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,653,000 | 1,974 |
| Available-for-sale securities (fair market value) | $3,254,000 | 6,335 |
| Total debt securities | $4,907,000 | 6,520 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $5,097,000 | 6,528 |
| U.S. Government securities | $4,697,000 | 5,985 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,697,000 | 5,854 |
| Securities issued by states & political subdivisions | $400,000 | 5,375 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,697,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $4,697,000 | 3,408 |
| Issued or guaranteed by U.S. | $4,697,000 | 3,402 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,736,000 | 2,000 |
| Available-for-sale securities (fair market value) | $3,361,000 | 6,352 |
| Total debt securities | $5,097,000 | 6,487 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $5,511,000 | 6,541 |
| U.S. Government securities | $5,120,000 | 5,995 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,120,000 | 5,877 |
| Securities issued by states & political subdivisions | $391,000 | 5,345 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,120,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $5,120,000 | 3,333 |
| Issued or guaranteed by U.S. | $5,120,000 | 3,326 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,844,000 | 2,047 |
| Available-for-sale securities (fair market value) | $3,667,000 | 6,380 |
| Total debt securities | $5,511,000 | 6,500 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $5,769,000 | 6,576 |
| U.S. Government securities | $5,379,000 | 6,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,379,000 | 5,912 |
| Securities issued by states & political subdivisions | $390,000 | 5,366 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,379,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $5,379,000 | 3,366 |
| Issued or guaranteed by U.S. | $5,379,000 | 3,359 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,920,000 | 2,050 |
| Available-for-sale securities (fair market value) | $3,849,000 | 6,414 |
| Total debt securities | $5,769,000 | 6,534 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $5,964,000 | 6,541 |
| U.S. Government securities | $5,575,000 | 5,956 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,575,000 | 5,847 |
| Securities issued by states & political subdivisions | $389,000 | 5,395 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,575,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 3,377 |
| Issued or guaranteed by U.S. | $5,575,000 | 3,369 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,062,000 | 2,032 |
| Available-for-sale securities (fair market value) | $3,902,000 | 6,433 |
| Total debt securities | $5,964,000 | 6,505 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $6,344,000 | 6,517 |
| U.S. Government securities | $5,949,000 | 5,912 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,949,000 | 5,818 |
| Securities issued by states & political subdivisions | $395,000 | 5,423 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,949,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $5,949,000 | 3,373 |
| Issued or guaranteed by U.S. | $5,949,000 | 3,363 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,196,000 | 2,082 |
| Available-for-sale securities (fair market value) | $4,148,000 | 6,423 |
| Total debt securities | $6,344,000 | 6,474 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $6,078,000 | 6,588 |
| U.S. Government securities | $5,692,000 | 5,986 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,692,000 | 5,897 |
| Securities issued by states & political subdivisions | $386,000 | 5,455 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,692,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $5,692,000 | 3,513 |
| Issued or guaranteed by U.S. | $5,692,000 | 3,500 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,338,000 | 2,063 |
| Available-for-sale securities (fair market value) | $3,740,000 | 6,528 |
| Total debt securities | $6,078,000 | 6,543 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $6,016,000 | 6,656 |
| U.S. Government securities | $5,605,000 | 6,126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,605,000 | 6,044 |
| Securities issued by states & political subdivisions | $389,000 | 5,396 |
| Other domestic debt securities | $22,000 | 3,282 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,602 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,627,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $5,627,000 | 3,605 |
| Issued or guaranteed by U.S. | $5,605,000 | 3,602 |
| Privately issued | $22,000 | 176 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,522,000 | 2,045 |
| Available-for-sale securities (fair market value) | $3,494,000 | 6,617 |
| Total debt securities | $6,016,000 | 6,616 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $6,240,000 | 6,665 |
| U.S. Government securities | $5,851,000 | 6,159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,851,000 | 6,076 |
| Securities issued by states & political subdivisions | $389,000 | 5,360 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,851,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $5,851,000 | 3,519 |
| Issued or guaranteed by U.S. | $5,851,000 | 3,505 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,691,000 | 2,016 |
| Available-for-sale securities (fair market value) | $3,549,000 | 6,657 |
| Total debt securities | $6,240,000 | 6,626 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $5,990,000 | 6,693 |
| U.S. Government securities | $5,966,000 | 6,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,966,000 | 6,007 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $24,000 | 3,163 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,523 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,990,000 | 3,976 |
| Certificates of participation in pools of residential mortgages | $5,990,000 | 3,374 |
| Issued or guaranteed by U.S. | $5,966,000 | 3,366 |
| Privately issued | $24,000 | 175 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,896,000 | 1,992 |
| Available-for-sale securities (fair market value) | $3,094,000 | 6,753 |
| Total debt securities | $5,990,000 | 6,650 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $6,100,000 | 6,733 |
| U.S. Government securities | $6,100,000 | 6,114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,100,000 | 6,026 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,100,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $6,100,000 | 3,335 |
| Issued or guaranteed by U.S. | $6,100,000 | 3,318 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,015,000 | 1,956 |
| Available-for-sale securities (fair market value) | $3,085,000 | 6,831 |
| Total debt securities | $6,100,000 | 6,671 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $4,570,000 | 7,113 |
| U.S. Government securities | $4,570,000 | 6,593 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,570,000 | 6,497 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,570,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $4,570,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,570,000 | 3,636 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,384,000 | 1,910 |
| Available-for-sale securities (fair market value) | $1,186,000 | 7,267 |
| Total debt securities | $4,570,000 | 7,053 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $4,783,000 | 7,139 |
| U.S. Government securities | $4,783,000 | 6,667 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,783,000 | 6,557 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,787,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $3,787,000 | 3,606 |
| Issued or guaranteed by U.S. | $3,787,000 | 3,591 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,604,000 | 1,933 |
| Available-for-sale securities (fair market value) | $1,179,000 | 7,301 |
| Total debt securities | $4,783,000 | 7,085 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,990,000 | 7,135 |
| U.S. Government securities | $4,990,000 | 6,700 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,990,000 | 6,582 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,009,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $4,009,000 | 3,358 |
| Issued or guaranteed by U.S. | $4,009,000 | 3,344 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,818,000 | 1,948 |
| Available-for-sale securities (fair market value) | $1,172,000 | 7,339 |
| Total debt securities | $4,990,000 | 7,088 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $7,779,000 | 6,557 |
| U.S. Government securities | $7,325,000 | 6,017 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,325,000 | 5,902 |
| Securities issued by states & political subdivisions | $454,000 | 5,420 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,399,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $4,399,000 | 3,171 |
| Issued or guaranteed by U.S. | $4,399,000 | 3,158 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,629,000 | 1,818 |
| Available-for-sale securities (fair market value) | $3,150,000 | 6,926 |
| Total debt securities | $7,779,000 | 6,498 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $8,183,000 | 6,489 |
| U.S. Government securities | $7,729,000 | 5,970 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,729,000 | 5,853 |
| Securities issued by states & political subdivisions | $454,000 | 5,472 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,777,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $4,777,000 | 3,061 |
| Issued or guaranteed by U.S. | $4,777,000 | 3,046 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,996,000 | 1,803 |
| Available-for-sale securities (fair market value) | $3,187,000 | 6,933 |
| Total debt securities | $8,183,000 | 6,431 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $8,475,000 | 6,486 |
| U.S. Government securities | $8,021,000 | 5,916 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,021,000 | 5,798 |
| Securities issued by states & political subdivisions | $454,000 | 5,509 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,073,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $5,073,000 | 2,975 |
| Issued or guaranteed by U.S. | $5,073,000 | 2,960 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,246,000 | 1,794 |
| Available-for-sale securities (fair market value) | $3,229,000 | 6,946 |
| Total debt securities | $8,475,000 | 6,424 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $9,328,000 | 6,355 |
| U.S. Government securities | $8,873,000 | 5,787 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,873,000 | 5,671 |
| Securities issued by states & political subdivisions | $455,000 | 5,562 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,435,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $5,435,000 | 2,898 |
| Issued or guaranteed by U.S. | $5,435,000 | 2,883 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,391,000 | 1,706 |
| Available-for-sale securities (fair market value) | $2,937,000 | 7,085 |
| Total debt securities | $9,328,000 | 6,292 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $9,238,000 | 6,393 |
| U.S. Government securities | $9,238,000 | 5,711 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,238,000 | 5,580 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,839,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $5,839,000 | 2,821 |
| Issued or guaranteed by U.S. | $5,839,000 | 2,809 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,034,000 | 1,758 |
| Available-for-sale securities (fair market value) | $3,204,000 | 7,045 |
| Total debt securities | $9,238,000 | 6,331 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $9,645,000 | 6,362 |
| U.S. Government securities | $9,645,000 | 5,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,645,000 | 5,534 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,225,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $6,225,000 | 2,775 |
| Issued or guaranteed by U.S. | $6,225,000 | 2,761 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,402,000 | 1,736 |
| Available-for-sale securities (fair market value) | $3,243,000 | 7,083 |
| Total debt securities | $9,645,000 | 6,302 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $8,964,000 | 6,553 |
| U.S. Government securities | $8,964,000 | 5,835 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,964,000 | 5,684 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,517,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $5,517,000 | 2,972 |
| Issued or guaranteed by U.S. | $5,517,000 | 2,960 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,678,000 | 1,873 |
| Available-for-sale securities (fair market value) | $3,286,000 | 7,097 |
| Total debt securities | $8,964,000 | 6,494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $8,273,000 | 6,709 |
| U.S. Government securities | $8,273,000 | 5,999 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,273,000 | 5,852 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,305,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $5,305,000 | 3,065 |
| Issued or guaranteed by U.S. | $5,305,000 | 3,051 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,946,000 | 1,977 |
| Available-for-sale securities (fair market value) | $3,327,000 | 7,112 |
| Total debt securities | $8,273,000 | 6,653 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $8,741,000 | 6,652 |
| U.S. Government securities | $8,741,000 | 5,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,741,000 | 5,774 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,745,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $5,745,000 | 3,023 |
| Issued or guaranteed by U.S. | $5,745,000 | 3,010 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,321,000 | 1,943 |
| Available-for-sale securities (fair market value) | $3,420,000 | 7,130 |
| Total debt securities | $8,741,000 | 6,597 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $9,015,000 | 6,637 |
| U.S. Government securities | $9,015,000 | 5,921 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,015,000 | 5,780 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,043,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $6,043,000 | 3,029 |
| Issued or guaranteed by U.S. | $6,043,000 | 3,018 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,595,000 | 1,931 |
| Available-for-sale securities (fair market value) | $3,420,000 | 7,195 |
| Total debt securities | $9,015,000 | 6,581 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $7,811,000 | 6,932 |
| U.S. Government securities | $7,811,000 | 6,230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,811,000 | 6,092 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,810,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $4,810,000 | 3,361 |
| Issued or guaranteed by U.S. | $4,810,000 | 3,349 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,286,000 | 2,160 |
| Available-for-sale securities (fair market value) | $3,525,000 | 7,209 |
| Total debt securities | $7,811,000 | 6,877 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $7,247,000 | 7,119 |
| U.S. Government securities | $7,247,000 | 6,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,247,000 | 6,270 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,246,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $3,246,000 | 3,949 |
| Issued or guaranteed by U.S. | $3,246,000 | 3,939 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,681,000 | 2,585 |
| Available-for-sale securities (fair market value) | $4,566,000 | 6,981 |
| Total debt securities | $7,247,000 | 7,054 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $6,979,000 | 7,275 |
| U.S. Government securities | $6,979,000 | 6,585 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,979,000 | 6,415 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,011,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $3,011,000 | 4,070 |
| Issued or guaranteed by U.S. | $3,011,000 | 4,062 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,350,000 | 2,715 |
| Available-for-sale securities (fair market value) | $4,629,000 | 7,051 |
| Total debt securities | $6,979,000 | 7,203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $5,919,000 | 7,533 |
| U.S. Government securities | $5,919,000 | 6,872 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,919,000 | 6,714 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,886,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $1,886,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,886,000 | 4,661 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,042,000 | 3,301 |
| Available-for-sale securities (fair market value) | $4,877,000 | 6,982 |
| Total debt securities | $5,919,000 | 7,458 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $3,789,000 | 8,123 |
| U.S. Government securities | $3,789,000 | 7,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,789,000 | 7,443 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,153,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $2,153,000 | 4,511 |
| Issued or guaranteed by U.S. | $2,153,000 | 4,490 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,167,000 | 3,262 |
| Available-for-sale securities (fair market value) | $2,622,000 | 7,570 |
| Total debt securities | $3,789,000 | 8,053 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $2,485,000 | 8,438 |
| U.S. Government securities | $2,485,000 | 8,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,485,000 | 7,867 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,485,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $2,485,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,485,000 | 4,320 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,311,000 | 3,226 |
| Available-for-sale securities (fair market value) | $1,174,000 | 7,963 |
| Total debt securities | $2,485,000 | 8,360 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $3,545,000 | 8,163 |
| U.S. Government securities | $3,545,000 | 7,609 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,545,000 | 7,418 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,045,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $3,045,000 | 4,135 |
| Issued or guaranteed by U.S. | $3,045,000 | 4,122 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,678,000 | 3,057 |
| Available-for-sale securities (fair market value) | $1,867,000 | 7,797 |
| Total debt securities | $3,545,000 | 8,080 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $4,955,000 | 7,831 |
| U.S. Government securities | $4,955,000 | 7,162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,955,000 | 6,959 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,452,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,978 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,963 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,891,000 | 3,018 |
| Available-for-sale securities (fair market value) | $3,064,000 | 7,481 |
| Total debt securities | $4,955,000 | 7,755 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $3,422,000 | 8,299 |
| U.S. Government securities | $3,422,000 | 7,760 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,422,000 | 7,545 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,422,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $3,422,000 | 3,974 |
| Issued or guaranteed by U.S. | $3,422,000 | 3,960 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,659,000 | 3,179 |
| Available-for-sale securities (fair market value) | $1,763,000 | 7,884 |
| Total debt securities | $3,422,000 | 8,214 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $8,984,000 | 6,753 |
| U.S. Government securities | $8,984,000 | 5,785 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,984,000 | 5,560 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,472,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $4,472,000 | 3,310 |
| Issued or guaranteed by U.S. | $4,472,000 | 3,294 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,796,000 | 2,865 |
| Available-for-sale securities (fair market value) | $6,188,000 | 6,626 |
| Total debt securities | $8,984,000 | 6,643 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $10,882,000 | 6,538 |
| U.S. Government securities | $10,882,000 | 5,581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,882,000 | 5,258 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,910,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $5,910,000 | 2,390 |
| Issued or guaranteed by U.S. | $5,910,000 | 2,375 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,016,000 | 3,830 |
| Available-for-sale securities (fair market value) | $8,866,000 | 6,024 |
| Total debt securities | $10,882,000 | 6,411 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,153,000 | 6,748 |
| U.S. Government securities | $11,153,000 | 5,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,153,000 | 5,243 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,792,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $5,792,000 | 2,584 |
| Issued or guaranteed by U.S. | $5,792,000 | 2,571 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,057,000 | 4,203 |
| Available-for-sale securities (fair market value) | $9,096,000 | 6,124 |
| Total debt securities | $11,153,000 | 6,634 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,259,000 | 7,608 |
| U.S. Government securities | $8,259,000 | 6,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,259,000 | 5,826 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,750,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $4,750,000 | 3,041 |
| Issued or guaranteed by U.S. | $4,750,000 | 3,029 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,863,000 | 4,849 |
| Available-for-sale securities (fair market value) | $6,396,000 | 6,861 |
| Total debt securities | $8,259,000 | 7,479 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,970,000 | 7,424 |
| U.S. Government securities | $9,970,000 | 6,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,970,000 | 5,241 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,205,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $6,205,000 | 2,587 |
| Issued or guaranteed by U.S. | $6,205,000 | 2,577 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,781,000 | 5,153 |
| Available-for-sale securities (fair market value) | $7,189,000 | 6,642 |
| Total debt securities | $9,970,000 | 7,297 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,440,000 | 7,457 |
| U.S. Government securities | $11,429,000 | 6,528 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,429,000 | 5,089 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-11,000 | 818 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,182,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $6,182,000 | 2,858 |
| Issued or guaranteed by U.S. | $6,182,000 | 2,837 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,591,000 | 5,892 |
| Available-for-sale securities (fair market value) | $8,849,000 | 6,339 |
| Total debt securities | $11,429,000 | 7,332 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,583,000 | 7,729 |
| U.S. Government securities | $11,592,000 | 6,727 |
| U.S. Treasury securities | $3,037,000 | 5,949 |
| U.S. Government agency obligations | $8,555,000 | 6,035 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $9,000 | 264 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,304,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $6,304,000 | 2,898 |
| Issued or guaranteed by U.S. | $6,304,000 | 2,870 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,054,000 | 5,980 |
| Available-for-sale securities (fair market value) | $8,529,000 | 6,619 |
| Total debt securities | $11,592,000 | 7,601 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,204,000 | 9,045 |
| U.S. Government securities | $9,210,000 | 8,088 |
| U.S. Treasury securities | $2,921,000 | 7,251 |
| U.S. Government agency obligations | $6,289,000 | 7,000 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 348 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,595,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $5,595,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,595,000 | 3,170 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,450,000 | 9,006 |
| Available-for-sale securities (fair market value) | $5,754,000 | 6,481 |
| Total debt securities | $9,210,000 | 8,944 |
| 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 | $7,495,000 | 10,090 |
| U.S. Government securities | $7,504,000 | 9,141 |
| U.S. Treasury securities | $2,743,000 | 7,641 |
| U.S. Government agency obligations | $4,761,000 | 8,079 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $9,000 | 308 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,761,000 | 5,400 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 3,899 |
| Issued or guaranteed by U.S. | $4,761,000 | 3,863 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,504,000 | 9,940 |
| 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 | $8,239,000 | 9,912 |
| U.S. Government securities | $8,247,000 | 8,874 |
| U.S. Treasury securities | $2,489,000 | 8,168 |
| U.S. Government agency obligations | $5,758,000 | 7,525 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 466 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,758,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 3,656 |
| Issued or guaranteed by U.S. | $5,758,000 | 3,610 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,247,000 | 9,775 |
| 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 |