Home > COMMUNITY STATE BANK > Securities
COMMUNITY STATE BANK, Securities
| 2023-12-31 | Rank | |
| Total securities | $237,000 | 4,425 |
| U.S. Government securities | $237,000 | 4,325 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $237,000 | 4,176 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,000 | 3,911 |
| Mortgage-backed securities | $237,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $116,000 | 3,527 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,549 |
| 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) | $39,000 | 1,707 |
| Available-for-sale securities (fair market value) | $198,000 | 4,188 |
| Total debt securities | $237,000 | 4,399 |
| 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 | $248,000 | 4,452 |
| U.S. Government securities | $248,000 | 4,348 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $248,000 | 4,195 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,000 | 3,948 |
| Mortgage-backed securities | $248,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $124,000 | 3,542 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 2,541 |
| 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) | $46,000 | 1,729 |
| Available-for-sale securities (fair market value) | $202,000 | 4,203 |
| Total debt securities | $248,000 | 4,426 |
| 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 | $263,000 | 4,482 |
| U.S. Government securities | $263,000 | 4,375 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $263,000 | 4,229 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,000 | 3,955 |
| Mortgage-backed securities | $263,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $135,000 | 3,549 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,540 |
| 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) | $55,000 | 1,743 |
| Available-for-sale securities (fair market value) | $208,000 | 4,226 |
| Total debt securities | $263,000 | 4,456 |
| 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 | $293,000 | 4,550 |
| U.S. Government securities | $293,000 | 4,441 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $293,000 | 4,248 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,000 | 3,974 |
| Mortgage-backed securities | $293,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $151,000 | 3,587 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 2,564 |
| 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) | $63,000 | 1,798 |
| Available-for-sale securities (fair market value) | $230,000 | 4,284 |
| Total debt securities | $293,000 | 4,523 |
| 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 | $309,000 | 4,581 |
| U.S. Government securities | $309,000 | 4,468 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $309,000 | 4,264 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,000 | 3,956 |
| Mortgage-backed securities | $309,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $163,000 | 3,619 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,582 |
| 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) | $71,000 | 1,813 |
| Available-for-sale securities (fair market value) | $238,000 | 4,313 |
| Total debt securities | $310,000 | 4,555 |
| 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 | $329,000 | 4,622 |
| U.S. Government securities | $329,000 | 4,509 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $329,000 | 4,298 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,000 | 3,984 |
| Mortgage-backed securities | $329,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $174,000 | 3,635 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 2,591 |
| 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) | $82,000 | 1,802 |
| Available-for-sale securities (fair market value) | $247,000 | 4,356 |
| Total debt securities | $329,000 | 4,596 |
| 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 | $361,000 | 4,641 |
| U.S. Government securities | $361,000 | 4,522 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $361,000 | 4,329 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 4,003 |
| Mortgage-backed securities | $361,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $193,000 | 3,724 |
| Issued or guaranteed by U.S. | $193,000 | 3,648 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $168,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,611 |
| 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) | $92,000 | 1,732 |
| Available-for-sale securities (fair market value) | $269,000 | 4,385 |
| Total debt securities | $361,000 | 4,623 |
| 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 | $398,000 | 4,640 |
| U.S. Government securities | $398,000 | 4,500 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $398,000 | 4,319 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,000 | 4,025 |
| Mortgage-backed securities | $398,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $214,000 | 3,728 |
| Issued or guaranteed by U.S. | $214,000 | 3,659 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $184,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,603 |
| 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) | $105,000 | 1,646 |
| Available-for-sale securities (fair market value) | $293,000 | 4,389 |
| Total debt securities | $398,000 | 4,622 |
| 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 | $451,000 | 4,662 |
| U.S. Government securities | $451,000 | 4,471 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $451,000 | 4,316 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,000 | 4,051 |
| Mortgage-backed securities | $451,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $241,000 | 3,734 |
| Issued or guaranteed by U.S. | $241,000 | 3,655 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $210,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 2,591 |
| 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) | $118,000 | 1,563 |
| Available-for-sale securities (fair market value) | $333,000 | 4,425 |
| Total debt securities | $451,000 | 4,642 |
| 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 | $496,000 | 4,718 |
| U.S. Government securities | $496,000 | 4,510 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $496,000 | 4,373 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,000 | 4,041 |
| Mortgage-backed securities | $496,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $269,000 | 3,764 |
| Issued or guaranteed by U.S. | $269,000 | 3,691 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $227,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,623 |
| 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) | $133,000 | 1,576 |
| Available-for-sale securities (fair market value) | $363,000 | 4,472 |
| Total debt securities | $495,000 | 4,698 |
| 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 | $546,000 | 4,739 |
| U.S. Government securities | $546,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $546,000 | 4,387 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,000 | 4,084 |
| Mortgage-backed securities | $546,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $302,000 | 3,768 |
| Issued or guaranteed by U.S. | $302,000 | 3,687 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $244,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,609 |
| 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) | $156,000 | 1,554 |
| Available-for-sale securities (fair market value) | $390,000 | 4,498 |
| Total debt securities | $547,000 | 4,715 |
| 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 | $610,000 | 4,746 |
| U.S. Government securities | $610,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $610,000 | 4,376 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,000 | 4,099 |
| Mortgage-backed securities | $610,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $345,000 | 3,745 |
| Issued or guaranteed by U.S. | $345,000 | 3,662 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $265,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 2,574 |
| 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) | $179,000 | 1,543 |
| Available-for-sale securities (fair market value) | $431,000 | 4,516 |
| Total debt securities | $610,000 | 4,723 |
| 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 | $661,000 | 4,754 |
| U.S. Government securities | $661,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $661,000 | 4,337 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,000 | 4,125 |
| Mortgage-backed securities | $661,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $374,000 | 3,728 |
| Issued or guaranteed by U.S. | $374,000 | 3,652 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $287,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,571 |
| 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) | $197,000 | 1,522 |
| Available-for-sale securities (fair market value) | $464,000 | 4,521 |
| Total debt securities | $660,000 | 4,728 |
| 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 | $1,016,000 | 4,739 |
| U.S. Government securities | $716,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $716,000 | 4,355 |
| Securities issued by states & political subdivisions | $300,000 | 4,086 |
| 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 | $332,000 | 4,097 |
| Mortgage-backed securities | $716,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $411,000 | 3,717 |
| Issued or guaranteed by U.S. | $411,000 | 3,639 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $305,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,580 |
| 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) | $216,000 | 1,512 |
| Available-for-sale securities (fair market value) | $800,000 | 4,501 |
| Total debt securities | $1,016,000 | 4,711 |
| 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 | $1,073,000 | 4,761 |
| U.S. Government securities | $772,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $772,000 | 4,379 |
| Securities issued by states & political subdivisions | $301,000 | 4,099 |
| 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 | $338,000 | 4,143 |
| Mortgage-backed securities | $772,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $451,000 | 3,707 |
| Issued or guaranteed by U.S. | $451,000 | 3,631 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $321,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,590 |
| 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) | $238,000 | 1,511 |
| Available-for-sale securities (fair market value) | $835,000 | 4,536 |
| Total debt securities | $1,073,000 | 4,735 |
| 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 | $1,120,000 | 4,803 |
| U.S. Government securities | $817,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $817,000 | 4,447 |
| Securities issued by states & political subdivisions | $303,000 | 4,103 |
| 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 | $185,000 | 4,217 |
| Mortgage-backed securities | $817,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $473,000 | 3,725 |
| Issued or guaranteed by U.S. | $473,000 | 3,637 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $344,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,586 |
| 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) | $257,000 | 1,507 |
| Available-for-sale securities (fair market value) | $863,000 | 4,588 |
| Total debt securities | $1,120,000 | 4,777 |
| 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 | $2,156,000 | 4,754 |
| U.S. Government securities | $1,856,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,856,000 | 4,303 |
| Securities issued by states & political subdivisions | $300,000 | 4,124 |
| 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 | $185,000 | 4,287 |
| Mortgage-backed securities | $864,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $505,000 | 3,714 |
| Issued or guaranteed by U.S. | $505,000 | 3,632 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $359,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,597 |
| 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) | $279,000 | 1,553 |
| Available-for-sale securities (fair market value) | $1,877,000 | 4,546 |
| Total debt securities | $2,155,000 | 4,732 |
| 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 | $2,213,000 | 4,840 |
| U.S. Government securities | $1,913,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,913,000 | 4,377 |
| Securities issued by states & political subdivisions | $300,000 | 4,182 |
| 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 | $185,000 | 4,362 |
| Mortgage-backed securities | $916,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $534,000 | 3,738 |
| Issued or guaranteed by U.S. | $534,000 | 3,656 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $382,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 2,596 |
| 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) | $300,000 | 1,613 |
| Available-for-sale securities (fair market value) | $1,913,000 | 4,625 |
| Total debt securities | $2,213,000 | 4,815 |
| 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 | $2,279,000 | 4,885 |
| U.S. Government securities | $1,979,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,979,000 | 4,430 |
| Securities issued by states & political subdivisions | $300,000 | 4,240 |
| 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 | $185,000 | 4,405 |
| Mortgage-backed securities | $982,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $576,000 | 3,733 |
| Issued or guaranteed by U.S. | $576,000 | 3,660 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $406,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 2,587 |
| 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) | $328,000 | 1,650 |
| Available-for-sale securities (fair market value) | $1,951,000 | 4,660 |
| Total debt securities | $2,278,000 | 4,861 |
| 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 | $2,756,000 | 4,900 |
| U.S. Government securities | $2,016,000 | 4,623 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,016,000 | 4,469 |
| Securities issued by states & political subdivisions | $740,000 | 4,116 |
| 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 | $184,000 | 4,456 |
| Mortgage-backed securities | $1,031,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $611,000 | 3,751 |
| Issued or guaranteed by U.S. | $611,000 | 3,670 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $420,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,595 |
| 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) | $795,000 | 1,537 |
| Available-for-sale securities (fair market value) | $1,961,000 | 4,700 |
| Total debt securities | $2,755,000 | 4,876 |
| 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 | $2,767,000 | 4,938 |
| U.S. Government securities | $2,026,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,026,000 | 4,506 |
| Securities issued by states & political subdivisions | $741,000 | 4,164 |
| 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 | $185,000 | 4,500 |
| Mortgage-backed securities | $1,062,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $637,000 | 3,774 |
| Issued or guaranteed by U.S. | $637,000 | 3,708 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $425,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,599 |
| 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) | $819,000 | 1,563 |
| Available-for-sale securities (fair market value) | $1,948,000 | 4,754 |
| Total debt securities | $2,768,000 | 4,915 |
| 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 | $2,817,000 | 4,996 |
| U.S. Government securities | $2,077,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,077,000 | 4,568 |
| Securities issued by states & political subdivisions | $740,000 | 4,216 |
| 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 | $961,000 | 4,340 |
| Mortgage-backed securities | $1,116,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $672,000 | 3,809 |
| Issued or guaranteed by U.S. | $672,000 | 3,785 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $444,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 2,587 |
| 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) | $845,000 | 1,583 |
| Available-for-sale securities (fair market value) | $1,972,000 | 4,812 |
| Total debt securities | $2,816,000 | 4,973 |
| 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 | $2,856,000 | 5,052 |
| U.S. Government securities | $2,131,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,131,000 | 4,603 |
| Securities issued by states & political subdivisions | $725,000 | 4,272 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,177,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $700,000 | 3,856 |
| Issued or guaranteed by U.S. | $700,000 | 3,685 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $477,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 2,592 |
| 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) | $877,000 | 1,606 |
| Available-for-sale securities (fair market value) | $1,979,000 | 4,873 |
| Total debt securities | $2,857,000 | 5,030 |
| 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 | $3,453,000 | 5,056 |
| U.S. Government securities | $2,713,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,713,000 | 4,571 |
| Securities issued by states & political subdivisions | $740,000 | 4,310 |
| 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 | $1,257,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $758,000 | 3,878 |
| Issued or guaranteed by U.S. | $758,000 | 3,871 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $499,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,573 |
| 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) | $910,000 | 1,621 |
| Available-for-sale securities (fair market value) | $2,543,000 | 4,856 |
| Total debt securities | $3,454,000 | 5,036 |
| 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 | $3,540,000 | 5,105 |
| U.S. Government securities | $2,800,000 | 4,743 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,800,000 | 4,606 |
| Securities issued by states & political subdivisions | $740,000 | 4,370 |
| 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 | $1,330,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $801,000 | 3,900 |
| Issued or guaranteed by U.S. | $801,000 | 3,894 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $529,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,548 |
| 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) | $942,000 | 1,637 |
| Available-for-sale securities (fair market value) | $2,598,000 | 4,915 |
| Total debt securities | $3,531,000 | 5,087 |
| 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 | $3,631,000 | 5,164 |
| U.S. Government securities | $2,891,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,891,000 | 4,655 |
| Securities issued by states & political subdivisions | $740,000 | 4,423 |
| 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 | $533,000 | 4,699 |
| Mortgage-backed securities | $1,410,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $852,000 | 3,927 |
| Issued or guaranteed by U.S. | $852,000 | 3,922 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $558,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 2,548 |
| 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) | $977,000 | 1,683 |
| Available-for-sale securities (fair market value) | $2,654,000 | 4,968 |
| Total debt securities | $3,631,000 | 5,140 |
| 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 | $3,717,000 | 5,198 |
| U.S. Government securities | $2,977,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,977,000 | 4,690 |
| Securities issued by states & political subdivisions | $740,000 | 4,462 |
| 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 | $547,000 | 4,725 |
| Mortgage-backed securities | $1,492,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $903,000 | 3,944 |
| Issued or guaranteed by U.S. | $903,000 | 3,937 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $589,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,551 |
| 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) | $1,014,000 | 1,684 |
| Available-for-sale securities (fair market value) | $2,703,000 | 5,006 |
| Total debt securities | $3,718,000 | 5,176 |
| 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 | $3,778,000 | 5,264 |
| U.S. Government securities | $3,038,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,038,000 | 4,735 |
| Securities issued by states & political subdivisions | $740,000 | 4,520 |
| 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 | $555,000 | 4,783 |
| Mortgage-backed securities | $1,562,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $948,000 | 3,993 |
| Issued or guaranteed by U.S. | $948,000 | 3,988 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $614,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,582 |
| 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) | $1,050,000 | 1,706 |
| Available-for-sale securities (fair market value) | $2,728,000 | 5,059 |
| Total debt securities | $3,778,000 | 5,240 |
| 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 | $3,834,000 | 5,292 |
| U.S. Government securities | $3,094,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,094,000 | 4,746 |
| Securities issued by states & political subdivisions | $740,000 | 4,568 |
| 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 | $567,000 | 4,821 |
| Mortgage-backed securities | $1,633,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $990,000 | 3,998 |
| Issued or guaranteed by U.S. | $990,000 | 3,990 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $643,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,570 |
| 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) | $1,082,000 | 1,720 |
| Available-for-sale securities (fair market value) | $2,752,000 | 5,083 |
| Total debt securities | $3,834,000 | 5,269 |
| 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 | $3,995,000 | 5,321 |
| U.S. Government securities | $3,253,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,253,000 | 4,773 |
| Securities issued by states & political subdivisions | $742,000 | 4,589 |
| 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 | $586,000 | 4,893 |
| Mortgage-backed securities | $1,752,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 4,007 |
| Issued or guaranteed by U.S. | $1,054,000 | 4,003 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $698,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $698,000 | 2,571 |
| 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) | $1,117,000 | 1,735 |
| Available-for-sale securities (fair market value) | $2,878,000 | 5,118 |
| Total debt securities | $3,996,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,112,000 | 5,401 |
| U.S. Government securities | $3,369,000 | 4,974 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,369,000 | 4,863 |
| Securities issued by states & political subdivisions | $743,000 | 4,624 |
| 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 | $463,000 | 5,026 |
| Mortgage-backed securities | $1,869,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $1,135,000 | 4,022 |
| Issued or guaranteed by U.S. | $1,135,000 | 4,016 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $734,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,589 |
| 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) | $1,182,000 | 1,763 |
| Available-for-sale securities (fair market value) | $2,930,000 | 5,192 |
| Total debt securities | $4,112,000 | 5,380 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $4,224,000 | 5,460 |
| U.S. Government securities | $3,482,000 | 5,041 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,482,000 | 4,935 |
| Securities issued by states & political subdivisions | $742,000 | 4,666 |
| 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 | $597,000 | 5,023 |
| Mortgage-backed securities | $1,983,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 4,021 |
| Issued or guaranteed by U.S. | $1,217,000 | 4,016 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $766,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,590 |
| 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) | $1,248,000 | 1,781 |
| Available-for-sale securities (fair market value) | $2,976,000 | 5,248 |
| Total debt securities | $4,224,000 | 5,436 |
| 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 | $5,316,000 | 5,379 |
| U.S. Government securities | $4,574,000 | 4,925 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,574,000 | 4,809 |
| Securities issued by states & political subdivisions | $742,000 | 4,701 |
| 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 | $610,000 | 5,062 |
| Mortgage-backed securities | $2,077,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $1,285,000 | 4,026 |
| Issued or guaranteed by U.S. | $1,285,000 | 4,022 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $792,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,612 |
| 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) | $1,307,000 | 1,804 |
| Available-for-sale securities (fair market value) | $4,009,000 | 5,187 |
| Total debt securities | $5,317,000 | 5,356 |
| 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 | $5,423,000 | 5,464 |
| U.S. Government securities | $4,681,000 | 5,000 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,681,000 | 4,890 |
| Securities issued by states & political subdivisions | $742,000 | 4,746 |
| 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 | $625,000 | 5,140 |
| Mortgage-backed securities | $2,182,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 4,056 |
| Issued or guaranteed by U.S. | $1,345,000 | 4,051 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $837,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $837,000 | 2,620 |
| 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) | $1,355,000 | 1,804 |
| Available-for-sale securities (fair market value) | $4,068,000 | 5,255 |
| Total debt securities | $5,423,000 | 5,441 |
| 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 | $7,017,000 | 5,377 |
| U.S. Government securities | $6,276,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,276,000 | 4,749 |
| Securities issued by states & political subdivisions | $741,000 | 4,776 |
| 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 | $634,000 | 5,185 |
| Mortgage-backed securities | $2,296,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $1,424,000 | 4,121 |
| Issued or guaranteed by U.S. | $1,424,000 | 4,116 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $872,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $872,000 | 2,659 |
| 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) | $1,422,000 | 1,823 |
| Available-for-sale securities (fair market value) | $5,595,000 | 5,161 |
| Total debt securities | $7,017,000 | 5,356 |
| 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 | $7,144,000 | 5,423 |
| U.S. Government securities | $6,401,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,401,000 | 4,808 |
| Securities issued by states & political subdivisions | $743,000 | 4,785 |
| 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 | $649,000 | 5,241 |
| Mortgage-backed securities | $2,434,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 4,160 |
| Issued or guaranteed by U.S. | $1,507,000 | 4,153 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $927,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 2,664 |
| 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) | $1,476,000 | 1,814 |
| Available-for-sale securities (fair market value) | $5,668,000 | 5,207 |
| Total debt securities | $7,144,000 | 5,404 |
| 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 | $7,345,000 | 5,500 |
| U.S. Government securities | $6,429,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,429,000 | 4,880 |
| Securities issued by states & political subdivisions | $916,000 | 4,794 |
| 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 | $546,000 | 5,353 |
| Mortgage-backed securities | $2,510,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 4,211 |
| Issued or guaranteed by U.S. | $1,564,000 | 4,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $946,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,705 |
| 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) | $1,693,000 | 1,796 |
| Available-for-sale securities (fair market value) | $5,652,000 | 5,306 |
| Total debt securities | $7,345,000 | 5,477 |
| 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 | $7,927,000 | 5,525 |
| U.S. Government securities | $7,011,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,011,000 | 4,886 |
| Securities issued by states & political subdivisions | $916,000 | 4,845 |
| 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 | $554,000 | 5,421 |
| Mortgage-backed securities | $2,607,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,284 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,280 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $980,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 2,723 |
| 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) | $1,754,000 | 1,814 |
| Available-for-sale securities (fair market value) | $6,173,000 | 5,321 |
| Total debt securities | $7,926,000 | 5,503 |
| 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 | $8,043,000 | 5,578 |
| U.S. Government securities | $7,128,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,128,000 | 4,942 |
| Securities issued by states & political subdivisions | $915,000 | 4,896 |
| 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 | $567,000 | 5,465 |
| Mortgage-backed securities | $2,727,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,311 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,308 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,024,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,749 |
| 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) | $1,822,000 | 1,817 |
| Available-for-sale securities (fair market value) | $6,221,000 | 5,360 |
| Total debt securities | $8,044,000 | 5,555 |
| 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 | $7,605,000 | 5,664 |
| U.S. Government securities | $6,693,000 | 5,137 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,693,000 | 5,032 |
| Securities issued by states & political subdivisions | $912,000 | 4,926 |
| 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 | $578,000 | 5,511 |
| Mortgage-backed securities | $2,337,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $1,269,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,269,000 | 4,483 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,068,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,745 |
| 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) | $1,882,000 | 1,811 |
| Available-for-sale securities (fair market value) | $5,723,000 | 5,481 |
| Total debt securities | $7,606,000 | 5,642 |
| 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 | $7,663,000 | 5,699 |
| U.S. Government securities | $6,750,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,750,000 | 5,020 |
| Securities issued by states & political subdivisions | $913,000 | 4,971 |
| 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 | $581,000 | 5,586 |
| Mortgage-backed securities | $2,429,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,484 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,104,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,715 |
| 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) | $1,953,000 | 1,788 |
| Available-for-sale securities (fair market value) | $5,710,000 | 5,526 |
| Total debt securities | $7,664,000 | 5,675 |
| 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 | $7,907,000 | 5,725 |
| U.S. Government securities | $6,878,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,878,000 | 5,057 |
| Securities issued by states & political subdivisions | $1,029,000 | 4,926 |
| 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 | $308,000 | 5,763 |
| Mortgage-backed securities | $2,539,000 | 4,529 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 4,511 |
| Issued or guaranteed by U.S. | $1,384,000 | 4,505 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,155,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,731 |
| 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) | $2,127,000 | 1,733 |
| Available-for-sale securities (fair market value) | $5,780,000 | 5,577 |
| Total debt securities | $7,907,000 | 5,699 |
| 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 | $7,859,000 | 5,748 |
| U.S. Government securities | $7,116,000 | 5,116 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,116,000 | 5,004 |
| Securities issued by states & political subdivisions | $743,000 | 5,087 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,597,000 | 4,636 |
| Mortgage-backed securities | $2,776,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $1,543,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,543,000 | 4,421 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,233,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000 | 2,722 |
| 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) | $2,286,000 | 1,645 |
| Available-for-sale securities (fair market value) | $5,573,000 | 5,628 |
| Total debt securities | $7,860,000 | 5,711 |
| 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 | $3,294,000 | 6,339 |
| U.S. Government securities | $2,551,000 | 6,016 |
| U.S. Treasury securities | $500,000 | 1,008 |
| U.S. Government agency obligations | $2,051,000 | 6,006 |
| Securities issued by states & political subdivisions | $743,000 | 5,095 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,294,000 | 4,760 |
| Mortgage-backed securities | $2,051,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $1,724,000 | 4,402 |
| Issued or guaranteed by U.S. | $1,724,000 | 4,400 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $327,000 | 3,354 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 3,213 |
| 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) | $2,467,000 | 1,583 |
| Available-for-sale securities (fair market value) | $827,000 | 6,293 |
| Total debt securities | $3,294,000 | 6,309 |
| 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 | $3,307,000 | 6,386 |
| U.S. Government securities | $2,327,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,327,000 | 5,997 |
| Securities issued by states & political subdivisions | $980,000 | 4,994 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,307,000 | 4,764 |
| Mortgage-backed securities | $2,327,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,951,000 | 4,339 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $376,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 3,224 |
| 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) | $2,931,000 | 1,531 |
| Available-for-sale securities (fair market value) | $376,000 | 6,427 |
| Total debt securities | $3,307,000 | 6,355 |
| 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 | $3,744,000 | 6,420 |
| U.S. Government securities | $2,644,000 | 6,142 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,644,000 | 6,044 |
| Securities issued by states & political subdivisions | $1,100,000 | 4,940 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,719,000 | 4,698 |
| Mortgage-backed securities | $2,644,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 4,381 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,379 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $437,000 | 3,419 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,260 |
| 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) | $3,307,000 | 1,503 |
| Available-for-sale securities (fair market value) | $437,000 | 6,503 |
| Total debt securities | $3,744,000 | 6,392 |
| 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 | $4,253,000 | 6,429 |
| U.S. Government securities | $2,942,000 | 6,189 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,942,000 | 6,094 |
| Securities issued by states & political subdivisions | $1,311,000 | 4,831 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,228,000 | 4,571 |
| Mortgage-backed securities | $2,942,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $2,483,000 | 4,338 |
| Issued or guaranteed by U.S. | $2,483,000 | 4,337 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $459,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 3,256 |
| 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) | $3,794,000 | 1,446 |
| Available-for-sale securities (fair market value) | $459,000 | 6,561 |
| Total debt securities | $4,253,000 | 6,399 |
| 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 | $5,514,000 | 6,313 |
| U.S. Government securities | $4,203,000 | 6,003 |
| U.S. Treasury securities | $1,000,000 | 869 |
| U.S. Government agency obligations | $3,203,000 | 6,109 |
| Securities issued by states & political subdivisions | $1,311,000 | 4,789 |
| 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 | $5,441,000 | 4,274 |
| Mortgage-backed securities | $3,203,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,727,000 | 4,283 |
| Issued or guaranteed by U.S. | $2,727,000 | 4,281 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $476,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 3,265 |
| 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) | $4,038,000 | 1,432 |
| Available-for-sale securities (fair market value) | $1,476,000 | 6,439 |
| Total debt securities | $5,514,000 | 6,283 |
| 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 | $5,698,000 | 6,307 |
| U.S. Government securities | $4,373,000 | 5,977 |
| U.S. Treasury securities | $1,004,000 | 797 |
| U.S. Government agency obligations | $3,369,000 | 6,085 |
| Securities issued by states & political subdivisions | $1,325,000 | 4,783 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,935,000 | 5,155 |
| Mortgage-backed securities | $3,369,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,898,000 | 4,161 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $471,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 3,135 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,698,000 | 1,297 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $5,704,000 | 6,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,095,000 | 6,270 |
| U.S. Government securities | $4,770,000 | 5,948 |
| U.S. Treasury securities | $1,004,000 | 842 |
| U.S. Government agency obligations | $3,766,000 | 6,050 |
| Securities issued by states & political subdivisions | $1,325,000 | 4,757 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,325,000 | 5,007 |
| Mortgage-backed securities | $3,766,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $3,766,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,766,000 | 3,842 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $6,095,000 | 1,260 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $6,095,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,303,000 | 6,335 |
| U.S. Government securities | $5,478,000 | 5,918 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,478,000 | 5,793 |
| Securities issued by states & political subdivisions | $825,000 | 5,024 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,004,000 | 4,837 |
| Mortgage-backed securities | $3,428,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $3,428,000 | 3,922 |
| Issued or guaranteed by U.S. | $3,428,000 | 3,909 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,303,000 | 1,274 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $6,303,000 | 6,304 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,386,000 | 6,353 |
| U.S. Government securities | $5,561,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,561,000 | 5,777 |
| Securities issued by states & political subdivisions | $825,000 | 5,034 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,225,000 | 4,162 |
| Mortgage-backed securities | $3,511,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,511,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $3,511,000 | 2,050 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,386,000 | 1,271 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $6,386,000 | 6,317 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,446,000 | 6,280 |
| U.S. Government securities | $5,621,000 | 5,776 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,621,000 | 5,649 |
| Securities issued by states & political subdivisions | $825,000 | 5,054 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,225,000 | 4,127 |
| Mortgage-backed securities | $3,571,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,571,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $3,571,000 | 2,000 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $6,446,000 | 1,273 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $6,446,000 | 6,246 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,736,000 | 6,612 |
| U.S. Government securities | $3,801,000 | 6,212 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,801,000 | 6,095 |
| Securities issued by states & political subdivisions | $935,000 | 4,912 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,730,000 | 4,327 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $4,736,000 | 1,489 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $4,737,000 | 6,576 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,137,000 | 6,606 |
| U.S. Government securities | $4,201,000 | 6,235 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,201,000 | 6,119 |
| Securities issued by states & political subdivisions | $936,000 | 4,898 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,785,000 | 4,374 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $5,137,000 | 1,487 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $5,137,000 | 6,565 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,769,000 | 6,766 |
| U.S. Government securities | $3,733,000 | 6,470 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,733,000 | 6,355 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,824 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,644,000 | 4,488 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,769,000 | 1,554 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $4,769,000 | 6,722 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,586,000 | 6,813 |
| U.S. Government securities | $3,550,000 | 6,521 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,550,000 | 6,426 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,861 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,461,000 | 4,553 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,586,000 | 1,579 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $4,586,000 | 6,773 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,977,000 | 6,990 |
| U.S. Government securities | $2,941,000 | 6,740 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,941,000 | 6,645 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,888 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,902,000 | 4,756 |
| Mortgage-backed securities | $291,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,542 |
| Issued or guaranteed by U.S. | $291,000 | 5,526 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,977,000 | 1,737 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $3,977,000 | 6,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,096,000 | 6,979 |
| U.S. Government securities | $3,160,000 | 6,700 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,160,000 | 6,611 |
| Securities issued by states & political subdivisions | $936,000 | 4,975 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,848,000 | 4,798 |
| Mortgage-backed securities | $510,000 | 5,805 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,420 |
| Issued or guaranteed by U.S. | $510,000 | 5,402 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,096,000 | 1,733 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $4,096,000 | 6,938 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,013,000 | 7,285 |
| U.S. Government securities | $2,232,000 | 7,094 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,232,000 | 7,007 |
| Securities issued by states & political subdivisions | $781,000 | 5,018 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,013,000 | 5,146 |
| Mortgage-backed securities | $532,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,463 |
| Issued or guaranteed by U.S. | $532,000 | 5,447 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,013,000 | 1,941 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $3,013,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,786,000 | 7,185 |
| U.S. Government securities | $3,005,000 | 6,973 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,005,000 | 6,880 |
| Securities issued by states & political subdivisions | $781,000 | 4,977 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,510,000 | 5,419 |
| Mortgage-backed securities | $555,000 | 5,836 |
| Certificates of participation in pools of residential mortgages | $555,000 | 5,454 |
| Issued or guaranteed by U.S. | $555,000 | 5,438 |
| 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) | $3,786,000 | 1,804 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $3,786,000 | 7,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,475,000 | 7,288 |
| U.S. Government securities | $2,920,000 | 7,035 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,920,000 | 6,937 |
| Securities issued by states & political subdivisions | $555,000 | 5,158 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,175,000 | 5,155 |
| Mortgage-backed securities | $570,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $570,000 | 5,432 |
| Issued or guaranteed by U.S. | $570,000 | 5,417 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,475,000 | 1,876 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $3,475,000 | 7,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,731,000 | 7,283 |
| U.S. Government securities | $3,176,000 | 7,002 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,176,000 | 6,898 |
| Securities issued by states & political subdivisions | $555,000 | 5,213 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,181,000 | 5,147 |
| Mortgage-backed securities | $576,000 | 5,830 |
| Certificates of participation in pools of residential mortgages | $576,000 | 5,451 |
| Issued or guaranteed by U.S. | $576,000 | 5,430 |
| 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) | $3,731,000 | 1,831 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $3,731,000 | 7,229 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,883,000 | 7,288 |
| U.S. Government securities | $3,328,000 | 6,977 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,328,000 | 6,870 |
| Securities issued by states & political subdivisions | $555,000 | 5,231 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,605,000 | 5,343 |
| Mortgage-backed securities | $582,000 | 5,794 |
| Certificates of participation in pools of residential mortgages | $582,000 | 5,406 |
| Issued or guaranteed by U.S. | $582,000 | 5,380 |
| 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) | $3,883,000 | 1,827 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $3,887,000 | 7,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,192,000 | 7,279 |
| U.S. Government securities | $3,637,000 | 7,011 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,637,000 | 6,898 |
| Securities issued by states & political subdivisions | $555,000 | 5,254 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,575,000 | 5,411 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $4,192,000 | 1,830 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $4,192,000 | 7,224 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,180,000 | 7,776 |
| U.S. Government securities | $1,850,000 | 7,611 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,850,000 | 7,501 |
| Securities issued by states & political subdivisions | $330,000 | 5,545 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 5,799 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $2,180,000 | 2,298 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $2,180,000 | 7,732 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,000,000 | 1,732 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,750,000 | 7,934 |
| U.S. Government securities | $1,750,000 | 7,685 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,750,000 | 7,571 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 5,885 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $1,750,000 | 2,452 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $1,750,000 | 7,885 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $998,000 | 1,793 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,500,000 | 8,023 |
| U.S. Government securities | $1,500,000 | 7,803 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,500,000 | 7,691 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,991 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $1,500,000 | 2,592 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,500,000 | 7,982 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $997,000 | 1,895 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,500,000 | 8,078 |
| U.S. Government securities | $1,500,000 | 7,855 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,500,000 | 7,744 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,007 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $1,500,000 | 2,644 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $1,500,000 | 8,033 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $995,000 | 1,987 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,500,000 | 8,152 |
| U.S. Government securities | $1,500,000 | 7,927 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,500,000 | 7,807 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,057 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $1,500,000 | 2,704 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $1,500,000 | 8,106 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $993,000 | 2,111 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,500,000 | 8,203 |
| U.S. Government securities | $1,500,000 | 7,982 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,500,000 | 7,854 |
| 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 | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,082 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $1,500,000 | 2,734 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,500,000 | 8,166 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $986,000 | 2,181 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,501,000 | 8,249 |
| U.S. Government securities | $1,501,000 | 8,027 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,501,000 | 7,903 |
| 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 | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,078 |
| Mortgage-backed securities | $1,000 | 6,844 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,581 |
| Issued or guaranteed by U.S. | $1,000 | 6,562 |
| 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) | $1,501,000 | 2,782 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,501,000 | 8,210 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $988,000 | 2,179 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,501,000 | 8,299 |
| U.S. Government securities | $1,501,000 | 8,067 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,501,000 | 7,941 |
| 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 | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,102 |
| Mortgage-backed securities | $1,000 | 6,922 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,644 |
| Issued or guaranteed by U.S. | $1,000 | 6,627 |
| 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) | $1,501,000 | 2,851 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,501,000 | 8,252 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,484,000 | 1,846 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,501,000 | 8,328 |
| U.S. Government securities | $1,500,000 | 8,084 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,500,000 | 7,966 |
| Securities issued by states & political subdivisions | $1,000 | 6,447 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,121 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $1,501,000 | 2,871 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,501,000 | 8,281 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,486,000 | 1,828 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,501,000 | 8,353 |
| U.S. Government securities | $1,501,000 | 8,123 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,501,000 | 7,994 |
| 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 | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,110 |
| Mortgage-backed securities | $1,000 | 6,997 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,739 |
| Issued or guaranteed by U.S. | $1,000 | 6,719 |
| 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) | $1,501,000 | 2,929 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $1,501,000 | 8,309 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,491,000 | 1,813 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,501,000 | 8,426 |
| U.S. Government securities | $1,501,000 | 8,191 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,501,000 | 8,056 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,159 |
| Mortgage-backed securities | $1,000 | 7,076 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,815 |
| Issued or guaranteed by U.S. | $1,000 | 6,797 |
| 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) | $1,501,000 | 2,958 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,501,000 | 8,380 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $1,000,000 | 2,025 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,001,000 | 8,556 |
| U.S. Government securities | $1,001,000 | 8,359 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,001,000 | 8,240 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,490 |
| Mortgage-backed securities | $1,000 | 7,135 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,865 |
| Issued or guaranteed by U.S. | $1,000 | 6,852 |
| 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) | $1,001,000 | 3,228 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $1,001,000 | 8,509 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,000,000 | 2,005 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,001,000 | 8,607 |
| U.S. Government securities | $1,001,000 | 8,414 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,001,000 | 8,296 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,530 |
| Mortgage-backed securities | $1,000 | 7,189 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,915 |
| Issued or guaranteed by U.S. | $1,000 | 6,901 |
| 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) | $1,001,000 | 3,287 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $1,001,000 | 8,565 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,001,000 | 8,671 |
| U.S. Government securities | $1,001,000 | 8,487 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,001,000 | 8,362 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,547 |
| Mortgage-backed securities | $1,000 | 7,269 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,990 |
| Issued or guaranteed by U.S. | $1,000 | 6,976 |
| 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) | $1,001,000 | 3,312 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $1,001,000 | 8,632 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $997,000 | 1,996 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,202,000 | 8,642 |
| U.S. Government securities | $1,002,000 | 8,493 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,002,000 | 8,370 |
| Securities issued by states & political subdivisions | $200,000 | 6,252 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 6,716 |
| Mortgage-backed securities | $2,000 | 7,258 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,973 |
| Issued or guaranteed by U.S. | $2,000 | 6,956 |
| 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) | $1,202,000 | 3,195 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $1,202,000 | 8,585 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,003,000 | 1,868 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,402,000 | 8,678 |
| U.S. Government securities | $1,202,000 | 8,496 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,202,000 | 8,359 |
| Securities issued by states & political subdivisions | $200,000 | 6,329 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 6,438 |
| Mortgage-backed securities | $2,000 | 7,302 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,038 |
| Issued or guaranteed by U.S. | $2,000 | 7,013 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,402,000 | 3,132 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $1,402,000 | 8,620 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,000,000 | 1,733 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,602,000 | 8,644 |
| U.S. Government securities | $1,402,000 | 8,415 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,402,000 | 8,264 |
| Securities issued by states & political subdivisions | $200,000 | 6,367 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 6,092 |
| Mortgage-backed securities | $2,000 | 7,345 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,076 |
| Issued or guaranteed by U.S. | $2,000 | 7,050 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,602,000 | 3,069 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $1,602,000 | 8,577 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $501,000 | 1,850 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,902,000 | 8,613 |
| U.S. Government securities | $1,702,000 | 8,325 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,702,000 | 8,154 |
| Securities issued by states & political subdivisions | $200,000 | 6,386 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 6,658 |
| Mortgage-backed securities | $2,000 | 7,390 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,099 |
| Issued or guaranteed by U.S. | $2,000 | 7,078 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,902,000 | 2,953 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $1,902,000 | 8,535 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,102,000 | 8,839 |
| U.S. Government securities | $902,000 | 8,673 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $902,000 | 8,529 |
| Securities issued by states & political subdivisions | $200,000 | 6,374 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 6,485 |
| Mortgage-backed securities | $2,000 | 7,427 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,128 |
| Issued or guaranteed by U.S. | $2,000 | 7,106 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,102,000 | 3,438 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $1,102,000 | 8,767 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $857,000 | 8,945 |
| U.S. Government securities | $302,000 | 8,917 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $302,000 | 8,783 |
| Securities issued by states & political subdivisions | $555,000 | 5,720 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,000 | 6,745 |
| Mortgage-backed securities | $2,000 | 7,439 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,124 |
| Issued or guaranteed by U.S. | $2,000 | 7,100 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $857,000 | 3,698 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $857,000 | 8,872 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,160,000 | 8,813 |
| U.S. Government securities | $1,605,000 | 8,657 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,605,000 | 8,458 |
| Securities issued by states & political subdivisions | $555,000 | 5,834 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,399 |
| Mortgage-backed securities | $5,000 | 7,457 |
| Certificates of participation in pools of residential mortgages | $5,000 | 7,089 |
| Issued or guaranteed by U.S. | $5,000 | 7,065 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,160,000 | 3,120 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,160,000 | 8,728 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,160,000 | 8,965 |
| U.S. Government securities | $2,505,000 | 8,800 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,505,000 | 8,483 |
| Securities issued by states & political subdivisions | $655,000 | 5,838 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,555,000 | 5,927 |
| Mortgage-backed securities | $5,000 | 7,471 |
| Certificates of participation in pools of residential mortgages | $5,000 | 7,082 |
| Issued or guaranteed by U.S. | $5,000 | 7,059 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,160,000 | 3,358 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $3,160,000 | 8,849 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,860,000 | 9,366 |
| U.S. Government securities | $2,105,000 | 9,287 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,105,000 | 8,861 |
| Securities issued by states & political subdivisions | $755,000 | 5,983 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,555,000 | 5,978 |
| Mortgage-backed securities | $5,000 | 7,839 |
| Certificates of participation in pools of residential mortgages | $5,000 | 7,420 |
| Issued or guaranteed by U.S. | $5,000 | 7,398 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,860,000 | 3,835 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $2,860,000 | 9,276 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,578,000 | 9,627 |
| U.S. Government securities | $1,823,000 | 9,515 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,823,000 | 8,852 |
| Securities issued by states & political subdivisions | $755,000 | 6,136 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,563,000 | 5,691 |
| Mortgage-backed securities | $23,000 | 7,900 |
| Certificates of participation in pools of residential mortgages | $23,000 | 7,444 |
| Issued or guaranteed by U.S. | $23,000 | 7,421 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,578,000 | 4,402 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,578,000 | 9,514 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,219,000 | 10,241 |
| U.S. Government securities | $1,464,000 | 10,255 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $1,264,000 | 9,529 |
| Securities issued by states & political subdivisions | $555,000 | 6,610 |
| Other domestic debt securities | $200,000 | 2,933 |
| 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 | $200,000 | 2,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,801,000 | 6,667 |
| Mortgage-backed securities | $64,000 | 8,063 |
| Certificates of participation in pools of residential mortgages | $64,000 | 7,489 |
| Issued or guaranteed by U.S. | $64,000 | 7,462 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,219,000 | 5,473 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,219,000 | 10,150 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,012,000 | 10,550 |
| U.S. Government securities | $2,102,000 | 10,554 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $1,902,000 | 9,552 |
| Securities issued by states & political subdivisions | $710,000 | 6,622 |
| Other domestic debt securities | $200,000 | 3,410 |
| 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 | $200,000 | 2,622 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,471,000 | 7,301 |
| Mortgage-backed securities | $102,000 | 8,481 |
| Certificates of participation in pools of residential mortgages | $102,000 | 7,856 |
| Issued or guaranteed by U.S. | $102,000 | 7,835 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,012,000 | 5,661 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $3,012,000 | 10,443 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,424,000 | 11,234 |
| U.S. Government securities | $1,464,000 | 11,315 |
| U.S. Treasury securities | $599,000 | 9,189 |
| U.S. Government agency obligations | $865,000 | 10,603 |
| Securities issued by states & political subdivisions | $760,000 | 6,778 |
| Other domestic debt securities | $200,000 | 4,023 |
| 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 | $200,000 | 3,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,601,000 | 7,300 |
| Mortgage-backed securities | $115,000 | 8,955 |
| Certificates of participation in pools of residential mortgages | $115,000 | 8,209 |
| Issued or guaranteed by U.S. | $115,000 | 8,176 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,424,000 | 6,361 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $2,424,000 | 11,135 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,469,000 | 11,890 |
| U.S. Government securities | $1,683,000 | 11,906 |
| U.S. Treasury securities | $999,000 | 9,628 |
| U.S. Government agency obligations | $684,000 | 11,162 |
| Securities issued by states & political subdivisions | $759,000 | 7,102 |
| Other domestic debt securities | $27,000 | 5,547 |
| Privately issued residential mortgage-backed securities | $27,000 | 2,619 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,000 | 8,031 |
| Mortgage-backed securities | $161,000 | 9,371 |
| Certificates of participation in pools of residential mortgages | $161,000 | 8,516 |
| Issued or guaranteed by U.S. | $134,000 | 8,616 |
| Privately issued | $27,000 | 519 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,469,000 | 9,681 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,469,000 | 11,796 |
| 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 | $2,576,000 | 12,330 |
| U.S. Government securities | $1,542,000 | 12,457 |
| U.S. Treasury securities | $799,000 | 10,376 |
| U.S. Government agency obligations | $743,000 | 11,453 |
| Securities issued by states & political subdivisions | $768,000 | 7,274 |
| Other domestic debt securities | $41,000 | 6,213 |
| Privately issued residential mortgage-backed securities | $41,000 | 3,078 |
| 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 | $225,000 | 4,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,180,000 | 8,232 |
| Mortgage-backed securities | $234,000 | 9,851 |
| Certificates of participation in pools of residential mortgages | $234,000 | 8,885 |
| Issued or guaranteed by U.S. | $193,000 | 8,997 |
| Privately issued | $41,000 | 649 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,351,000 | 12,308 |
| 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 | $2,420,000 | 12,845 |
| U.S. Government securities | $1,906,000 | 12,770 |
| U.S. Treasury securities | $999,000 | 10,456 |
| U.S. Government agency obligations | $907,000 | 11,707 |
| Securities issued by states & political subdivisions | $229,000 | 8,636 |
| Other domestic debt securities | $63,000 | 6,976 |
| Privately issued residential mortgage-backed securities | $59,000 | 3,724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000 | 5,823 |
| Foreign debt securities | NA | NA |
| Equity securities | $222,000 | 3,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,120,000 | 8,438 |
| Mortgage-backed securities | $466,000 | 9,876 |
| Certificates of participation in pools of residential mortgages | $466,000 | 8,684 |
| Issued or guaranteed by U.S. | $407,000 | 8,774 |
| Privately issued | $59,000 | 734 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,194,000 | 12,853 |
| 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 |