Home > Community State Bank > Securities
Community State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $11,760,000 | 3,937 |
| U.S. Government securities | $4,815,000 | 3,978 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,815,000 | 3,680 |
| Securities issued by states & political subdivisions | $4,699,000 | 2,952 |
| Other domestic debt securities | $2,246,000 | 1,712 |
| 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 | $2,246,000 | 1,290 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $3,828,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,935,000 | 3,024 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,366 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,000 | 1,571 |
| Other commercial mortgage-backed securities | $1,457,000 | 1,018 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $11,760,000 | 3,669 |
| Total debt securities | $11,758,000 | 3,914 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 666 |
| Fair value | $1,393,000 | 683 |
| 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 | $11,653,000 | 3,956 |
| U.S. Government securities | $4,832,000 | 4,007 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,832,000 | 3,686 |
| Securities issued by states & political subdivisions | $4,577,000 | 2,982 |
| Other domestic debt securities | $2,244,000 | 1,706 |
| 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 | $2,244,000 | 1,284 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $3,858,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,914,000 | 3,036 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,353 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,000 | 1,550 |
| Other commercial mortgage-backed securities | $1,503,000 | 1,000 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $11,653,000 | 3,676 |
| Total debt securities | $11,653,000 | 3,934 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 689 |
| Fair value | $1,375,000 | 700 |
| 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 | $13,050,000 | 3,934 |
| U.S. Government securities | $5,982,000 | 3,955 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,982,000 | 3,625 |
| Securities issued by states & political subdivisions | $4,773,000 | 3,001 |
| Other domestic debt securities | $2,295,000 | 1,706 |
| 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 | $2,295,000 | 1,294 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $4,021,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,053,000 | 3,038 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,345 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,000 | 1,544 |
| Other commercial mortgage-backed securities | $1,495,000 | 1,010 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $13,050,000 | 3,657 |
| Total debt securities | $13,049,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 731 |
| Fair value | $1,382,000 | 746 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $13,388,000 | 3,986 |
| U.S. Government securities | $6,155,000 | 4,010 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,155,000 | 3,614 |
| Securities issued by states & political subdivisions | $4,824,000 | 3,047 |
| Other domestic debt securities | $2,409,000 | 1,723 |
| 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 | $2,409,000 | 1,305 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $4,198,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,131,000 | 3,058 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,369 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,000 | 1,566 |
| Other commercial mortgage-backed securities | $1,555,000 | 1,020 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $13,388,000 | 3,706 |
| Total debt securities | $13,388,000 | 3,966 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 763 |
| Fair value | $1,413,000 | 772 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $13,774,000 | 4,003 |
| U.S. Government securities | $6,212,000 | 4,042 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $6,212,000 | 3,613 |
| Securities issued by states & political subdivisions | $5,139,000 | 3,058 |
| Other domestic debt securities | $2,423,000 | 1,751 |
| 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 | $2,423,000 | 1,315 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $4,269,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,188,000 | 3,069 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,389 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,000 | 1,563 |
| Other commercial mortgage-backed securities | $1,573,000 | 1,010 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $13,774,000 | 3,721 |
| Total debt securities | $13,773,000 | 3,984 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 783 |
| Fair value | $1,404,000 | 790 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $13,244,000 | 4,044 |
| U.S. Government securities | $6,382,000 | 4,051 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $6,382,000 | 3,620 |
| Securities issued by states & political subdivisions | $5,086,000 | 3,076 |
| Other domestic debt securities | $1,776,000 | 1,859 |
| 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 | $1,776,000 | 1,467 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $4,450,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,245,000 | 3,076 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,396 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,000 | 1,579 |
| Other commercial mortgage-backed securities | $1,654,000 | 1,038 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $13,244,000 | 3,754 |
| Total debt securities | $13,244,000 | 4,024 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 775 |
| Fair value | $1,410,000 | 781 |
| 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 | $13,909,000 | 4,046 |
| U.S. Government securities | $6,618,000 | 4,026 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $6,618,000 | 3,630 |
| Securities issued by states & political subdivisions | $5,441,000 | 3,090 |
| Other domestic debt securities | $1,850,000 | 1,738 |
| 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 | $1,850,000 | 1,450 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $4,664,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 3,183 |
| Issued or guaranteed by U.S. | $2,357,000 | 3,094 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $583,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,397 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,724,000 | 1,575 |
| Commercial mortgage pass-through securities | $7,000 | 1,567 |
| Other commercial mortgage-backed securities | $1,717,000 | 1,102 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $13,909,000 | 3,764 |
| Total debt securities | $13,907,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 759 |
| Fair value | $1,446,000 | 764 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $10,786,000 | 4,156 |
| U.S. Government securities | $4,229,000 | 4,156 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $4,229,000 | 3,845 |
| Securities issued by states & political subdivisions | $4,600,000 | 3,212 |
| Other domestic debt securities | $1,957,000 | 1,697 |
| 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 | $1,957,000 | 1,402 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $4,229,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $2,630,000 | 3,155 |
| Issued or guaranteed by U.S. | $2,630,000 | 3,065 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $691,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $691,000 | 2,355 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $908,000 | 1,738 |
| Commercial mortgage pass-through securities | $9,000 | 1,535 |
| Other commercial mortgage-backed securities | $899,000 | 1,237 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $10,786,000 | 3,896 |
| Total debt securities | $10,785,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $483,000 | 936 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $9,911,000 | 4,150 |
| U.S. Government securities | $4,702,000 | 4,021 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,702,000 | 3,778 |
| Securities issued by states & political subdivisions | $4,705,000 | 3,243 |
| Other domestic debt securities | $504,000 | 2,000 |
| 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 | $504,000 | 1,686 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $4,702,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $2,922,000 | 3,103 |
| Issued or guaranteed by U.S. | $2,922,000 | 3,004 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $806,000 | 2,371 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,313 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $974,000 | 1,705 |
| Commercial mortgage pass-through securities | $9,000 | 1,505 |
| Other commercial mortgage-backed securities | $965,000 | 1,203 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $9,911,000 | 3,922 |
| Total debt securities | $9,913,000 | 4,130 |
| 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 | $8,380,000 | 4,226 |
| U.S. Government securities | $3,375,000 | 4,157 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,375,000 | 3,955 |
| Securities issued by states & political subdivisions | $4,491,000 | 3,277 |
| Other domestic debt securities | $514,000 | 1,946 |
| 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 | $514,000 | 1,619 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $3,375,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $2,419,000 | 3,214 |
| Issued or guaranteed by U.S. | $2,419,000 | 3,127 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $944,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 2,292 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $12,000 | 1,998 |
| Commercial mortgage pass-through securities | $12,000 | 1,517 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $8,380,000 | 3,994 |
| Total debt securities | $8,379,000 | 4,201 |
| 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 | $8,261,000 | 4,252 |
| U.S. Government securities | $3,601,000 | 4,135 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,601,000 | 3,938 |
| Securities issued by states & political subdivisions | $4,154,000 | 3,330 |
| Other domestic debt securities | $506,000 | 1,949 |
| 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 | $506,000 | 1,584 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $3,601,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $2,601,000 | 3,176 |
| Issued or guaranteed by U.S. | $2,601,000 | 3,081 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $988,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,252 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $12,000 | 2,003 |
| Commercial mortgage pass-through securities | $12,000 | 1,531 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,261,000 | 4,009 |
| Total debt securities | $8,261,000 | 4,230 |
| 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 | $6,404,000 | 4,311 |
| U.S. Government securities | $2,814,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,814,000 | 4,007 |
| Securities issued by states & political subdivisions | $3,590,000 | 3,390 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $2,814,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $2,800,000 | 3,085 |
| Issued or guaranteed by U.S. | $2,800,000 | 2,995 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $14,000 | 1,989 |
| Commercial mortgage pass-through securities | $14,000 | 1,523 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,404,000 | 4,083 |
| Total debt securities | $6,413,000 | 4,287 |
| 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 | $6,946,000 | 4,254 |
| U.S. Government securities | $3,030,000 | 4,067 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,030,000 | 3,919 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,350 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $3,030,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $3,016,000 | 3,005 |
| Issued or guaranteed by U.S. | $3,016,000 | 2,929 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $14,000 | 1,945 |
| Commercial mortgage pass-through securities | $14,000 | 1,473 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,946,000 | 4,020 |
| Total debt securities | $6,945,000 | 4,230 |
| 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 | $6,295,000 | 4,278 |
| U.S. Government securities | $2,156,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,156,000 | 4,079 |
| Securities issued by states & political subdivisions | $4,139,000 | 3,250 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $2,156,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $2,140,000 | 3,193 |
| Issued or guaranteed by U.S. | $2,140,000 | 3,103 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $16,000 | 1,927 |
| Commercial mortgage pass-through securities | $16,000 | 1,463 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,295,000 | 4,037 |
| Total debt securities | $6,295,000 | 4,257 |
| 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 | $5,521,000 | 4,352 |
| U.S. Government securities | $1,200,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,200,000 | 4,276 |
| Securities issued by states & political subdivisions | $4,321,000 | 3,162 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $1,200,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $1,184,000 | 3,461 |
| Issued or guaranteed by U.S. | $1,184,000 | 3,366 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $16,000 | 1,913 |
| Commercial mortgage pass-through securities | $16,000 | 1,460 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,521,000 | 4,114 |
| Total debt securities | $5,521,000 | 4,327 |
| 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 | $5,391,000 | 4,396 |
| U.S. Government securities | $1,313,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,313,000 | 4,324 |
| Securities issued by states & political subdivisions | $4,078,000 | 3,149 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $1,313,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 3,433 |
| Issued or guaranteed by U.S. | $1,292,000 | 3,332 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $21,000 | 1,890 |
| Commercial mortgage pass-through securities | $21,000 | 1,422 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,391,000 | 4,150 |
| Total debt securities | $5,390,000 | 4,369 |
| 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 | $5,623,000 | 4,434 |
| U.S. Government securities | $1,460,000 | 4,524 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,460,000 | 4,387 |
| Securities issued by states & political subdivisions | $4,163,000 | 3,144 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $1,460,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 3,386 |
| Issued or guaranteed by U.S. | $1,439,000 | 3,288 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $21,000 | 1,866 |
| Commercial mortgage pass-through securities | $21,000 | 1,421 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,623,000 | 4,195 |
| Total debt securities | $5,624,000 | 4,412 |
| 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 | $5,955,000 | 4,479 |
| U.S. Government securities | $1,609,000 | 4,581 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,609,000 | 4,437 |
| Securities issued by states & political subdivisions | $4,346,000 | 3,135 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,609,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 3,351 |
| Issued or guaranteed by U.S. | $1,585,000 | 3,252 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $24,000 | 1,840 |
| Commercial mortgage pass-through securities | $24,000 | 1,412 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,955,000 | 4,233 |
| Total debt securities | $5,956,000 | 4,456 |
| 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 | $6,145,000 | 4,525 |
| U.S. Government securities | $1,780,000 | 4,616 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,780,000 | 4,471 |
| Securities issued by states & political subdivisions | $4,365,000 | 3,178 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $1,780,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 3,306 |
| Issued or guaranteed by U.S. | $1,756,000 | 3,219 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $24,000 | 1,824 |
| Commercial mortgage pass-through securities | $24,000 | 1,406 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,145,000 | 4,269 |
| Total debt securities | $6,145,000 | 4,500 |
| 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 | $6,265,000 | 4,573 |
| U.S. Government securities | $1,947,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,947,000 | 4,493 |
| Securities issued by states & political subdivisions | $4,318,000 | 3,238 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $1,947,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $1,920,000 | 3,288 |
| Issued or guaranteed by U.S. | $1,920,000 | 3,197 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $27,000 | 1,756 |
| Commercial mortgage pass-through securities | $27,000 | 1,380 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $6,265,000 | 4,307 |
| Total debt securities | $6,266,000 | 4,550 |
| 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 | $6,458,000 | 4,596 |
| U.S. Government securities | $2,115,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,115,000 | 4,492 |
| Securities issued by states & political subdivisions | $4,343,000 | 3,302 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $2,115,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 3,266 |
| Issued or guaranteed by U.S. | $2,088,000 | 3,194 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $27,000 | 1,723 |
| Commercial mortgage pass-through securities | $27,000 | 1,365 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $6,458,000 | 4,323 |
| Total debt securities | $6,457,000 | 4,574 |
| 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 | $6,613,000 | 4,633 |
| U.S. Government securities | $2,302,000 | 4,686 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,302,000 | 4,526 |
| Securities issued by states & political subdivisions | $4,311,000 | 3,353 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $2,302,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 3,269 |
| Issued or guaranteed by U.S. | $2,270,000 | 3,242 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $32,000 | 1,711 |
| Commercial mortgage pass-through securities | $32,000 | 1,347 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,613,000 | 4,362 |
| Total debt securities | $6,612,000 | 4,613 |
| 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 | $7,051,000 | 4,643 |
| U.S. Government securities | $2,569,000 | 4,670 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,569,000 | 4,501 |
| Securities issued by states & political subdivisions | $4,482,000 | 3,369 |
| 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 | $2,536,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $2,536,000 | 3,226 |
| Issued or guaranteed by U.S. | $2,536,000 | 3,066 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $7,051,000 | 4,375 |
| Total debt securities | $7,051,000 | 4,623 |
| 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 | $7,282,000 | 4,685 |
| U.S. Government securities | $2,803,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,803,000 | 4,555 |
| Securities issued by states & political subdivisions | $4,479,000 | 3,415 |
| 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 | $1,201,000 | 4,343 |
| Mortgage-backed securities | $2,766,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 3,220 |
| Issued or guaranteed by U.S. | $2,766,000 | 3,214 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $7,282,000 | 4,412 |
| Total debt securities | $7,281,000 | 4,664 |
| 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 | $7,767,000 | 4,700 |
| U.S. Government securities | $3,062,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,062,000 | 4,557 |
| Securities issued by states & political subdivisions | $4,705,000 | 3,438 |
| 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 | $1,306,000 | 4,385 |
| Mortgage-backed securities | $3,024,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $3,024,000 | 3,196 |
| Issued or guaranteed by U.S. | $3,024,000 | 3,191 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $7,767,000 | 4,437 |
| Total debt securities | $7,767,000 | 4,675 |
| 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 | $8,128,000 | 4,720 |
| U.S. Government securities | $3,364,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,364,000 | 4,573 |
| Securities issued by states & political subdivisions | $4,764,000 | 3,459 |
| 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 | $1,439,000 | 4,422 |
| Mortgage-backed securities | $3,320,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $3,320,000 | 3,190 |
| Issued or guaranteed by U.S. | $3,320,000 | 3,186 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $8,128,000 | 4,437 |
| Total debt securities | $8,127,000 | 4,692 |
| 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 | $7,924,000 | 4,783 |
| U.S. Government securities | $3,659,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,659,000 | 4,582 |
| Securities issued by states & political subdivisions | $4,265,000 | 3,587 |
| 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 | $1,563,000 | 4,423 |
| Mortgage-backed securities | $3,615,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $3,615,000 | 3,160 |
| Issued or guaranteed by U.S. | $3,615,000 | 3,157 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $7,924,000 | 4,491 |
| Total debt securities | $7,925,000 | 4,752 |
| 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 | $8,100,000 | 4,833 |
| U.S. Government securities | $3,933,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,933,000 | 4,598 |
| Securities issued by states & political subdivisions | $4,167,000 | 3,649 |
| 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 | $1,680,000 | 4,445 |
| Mortgage-backed securities | $3,878,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $3,878,000 | 3,173 |
| Issued or guaranteed by U.S. | $3,878,000 | 3,171 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $8,100,000 | 4,518 |
| Total debt securities | $8,099,000 | 4,803 |
| 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 | $8,357,000 | 4,829 |
| U.S. Government securities | $4,220,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,220,000 | 4,565 |
| Securities issued by states & political subdivisions | $4,137,000 | 3,679 |
| 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 | $1,805,000 | 4,452 |
| Mortgage-backed securities | $4,166,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $4,166,000 | 3,133 |
| Issued or guaranteed by U.S. | $4,166,000 | 3,129 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $8,357,000 | 4,513 |
| Total debt securities | $8,356,000 | 4,804 |
| 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 | $8,917,000 | 4,818 |
| U.S. Government securities | $4,625,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,625,000 | 4,537 |
| Securities issued by states & political subdivisions | $4,292,000 | 3,674 |
| 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 | $6,428,000 | 3,508 |
| Mortgage-backed securities | $4,558,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $4,558,000 | 3,080 |
| Issued or guaranteed by U.S. | $4,558,000 | 3,078 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,917,000 | 4,479 |
| Total debt securities | $8,917,000 | 4,791 |
| 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 | $9,293,000 | 4,831 |
| U.S. Government securities | $4,974,000 | 4,698 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,974,000 | 4,575 |
| Securities issued by states & political subdivisions | $4,319,000 | 3,688 |
| 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 | $2,582,000 | 4,381 |
| Mortgage-backed securities | $4,907,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $4,907,000 | 3,054 |
| Issued or guaranteed by U.S. | $4,907,000 | 3,051 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,293,000 | 4,486 |
| Total debt securities | $9,293,000 | 4,806 |
| 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 | $11,615,000 | 4,698 |
| U.S. Government securities | $5,895,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,895,000 | 4,530 |
| Securities issued by states & political subdivisions | $5,720,000 | 3,406 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $5,816,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $5,816,000 | 2,910 |
| Issued or guaranteed by U.S. | $5,816,000 | 2,910 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $11,615,000 | 4,337 |
| Total debt securities | $11,614,000 | 4,678 |
| 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 | $11,915,000 | 4,707 |
| U.S. Government securities | $6,239,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,239,000 | 4,519 |
| Securities issued by states & political subdivisions | $5,676,000 | 3,431 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $6,162,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $6,162,000 | 2,849 |
| Issued or guaranteed by U.S. | $6,162,000 | 2,847 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $11,915,000 | 4,348 |
| Total debt securities | $11,916,000 | 4,682 |
| 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 | $12,282,000 | 4,761 |
| U.S. Government securities | $6,666,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,666,000 | 4,561 |
| Securities issued by states & political subdivisions | $5,616,000 | 3,478 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $6,574,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $6,574,000 | 2,816 |
| Issued or guaranteed by U.S. | $6,574,000 | 2,814 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $12,282,000 | 4,397 |
| Total debt securities | $12,281,000 | 4,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $12,735,000 | 4,813 |
| U.S. Government securities | $7,154,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,154,000 | 4,618 |
| Securities issued by states & political subdivisions | $5,581,000 | 3,499 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $7,062,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $7,062,000 | 2,819 |
| Issued or guaranteed by U.S. | $7,062,000 | 2,817 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $12,735,000 | 4,439 |
| Total debt securities | $12,737,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $13,054,000 | 4,848 |
| U.S. Government securities | $7,649,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,649,000 | 4,621 |
| Securities issued by states & political subdivisions | $5,405,000 | 3,542 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $7,540,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $7,540,000 | 2,802 |
| Issued or guaranteed by U.S. | $7,540,000 | 2,801 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,054,000 | 4,472 |
| Total debt securities | $13,055,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $13,150,000 | 4,893 |
| U.S. Government securities | $8,032,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,032,000 | 4,600 |
| Securities issued by states & political subdivisions | $5,118,000 | 3,629 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $7,923,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $7,923,000 | 2,791 |
| Issued or guaranteed by U.S. | $7,923,000 | 2,789 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,150,000 | 4,512 |
| Total debt securities | $13,150,000 | 4,870 |
| 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 | $13,372,000 | 4,968 |
| U.S. Government securities | $8,417,000 | 4,763 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,417,000 | 4,648 |
| Securities issued by states & political subdivisions | $4,955,000 | 3,703 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $8,295,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $8,295,000 | 2,829 |
| Issued or guaranteed by U.S. | $8,295,000 | 2,826 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,372,000 | 4,578 |
| Total debt securities | $13,372,000 | 4,943 |
| 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 | $15,289,000 | 4,848 |
| U.S. Government securities | $10,101,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,101,000 | 4,494 |
| Securities issued by states & political subdivisions | $5,188,000 | 3,687 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $9,761,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $9,761,000 | 2,664 |
| Issued or guaranteed by U.S. | $9,761,000 | 2,664 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $475,000 | 2,176 |
| Available-for-sale securities (fair market value) | $14,814,000 | 4,493 |
| Total debt securities | $15,289,000 | 4,825 |
| 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 | $15,530,000 | 4,881 |
| U.S. Government securities | $10,230,000 | 4,618 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,230,000 | 4,517 |
| Securities issued by states & political subdivisions | $5,300,000 | 3,699 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $9,880,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $9,880,000 | 2,677 |
| Issued or guaranteed by U.S. | $9,880,000 | 2,677 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $484,000 | 2,181 |
| Available-for-sale securities (fair market value) | $15,046,000 | 4,527 |
| Total debt securities | $15,530,000 | 4,848 |
| 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 | $13,833,000 | 5,046 |
| U.S. Government securities | $7,468,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,468,000 | 4,920 |
| Securities issued by states & political subdivisions | $6,365,000 | 3,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $7,116,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $7,116,000 | 3,080 |
| Issued or guaranteed by U.S. | $7,116,000 | 3,078 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $497,000 | 2,182 |
| Available-for-sale securities (fair market value) | $13,336,000 | 4,698 |
| Total debt securities | $13,834,000 | 5,019 |
| 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 | $13,650,000 | 5,122 |
| U.S. Government securities | $7,803,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,803,000 | 4,892 |
| Securities issued by states & political subdivisions | $5,847,000 | 3,619 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $7,426,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $7,426,000 | 3,039 |
| Issued or guaranteed by U.S. | $7,426,000 | 3,036 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $509,000 | 2,142 |
| Available-for-sale securities (fair market value) | $13,141,000 | 4,771 |
| Total debt securities | $13,650,000 | 5,089 |
| 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 | $13,123,000 | 5,181 |
| U.S. Government securities | $6,123,000 | 5,289 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,123,000 | 5,178 |
| Securities issued by states & political subdivisions | $7,000,000 | 3,390 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $5,961,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $5,961,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,961,000 | 3,278 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,123,000 | 4,795 |
| Total debt securities | $13,123,000 | 5,150 |
| 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 | $12,138,000 | 5,318 |
| U.S. Government securities | $3,639,000 | 5,794 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,639,000 | 5,693 |
| Securities issued by states & political subdivisions | $8,499,000 | 3,102 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $3,451,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $3,451,000 | 3,909 |
| Issued or guaranteed by U.S. | $3,451,000 | 3,905 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $11,626,000 | 911 |
| Available-for-sale securities (fair market value) | $512,000 | 6,349 |
| Total debt securities | $12,138,000 | 5,288 |
| 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 | $11,448,000 | 5,368 |
| U.S. Government securities | $2,893,000 | 5,973 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,893,000 | 5,867 |
| Securities issued by states & political subdivisions | $8,555,000 | 3,061 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,704,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $2,704,000 | 4,112 |
| Issued or guaranteed by U.S. | $2,704,000 | 4,110 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $10,882,000 | 929 |
| Available-for-sale securities (fair market value) | $566,000 | 6,387 |
| Total debt securities | $11,448,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,800,000 | 5,655 |
| U.S. Government securities | $3,043,000 | 6,053 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,043,000 | 5,957 |
| Securities issued by states & political subdivisions | $6,757,000 | 3,359 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,588,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $2,588,000 | 4,274 |
| Issued or guaranteed by U.S. | $2,588,000 | 4,273 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $8,932,000 | 1,028 |
| Available-for-sale securities (fair market value) | $868,000 | 6,422 |
| Total debt securities | $9,800,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,583,000 | 5,743 |
| U.S. Government securities | $3,448,000 | 6,069 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,448,000 | 5,968 |
| Securities issued by states & political subdivisions | $6,135,000 | 3,434 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,741,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $2,741,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,741,000 | 4,271 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $8,410,000 | 1,058 |
| Available-for-sale securities (fair market value) | $1,173,000 | 6,426 |
| Total debt securities | $9,581,000 | 5,713 |
| 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 | $6,945,000 | 6,127 |
| U.S. Government securities | $2,499,000 | 6,362 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,499,000 | 6,261 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,752 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $1,769,000 | 4,989 |
| Certificates of participation in pools of residential mortgages | $1,769,000 | 4,572 |
| Issued or guaranteed by U.S. | $1,769,000 | 4,568 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,704,000 | 1,274 |
| Available-for-sale securities (fair market value) | $1,241,000 | 6,469 |
| Total debt securities | $6,945,000 | 6,100 |
| 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 | $5,275,000 | 6,363 |
| U.S. Government securities | $1,877,000 | 6,518 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,877,000 | 6,425 |
| Securities issued by states & political subdivisions | $3,398,000 | 4,021 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $1,375,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $1,375,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,375,000 | 4,649 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,914,000 | 1,484 |
| Available-for-sale securities (fair market value) | $1,361,000 | 6,467 |
| Total debt securities | $5,275,000 | 6,333 |
| 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 | $3,960,000 | 6,609 |
| U.S. Government securities | $1,685,000 | 6,609 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,685,000 | 6,506 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,343 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $933,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,854 |
| Issued or guaranteed by U.S. | $933,000 | 4,845 |
| 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) | $2,275,000 | 1,748 |
| Available-for-sale securities (fair market value) | $1,685,000 | 6,497 |
| Total debt securities | $3,961,000 | 6,573 |
| 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 | $3,796,000 | 6,722 |
| U.S. Government securities | $1,731,000 | 6,717 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,731,000 | 6,609 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,426 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $980,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $980,000 | 4,834 |
| Issued or guaranteed by U.S. | $980,000 | 4,826 |
| 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) | $2,065,000 | 1,835 |
| Available-for-sale securities (fair market value) | $1,731,000 | 6,554 |
| Total debt securities | $3,797,000 | 6,687 |
| 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 | $4,092,000 | 6,712 |
| U.S. Government securities | $2,027,000 | 6,685 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,027,000 | 6,579 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,391 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $1,031,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,031,000 | 4,759 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,065,000 | 1,850 |
| Available-for-sale securities (fair market value) | $2,027,000 | 6,551 |
| Total debt securities | $4,091,000 | 6,673 |
| 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 | $2,224,000 | 7,036 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,326 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $0 | 6,134 |
| 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 | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,224,000 | 1,838 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $2,224,000 | 6,999 |
| 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 | $1,019,000 | 7,286 |
| U.S. Government securities | $100,000 | 7,295 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $100,000 | 7,198 |
| Securities issued by states & political subdivisions | $919,000 | 4,925 |
| 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 | $100,000 | 6,167 |
| 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) | $1,019,000 | 2,203 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $1,019,000 | 7,255 |
| 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 | $810,000 | 7,402 |
| U.S. Government securities | $100,000 | 7,379 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $100,000 | 7,288 |
| Securities issued by states & political subdivisions | $710,000 | 5,043 |
| 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 | $100,000 | 6,221 |
| 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) | $810,000 | 2,360 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $810,000 | 7,373 |
| 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 | $810,000 | 7,489 |
| U.S. Government securities | $100,000 | 7,486 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $100,000 | 7,389 |
| Securities issued by states & political subdivisions | $710,000 | 5,048 |
| 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 | $100,000 | 6,301 |
| 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) | $810,000 | 2,410 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $810,000 | 7,457 |
| 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 | $880,000 | 7,517 |
| U.S. Government securities | $100,000 | 7,519 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $100,000 | 7,422 |
| Securities issued by states & political subdivisions | $780,000 | 5,032 |
| 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 | $100,000 | 6,354 |
| 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) | $880,000 | 2,432 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $879,000 | 7,485 |
| 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 | $880,000 | 7,595 |
| U.S. Government securities | $100,000 | 7,604 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $100,000 | 7,511 |
| Securities issued by states & political subdivisions | $780,000 | 5,085 |
| 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 | $100,000 | 6,374 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $880,000 | 2,511 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $880,000 | 7,560 |
| 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 | $910,000 | 7,663 |
| U.S. Government securities | $100,000 | 7,672 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $100,000 | 7,586 |
| Securities issued by states & political subdivisions | $810,000 | 5,073 |
| 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 | $100,000 | 6,440 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $910,000 | 2,526 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $910,000 | 7,630 |
| 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 | $910,000 | 7,741 |
| U.S. Government securities | $100,000 | 7,750 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $100,000 | 7,668 |
| Securities issued by states & political subdivisions | $810,000 | 4,996 |
| 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 | $100,000 | 6,485 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $910,000 | 2,570 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $910,000 | 7,708 |
| 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 | $969,000 | 7,783 |
| U.S. Government securities | $100,000 | 7,825 |
| U.S. Treasury securities | $100,000 | 934 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $869,000 | 4,912 |
| 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 | $101,000 | 6,507 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $969,000 | 2,563 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $970,000 | 7,751 |
| 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 | $1,560,000 | 7,710 |
| U.S. Government securities | $691,000 | 7,675 |
| U.S. Treasury securities | $600,000 | 740 |
| U.S. Government agency obligations | $91,000 | 7,792 |
| Securities issued by states & political subdivisions | $869,000 | 4,909 |
| 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 | $101,000 | 6,527 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $1,560,000 | 2,329 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,561,000 | 7,668 |
| 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 | $1,696,000 | 7,737 |
| U.S. Government securities | $601,000 | 7,750 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $601,000 | 7,676 |
| Securities issued by states & political subdivisions | $1,095,000 | 4,770 |
| 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 | $101,000 | 6,558 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $1,696,000 | 2,303 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $1,696,000 | 7,687 |
| 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 | $2,845,000 | 7,514 |
| U.S. Government securities | $2,845,000 | 7,130 |
| U.S. Treasury securities | $1,600,000 | 545 |
| U.S. Government agency obligations | $1,245,000 | 7,523 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $100,000 | 6,583 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $2,845,000 | 2,034 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,845,000 | 7,463 |
| 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 | $5,302,000 | 7,002 |
| U.S. Government securities | $4,097,000 | 6,854 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,097,000 | 6,738 |
| Securities issued by states & political subdivisions | $1,205,000 | 4,732 |
| 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 | $100,000 | 6,631 |
| 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) | $4,304,000 | 1,809 |
| Available-for-sale securities (fair market value) | $998,000 | 7,365 |
| Total debt securities | $5,302,000 | 6,950 |
| 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 | $5,302,000 | 7,077 |
| U.S. Government securities | $4,082,000 | 6,930 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,082,000 | 6,827 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,721 |
| 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 | $101,000 | 6,643 |
| 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) | $4,319,000 | 1,852 |
| Available-for-sale securities (fair market value) | $983,000 | 7,400 |
| Total debt securities | $5,302,000 | 7,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,281,000 | 7,112 |
| U.S. Government securities | $4,061,000 | 6,973 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,061,000 | 6,854 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,736 |
| 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 | $101,000 | 6,716 |
| 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) | $4,319,000 | 1,871 |
| Available-for-sale securities (fair market value) | $962,000 | 7,436 |
| Total debt securities | $5,282,000 | 7,072 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $5,295,000 | 7,155 |
| U.S. Government securities | $4,075,000 | 7,011 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,075,000 | 6,877 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,770 |
| 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 | $100,000 | 6,754 |
| 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) | $4,319,000 | 1,904 |
| Available-for-sale securities (fair market value) | $976,000 | 7,457 |
| Total debt securities | $5,295,000 | 7,111 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $5,293,000 | 7,196 |
| U.S. Government securities | $4,072,000 | 7,061 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,072,000 | 6,931 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,799 |
| 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 | $101,000 | 6,793 |
| 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) | $4,320,000 | 1,932 |
| Available-for-sale securities (fair market value) | $973,000 | 7,499 |
| Total debt securities | $5,293,000 | 7,150 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $5,299,000 | 7,274 |
| U.S. Government securities | $4,063,000 | 7,140 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,063,000 | 7,003 |
| Securities issued by states & political subdivisions | $1,236,000 | 4,821 |
| 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 | $101,000 | 6,851 |
| 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) | $4,334,000 | 1,981 |
| Available-for-sale securities (fair market value) | $965,000 | 7,555 |
| Total debt securities | $5,300,000 | 7,222 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $5,282,000 | 7,297 |
| U.S. Government securities | $4,045,000 | 7,168 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,045,000 | 7,029 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,842 |
| 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 | $101,000 | 6,908 |
| 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) | $4,335,000 | 2,013 |
| Available-for-sale securities (fair market value) | $947,000 | 7,602 |
| Total debt securities | $5,281,000 | 7,246 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $5,298,000 | 7,348 |
| U.S. Government securities | $4,061,000 | 7,213 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,061,000 | 7,065 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,866 |
| 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 | $500,000 | 6,687 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $4,335,000 | 2,026 |
| Available-for-sale securities (fair market value) | $963,000 | 7,640 |
| Total debt securities | $5,298,000 | 7,290 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $5,303,000 | 7,389 |
| U.S. Government securities | $4,066,000 | 7,236 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,066,000 | 7,078 |
| Securities issued by states & political subdivisions | $1,237,000 | 4,885 |
| 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 | $500,000 | 6,717 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $4,335,000 | 2,067 |
| Available-for-sale securities (fair market value) | $968,000 | 7,674 |
| Total debt securities | $5,304,000 | 7,334 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,329,000 | 7,410 |
| U.S. Government securities | $4,077,000 | 7,257 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,077,000 | 7,113 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,877 |
| 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 | $500,000 | 6,748 |
| Mortgage-backed securities | $2,000 | 6,927 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,657 |
| Issued or guaranteed by U.S. | $2,000 | 6,638 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,352,000 | 2,080 |
| Available-for-sale securities (fair market value) | $977,000 | 7,700 |
| Total debt securities | $5,327,000 | 7,349 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,354,000 | 7,196 |
| U.S. Government securities | $4,986,000 | 7,001 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,986,000 | 6,856 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,783 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $2,000 | 6,964 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,703 |
| Issued or guaranteed by U.S. | $2,000 | 6,683 |
| 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) | $4,868,000 | 2,011 |
| Available-for-sale securities (fair market value) | $1,486,000 | 7,592 |
| Total debt securities | $6,354,000 | 7,129 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,766 |
| Fair value | $402,000 | 2,764 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,438,000 | 7,255 |
| U.S. Government securities | $4,970,000 | 7,076 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,970,000 | 6,923 |
| Securities issued by states & political subdivisions | $1,468,000 | 4,714 |
| 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 | $100,000 | 7,096 |
| Mortgage-backed securities | $3,000 | 7,025 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,759 |
| Issued or guaranteed by U.S. | $3,000 | 6,741 |
| 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) | $4,969,000 | 2,015 |
| Available-for-sale securities (fair market value) | $1,469,000 | 7,675 |
| Total debt securities | $6,439,000 | 7,196 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,731 |
| Fair value | $404,000 | 2,729 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,966,000 | 7,133 |
| U.S. Government securities | $5,498,000 | 6,927 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,498,000 | 6,777 |
| Securities issued by states & political subdivisions | $1,468,000 | 4,717 |
| 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 | $100,000 | 7,124 |
| Mortgage-backed securities | $6,000 | 7,032 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,747 |
| Issued or guaranteed by U.S. | $6,000 | 6,735 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,971,000 | 2,032 |
| Available-for-sale securities (fair market value) | $1,995,000 | 7,572 |
| Total debt securities | $6,966,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,675 |
| Fair value | $410,000 | 2,673 |
| 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 | $7,464,000 | 7,063 |
| U.S. Government securities | $6,006,000 | 6,808 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,006,000 | 6,648 |
| Securities issued by states & political subdivisions | $1,458,000 | 4,745 |
| 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 | $100,000 | 7,159 |
| Mortgage-backed securities | $7,000 | 7,063 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,773 |
| Issued or guaranteed by U.S. | $7,000 | 6,761 |
| 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) | $5,961,000 | 1,921 |
| Available-for-sale securities (fair market value) | $1,503,000 | 7,726 |
| Total debt securities | $7,463,000 | 6,999 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,645 |
| Fair value | $418,000 | 2,643 |
| 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 | $7,428,000 | 7,162 |
| U.S. Government securities | $5,969,000 | 6,902 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,969,000 | 6,734 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,762 |
| 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 | $100,000 | 7,198 |
| Mortgage-backed securities | $9,000 | 7,111 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,812 |
| Issued or guaranteed by U.S. | $9,000 | 6,800 |
| 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) | $5,964,000 | 1,930 |
| Available-for-sale securities (fair market value) | $1,464,000 | 7,810 |
| Total debt securities | $7,428,000 | 7,093 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,605 |
| Fair value | $426,000 | 2,600 |
| 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 | $5,986,000 | 7,517 |
| U.S. Government securities | $4,527,000 | 7,322 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,527,000 | 7,171 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,750 |
| 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 | $100,000 | 7,201 |
| Mortgage-backed securities | $11,000 | 7,115 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,810 |
| Issued or guaranteed by U.S. | $11,000 | 6,795 |
| 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) | $5,469,000 | 1,973 |
| Available-for-sale securities (fair market value) | $517,000 | 8,047 |
| Total debt securities | $5,986,000 | 7,440 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,384 |
| Fair value | $415,000 | 2,380 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,972,000 | 7,330 |
| U.S. Government securities | $5,513,000 | 7,081 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,513,000 | 6,895 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,787 |
| 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 | $99,000 | 7,249 |
| Mortgage-backed securities | $13,000 | 7,148 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,864 |
| Issued or guaranteed by U.S. | $13,000 | 6,840 |
| 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) | $6,472,000 | 1,858 |
| Available-for-sale securities (fair market value) | $500,000 | 8,126 |
| Total debt securities | $6,973,000 | 7,247 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,252 |
| Fair value | $424,000 | 2,248 |
| 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 | $6,630,000 | 7,375 |
| U.S. Government securities | $5,016,000 | 7,141 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,016,000 | 6,961 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,696 |
| 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 | $99,000 | 7,270 |
| Mortgage-backed securities | $15,000 | 7,176 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,888 |
| Issued or guaranteed by U.S. | $15,000 | 6,864 |
| 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) | $6,630,000 | 1,839 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $6,630,000 | 7,284 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,989 |
| Fair value | $427,000 | 1,987 |
| 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 | $7,132,000 | 7,180 |
| U.S. Government securities | $5,517,000 | 6,909 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,517,000 | 6,727 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,646 |
| 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 | $99,000 | 7,302 |
| Mortgage-backed securities | $17,000 | 7,212 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,893 |
| Issued or guaranteed by U.S. | $17,000 | 6,873 |
| 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) | $7,132,000 | 1,759 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $7,132,000 | 7,083 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,785 |
| Fair value | $431,000 | 1,782 |
| 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 | $6,138,000 | 7,495 |
| U.S. Government securities | $4,523,000 | 7,323 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,523,000 | 7,120 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,575 |
| 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 | $100,000 | 7,316 |
| Mortgage-backed securities | $20,000 | 7,227 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,891 |
| Issued or guaranteed by U.S. | $20,000 | 6,872 |
| 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) | $6,138,000 | 1,955 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $6,138,000 | 7,401 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $438,000 | 1,527 |
| 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 | $6,863,000 | 7,314 |
| U.S. Government securities | $5,027,000 | 7,157 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,027,000 | 6,945 |
| Securities issued by states & political subdivisions | $1,836,000 | 4,416 |
| 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 | $100,000 | 7,346 |
| Mortgage-backed securities | $24,000 | 7,225 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,863 |
| Issued or guaranteed by U.S. | $24,000 | 6,842 |
| 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) | $6,863,000 | 1,883 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $6,863,000 | 7,223 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,348 |
| Fair value | $407,000 | 1,356 |
| 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 | $8,785,000 | 6,818 |
| U.S. Government securities | $7,044,000 | 6,438 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,044,000 | 6,206 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,511 |
| 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 | $100,000 | 7,530 |
| Mortgage-backed securities | $37,000 | 7,211 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,797 |
| Issued or guaranteed by U.S. | $37,000 | 6,774 |
| 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) | $8,785,000 | 1,689 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $8,785,000 | 6,707 |
| Structured notes | ||
| Amortized cost | $400,000 | 677 |
| Fair value | $412,000 | 675 |
| 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 | $9,959,000 | 6,811 |
| U.S. Government securities | $7,989,000 | 6,513 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,989,000 | 6,167 |
| Securities issued by states & political subdivisions | $1,943,000 | 4,444 |
| 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 | $27,000 | 7,637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,838 |
| Mortgage-backed securities | $53,000 | 7,098 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,651 |
| Issued or guaranteed by U.S. | $53,000 | 6,629 |
| 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) | $8,930,000 | 2,017 |
| Available-for-sale securities (fair market value) | $1,029,000 | 8,507 |
| Total debt securities | $9,932,000 | 6,680 |
| Structured notes | ||
| Amortized cost | $400,000 | 687 |
| Fair value | $353,000 | 701 |
| 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 | $12,611,000 | 6,369 |
| U.S. Government securities | $10,794,000 | 5,860 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $10,694,000 | 5,378 |
| Securities issued by states & political subdivisions | $1,817,000 | 4,774 |
| 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 | $100,000 | 8,074 |
| Mortgage-backed securities | $71,000 | 7,393 |
| Certificates of participation in pools of residential mortgages | $71,000 | 6,891 |
| Issued or guaranteed by U.S. | $71,000 | 6,873 |
| 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) | $11,623,000 | 1,948 |
| Available-for-sale securities (fair market value) | $988,000 | 8,785 |
| Total debt securities | $12,611,000 | 6,271 |
| Structured notes | ||
| Amortized cost | $900,000 | 638 |
| Fair value | $854,000 | 640 |
| 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 | $11,765,000 | 6,589 |
| U.S. Government securities | $10,012,000 | 6,104 |
| U.S. Treasury securities | $100,000 | 6,739 |
| U.S. Government agency obligations | $9,912,000 | 5,312 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,951 |
| 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 | $101,000 | 8,261 |
| Mortgage-backed securities | $155,000 | 7,336 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,781 |
| Issued or guaranteed by U.S. | $155,000 | 6,761 |
| 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) | $10,758,000 | 2,213 |
| Available-for-sale securities (fair market value) | $1,007,000 | 8,867 |
| Total debt securities | $11,765,000 | 6,461 |
| Structured notes | ||
| Amortized cost | $900,000 | 792 |
| Fair value | $843,000 | 800 |
| 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 | $10,115,000 | 7,375 |
| U.S. Government securities | $7,993,000 | 7,268 |
| U.S. Treasury securities | $100,000 | 7,848 |
| U.S. Government agency obligations | $7,893,000 | 6,018 |
| Securities issued by states & political subdivisions | $2,122,000 | 4,501 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,712 |
| Mortgage-backed securities | $1,293,000 | 6,008 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 5,011 |
| Issued or guaranteed by U.S. | $1,293,000 | 4,994 |
| 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) | $9,115,000 | 2,971 |
| Available-for-sale securities (fair market value) | $1,000,000 | 9,207 |
| Total debt securities | $10,115,000 | 7,241 |
| Structured notes | ||
| Amortized cost | $3,350,000 | 435 |
| Fair value | $3,196,000 | 442 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,416,000 | 7,466 |
| U.S. Government securities | $8,971,000 | 7,409 |
| U.S. Treasury securities | $100,000 | 8,688 |
| U.S. Government agency obligations | $8,871,000 | 5,890 |
| Securities issued by states & political subdivisions | $2,445,000 | 4,388 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,118 |
| Mortgage-backed securities | $1,377,000 | 6,421 |
| Certificates of participation in pools of residential mortgages | $1,377,000 | 5,336 |
| Issued or guaranteed by U.S. | $1,377,000 | 5,319 |
| 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) | $10,414,000 | 3,083 |
| Available-for-sale securities (fair market value) | $1,002,000 | 9,511 |
| Total debt securities | $11,416,000 | 7,336 |
| Structured notes | ||
| Amortized cost | $3,851,000 | 547 |
| Fair value | $3,631,000 | 555 |
| 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 | $10,879,000 | 7,968 |
| U.S. Government securities | $7,990,000 | 8,174 |
| U.S. Treasury securities | $100,000 | 10,090 |
| U.S. Government agency obligations | $7,890,000 | 6,306 |
| Securities issued by states & political subdivisions | $2,846,000 | 4,106 |
| Other domestic debt securities | $43,000 | 4,832 |
| 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 | $43,000 | 3,735 |
| 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 | $100,000 | 9,509 |
| Mortgage-backed securities | $1,089,000 | 7,179 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 5,946 |
| Issued or guaranteed by U.S. | $1,089,000 | 5,911 |
| 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) | $10,879,000 | 3,197 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $10,879,000 | 7,836 |
| Structured notes | ||
| Amortized cost | $4,358,000 | 829 |
| Fair value | $3,934,000 | 922 |
| 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 | $12,570,000 | 7,857 |
| U.S. Government securities | $9,299,000 | 8,052 |
| U.S. Treasury securities | $795,000 | 10,020 |
| U.S. Government agency obligations | $8,504,000 | 5,961 |
| Securities issued by states & political subdivisions | $3,207,000 | 4,012 |
| Other domestic debt securities | $64,000 | 5,284 |
| Privately issued residential mortgage-backed securities | $3,000 | 2,842 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,000 | 4,191 |
| 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 | $100,000 | 9,982 |
| Mortgage-backed securities | $710,000 | 8,181 |
| Certificates of participation in pools of residential mortgages | $707,000 | 6,937 |
| Issued or guaranteed by U.S. | $707,000 | 6,910 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,000 | 6,586 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $3,000 | 2,489 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,570,000 | 4,885 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $12,570,000 | 7,743 |
| 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 | $12,214,000 | 8,266 |
| U.S. Government securities | $8,806,000 | 8,534 |
| U.S. Treasury securities | $607,000 | 10,608 |
| U.S. Government agency obligations | $8,199,000 | 6,283 |
| Securities issued by states & political subdivisions | $3,275,000 | 4,034 |
| Other domestic debt securities | $133,000 | 5,619 |
| Privately issued residential mortgage-backed securities | $47,000 | 3,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,000 | 4,700 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $883,000 | 8,644 |
| Certificates of participation in pools of residential mortgages | $883,000 | 7,304 |
| Issued or guaranteed by U.S. | $836,000 | 7,326 |
| Privately issued | $47,000 | 638 |
| 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 | $12,214,000 | 8,115 |
| 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 | $9,464,000 | 9,387 |
| U.S. Government securities | $6,484,000 | 9,880 |
| U.S. Treasury securities | $3,322,000 | 7,184 |
| U.S. Government agency obligations | $3,162,000 | 9,390 |
| Securities issued by states & political subdivisions | $2,645,000 | 4,362 |
| Other domestic debt securities | $335,000 | 5,625 |
| Privately issued residential mortgage-backed securities | $113,000 | 3,428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $222,000 | 4,634 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $613,000 | 9,555 |
| Certificates of participation in pools of residential mortgages | $613,000 | 8,316 |
| Issued or guaranteed by U.S. | $500,000 | 8,514 |
| Privately issued | $113,000 | 674 |
| 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 | $9,464,000 | 9,242 |
| 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 |