Home > Farmers State Bank of Canton > Securities
Farmers State Bank of Canton, Securities
| 2023-12-31 | Rank | |
| Total securities | $14,707,000 | 3,792 |
| U.S. Government securities | $3,527,000 | 4,075 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $3,527,000 | 3,821 |
| Securities issued by states & political subdivisions | $10,782,000 | 2,380 |
| Other domestic debt securities | $398,000 | 2,193 |
| 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 | $398,000 | 1,769 |
| 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 | $7,425,000 | 3,142 |
| Mortgage-backed securities | $2,535,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,287,000 | 2,980 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 2,484 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $27,000 | 1,351 |
| Held to maturity securities (book value) | $3,945,000 | 1,236 |
| Available-for-sale securities (fair market value) | $10,762,000 | 3,713 |
| Total debt securities | $14,707,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $14,293,000 | 3,829 |
| U.S. Government securities | $3,433,000 | 4,114 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $3,433,000 | 3,838 |
| Securities issued by states & political subdivisions | $10,471,000 | 2,399 |
| Other domestic debt securities | $389,000 | 2,197 |
| 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 | $389,000 | 1,777 |
| 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 | $7,317,000 | 3,128 |
| Mortgage-backed securities | $2,460,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,197,000 | 2,995 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 2,473 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $47,000 | 1,338 |
| Held to maturity securities (book value) | $3,949,000 | 1,251 |
| Available-for-sale securities (fair market value) | $10,344,000 | 3,737 |
| Total debt securities | $14,292,000 | 3,809 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $14,714,000 | 3,846 |
| U.S. Government securities | $1,291,000 | 4,286 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,291,000 | 4,084 |
| Securities issued by states & political subdivisions | $10,681,000 | 2,444 |
| Other domestic debt securities | $2,742,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $2,348,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $394,000 | 1,792 |
| 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 | $7,427,000 | 3,076 |
| Mortgage-backed securities | $2,652,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $2,348,000 | 122 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,461 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $67,000 | 1,329 |
| Held to maturity securities (book value) | $3,953,000 | 1,268 |
| Available-for-sale securities (fair market value) | $10,761,000 | 3,749 |
| Total debt securities | $14,717,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $13,571,000 | 3,974 |
| U.S. Government securities | $361,000 | 4,437 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $361,000 | 4,239 |
| Securities issued by states & political subdivisions | $10,360,000 | 2,521 |
| Other domestic debt securities | $2,850,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $2,446,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $404,000 | 1,829 |
| 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 | $7,466,000 | 3,011 |
| Mortgage-backed securities | $2,807,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $2,446,000 | 130 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,500 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $112,000 | 1,330 |
| Held to maturity securities (book value) | $3,957,000 | 1,302 |
| Available-for-sale securities (fair market value) | $9,614,000 | 3,867 |
| Total debt securities | $13,571,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $13,791,000 | 4,000 |
| U.S. Government securities | $2,823,000 | 4,294 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,823,000 | 3,970 |
| Securities issued by states & political subdivisions | $10,590,000 | 2,543 |
| Other domestic debt securities | $378,000 | 2,312 |
| 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 | $378,000 | 1,857 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,461,000 | 2,927 |
| Mortgage-backed securities | $2,823,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,444,000 | 3,036 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,520 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $132,000 | 1,326 |
| Held to maturity securities (book value) | $3,961,000 | 1,323 |
| Available-for-sale securities (fair market value) | $9,830,000 | 3,880 |
| Total debt securities | $13,791,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $13,816,000 | 4,019 |
| U.S. Government securities | $2,891,000 | 4,316 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,891,000 | 3,977 |
| Securities issued by states & political subdivisions | $10,537,000 | 2,550 |
| Other domestic debt securities | $388,000 | 2,265 |
| 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 | $388,000 | 1,863 |
| 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 | $6,934,000 | 2,941 |
| Mortgage-backed securities | $2,891,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,481,000 | 3,047 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,534 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $152,000 | 1,357 |
| Held to maturity securities (book value) | $3,965,000 | 1,300 |
| Available-for-sale securities (fair market value) | $9,851,000 | 3,922 |
| Total debt securities | $13,816,000 | 3,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $14,321,000 | 4,026 |
| U.S. Government securities | $3,186,000 | 4,300 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,186,000 | 3,965 |
| Securities issued by states & political subdivisions | $10,726,000 | 2,597 |
| Other domestic debt securities | $409,000 | 2,122 |
| 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 | $409,000 | 1,847 |
| 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 | $3,186,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 3,140 |
| Issued or guaranteed by U.S. | $2,657,000 | 3,048 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $290,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,546 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $239,000 | 1,978 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $239,000 | 1,414 |
| Held to maturity securities (book value) | $3,969,000 | 1,236 |
| Available-for-sale securities (fair market value) | $10,352,000 | 3,935 |
| Total debt securities | $14,322,000 | 4,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $15,367,000 | 3,939 |
| U.S. Government securities | $3,825,000 | 4,187 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,825,000 | 3,881 |
| Securities issued by states & political subdivisions | $11,100,000 | 2,572 |
| Other domestic debt securities | $442,000 | 2,103 |
| 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 | $442,000 | 1,815 |
| 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 | $538,000 | 3,882 |
| Mortgage-backed securities | $3,825,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 3,108 |
| Issued or guaranteed by U.S. | $2,943,000 | 3,024 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $339,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 2,519 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $543,000 | 1,843 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $543,000 | 1,312 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $15,367,000 | 3,696 |
| Total debt securities | $15,366,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $16,847,000 | 3,810 |
| U.S. Government securities | $4,392,000 | 4,048 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,392,000 | 3,804 |
| Securities issued by states & political subdivisions | $11,963,000 | 2,543 |
| Other domestic debt securities | $492,000 | 2,052 |
| 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 | $492,000 | 1,747 |
| 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 | $552,000 | 3,908 |
| Mortgage-backed securities | $4,392,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $3,277,000 | 3,046 |
| Issued or guaranteed by U.S. | $3,277,000 | 2,953 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $399,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,486 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $716,000 | 1,787 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $716,000 | 1,264 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $16,847,000 | 3,599 |
| Total debt securities | $16,847,000 | 3,793 |
| 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 | $21,428,000 | 3,579 |
| U.S. Government securities | $6,979,000 | 3,778 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,979,000 | 3,556 |
| Securities issued by states & political subdivisions | $13,433,000 | 2,418 |
| Other domestic debt securities | $1,016,000 | 1,786 |
| 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 | $1,016,000 | 1,462 |
| 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 | $1,073,000 | 3,819 |
| Mortgage-backed securities | $6,979,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $4,723,000 | 2,858 |
| Issued or guaranteed by U.S. | $4,723,000 | 2,780 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $464,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,492 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,792,000 | 1,540 |
| Commercial mortgage pass-through securities | $478,000 | 1,395 |
| Other commercial mortgage-backed securities | $1,314,000 | 1,127 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $21,428,000 | 3,370 |
| Total debt securities | $21,427,000 | 3,556 |
| 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 | $20,091,000 | 3,612 |
| U.S. Government securities | $7,650,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,650,000 | 3,479 |
| Securities issued by states & political subdivisions | $11,922,000 | 2,499 |
| Other domestic debt securities | $519,000 | 1,933 |
| 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 | $519,000 | 1,566 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,312,000 | 3,403 |
| Mortgage-backed securities | $7,650,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $4,920,000 | 2,819 |
| Issued or guaranteed by U.S. | $4,920,000 | 2,732 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $485,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,468 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,245,000 | 1,447 |
| Commercial mortgage pass-through securities | $885,000 | 1,271 |
| Other commercial mortgage-backed securities | $1,360,000 | 1,104 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $20,091,000 | 3,402 |
| Total debt securities | $20,092,000 | 3,590 |
| 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 | $16,771,000 | 3,690 |
| U.S. Government securities | $4,744,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,744,000 | 3,748 |
| Securities issued by states & political subdivisions | $10,602,000 | 2,593 |
| Other domestic debt securities | $1,425,000 | 1,640 |
| 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 | $1,425,000 | 1,273 |
| 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 | $1,489,000 | 3,750 |
| Mortgage-backed securities | $4,744,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $2,460,000 | 3,162 |
| Issued or guaranteed by U.S. | $2,460,000 | 3,070 |
| 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 | $2,284,000 | 1,416 |
| Commercial mortgage pass-through securities | $894,000 | 1,253 |
| Other commercial mortgage-backed securities | $1,390,000 | 1,064 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $16,771,000 | 3,470 |
| Total debt securities | $16,771,000 | 3,665 |
| 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 | $11,602,000 | 3,915 |
| U.S. Government securities | $3,339,000 | 4,016 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,339,000 | 3,874 |
| Securities issued by states & political subdivisions | $6,324,000 | 3,021 |
| Other domestic debt securities | $1,435,000 | 1,583 |
| 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 | $1,435,000 | 1,216 |
| Foreign debt securities | $504,000 | 214 |
| 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 | $1,502,000 | 3,750 |
| Mortgage-backed securities | $3,339,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 3,515 |
| Issued or guaranteed by U.S. | $1,016,000 | 3,428 |
| 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 | $2,323,000 | 1,360 |
| Commercial mortgage pass-through securities | $905,000 | 1,209 |
| Other commercial mortgage-backed securities | $1,418,000 | 1,024 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $11,602,000 | 3,693 |
| Total debt securities | $11,603,000 | 3,890 |
| 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 | $7,120,000 | 4,220 |
| U.S. Government securities | $2,886,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,886,000 | 3,953 |
| Securities issued by states & political subdivisions | $2,286,000 | 3,554 |
| Other domestic debt securities | $1,445,000 | 1,552 |
| 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 | $1,445,000 | 1,179 |
| Foreign debt securities | $503,000 | 223 |
| 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 | $1,513,000 | 3,783 |
| Mortgage-backed securities | $2,886,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $531,000 | 3,672 |
| Issued or guaranteed by U.S. | $531,000 | 3,590 |
| 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 | $2,355,000 | 1,326 |
| Commercial mortgage pass-through securities | $913,000 | 1,193 |
| Other commercial mortgage-backed securities | $1,442,000 | 1,005 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,120,000 | 3,973 |
| Total debt securities | $7,118,000 | 4,195 |
| 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 | $6,638,000 | 4,264 |
| U.S. Government securities | $2,385,000 | 4,217 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,385,000 | 4,063 |
| Securities issued by states & political subdivisions | $2,298,000 | 3,530 |
| Other domestic debt securities | $1,452,000 | 1,487 |
| 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 | $1,452,000 | 1,129 |
| Foreign debt securities | $503,000 | 224 |
| 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 | $2,893,000 | 3,532 |
| Mortgage-backed securities | $2,385,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| 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 | $2,385,000 | 1,304 |
| Commercial mortgage pass-through securities | $921,000 | 1,187 |
| Other commercial mortgage-backed securities | $1,464,000 | 973 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $6,638,000 | 4,027 |
| Total debt securities | $6,638,000 | 4,242 |
| 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 | $6,361,000 | 4,315 |
| U.S. Government securities | $2,557,000 | 4,245 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,557,000 | 4,094 |
| Securities issued by states & political subdivisions | $1,928,000 | 3,588 |
| Other domestic debt securities | $1,375,000 | 1,448 |
| 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 | $1,375,000 | 1,077 |
| Foreign debt securities | $501,000 | 227 |
| 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 | $3,042,000 | 3,508 |
| Mortgage-backed securities | $2,557,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $209,000 | 3,845 |
| Issued or guaranteed by U.S. | $209,000 | 3,764 |
| 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 | $2,348,000 | 1,296 |
| Commercial mortgage pass-through securities | $913,000 | 1,160 |
| Other commercial mortgage-backed securities | $1,435,000 | 950 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,361,000 | 4,082 |
| Total debt securities | $6,361,000 | 4,294 |
| 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 | $5,320,000 | 4,465 |
| U.S. Government securities | $2,579,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,579,000 | 4,168 |
| Securities issued by states & political subdivisions | $1,310,000 | 3,755 |
| Other domestic debt securities | $1,431,000 | 1,403 |
| 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 | $1,431,000 | 1,035 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,951,000 | 3,230 |
| Mortgage-backed securities | $2,579,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $217,000 | 3,854 |
| Issued or guaranteed by U.S. | $217,000 | 3,786 |
| 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 | $2,362,000 | 1,267 |
| Commercial mortgage pass-through securities | $909,000 | 1,152 |
| Other commercial mortgage-backed securities | $1,453,000 | 911 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,320,000 | 4,225 |
| Total debt securities | $5,321,000 | 4,442 |
| 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 | $5,835,000 | 4,486 |
| U.S. Government securities | $2,623,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,623,000 | 4,254 |
| Securities issued by states & political subdivisions | $1,530,000 | 3,742 |
| Other domestic debt securities | $1,682,000 | 1,347 |
| 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 | $1,682,000 | 967 |
| 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 | $4,863,000 | 3,310 |
| Mortgage-backed securities | $2,623,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $232,000 | 3,880 |
| Issued or guaranteed by U.S. | $232,000 | 3,806 |
| 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 | $2,391,000 | 1,240 |
| Commercial mortgage pass-through securities | $921,000 | 1,150 |
| Other commercial mortgage-backed securities | $1,470,000 | 887 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,835,000 | 4,243 |
| Total debt securities | $5,835,000 | 4,463 |
| 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 | $6,363,000 | 4,511 |
| U.S. Government securities | $2,650,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,650,000 | 4,307 |
| Securities issued by states & political subdivisions | $1,684,000 | 3,750 |
| Other domestic debt securities | $2,029,000 | 1,255 |
| 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 | $2,029,000 | 904 |
| 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 | $5,055,000 | 3,313 |
| Mortgage-backed securities | $2,650,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $247,000 | 3,894 |
| Issued or guaranteed by U.S. | $247,000 | 3,825 |
| 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 | $2,403,000 | 1,231 |
| Commercial mortgage pass-through securities | $923,000 | 1,146 |
| Other commercial mortgage-backed securities | $1,480,000 | 867 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,363,000 | 4,251 |
| Total debt securities | $6,369,000 | 4,485 |
| 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 | $5,877,000 | 4,607 |
| U.S. Government securities | $2,165,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,165,000 | 4,444 |
| Securities issued by states & political subdivisions | $1,692,000 | 3,814 |
| Other domestic debt securities | $2,020,000 | 1,255 |
| 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 | $2,020,000 | 906 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,185,000 | 3,516 |
| Mortgage-backed securities | $2,165,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $264,000 | 3,919 |
| Issued or guaranteed by U.S. | $264,000 | 3,844 |
| 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 | $1,901,000 | 1,261 |
| Commercial mortgage pass-through securities | $915,000 | 1,125 |
| Other commercial mortgage-backed securities | $986,000 | 900 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $5,877,000 | 4,343 |
| Total debt securities | $5,877,000 | 4,586 |
| 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 | $6,298,000 | 4,614 |
| U.S. Government securities | $2,636,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,636,000 | 4,380 |
| Securities issued by states & political subdivisions | $1,667,000 | 3,863 |
| Other domestic debt securities | $1,995,000 | 1,249 |
| 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 | $1,995,000 | 929 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,636,000 | 3,475 |
| Mortgage-backed securities | $2,636,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $743,000 | 3,728 |
| Issued or guaranteed by U.S. | $743,000 | 3,658 |
| 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 | $1,893,000 | 1,236 |
| Commercial mortgage pass-through securities | $907,000 | 1,112 |
| Other commercial mortgage-backed securities | $986,000 | 854 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $6,298,000 | 4,341 |
| Total debt securities | $6,298,000 | 4,592 |
| 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 | $6,321,000 | 4,654 |
| U.S. Government securities | $2,639,000 | 4,618 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,639,000 | 4,456 |
| Securities issued by states & political subdivisions | $1,689,000 | 3,899 |
| Other domestic debt securities | $1,993,000 | 1,200 |
| 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 | $1,993,000 | 918 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,635,000 | 3,508 |
| Mortgage-backed securities | $2,639,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $756,000 | 3,768 |
| Issued or guaranteed by U.S. | $756,000 | 3,744 |
| 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 | $1,883,000 | 1,215 |
| Commercial mortgage pass-through securities | $897,000 | 1,090 |
| Other commercial mortgage-backed securities | $986,000 | 842 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,321,000 | 4,387 |
| Total debt securities | $6,321,000 | 4,633 |
| 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 | $6,388,000 | 4,706 |
| U.S. Government securities | $2,196,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,196,000 | 4,592 |
| Securities issued by states & political subdivisions | $1,693,000 | 3,953 |
| Other domestic debt securities | $2,499,000 | 1,257 |
| 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 | $2,499,000 | 854 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,194,000 | 3,618 |
| Mortgage-backed securities | $2,196,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $1,688,000 | 3,456 |
| Issued or guaranteed by U.S. | $1,688,000 | 3,293 |
| 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 | $508,000 | 1,529 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $508,000 | 935 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,388,000 | 4,431 |
| Total debt securities | $6,388,000 | 4,686 |
| 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 |
| 2017-12-31 | Rank | |
| Total securities | $6,141,000 | 4,860 |
| U.S. Government securities | $1,852,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,852,000 | 4,799 |
| Securities issued by states & political subdivisions | $1,736,000 | 4,056 |
| Other domestic debt securities | $2,553,000 | 1,088 |
| 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 | $2,553,000 | 853 |
| 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 | $5,664,000 | 3,474 |
| Mortgage-backed securities | $1,852,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 3,680 |
| Issued or guaranteed by U.S. | $1,329,000 | 3,674 |
| 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 | $523,000 | 1,339 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $523,000 | 879 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $6,141,000 | 4,576 |
| Total debt securities | $6,141,000 | 4,838 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $6,317,000 | 4,893 |
| U.S. Government securities | $1,891,000 | 4,971 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,891,000 | 4,850 |
| Securities issued by states & political subdivisions | $1,845,000 | 4,080 |
| Other domestic debt securities | $2,581,000 | 1,114 |
| 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 | $2,581,000 | 888 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,901,000 | 3,664 |
| Mortgage-backed securities | $1,891,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 3,737 |
| Issued or guaranteed by U.S. | $1,363,000 | 3,731 |
| 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 | $528,000 | 1,325 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $528,000 | 869 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,317,000 | 4,608 |
| Total debt securities | $6,317,000 | 4,868 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $6,768,000 | 4,885 |
| U.S. Government securities | $1,916,000 | 5,022 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,916,000 | 4,902 |
| Securities issued by states & political subdivisions | $2,267,000 | 4,005 |
| Other domestic debt securities | $2,585,000 | 1,132 |
| 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 | $2,585,000 | 904 |
| 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 | $6,225,000 | 3,454 |
| Mortgage-backed securities | $1,916,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $1,388,000 | 3,767 |
| Issued or guaranteed by U.S. | $1,388,000 | 3,761 |
| 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 | $528,000 | 1,281 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $528,000 | 827 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,768,000 | 4,597 |
| Total debt securities | $6,768,000 | 4,860 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $7,455,000 | 4,890 |
| U.S. Government securities | $1,410,000 | 5,190 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,410,000 | 5,067 |
| Securities issued by states & political subdivisions | $2,938,000 | 3,891 |
| Other domestic debt securities | $3,107,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $525,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,582,000 | 925 |
| 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 | $6,921,000 | 3,368 |
| Mortgage-backed securities | $1,935,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $1,935,000 | 3,644 |
| Issued or guaranteed by U.S. | $1,410,000 | 3,827 |
| Privately issued | $525,000 | 35 |
| 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) | $7,455,000 | 4,581 |
| Total debt securities | $7,455,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $7,471,000 | 4,911 |
| U.S. Government securities | $1,960,000 | 5,104 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,960,000 | 4,980 |
| Securities issued by states & political subdivisions | $2,932,000 | 3,923 |
| Other domestic debt securities | $2,579,000 | 1,160 |
| 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 | $2,579,000 | 909 |
| 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 | $7,164,000 | 3,340 |
| Mortgage-backed securities | $1,960,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $1,433,000 | 3,858 |
| Issued or guaranteed by U.S. | $1,433,000 | 3,851 |
| 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 | $527,000 | 1,220 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $527,000 | 792 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $7,471,000 | 4,593 |
| Total debt securities | $7,471,000 | 4,883 |
| 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 | $7,359,000 | 4,968 |
| U.S. Government securities | $983,000 | 5,371 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $983,000 | 5,261 |
| Securities issued by states & political subdivisions | $3,693,000 | 3,777 |
| Other domestic debt securities | $2,683,000 | 1,150 |
| 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 | $2,683,000 | 903 |
| 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 | $7,049,000 | 3,399 |
| Mortgage-backed securities | $983,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $983,000 | 4,039 |
| Issued or guaranteed by U.S. | $983,000 | 4,035 |
| 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) | $7,359,000 | 4,640 |
| Total debt securities | $7,359,000 | 4,947 |
| 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 | $7,221,000 | 5,045 |
| U.S. Government securities | $1,322,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,322,000 | 5,285 |
| Securities issued by states & political subdivisions | $3,715,000 | 3,805 |
| Other domestic debt securities | $2,184,000 | 1,249 |
| 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 | $2,184,000 | 985 |
| 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 | $6,027,000 | 3,633 |
| Mortgage-backed securities | $1,022,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 4,065 |
| Issued or guaranteed by U.S. | $1,022,000 | 4,059 |
| 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) | $7,221,000 | 4,712 |
| Total debt securities | $7,221,000 | 5,024 |
| 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 | $6,796,000 | 5,171 |
| U.S. Government securities | $805,000 | 5,578 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $805,000 | 5,480 |
| Securities issued by states & political subdivisions | $3,795,000 | 3,794 |
| Other domestic debt securities | $2,196,000 | 1,254 |
| 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 | $2,196,000 | 985 |
| 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 | $6,225,000 | 3,652 |
| Mortgage-backed securities | $505,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $505,000 | 4,346 |
| Issued or guaranteed by U.S. | $505,000 | 4,341 |
| 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) | $6,796,000 | 4,831 |
| Total debt securities | $6,796,000 | 5,153 |
| 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 | $7,699,000 | 5,127 |
| U.S. Government securities | $1,044,000 | 5,578 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,044,000 | 5,482 |
| Securities issued by states & political subdivisions | $4,454,000 | 3,691 |
| Other domestic debt securities | $2,201,000 | 1,229 |
| 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 | $2,201,000 | 969 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,278,000 | 3,495 |
| Mortgage-backed securities | $494,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $494,000 | 4,369 |
| Issued or guaranteed by U.S. | $494,000 | 4,366 |
| 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) | $7,699,000 | 4,785 |
| Total debt securities | $7,699,000 | 5,103 |
| 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 | $8,714,000 | 5,126 |
| U.S. Government securities | $1,056,000 | 5,671 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,056,000 | 5,578 |
| Securities issued by states & political subdivisions | $4,819,000 | 3,649 |
| Other domestic debt securities | $2,839,000 | 1,141 |
| 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 | $2,839,000 | 894 |
| 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 | $8,522,000 | 3,336 |
| Mortgage-backed securities | $503,000 | 4,660 |
| Certificates of participation in pools of residential mortgages | $503,000 | 4,424 |
| Issued or guaranteed by U.S. | $503,000 | 4,420 |
| 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) | $8,714,000 | 4,756 |
| Total debt securities | $8,714,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $620,000 | 1,384 |
| Fair value | $626,000 | 1,385 |
| 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 | $9,846,000 | 5,091 |
| U.S. Government securities | $2,505,000 | 5,484 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,505,000 | 5,389 |
| Securities issued by states & political subdivisions | $4,230,000 | 3,778 |
| Other domestic debt securities | $3,111,000 | 1,091 |
| 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 | $3,111,000 | 842 |
| 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 | $9,153,000 | 3,290 |
| Mortgage-backed securities | $502,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $502,000 | 4,503 |
| Issued or guaranteed by U.S. | $502,000 | 4,500 |
| 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) | $9,846,000 | 4,727 |
| Total debt securities | $9,847,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $624,000 | 1,529 |
| Fair value | $630,000 | 1,527 |
| 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 | $9,573,000 | 5,175 |
| U.S. Government securities | $2,305,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,305,000 | 5,498 |
| Securities issued by states & political subdivisions | $4,670,000 | 3,677 |
| Other domestic debt securities | $2,598,000 | 1,194 |
| 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 | $2,598,000 | 916 |
| 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 | $8,872,000 | 3,373 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| 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) | $9,573,000 | 4,812 |
| Total debt securities | $9,573,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $627,000 | 1,626 |
| Fair value | $635,000 | 1,625 |
| 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 | $10,388,000 | 5,175 |
| U.S. Government securities | $2,301,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,301,000 | 5,594 |
| Securities issued by states & political subdivisions | $4,968,000 | 3,666 |
| Other domestic debt securities | $3,119,000 | 1,096 |
| 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 | $3,119,000 | 841 |
| 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 | $9,642,000 | 3,271 |
| Mortgage-backed securities | $1,000 | 5,351 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,179 |
| Issued or guaranteed by U.S. | $1,000 | 5,170 |
| 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) | $10,388,000 | 4,789 |
| Total debt securities | $10,389,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $631,000 | 1,704 |
| Fair value | $636,000 | 1,701 |
| 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 | $10,458,000 | 5,257 |
| U.S. Government securities | $2,308,000 | 5,776 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,308,000 | 5,684 |
| Securities issued by states & political subdivisions | $4,997,000 | 3,695 |
| Other domestic debt securities | $3,153,000 | 1,134 |
| 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 | $3,153,000 | 853 |
| 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 | $9,221,000 | 3,361 |
| Mortgage-backed securities | $1,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,267 |
| Issued or guaranteed by U.S. | $1,000 | 5,261 |
| 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) | $10,458,000 | 4,871 |
| Total debt securities | $10,457,000 | 5,236 |
| Structured notes | ||
| Amortized cost | $634,000 | 1,813 |
| Fair value | $643,000 | 1,804 |
| 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 | $11,097,000 | 5,259 |
| U.S. Government securities | $2,063,000 | 5,895 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,063,000 | 5,797 |
| Securities issued by states & political subdivisions | $5,098,000 | 3,707 |
| Other domestic debt securities | $3,936,000 | 1,063 |
| 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 | $3,936,000 | 785 |
| 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 | $10,011,000 | 3,269 |
| Mortgage-backed securities | $1,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,322 |
| Issued or guaranteed by U.S. | $1,000 | 5,316 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,097,000 | 4,861 |
| Total debt securities | $11,098,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $638,000 | 1,859 |
| Fair value | $647,000 | 1,853 |
| 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 | $12,238,000 | 5,196 |
| U.S. Government securities | $2,059,000 | 5,937 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,059,000 | 5,841 |
| Securities issued by states & political subdivisions | $5,034,000 | 3,751 |
| Other domestic debt securities | $5,145,000 | 920 |
| 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 | $5,145,000 | 668 |
| 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 | $12,040,000 | 3,020 |
| Mortgage-backed securities | $1,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,388 |
| Issued or guaranteed by U.S. | $1,000 | 5,380 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $12,238,000 | 4,788 |
| Total debt securities | $12,239,000 | 5,168 |
| Structured notes | ||
| Amortized cost | $614,000 | 1,904 |
| Fair value | $648,000 | 1,895 |
| 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 | $12,485,000 | 5,194 |
| U.S. Government securities | $2,027,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,027,000 | 5,904 |
| Securities issued by states & political subdivisions | $5,293,000 | 3,721 |
| Other domestic debt securities | $5,165,000 | 958 |
| 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 | $5,165,000 | 691 |
| 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 | $12,286,000 | 2,979 |
| Mortgage-backed securities | $1,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,436 |
| Issued or guaranteed by U.S. | $1,000 | 5,427 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,485,000 | 4,797 |
| Total debt securities | $12,485,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $645,000 | 1,889 |
| Fair value | $646,000 | 1,883 |
| 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 | $12,506,000 | 5,242 |
| U.S. Government securities | $2,033,000 | 6,072 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,033,000 | 5,973 |
| Securities issued by states & political subdivisions | $5,309,000 | 3,719 |
| Other domestic debt securities | $5,164,000 | 1,002 |
| 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 | $5,164,000 | 714 |
| 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 | $12,200,000 | 2,968 |
| Mortgage-backed securities | $1,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,493 |
| Issued or guaranteed by U.S. | $1,000 | 5,484 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,506,000 | 4,848 |
| Total debt securities | $12,505,000 | 5,208 |
| Structured notes | ||
| Amortized cost | $648,000 | 1,881 |
| Fair value | $641,000 | 1,877 |
| 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 | $13,909,000 | 5,091 |
| U.S. Government securities | $3,299,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,299,000 | 5,716 |
| Securities issued by states & political subdivisions | $5,358,000 | 3,708 |
| Other domestic debt securities | $5,252,000 | 1,016 |
| 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 | $5,252,000 | 717 |
| 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 | $13,614,000 | 2,786 |
| Mortgage-backed securities | $1,000 | 5,687 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,511 |
| Issued or guaranteed by U.S. | $1,000 | 5,501 |
| 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) | $13,909,000 | 4,712 |
| Total debt securities | $13,909,000 | 5,060 |
| Structured notes | ||
| Amortized cost | $652,000 | 1,846 |
| Fair value | $654,000 | 1,846 |
| 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 | $13,484,000 | 5,174 |
| U.S. Government securities | $3,308,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,308,000 | 5,751 |
| Securities issued by states & political subdivisions | $4,897,000 | 3,792 |
| Other domestic debt securities | $5,279,000 | 1,020 |
| 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 | $5,279,000 | 705 |
| 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 | $12,876,000 | 2,906 |
| Mortgage-backed securities | $1,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,560 |
| Issued or guaranteed by U.S. | $1,000 | 5,552 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $13,484,000 | 4,800 |
| Total debt securities | $13,484,000 | 5,137 |
| Structured notes | ||
| Amortized cost | $655,000 | 1,884 |
| Fair value | $657,000 | 1,884 |
| 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 | $11,351,000 | 5,384 |
| U.S. Government securities | $3,421,000 | 5,867 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,421,000 | 5,763 |
| Securities issued by states & political subdivisions | $4,915,000 | 3,781 |
| Other domestic debt securities | $3,015,000 | 1,311 |
| 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 | $3,015,000 | 947 |
| 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 | $10,732,000 | 3,187 |
| Mortgage-backed securities | $1,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,000 | 5,583 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,351,000 | 5,007 |
| Total debt securities | $11,350,000 | 5,359 |
| 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 | $10,818,000 | 5,540 |
| U.S. Government securities | $3,426,000 | 5,983 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,426,000 | 5,889 |
| Securities issued by states & political subdivisions | $4,378,000 | 3,880 |
| Other domestic debt securities | $3,014,000 | 1,344 |
| 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 | $3,014,000 | 990 |
| 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 | $10,415,000 | 3,248 |
| Mortgage-backed securities | $1,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,691 |
| Issued or guaranteed by U.S. | $1,000 | 5,680 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $10,818,000 | 5,155 |
| Total debt securities | $10,817,000 | 5,511 |
| 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 | $11,451,000 | 5,515 |
| U.S. Government securities | $4,414,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,414,000 | 5,788 |
| Securities issued by states & political subdivisions | $4,099,000 | 3,912 |
| Other domestic debt securities | $2,938,000 | 1,373 |
| 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 | $2,938,000 | 1,018 |
| 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 | $10,471,000 | 3,265 |
| Mortgage-backed securities | $1,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,727 |
| Issued or guaranteed by U.S. | $1,000 | 5,717 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,451,000 | 5,124 |
| Total debt securities | $11,451,000 | 5,486 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,858,000 | 5,758 |
| U.S. Government securities | $4,411,000 | 5,973 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,411,000 | 5,874 |
| Securities issued by states & political subdivisions | $2,491,000 | 4,311 |
| Other domestic debt securities | $2,956,000 | 1,352 |
| 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 | $2,956,000 | 997 |
| 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 | $8,966,000 | 3,562 |
| Mortgage-backed securities | $1,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,764 |
| Issued or guaranteed by U.S. | $1,000 | 5,756 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $9,858,000 | 5,369 |
| Total debt securities | $9,859,000 | 5,731 |
| 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 | $7,819,000 | 6,030 |
| U.S. Government securities | $3,421,000 | 6,180 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,421,000 | 6,074 |
| Securities issued by states & political subdivisions | $1,550,000 | 4,691 |
| Other domestic debt securities | $2,848,000 | 1,374 |
| 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 | $2,848,000 | 944 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,264,000 | 3,689 |
| Mortgage-backed securities | $1,000 | 5,979 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,768 |
| Issued or guaranteed by U.S. | $1,000 | 5,757 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $7,819,000 | 5,596 |
| Total debt securities | $7,819,000 | 6,000 |
| 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 | $8,356,000 | 5,962 |
| U.S. Government securities | $4,431,000 | 6,015 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,431,000 | 5,895 |
| Securities issued by states & political subdivisions | $1,555,000 | 4,644 |
| Other domestic debt securities | $2,370,000 | 1,490 |
| 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 | $2,370,000 | 1,005 |
| 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 | $7,787,000 | 3,577 |
| Mortgage-backed securities | $1,000 | 6,008 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,000 | 5,779 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,356,000 | 5,524 |
| Total debt securities | $8,356,000 | 5,925 |
| 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 | $7,974,000 | 6,110 |
| U.S. Government securities | $6,471,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,471,000 | 5,598 |
| Securities issued by states & political subdivisions | $707,000 | 5,101 |
| Other domestic debt securities | $796,000 | 2,068 |
| 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 | $796,000 | 1,458 |
| 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 | $6,190,000 | 3,939 |
| Mortgage-backed securities | $1,000 | 6,044 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,816 |
| Issued or guaranteed by U.S. | $1,000 | 5,809 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,974,000 | 5,660 |
| Total debt securities | $7,973,000 | 6,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,709,000 | 6,303 |
| U.S. Government securities | $5,333,000 | 5,959 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,333,000 | 5,827 |
| Securities issued by states & political subdivisions | $583,000 | 5,193 |
| Other domestic debt securities | $793,000 | 2,120 |
| 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 | $793,000 | 1,498 |
| 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 | $6,190,000 | 3,928 |
| Mortgage-backed securities | $1,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,827 |
| Issued or guaranteed by U.S. | $1,000 | 5,815 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,709,000 | 5,832 |
| Total debt securities | $6,708,000 | 6,271 |
| 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 | $5,880,000 | 6,380 |
| U.S. Government securities | $5,061,000 | 5,904 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,061,000 | 5,771 |
| Securities issued by states & political subdivisions | $553,000 | 5,235 |
| Other domestic debt securities | $266,000 | 2,692 |
| 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 | $266,000 | 1,867 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,181,000 | 4,143 |
| Mortgage-backed securities | $2,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,815 |
| Issued or guaranteed by U.S. | $2,000 | 5,803 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,880,000 | 5,893 |
| Total debt securities | $5,881,000 | 6,352 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,536,000 | 6,457 |
| U.S. Government securities | $4,700,000 | 5,983 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,700,000 | 5,852 |
| Securities issued by states & political subdivisions | $560,000 | 5,173 |
| Other domestic debt securities | $276,000 | 2,773 |
| 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 | $276,000 | 1,891 |
| 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 | $5,318,000 | 4,141 |
| Mortgage-backed securities | $2,000 | 6,146 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,862 |
| Issued or guaranteed by U.S. | $2,000 | 5,847 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,536,000 | 5,952 |
| Total debt securities | $5,535,000 | 6,415 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,626,000 | 6,519 |
| U.S. Government securities | $5,093,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,093,000 | 5,890 |
| Securities issued by states & political subdivisions | $271,000 | 5,469 |
| Other domestic debt securities | $262,000 | 2,765 |
| 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 | $262,000 | 1,846 |
| 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 | $5,204,000 | 4,231 |
| Mortgage-backed securities | $2,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,912 |
| Issued or guaranteed by U.S. | $2,000 | 5,899 |
| 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) | $533,000 | 2,507 |
| Available-for-sale securities (fair market value) | $5,093,000 | 6,096 |
| Total debt securities | $5,625,000 | 6,477 |
| 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 | $5,090,000 | 6,706 |
| U.S. Government securities | $4,567,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,567,000 | 6,118 |
| Securities issued by states & political subdivisions | $271,000 | 5,499 |
| Other domestic debt securities | $252,000 | 2,844 |
| 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 | $252,000 | 1,887 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,987,000 | 4,392 |
| Mortgage-backed securities | $2,000 | 6,278 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,014 |
| Issued or guaranteed by U.S. | $2,000 | 6,002 |
| 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) | $523,000 | 2,562 |
| Available-for-sale securities (fair market value) | $4,567,000 | 6,286 |
| Total debt securities | $5,090,000 | 6,664 |
| 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 | $5,119,000 | 6,700 |
| U.S. Government securities | $4,594,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,594,000 | 6,104 |
| Securities issued by states & political subdivisions | $271,000 | 5,526 |
| Other domestic debt securities | $254,000 | 2,907 |
| 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 | $254,000 | 1,929 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,963,000 | 4,421 |
| Mortgage-backed securities | $2,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,075 |
| Issued or guaranteed by U.S. | $2,000 | 6,060 |
| 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) | $525,000 | 2,614 |
| Available-for-sale securities (fair market value) | $4,594,000 | 6,290 |
| Total debt securities | $5,119,000 | 6,657 |
| 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 | $5,187,000 | 6,763 |
| U.S. Government securities | $4,609,000 | 6,257 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,609,000 | 6,171 |
| Securities issued by states & political subdivisions | $322,000 | 5,494 |
| Other domestic debt securities | $256,000 | 3,003 |
| 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 | $256,000 | 2,022 |
| 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 | $5,033,000 | 4,387 |
| Mortgage-backed securities | $3,000 | 6,399 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,145 |
| Issued or guaranteed by U.S. | $3,000 | 6,125 |
| 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) | $578,000 | 2,655 |
| Available-for-sale securities (fair market value) | $4,609,000 | 6,343 |
| Total debt securities | $5,186,000 | 6,718 |
| 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 | $6,183,000 | 6,563 |
| U.S. Government securities | $5,603,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,603,000 | 5,920 |
| Securities issued by states & political subdivisions | $322,000 | 5,521 |
| Other domestic debt securities | $258,000 | 3,067 |
| 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 | $258,000 | 2,090 |
| 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 | $6,028,000 | 4,127 |
| Mortgage-backed securities | $3,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,200 |
| Issued or guaranteed by U.S. | $3,000 | 6,178 |
| 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) | $580,000 | 2,686 |
| Available-for-sale securities (fair market value) | $5,603,000 | 6,152 |
| Total debt securities | $6,183,000 | 6,518 |
| 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 | $6,126,000 | 6,624 |
| U.S. Government securities | $5,603,000 | 6,128 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,603,000 | 6,046 |
| Securities issued by states & political subdivisions | $262,000 | 5,541 |
| Other domestic debt securities | $261,000 | 2,987 |
| 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 | $261,000 | 2,201 |
| 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 | $5,909,000 | 4,225 |
| Mortgage-backed securities | $4,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,249 |
| Issued or guaranteed by U.S. | $4,000 | 6,231 |
| 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) | $523,000 | 2,777 |
| Available-for-sale securities (fair market value) | $5,603,000 | 6,184 |
| Total debt securities | $6,129,000 | 6,585 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,464,000 | 6,625 |
| U.S. Government securities | $5,939,000 | 6,137 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,939,000 | 6,050 |
| Securities issued by states & political subdivisions | $262,000 | 5,498 |
| Other domestic debt securities | $263,000 | 2,917 |
| 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 | $263,000 | 2,134 |
| 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 | $6,210,000 | 4,195 |
| Mortgage-backed securities | $5,000 | 6,524 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,275 |
| Issued or guaranteed by U.S. | $5,000 | 6,253 |
| 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) | $525,000 | 2,804 |
| Available-for-sale securities (fair market value) | $5,939,000 | 6,161 |
| Total debt securities | $6,465,000 | 6,585 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,514,000 | 6,589 |
| U.S. Government securities | $5,831,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,831,000 | 6,048 |
| Securities issued by states & political subdivisions | $418,000 | 5,320 |
| Other domestic debt securities | $265,000 | 2,873 |
| 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 | $265,000 | 2,098 |
| 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 | $6,185,000 | 4,200 |
| Mortgage-backed securities | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,307 |
| Issued or guaranteed by U.S. | $5,000 | 6,287 |
| 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) | $683,000 | 2,741 |
| Available-for-sale securities (fair market value) | $5,831,000 | 6,149 |
| Total debt securities | $6,513,000 | 6,546 |
| 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 | $7,733,000 | 6,382 |
| U.S. Government securities | $7,098,000 | 5,833 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,098,000 | 5,753 |
| Securities issued by states & political subdivisions | $368,000 | 5,442 |
| Other domestic debt securities | $267,000 | 2,844 |
| 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 | $267,000 | 2,105 |
| 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 | $7,468,000 | 3,875 |
| Mortgage-backed securities | $6,000 | 6,555 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,312 |
| Issued or guaranteed by U.S. | $6,000 | 6,287 |
| 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) | $635,000 | 2,761 |
| Available-for-sale securities (fair market value) | $7,098,000 | 5,938 |
| Total debt securities | $7,732,000 | 6,321 |
| 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 | $5,620,000 | 6,869 |
| U.S. Government securities | $5,248,000 | 6,398 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,248,000 | 6,306 |
| Securities issued by states & political subdivisions | $372,000 | 5,447 |
| 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 | $5,415,000 | 4,352 |
| Mortgage-backed securities | $7,000 | 6,561 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,306 |
| Issued or guaranteed by U.S. | $7,000 | 6,277 |
| 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) | $372,000 | 3,003 |
| Available-for-sale securities (fair market value) | $5,248,000 | 6,374 |
| Total debt securities | $5,620,000 | 6,803 |
| 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 | $3,583,000 | 7,435 |
| U.S. Government securities | $3,211,000 | 7,128 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,211,000 | 7,011 |
| Securities issued by states & political subdivisions | $372,000 | 5,466 |
| 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 | $3,062,000 | 5,193 |
| Mortgage-backed securities | $9,000 | 6,486 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,228 |
| Issued or guaranteed by U.S. | $9,000 | 6,208 |
| 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) | $372,000 | 3,052 |
| Available-for-sale securities (fair market value) | $3,211,000 | 6,854 |
| Total debt securities | $3,583,000 | 7,389 |
| 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 | $3,409,000 | 7,506 |
| U.S. Government securities | $3,036,000 | 7,228 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,036,000 | 7,111 |
| Securities issued by states & political subdivisions | $373,000 | 5,500 |
| 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 | $2,013,000 | 5,673 |
| Mortgage-backed securities | $11,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,172 |
| Issued or guaranteed by U.S. | $11,000 | 6,150 |
| 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) | $373,000 | 3,116 |
| Available-for-sale securities (fair market value) | $3,036,000 | 6,915 |
| Total debt securities | $3,409,000 | 7,465 |
| 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 | $3,398,000 | 7,560 |
| U.S. Government securities | $3,025,000 | 7,302 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,025,000 | 7,173 |
| Securities issued by states & political subdivisions | $373,000 | 5,525 |
| 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 | $2,006,000 | 5,718 |
| Mortgage-backed securities | $14,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,171 |
| Issued or guaranteed by U.S. | $14,000 | 6,151 |
| 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) | $373,000 | 3,144 |
| Available-for-sale securities (fair market value) | $3,025,000 | 6,948 |
| Total debt securities | $3,398,000 | 7,521 |
| 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 | $3,401,000 | 7,608 |
| U.S. Government securities | $3,027,000 | 7,325 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,027,000 | 7,197 |
| Securities issued by states & political subdivisions | $374,000 | 5,569 |
| 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 | $2,009,000 | 5,730 |
| Mortgage-backed securities | $16,000 | 6,466 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,178 |
| Issued or guaranteed by U.S. | $16,000 | 6,155 |
| 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) | $374,000 | 3,204 |
| Available-for-sale securities (fair market value) | $3,027,000 | 6,963 |
| Total debt securities | $3,401,000 | 7,565 |
| 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 | $3,392,000 | 7,634 |
| U.S. Government securities | $2,878,000 | 7,441 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,878,000 | 7,314 |
| Securities issued by states & political subdivisions | $514,000 | 5,431 |
| 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 | $2,138,000 | 5,692 |
| Mortgage-backed securities | $21,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,162 |
| Issued or guaranteed by U.S. | $21,000 | 6,136 |
| 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) | $514,000 | 3,134 |
| Available-for-sale securities (fair market value) | $2,878,000 | 7,037 |
| Total debt securities | $3,392,000 | 7,585 |
| 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 | $3,385,000 | 7,714 |
| U.S. Government securities | $2,870,000 | 7,513 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,870,000 | 7,382 |
| Securities issued by states & political subdivisions | $515,000 | 5,481 |
| 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 | $2,132,000 | 5,727 |
| Mortgage-backed securities | $25,000 | 6,480 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,178 |
| Issued or guaranteed by U.S. | $25,000 | 6,150 |
| 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) | $515,000 | 3,203 |
| Available-for-sale securities (fair market value) | $2,870,000 | 7,109 |
| Total debt securities | $3,384,000 | 7,666 |
| 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 | $3,371,000 | 7,771 |
| U.S. Government securities | $2,856,000 | 7,570 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,856,000 | 7,437 |
| Securities issued by states & political subdivisions | $515,000 | 5,501 |
| 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 | $2,122,000 | 5,746 |
| Mortgage-backed securities | $35,000 | 6,479 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,168 |
| Issued or guaranteed by U.S. | $35,000 | 6,142 |
| 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) | $515,000 | 3,249 |
| Available-for-sale securities (fair market value) | $2,856,000 | 7,138 |
| Total debt securities | $3,371,000 | 7,725 |
| 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 | $3,376,000 | 7,817 |
| U.S. Government securities | $2,860,000 | 7,630 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,860,000 | 7,493 |
| Securities issued by states & political subdivisions | $516,000 | 5,535 |
| 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 | $2,117,000 | 5,736 |
| Mortgage-backed securities | $37,000 | 6,506 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,187 |
| Issued or guaranteed by U.S. | $37,000 | 6,165 |
| 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) | $516,000 | 3,315 |
| Available-for-sale securities (fair market value) | $2,860,000 | 7,182 |
| Total debt securities | $3,376,000 | 7,770 |
| 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 | $3,380,000 | 7,860 |
| U.S. Government securities | $2,863,000 | 7,645 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,863,000 | 7,513 |
| Securities issued by states & political subdivisions | $517,000 | 5,555 |
| 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 | $2,138,000 | 5,750 |
| Mortgage-backed securities | $41,000 | 6,564 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,231 |
| Issued or guaranteed by U.S. | $41,000 | 6,210 |
| 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) | $517,000 | 3,382 |
| Available-for-sale securities (fair market value) | $2,863,000 | 7,216 |
| Total debt securities | $3,379,000 | 7,808 |
| 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 | $3,396,000 | 7,881 |
| U.S. Government securities | $2,879,000 | 7,663 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,879,000 | 7,528 |
| Securities issued by states & political subdivisions | $517,000 | 5,576 |
| 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 | $2,132,000 | 5,766 |
| Mortgage-backed securities | $45,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,253 |
| Issued or guaranteed by U.S. | $45,000 | 6,235 |
| 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) | $517,000 | 3,429 |
| Available-for-sale securities (fair market value) | $2,879,000 | 7,227 |
| Total debt securities | $3,397,000 | 7,830 |
| 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 | $5,824,000 | 7,336 |
| U.S. Government securities | $5,106,000 | 6,960 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,106,000 | 6,813 |
| Securities issued by states & political subdivisions | $718,000 | 5,349 |
| 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 | $3,405,000 | 5,189 |
| Mortgage-backed securities | $59,000 | 6,573 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,243 |
| Issued or guaranteed by U.S. | $59,000 | 6,224 |
| 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) | $718,000 | 3,349 |
| Available-for-sale securities (fair market value) | $5,106,000 | 6,707 |
| Total debt securities | $5,824,000 | 7,269 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,642,000 | 7,445 |
| U.S. Government securities | $4,685,000 | 7,166 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,685,000 | 7,002 |
| Securities issued by states & political subdivisions | $556,000 | 5,546 |
| Other domestic debt securities | $401,000 | 2,869 |
| 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 | $401,000 | 2,415 |
| 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 | $2,911,000 | 5,459 |
| Mortgage-backed securities | $70,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $70,000 | 6,291 |
| Issued or guaranteed by U.S. | $70,000 | 6,272 |
| 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) | $556,000 | 3,503 |
| Available-for-sale securities (fair market value) | $5,086,000 | 6,776 |
| Total debt securities | $5,642,000 | 7,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,730,000 | 7,460 |
| U.S. Government securities | $4,735,000 | 7,187 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,735,000 | 7,030 |
| Securities issued by states & political subdivisions | $591,000 | 5,539 |
| Other domestic debt securities | $404,000 | 2,903 |
| 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 | $404,000 | 2,467 |
| 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 | $2,947,000 | 5,468 |
| Mortgage-backed securities | $74,000 | 6,664 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,324 |
| Issued or guaranteed by U.S. | $74,000 | 6,308 |
| 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) | $591,000 | 3,517 |
| Available-for-sale securities (fair market value) | $5,139,000 | 6,788 |
| Total debt securities | $5,730,000 | 7,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,670,000 | 7,517 |
| U.S. Government securities | $4,772,000 | 7,207 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,772,000 | 7,051 |
| Securities issued by states & political subdivisions | $490,000 | 5,731 |
| Other domestic debt securities | $408,000 | 2,941 |
| 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 | $408,000 | 2,527 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,994,000 | 5,430 |
| Mortgage-backed securities | $85,000 | 6,668 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,314 |
| Issued or guaranteed by U.S. | $85,000 | 6,301 |
| 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) | $490,000 | 3,696 |
| Available-for-sale securities (fair market value) | $5,180,000 | 6,814 |
| Total debt securities | $5,670,000 | 7,448 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,035,000 | 7,500 |
| U.S. Government securities | $5,136,000 | 7,162 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,136,000 | 7,002 |
| Securities issued by states & political subdivisions | $490,000 | 5,760 |
| Other domestic debt securities | $409,000 | 3,032 |
| 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 | $409,000 | 2,632 |
| 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 | $3,023,000 | 5,399 |
| Mortgage-backed securities | $89,000 | 6,736 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,377 |
| Issued or guaranteed by U.S. | $89,000 | 6,362 |
| 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) | $490,000 | 3,723 |
| Available-for-sale securities (fair market value) | $5,545,000 | 6,797 |
| Total debt securities | $6,035,000 | 7,423 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,230,000 | 7,692 |
| U.S. Government securities | $4,325,000 | 7,382 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,325,000 | 7,227 |
| Securities issued by states & political subdivisions | $490,000 | 5,771 |
| Other domestic debt securities | $415,000 | 3,122 |
| 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 | $415,000 | 2,707 |
| 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 | $3,270,000 | 5,207 |
| Mortgage-backed securities | $94,000 | 6,752 |
| Certificates of participation in pools of residential mortgages | $94,000 | 6,381 |
| Issued or guaranteed by U.S. | $94,000 | 6,362 |
| 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) | $490,000 | 3,779 |
| Available-for-sale securities (fair market value) | $4,740,000 | 7,012 |
| Total debt securities | $5,230,000 | 7,613 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,921,000 | 7,601 |
| U.S. Government securities | $4,942,000 | 7,256 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,942,000 | 7,076 |
| Securities issued by states & political subdivisions | $565,000 | 5,703 |
| Other domestic debt securities | $414,000 | 3,191 |
| 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 | $414,000 | 2,857 |
| 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 | $3,270,000 | 5,188 |
| Mortgage-backed securities | $98,000 | 6,784 |
| Certificates of participation in pools of residential mortgages | $98,000 | 6,425 |
| Issued or guaranteed by U.S. | $98,000 | 6,401 |
| 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) | $565,000 | 3,733 |
| Available-for-sale securities (fair market value) | $5,356,000 | 6,898 |
| Total debt securities | $5,922,000 | 7,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,848,000 | 7,570 |
| U.S. Government securities | $4,267,000 | 7,355 |
| U.S. Treasury securities | $753,000 | 1,671 |
| U.S. Government agency obligations | $3,514,000 | 7,443 |
| Securities issued by states & political subdivisions | $765,000 | 5,503 |
| Other domestic debt securities | $816,000 | 2,851 |
| 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 | $816,000 | 2,535 |
| 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 | $3,001,000 | 5,301 |
| Mortgage-backed securities | $101,000 | 6,825 |
| Certificates of participation in pools of residential mortgages | $101,000 | 6,468 |
| Issued or guaranteed by U.S. | $101,000 | 6,442 |
| 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) | $765,000 | 3,610 |
| Available-for-sale securities (fair market value) | $5,083,000 | 6,941 |
| Total debt securities | $5,849,000 | 7,483 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,887,000 | 7,528 |
| U.S. Government securities | $4,303,000 | 7,332 |
| U.S. Treasury securities | $757,000 | 1,680 |
| U.S. Government agency obligations | $3,546,000 | 7,417 |
| Securities issued by states & political subdivisions | $765,000 | 5,482 |
| Other domestic debt securities | $819,000 | 2,915 |
| 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 | $819,000 | 2,587 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,586,000 | 5,493 |
| Mortgage-backed securities | $107,000 | 6,867 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,478 |
| Issued or guaranteed by U.S. | $107,000 | 6,460 |
| 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) | $765,000 | 3,636 |
| Available-for-sale securities (fair market value) | $5,122,000 | 6,910 |
| Total debt securities | $5,887,000 | 7,432 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,729,000 | 7,595 |
| U.S. Government securities | $3,638,000 | 7,668 |
| U.S. Treasury securities | $1,511,000 | 1,337 |
| U.S. Government agency obligations | $2,127,000 | 8,052 |
| Securities issued by states & political subdivisions | $865,000 | 5,335 |
| Other domestic debt securities | $1,226,000 | 2,618 |
| 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 | $1,226,000 | 2,282 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,682,000 | 5,479 |
| Mortgage-backed securities | $116,000 | 6,875 |
| Certificates of participation in pools of residential mortgages | $116,000 | 6,462 |
| Issued or guaranteed by U.S. | $116,000 | 6,442 |
| 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) | $865,000 | 3,620 |
| Available-for-sale securities (fair market value) | $4,864,000 | 7,003 |
| Total debt securities | $5,729,000 | 7,509 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,223,000 | 7,760 |
| U.S. Government securities | $4,078,000 | 7,506 |
| U.S. Treasury securities | $1,519,000 | 1,398 |
| U.S. Government agency obligations | $2,559,000 | 7,906 |
| Securities issued by states & political subdivisions | $895,000 | 5,303 |
| Other domestic debt securities | $250,000 | 3,653 |
| 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 | $250,000 | 3,232 |
| 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 | $2,786,000 | 5,438 |
| Mortgage-backed securities | $123,000 | 6,865 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,413 |
| Issued or guaranteed by U.S. | $123,000 | 6,393 |
| 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) | $895,000 | 3,674 |
| Available-for-sale securities (fair market value) | $4,328,000 | 7,137 |
| Total debt securities | $5,223,000 | 7,681 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,847,000 | 7,678 |
| U.S. Government securities | $4,282,000 | 7,528 |
| U.S. Treasury securities | $1,513,000 | 1,637 |
| U.S. Government agency obligations | $2,769,000 | 7,954 |
| Securities issued by states & political subdivisions | $1,157,000 | 5,061 |
| Other domestic debt securities | $408,000 | 3,519 |
| 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 | $408,000 | 3,046 |
| 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 | $5,716,000 | 4,122 |
| Mortgage-backed securities | $172,000 | 6,830 |
| Certificates of participation in pools of residential mortgages | $172,000 | 6,312 |
| Issued or guaranteed by U.S. | $172,000 | 6,287 |
| 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) | $1,157,000 | 3,709 |
| Available-for-sale securities (fair market value) | $4,690,000 | 7,067 |
| Total debt securities | $5,847,000 | 7,568 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,950,000 | 7,691 |
| U.S. Government securities | $4,351,000 | 8,033 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,351,000 | 7,698 |
| Securities issued by states & political subdivisions | $2,204,000 | 4,240 |
| Other domestic debt securities | $395,000 | 3,133 |
| 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 | $395,000 | 2,747 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,936,000 | 4,298 |
| Mortgage-backed securities | $232,000 | 6,553 |
| Certificates of participation in pools of residential mortgages | $232,000 | 5,981 |
| Issued or guaranteed by U.S. | $232,000 | 5,961 |
| 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) | $2,204,000 | 3,744 |
| Available-for-sale securities (fair market value) | $4,746,000 | 7,326 |
| Total debt securities | $6,950,000 | 7,569 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,895,000 | 8,024 |
| U.S. Government securities | $4,300,000 | 8,365 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,300,000 | 7,847 |
| Securities issued by states & political subdivisions | $2,206,000 | 4,462 |
| Other domestic debt securities | $389,000 | 3,038 |
| 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 | $389,000 | 2,600 |
| 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 | $5,827,000 | 4,329 |
| Mortgage-backed securities | $297,000 | 6,772 |
| Certificates of participation in pools of residential mortgages | $297,000 | 6,127 |
| Issued or guaranteed by U.S. | $297,000 | 6,110 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,206,000 | 4,121 |
| Available-for-sale securities (fair market value) | $4,689,000 | 7,522 |
| Total debt securities | $6,895,000 | 7,916 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,304,000 | 7,918 |
| U.S. Government securities | $4,782,000 | 8,147 |
| U.S. Treasury securities | $955,000 | 5,314 |
| U.S. Government agency obligations | $3,827,000 | 7,792 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,701 |
| Other domestic debt securities | $514,000 | 2,657 |
| 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 | $514,000 | 2,194 |
| 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 | $4,795,000 | 4,394 |
| Mortgage-backed securities | $366,000 | 6,897 |
| Certificates of participation in pools of residential mortgages | $366,000 | 6,228 |
| Issued or guaranteed by U.S. | $366,000 | 6,211 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,008,000 | 4,746 |
| Available-for-sale securities (fair market value) | $5,296,000 | 7,257 |
| Total debt securities | $7,304,000 | 7,794 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,100,000 | 8,409 |
| U.S. Government securities | $5,075,000 | 8,526 |
| U.S. Treasury securities | $1,911,000 | 5,322 |
| U.S. Government agency obligations | $3,164,000 | 8,310 |
| Securities issued by states & political subdivisions | $1,519,000 | 5,106 |
| Other domestic debt securities | $506,000 | 2,303 |
| 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 | $506,000 | 1,822 |
| 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 | $5,193,000 | 4,405 |
| Mortgage-backed securities | $501,000 | 6,971 |
| Certificates of participation in pools of residential mortgages | $501,000 | 6,153 |
| Issued or guaranteed by U.S. | $501,000 | 6,133 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,170,000 | 6,166 |
| Available-for-sale securities (fair market value) | $5,930,000 | 7,095 |
| Total debt securities | $7,100,000 | 8,269 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,820,000 | 8,678 |
| U.S. Government securities | $5,403,000 | 8,953 |
| U.S. Treasury securities | $2,715,000 | 5,318 |
| U.S. Government agency obligations | $2,688,000 | 9,025 |
| Securities issued by states & political subdivisions | $1,921,000 | 4,881 |
| Other domestic debt securities | $496,000 | 2,723 |
| 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 | $496,000 | 2,091 |
| 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 | $6,485,000 | 3,980 |
| Mortgage-backed securities | $579,000 | 7,405 |
| Certificates of participation in pools of residential mortgages | $579,000 | 6,513 |
| Issued or guaranteed by U.S. | $579,000 | 6,497 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,823,000 | 6,431 |
| Available-for-sale securities (fair market value) | $5,997,000 | 7,353 |
| Total debt securities | $7,820,000 | 8,582 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,877 |
| Fair value | $448,000 | 2,871 |
| 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 | $6,080,000 | 9,738 |
| U.S. Government securities | $3,795,000 | 10,164 |
| U.S. Treasury securities | $1,525,000 | 7,670 |
| U.S. Government agency obligations | $2,270,000 | 9,525 |
| Securities issued by states & political subdivisions | $1,636,000 | 5,356 |
| Other domestic debt securities | $649,000 | 2,903 |
| 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 | $649,000 | 2,271 |
| 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 | $2,596,000 | 6,289 |
| Mortgage-backed securities | $660,000 | 7,762 |
| Certificates of participation in pools of residential mortgages | $660,000 | 6,680 |
| Issued or guaranteed by U.S. | $660,000 | 6,648 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,538,000 | 6,991 |
| Available-for-sale securities (fair market value) | $4,542,000 | 8,261 |
| Total debt securities | $6,080,000 | 9,634 |
| Structured notes | ||
| Amortized cost | $450,000 | 3,798 |
| Fair value | $449,000 | 3,792 |
| 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 | $7,452,000 | 9,749 |
| U.S. Government securities | $4,518,000 | 10,424 |
| U.S. Treasury securities | $2,498,000 | 7,637 |
| U.S. Government agency obligations | $2,020,000 | 9,900 |
| Securities issued by states & political subdivisions | $1,669,000 | 5,615 |
| Other domestic debt securities | $1,265,000 | 2,510 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,265,000 | 1,976 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,464,000 | 7,751 |
| Mortgage-backed securities | $721,000 | 8,168 |
| Certificates of participation in pools of residential mortgages | $721,000 | 6,913 |
| Issued or guaranteed by U.S. | $721,000 | 6,885 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,819,000 | 6,997 |
| Available-for-sale securities (fair market value) | $633,000 | 9,991 |
| Total debt securities | $7,452,000 | 9,654 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,188,000 | 10,233 |
| U.S. Government securities | $4,438,000 | 10,854 |
| U.S. Treasury securities | $2,671,000 | 7,702 |
| U.S. Government agency obligations | $1,767,000 | 10,464 |
| Securities issued by states & political subdivisions | $1,417,000 | 6,145 |
| Other domestic debt securities | $1,333,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,333,000 | 2,234 |
| 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 | $2,129,000 | 6,824 |
| Mortgage-backed securities | $910,000 | 8,608 |
| Certificates of participation in pools of residential mortgages | $910,000 | 7,261 |
| Issued or guaranteed by U.S. | $910,000 | 7,211 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,188,000 | 10,096 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,626,000 | 10,744 |
| U.S. Government securities | $4,402,000 | 11,179 |
| U.S. Treasury securities | $2,690,000 | 7,877 |
| U.S. Government agency obligations | $1,712,000 | 10,820 |
| Securities issued by states & political subdivisions | $252,000 | 8,541 |
| Other domestic debt securities | $1,972,000 | 2,965 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,972,000 | 2,103 |
| 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 | $1,754,000 | 7,447 |
| Mortgage-backed securities | $1,176,000 | 8,671 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 7,239 |
| Issued or guaranteed by U.S. | $1,176,000 | 7,184 |
| Privately issued | $0 | 831 |
| 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 | $6,626,000 | 10,597 |
| 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 |