Home > Farmers State Bank of Newcastle > Securities
Farmers State Bank of Newcastle, Securities
| 2023-12-31 | Rank | |
| Total securities | $25,432,000 | 3,360 |
| U.S. Government securities | $4,503,000 | 4,001 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,503,000 | 3,705 |
| Securities issued by states & political subdivisions | $15,998,000 | 2,012 |
| Other domestic debt securities | $4,931,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $4,931,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,783,000 | 2,875 |
| Mortgage-backed securities | $9,434,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $544,000 | 3,337 |
| Privately issued | $4,931,000 | 89 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,894,000 | 1,715 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,065,000 | 1,083 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $25,432,000 | 3,114 |
| Total debt securities | $25,432,000 | 3,337 |
| 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 | $24,236,000 | 3,420 |
| U.S. Government securities | $4,956,000 | 3,995 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,956,000 | 3,670 |
| Securities issued by states & political subdivisions | $14,523,000 | 2,097 |
| Other domestic debt securities | $4,757,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $4,757,000 | 352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,912,000 | 2,984 |
| Mortgage-backed securities | $9,216,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $534,000 | 3,361 |
| Privately issued | $4,757,000 | 88 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,860,000 | 1,696 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,065,000 | 1,082 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $24,236,000 | 3,165 |
| Total debt securities | $24,236,000 | 3,401 |
| 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 | $24,305,000 | 3,467 |
| U.S. Government securities | $8,708,000 | 3,738 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,708,000 | 3,391 |
| Securities issued by states & political subdivisions | $15,597,000 | 2,090 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,965,000 | 3,042 |
| Mortgage-backed securities | $8,708,000 | 2,708 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,666,000 | 2,516 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,042,000 | 1,683 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $24,305,000 | 3,208 |
| Total debt securities | $24,305,000 | 3,442 |
| 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 | $24,889,000 | 3,518 |
| U.S. Government securities | $9,131,000 | 3,777 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $9,131,000 | 3,375 |
| Securities issued by states & political subdivisions | $15,758,000 | 2,122 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,094,000 | 2,960 |
| Mortgage-backed securities | $9,131,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,913,000 | 2,538 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,218,000 | 1,691 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $24,889,000 | 3,250 |
| Total debt securities | $24,889,000 | 3,494 |
| 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 | $28,561,000 | 3,425 |
| U.S. Government securities | $4,229,000 | 4,196 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $4,229,000 | 3,820 |
| Securities issued by states & political subdivisions | $19,030,000 | 1,985 |
| Other domestic debt securities | $5,302,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $5,302,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,805,000 | 2,899 |
| Mortgage-backed securities | $9,531,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $799,000 | 3,371 |
| Privately issued | $5,302,000 | 109 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,430,000 | 1,669 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $28,561,000 | 3,158 |
| Total debt securities | $28,561,000 | 3,401 |
| 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 | $27,154,000 | 3,486 |
| U.S. Government securities | $9,702,000 | 3,782 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $9,702,000 | 3,340 |
| Securities issued by states & political subdivisions | $17,452,000 | 2,069 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,070,000 | 2,923 |
| Mortgage-backed securities | $9,702,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,156,000 | 2,560 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,546,000 | 1,668 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $27,154,000 | 3,220 |
| Total debt securities | $27,154,000 | 3,461 |
| 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 | $27,756,000 | 3,481 |
| U.S. Government securities | $9,883,000 | 3,789 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $9,883,000 | 3,362 |
| Securities issued by states & political subdivisions | $17,873,000 | 2,102 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,430,000 | 2,890 |
| Mortgage-backed securities | $9,883,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $6,117,000 | 2,672 |
| Issued or guaranteed by U.S. | $6,117,000 | 2,595 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,766,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $3,766,000 | 1,676 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $27,756,000 | 3,230 |
| Total debt securities | $27,757,000 | 3,463 |
| 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 | $28,305,000 | 3,426 |
| U.S. Government securities | $5,151,000 | 4,083 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,151,000 | 3,761 |
| Securities issued by states & political subdivisions | $17,773,000 | 2,125 |
| Other domestic debt securities | $5,381,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $5,381,000 | 327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,953,000 | 2,825 |
| Mortgage-backed securities | $10,532,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $6,365,000 | 2,649 |
| Issued or guaranteed by U.S. | $984,000 | 3,387 |
| Privately issued | $5,381,000 | 97 |
| Collaterized mortgage obligations | $4,167,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $4,167,000 | 1,628 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $28,305,000 | 3,208 |
| Total debt securities | $28,305,000 | 3,406 |
| 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 | $24,961,000 | 3,465 |
| U.S. Government securities | $5,007,000 | 3,999 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,007,000 | 3,749 |
| Securities issued by states & political subdivisions | $15,470,000 | 2,316 |
| Other domestic debt securities | $4,484,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $4,484,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,320,000 | 2,899 |
| Mortgage-backed securities | $9,491,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $4,775,000 | 2,838 |
| Issued or guaranteed by U.S. | $291,000 | 3,634 |
| Privately issued | $4,484,000 | 118 |
| Collaterized mortgage obligations | $4,716,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $4,716,000 | 1,565 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $24,961,000 | 3,262 |
| Total debt securities | $24,961,000 | 3,442 |
| 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 | $28,199,000 | 3,315 |
| U.S. Government securities | $6,456,000 | 3,839 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,456,000 | 3,615 |
| Securities issued by states & political subdivisions | $17,724,000 | 2,148 |
| Other domestic debt securities | $4,019,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $4,019,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,606,000 | 2,879 |
| Mortgage-backed securities | $10,475,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $4,340,000 | 2,917 |
| Issued or guaranteed by U.S. | $321,000 | 3,670 |
| Privately issued | $4,019,000 | 113 |
| Collaterized mortgage obligations | $6,135,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $6,135,000 | 1,420 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $28,199,000 | 3,127 |
| Total debt securities | $28,199,000 | 3,295 |
| 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 | $21,145,000 | 3,553 |
| U.S. Government securities | $4,019,000 | 4,082 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,019,000 | 3,881 |
| Securities issued by states & political subdivisions | $14,647,000 | 2,318 |
| Other domestic debt securities | $2,479,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $2,479,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,803,000 | 2,855 |
| Mortgage-backed securities | $6,498,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $2,853,000 | 3,123 |
| Issued or guaranteed by U.S. | $374,000 | 3,660 |
| Privately issued | $2,479,000 | 145 |
| Collaterized mortgage obligations | $3,645,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $3,645,000 | 1,668 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,145,000 | 3,355 |
| Total debt securities | $21,145,000 | 3,532 |
| 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 | $18,603,000 | 3,586 |
| U.S. Government securities | $2,696,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,696,000 | 4,026 |
| Securities issued by states & political subdivisions | $13,879,000 | 2,312 |
| Other domestic debt securities | $2,028,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $2,028,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,659,000 | 2,762 |
| Mortgage-backed securities | $4,724,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $2,489,000 | 3,150 |
| Issued or guaranteed by U.S. | $461,000 | 3,627 |
| Privately issued | $2,028,000 | 154 |
| Collaterized mortgage obligations | $2,235,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,235,000 | 1,893 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $18,603,000 | 3,374 |
| Total debt securities | $18,603,000 | 3,560 |
| 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 | $16,789,000 | 3,602 |
| U.S. Government securities | $3,011,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,011,000 | 3,925 |
| Securities issued by states & political subdivisions | $13,778,000 | 2,284 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,942,000 | 2,720 |
| Mortgage-backed securities | $3,011,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $492,000 | 3,693 |
| Issued or guaranteed by U.S. | $492,000 | 3,618 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,519,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $2,519,000 | 1,867 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,789,000 | 3,384 |
| Total debt securities | $16,789,000 | 3,578 |
| 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 | $16,820,000 | 3,540 |
| U.S. Government securities | $3,754,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,754,000 | 3,818 |
| Securities issued by states & political subdivisions | $13,066,000 | 2,240 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,923,000 | 2,618 |
| Mortgage-backed securities | $3,754,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $534,000 | 3,671 |
| Issued or guaranteed by U.S. | $534,000 | 3,589 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,220,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,220,000 | 1,777 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $16,820,000 | 3,324 |
| Total debt securities | $16,820,000 | 3,518 |
| 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 | $15,455,000 | 3,620 |
| U.S. Government securities | $3,035,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,035,000 | 3,944 |
| Securities issued by states & political subdivisions | $11,693,000 | 2,270 |
| Other domestic debt securities | $727,000 | 1,706 |
| Privately issued residential mortgage-backed securities | $727,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,487,000 | 2,468 |
| Mortgage-backed securities | $3,762,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 3,408 |
| Issued or guaranteed by U.S. | $641,000 | 3,555 |
| Privately issued | $727,000 | 183 |
| Collaterized mortgage obligations | $2,394,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $2,394,000 | 1,962 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,455,000 | 3,384 |
| Total debt securities | $15,455,000 | 3,597 |
| 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 | $15,083,000 | 3,626 |
| U.S. Government securities | $4,438,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,438,000 | 3,790 |
| Securities issued by states & political subdivisions | $9,676,000 | 2,356 |
| Other domestic debt securities | $969,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $969,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,549,000 | 3,833 |
| Mortgage-backed securities | $4,890,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $1,776,000 | 3,312 |
| Issued or guaranteed by U.S. | $807,000 | 3,496 |
| Privately issued | $969,000 | 176 |
| Collaterized mortgage obligations | $3,114,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,114,000 | 1,827 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,083,000 | 3,397 |
| Total debt securities | $15,083,000 | 3,606 |
| 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 | $15,468,000 | 3,649 |
| U.S. Government securities | $4,841,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,841,000 | 3,817 |
| Securities issued by states & political subdivisions | $10,379,000 | 2,261 |
| Other domestic debt securities | $248,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $248,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,666,000 | 3,873 |
| Mortgage-backed securities | $4,689,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $1,101,000 | 3,485 |
| Issued or guaranteed by U.S. | $853,000 | 3,485 |
| Privately issued | $248,000 | 198 |
| Collaterized mortgage obligations | $3,588,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,588,000 | 1,753 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $400,000 | 1,515 |
| Available-for-sale securities (fair market value) | $15,068,000 | 3,428 |
| Total debt securities | $15,468,000 | 3,628 |
| Structured notes | ||
| Amortized cost | $400,000 | 610 |
| Fair value | $400,000 | 611 |
| 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 | $16,477,000 | 3,627 |
| U.S. Government securities | $6,085,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,085,000 | 3,734 |
| Securities issued by states & political subdivisions | $9,445,000 | 2,359 |
| Other domestic debt securities | $947,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $947,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,738,000 | 3,922 |
| Mortgage-backed securities | $5,896,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $1,823,000 | 3,286 |
| Issued or guaranteed by U.S. | $876,000 | 3,502 |
| Privately issued | $947,000 | 188 |
| Collaterized mortgage obligations | $4,073,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $4,073,000 | 1,688 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $896,000 | 1,441 |
| Available-for-sale securities (fair market value) | $15,581,000 | 3,439 |
| Total debt securities | $16,477,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $896,000 | 617 |
| Fair value | $900,000 | 616 |
| 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 | $14,862,000 | 3,804 |
| U.S. Government securities | $5,354,000 | 4,051 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,354,000 | 3,895 |
| Securities issued by states & political subdivisions | $9,238,000 | 2,438 |
| Other domestic debt securities | $270,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $270,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,725,000 | 3,966 |
| Mortgage-backed securities | $4,479,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $270,000 | 3,886 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $270,000 | 186 |
| Collaterized mortgage obligations | $4,209,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $4,209,000 | 1,644 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $895,000 | 1,485 |
| Available-for-sale securities (fair market value) | $13,967,000 | 3,614 |
| Total debt securities | $14,862,000 | 3,784 |
| Structured notes | ||
| Amortized cost | $895,000 | 680 |
| Fair value | $898,000 | 677 |
| 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 | $13,766,000 | 3,941 |
| U.S. Government securities | $5,410,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,410,000 | 3,952 |
| Securities issued by states & political subdivisions | $8,078,000 | 2,666 |
| Other domestic debt securities | $278,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $278,000 | 494 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,095,000 | 3,942 |
| Mortgage-backed securities | $4,036,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $278,000 | 3,910 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $278,000 | 188 |
| Collaterized mortgage obligations | $3,758,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $3,758,000 | 1,721 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $895,000 | 1,514 |
| Available-for-sale securities (fair market value) | $12,871,000 | 3,746 |
| Total debt securities | $13,766,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $895,000 | 690 |
| Fair value | $890,000 | 686 |
| 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 | $12,422,000 | 4,084 |
| U.S. Government securities | $4,733,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,733,000 | 4,086 |
| Securities issued by states & political subdivisions | $7,689,000 | 2,776 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,054,000 | 3,989 |
| Mortgage-backed securities | $3,574,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 3,573 |
| Issued or guaranteed by U.S. | $1,069,000 | 3,501 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,505,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $2,505,000 | 1,935 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $894,000 | 1,547 |
| Available-for-sale securities (fair market value) | $11,528,000 | 3,898 |
| Total debt securities | $12,422,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $894,000 | 710 |
| Fair value | $880,000 | 707 |
| 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 | $10,991,000 | 4,270 |
| U.S. Government securities | $4,125,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,125,000 | 4,232 |
| Securities issued by states & political subdivisions | $6,574,000 | 2,962 |
| Other domestic debt securities | $292,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $292,000 | 419 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,004,000 | 3,824 |
| Mortgage-backed securities | $3,252,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 3,599 |
| Issued or guaranteed by U.S. | $832,000 | 3,704 |
| Privately issued | $292,000 | 98 |
| Collaterized mortgage obligations | $2,128,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,128,000 | 1,995 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $893,000 | 1,575 |
| Available-for-sale securities (fair market value) | $10,098,000 | 4,067 |
| Total debt securities | $10,991,000 | 4,248 |
| Structured notes | ||
| Amortized cost | $893,000 | 696 |
| Fair value | $866,000 | 693 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $11,290,000 | 4,301 |
| U.S. Government securities | $4,291,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,291,000 | 4,242 |
| Securities issued by states & political subdivisions | $6,693,000 | 2,996 |
| Other domestic debt securities | $306,000 | 1,974 |
| Privately issued residential mortgage-backed securities | $306,000 | 661 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,020,000 | 3,849 |
| Mortgage-backed securities | $3,421,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 3,637 |
| Issued or guaranteed by U.S. | $881,000 | 3,596 |
| Privately issued | $306,000 | 346 |
| Collaterized mortgage obligations | $2,234,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $2,234,000 | 1,980 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $892,000 | 1,604 |
| Available-for-sale securities (fair market value) | $10,398,000 | 4,095 |
| Total debt securities | $11,290,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $892,000 | 698 |
| Fair value | $872,000 | 696 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,497,000 | 4,334 |
| U.S. Government securities | $4,763,000 | 4,396 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,763,000 | 4,251 |
| Securities issued by states & political subdivisions | $6,734,000 | 3,030 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,011,000 | 3,910 |
| Mortgage-backed securities | $3,575,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 3,665 |
| Issued or guaranteed by U.S. | $1,246,000 | 3,658 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,329,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $2,329,000 | 1,951 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $892,000 | 1,629 |
| Available-for-sale securities (fair market value) | $10,605,000 | 4,125 |
| Total debt securities | $11,498,000 | 4,310 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $11,488,000 | 4,371 |
| U.S. Government securities | $4,480,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,480,000 | 4,355 |
| Securities issued by states & political subdivisions | $7,008,000 | 3,061 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,069,000 | 3,957 |
| Mortgage-backed securities | $3,771,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $1,322,000 | 3,685 |
| Issued or guaranteed by U.S. | $1,322,000 | 3,679 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,449,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,449,000 | 1,905 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $400,000 | 1,795 |
| Available-for-sale securities (fair market value) | $11,088,000 | 4,128 |
| Total debt securities | $11,488,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $400,000 | 813 |
| Fair value | $391,000 | 818 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,188,000 | 4,360 |
| U.S. Government securities | $4,728,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,728,000 | 4,384 |
| Securities issued by states & political subdivisions | $7,460,000 | 3,029 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,076,000 | 4,012 |
| Mortgage-backed securities | $4,005,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 3,699 |
| Issued or guaranteed by U.S. | $1,423,000 | 3,693 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,582,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,582,000 | 1,891 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $400,000 | 1,854 |
| Available-for-sale securities (fair market value) | $11,788,000 | 4,111 |
| Total debt securities | $12,188,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $400,000 | 846 |
| Fair value | $395,000 | 853 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $13,974,000 | 4,267 |
| U.S. Government securities | $4,957,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,957,000 | 4,392 |
| Securities issued by states & political subdivisions | $9,017,000 | 2,853 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,567,000 | 3,927 |
| Mortgage-backed securities | $4,223,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 3,720 |
| Issued or guaranteed by U.S. | $1,498,000 | 3,714 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,725,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $2,725,000 | 1,896 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $400,000 | 1,884 |
| Available-for-sale securities (fair market value) | $13,574,000 | 4,000 |
| Total debt securities | $13,974,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $400,000 | 906 |
| Fair value | $396,000 | 913 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $14,184,000 | 4,297 |
| U.S. Government securities | $4,775,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,775,000 | 4,463 |
| Securities issued by states & political subdivisions | $9,069,000 | 2,886 |
| Other domestic debt securities | $340,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $340,000 | 1,593 |
| 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 | $3,500,000 | 3,990 |
| Mortgage-backed securities | $4,375,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 3,761 |
| Issued or guaranteed by U.S. | $1,584,000 | 3,756 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,791,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,791,000 | 1,892 |
| 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) | $400,000 | 1,920 |
| Available-for-sale securities (fair market value) | $13,784,000 | 4,018 |
| Total debt securities | $14,184,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $400,000 | 958 |
| Fair value | $393,000 | 965 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $15,102,000 | 4,222 |
| U.S. Government securities | $4,952,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,952,000 | 4,448 |
| Securities issued by states & political subdivisions | $9,801,000 | 2,819 |
| Other domestic debt securities | $349,000 | 1,945 |
| 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 | $349,000 | 1,602 |
| 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 | $3,238,000 | 4,083 |
| Mortgage-backed securities | $4,552,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $1,644,000 | 3,781 |
| Issued or guaranteed by U.S. | $1,644,000 | 3,774 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,908,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $2,908,000 | 1,848 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $400,000 | 1,939 |
| Available-for-sale securities (fair market value) | $14,702,000 | 3,939 |
| Total debt securities | $15,102,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $400,000 | 955 |
| Fair value | $387,000 | 963 |
| 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 | $15,116,000 | 4,249 |
| U.S. Government securities | $5,184,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,184,000 | 4,457 |
| Securities issued by states & political subdivisions | $9,563,000 | 2,864 |
| Other domestic debt securities | $369,000 | 1,943 |
| 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 | $369,000 | 1,599 |
| 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 | $3,281,000 | 4,110 |
| Mortgage-backed securities | $4,784,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $1,568,000 | 3,847 |
| Issued or guaranteed by U.S. | $1,568,000 | 3,844 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,216,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $3,216,000 | 1,813 |
| 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) | $400,000 | 1,951 |
| Available-for-sale securities (fair market value) | $14,716,000 | 3,961 |
| Total debt securities | $15,116,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $400,000 | 933 |
| Fair value | $400,000 | 935 |
| 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 | $17,469,000 | 4,119 |
| U.S. Government securities | $7,293,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,293,000 | 4,219 |
| Securities issued by states & political subdivisions | $9,794,000 | 2,834 |
| Other domestic debt securities | $382,000 | 1,971 |
| 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 | $382,000 | 1,604 |
| 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 | $3,315,000 | 4,190 |
| Mortgage-backed securities | $4,146,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 3,837 |
| Issued or guaranteed by U.S. | $1,698,000 | 3,832 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,448,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 2,007 |
| 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) | $3,147,000 | 1,462 |
| Available-for-sale securities (fair market value) | $14,322,000 | 4,052 |
| Total debt securities | $17,469,000 | 4,096 |
| Structured notes | ||
| Amortized cost | $3,147,000 | 388 |
| Fair value | $3,152,000 | 388 |
| 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 | $17,468,000 | 4,177 |
| U.S. Government securities | $7,846,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,846,000 | 4,243 |
| Securities issued by states & political subdivisions | $9,236,000 | 2,902 |
| Other domestic debt securities | $386,000 | 1,989 |
| 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 | $386,000 | 1,616 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,249,000 | 4,252 |
| Mortgage-backed securities | $4,299,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $1,782,000 | 3,837 |
| Issued or guaranteed by U.S. | $1,782,000 | 3,832 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,517,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 2,012 |
| 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) | $3,547,000 | 1,461 |
| Available-for-sale securities (fair market value) | $13,921,000 | 4,135 |
| Total debt securities | $17,468,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $3,547,000 | 450 |
| Fair value | $3,546,000 | 451 |
| 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 | $18,202,000 | 4,169 |
| U.S. Government securities | $8,395,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,395,000 | 4,193 |
| Securities issued by states & political subdivisions | $9,416,000 | 2,886 |
| Other domestic debt securities | $391,000 | 1,973 |
| 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 | $391,000 | 1,607 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,162,000 | 4,313 |
| Mortgage-backed securities | $5,051,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $4,040,000 | 3,249 |
| Issued or guaranteed by U.S. | $4,040,000 | 3,246 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,011,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,515 |
| 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) | $3,344,000 | 1,510 |
| Available-for-sale securities (fair market value) | $14,858,000 | 4,090 |
| Total debt securities | $18,202,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $3,344,000 | 533 |
| Fair value | $3,330,000 | 533 |
| 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 | $16,539,000 | 4,389 |
| U.S. Government securities | $8,449,000 | 4,395 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,449,000 | 4,281 |
| Securities issued by states & political subdivisions | $7,685,000 | 3,163 |
| Other domestic debt securities | $405,000 | 1,983 |
| 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 | $405,000 | 1,599 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,140,000 | 4,397 |
| Mortgage-backed securities | $5,306,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,232 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,228 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,031,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,534 |
| 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) | $3,143,000 | 1,547 |
| Available-for-sale securities (fair market value) | $13,396,000 | 4,301 |
| Total debt securities | $16,539,000 | 4,365 |
| Structured notes | ||
| Amortized cost | $3,143,000 | 647 |
| Fair value | $3,144,000 | 648 |
| 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 | $18,723,000 | 4,278 |
| U.S. Government securities | $11,159,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,159,000 | 4,018 |
| Securities issued by states & political subdivisions | $7,564,000 | 3,177 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,497,000 | 4,601 |
| Mortgage-backed securities | $5,769,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $4,735,000 | 3,200 |
| Issued or guaranteed by U.S. | $4,735,000 | 3,198 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,034,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,588 |
| 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) | $5,390,000 | 1,336 |
| Available-for-sale securities (fair market value) | $13,333,000 | 4,377 |
| Total debt securities | $18,723,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $5,390,000 | 500 |
| Fair value | $5,338,000 | 501 |
| 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 | $18,860,000 | 4,323 |
| U.S. Government securities | $11,114,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,114,000 | 4,104 |
| Securities issued by states & political subdivisions | $7,746,000 | 3,144 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,400,000 | 4,696 |
| Mortgage-backed securities | $5,725,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $4,961,000 | 3,232 |
| Issued or guaranteed by U.S. | $4,961,000 | 3,229 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $764,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 2,742 |
| 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) | $5,389,000 | 1,348 |
| Available-for-sale securities (fair market value) | $13,471,000 | 4,434 |
| Total debt securities | $18,860,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $5,389,000 | 556 |
| Fair value | $5,383,000 | 560 |
| 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 | $19,133,000 | 4,350 |
| U.S. Government securities | $12,280,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,280,000 | 4,036 |
| Securities issued by states & political subdivisions | $6,853,000 | 3,314 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,379,000 | 4,766 |
| Mortgage-backed securities | $5,303,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $4,545,000 | 3,388 |
| Issued or guaranteed by U.S. | $4,545,000 | 3,383 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $758,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 2,795 |
| 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) | $6,977,000 | 1,252 |
| Available-for-sale securities (fair market value) | $12,156,000 | 4,603 |
| Total debt securities | $19,133,000 | 4,330 |
| Structured notes | ||
| Amortized cost | $6,977,000 | 501 |
| Fair value | $6,929,000 | 497 |
| 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 | $18,932,000 | 4,452 |
| U.S. Government securities | $12,503,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,503,000 | 4,114 |
| Securities issued by states & political subdivisions | $6,429,000 | 3,420 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,946,000 | 4,945 |
| Mortgage-backed securities | $5,474,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $4,706,000 | 3,438 |
| Issued or guaranteed by U.S. | $4,706,000 | 3,436 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $768,000 | 2,939 |
| CMOs issued by government agencies or sponsored agencies | $768,000 | 2,831 |
| 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) | $7,029,000 | 1,268 |
| Available-for-sale securities (fair market value) | $11,903,000 | 4,726 |
| Total debt securities | $18,932,000 | 4,429 |
| Structured notes | ||
| Amortized cost | $7,029,000 | 543 |
| Fair value | $6,905,000 | 551 |
| 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 | $17,837,000 | 4,612 |
| U.S. Government securities | $12,306,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,306,000 | 4,221 |
| Securities issued by states & political subdivisions | $5,531,000 | 3,626 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,414,000 | 5,162 |
| Mortgage-backed securities | $5,668,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $4,895,000 | 3,458 |
| Issued or guaranteed by U.S. | $4,895,000 | 3,458 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $773,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,872 |
| 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) | $6,638,000 | 1,311 |
| Available-for-sale securities (fair market value) | $11,199,000 | 4,855 |
| Total debt securities | $17,837,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $6,638,000 | 590 |
| Fair value | $6,464,000 | 592 |
| 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 | $17,777,000 | 4,664 |
| U.S. Government securities | $12,093,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,093,000 | 4,274 |
| Securities issued by states & political subdivisions | $5,684,000 | 3,630 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,405,000 | 5,200 |
| Mortgage-backed securities | $5,602,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $5,128,000 | 3,449 |
| Issued or guaranteed by U.S. | $5,128,000 | 3,449 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $474,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 3,054 |
| 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) | $6,491,000 | 1,324 |
| Available-for-sale securities (fair market value) | $11,286,000 | 4,891 |
| Total debt securities | $17,777,000 | 4,643 |
| Structured notes | ||
| Amortized cost | $6,491,000 | 612 |
| Fair value | $6,165,000 | 615 |
| 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 | $16,945,000 | 4,756 |
| U.S. Government securities | $10,877,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,877,000 | 4,441 |
| Securities issued by states & political subdivisions | $6,068,000 | 3,547 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,385,000 | 5,262 |
| Mortgage-backed securities | $5,322,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $5,322,000 | 3,407 |
| Issued or guaranteed by U.S. | $5,322,000 | 3,405 |
| 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) | $16,945,000 | 4,365 |
| Total debt securities | $16,945,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $6,042,000 | 624 |
| Fair value | $5,555,000 | 649 |
| 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 | $16,600,000 | 4,827 |
| U.S. Government securities | $11,026,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,026,000 | 4,450 |
| Securities issued by states & political subdivisions | $5,574,000 | 3,670 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,388,000 | 5,311 |
| Mortgage-backed securities | $5,548,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $5,548,000 | 3,382 |
| Issued or guaranteed by U.S. | $5,548,000 | 3,379 |
| 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) | $16,600,000 | 4,444 |
| Total debt securities | $16,600,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $5,791,000 | 650 |
| Fair value | $5,478,000 | 647 |
| 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 | $16,397,000 | 4,851 |
| U.S. Government securities | $11,125,000 | 4,511 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,125,000 | 4,404 |
| Securities issued by states & political subdivisions | $5,272,000 | 3,726 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,393,000 | 5,332 |
| Mortgage-backed securities | $5,885,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $5,885,000 | 3,294 |
| Issued or guaranteed by U.S. | $5,885,000 | 3,291 |
| 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) | $16,397,000 | 4,470 |
| Total debt securities | $16,397,000 | 4,818 |
| Structured notes | ||
| Amortized cost | $5,492,000 | 670 |
| Fair value | $5,240,000 | 674 |
| 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 | $17,030,000 | 4,788 |
| U.S. Government securities | $11,626,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,626,000 | 4,386 |
| Securities issued by states & political subdivisions | $5,404,000 | 3,692 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,460,000 | 5,360 |
| Mortgage-backed securities | $6,252,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $6,252,000 | 3,268 |
| Issued or guaranteed by U.S. | $6,252,000 | 3,266 |
| 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) | $17,030,000 | 4,417 |
| Total debt securities | $17,030,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $5,393,000 | 674 |
| Fair value | $5,374,000 | 675 |
| 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 | $16,854,000 | 4,771 |
| U.S. Government securities | $11,413,000 | 4,482 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,413,000 | 4,383 |
| Securities issued by states & political subdivisions | $5,441,000 | 3,662 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,000 | 5,970 |
| Mortgage-backed securities | $6,513,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $6,513,000 | 3,200 |
| Issued or guaranteed by U.S. | $6,513,000 | 3,198 |
| 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) | $16,854,000 | 4,401 |
| Total debt securities | $16,854,000 | 4,740 |
| Structured notes | ||
| Amortized cost | $4,396,000 | 816 |
| Fair value | $4,396,000 | 814 |
| 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 | $15,616,000 | 4,989 |
| U.S. Government securities | $11,356,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,356,000 | 4,500 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,912 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,000 | 6,054 |
| Mortgage-backed securities | $6,466,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $6,466,000 | 3,382 |
| Issued or guaranteed by U.S. | $6,466,000 | 3,381 |
| 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) | $15,616,000 | 4,599 |
| Total debt securities | $15,616,000 | 4,961 |
| Structured notes | ||
| Amortized cost | $4,396,000 | 870 |
| Fair value | $4,382,000 | 871 |
| 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 | $15,989,000 | 4,956 |
| U.S. Government securities | $11,372,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,372,000 | 4,593 |
| Securities issued by states & political subdivisions | $4,617,000 | 3,782 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,000 | 6,131 |
| Mortgage-backed securities | $6,110,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $6,110,000 | 3,462 |
| Issued or guaranteed by U.S. | $6,110,000 | 3,461 |
| 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) | $15,989,000 | 4,584 |
| Total debt securities | $15,989,000 | 4,926 |
| Structured notes | ||
| Amortized cost | $4,749,000 | 934 |
| Fair value | $4,751,000 | 931 |
| 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 | $14,781,000 | 5,155 |
| U.S. Government securities | $11,218,000 | 4,794 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,218,000 | 4,705 |
| Securities issued by states & political subdivisions | $3,563,000 | 3,987 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,000 | 6,158 |
| Mortgage-backed securities | $5,478,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $5,478,000 | 3,595 |
| Issued or guaranteed by U.S. | $5,478,000 | 3,590 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,006,000 | 2,001 |
| Available-for-sale securities (fair market value) | $13,775,000 | 4,867 |
| Total debt securities | $14,778,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $4,752,000 | 1,087 |
| Fair value | $4,722,000 | 1,084 |
| 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 | $13,540,000 | 5,282 |
| U.S. Government securities | $9,920,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,920,000 | 4,861 |
| Securities issued by states & political subdivisions | $3,620,000 | 3,954 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 5,817 |
| Mortgage-backed securities | $3,794,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $3,794,000 | 3,904 |
| Issued or guaranteed by U.S. | $3,794,000 | 3,899 |
| 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) | $841,000 | 2,166 |
| Available-for-sale securities (fair market value) | $12,699,000 | 4,964 |
| Total debt securities | $13,540,000 | 5,250 |
| Structured notes | ||
| Amortized cost | $5,099,000 | 977 |
| Fair value | $5,106,000 | 979 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,958,000 | 5,455 |
| U.S. Government securities | $9,148,000 | 5,058 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,148,000 | 4,960 |
| Securities issued by states & political subdivisions | $2,810,000 | 4,144 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 5,846 |
| Mortgage-backed securities | $3,907,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $3,907,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,907,000 | 3,800 |
| 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) | $252,000 | 2,514 |
| Available-for-sale securities (fair market value) | $11,706,000 | 5,065 |
| Total debt securities | $11,958,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $4,211,000 | 1,169 |
| Fair value | $4,218,000 | 1,170 |
| 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 | $9,901,000 | 5,821 |
| U.S. Government securities | $7,747,000 | 5,445 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,747,000 | 5,335 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,385 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $368,000 | 5,844 |
| Mortgage-backed securities | $4,061,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $4,061,000 | 3,752 |
| Issued or guaranteed by U.S. | $4,061,000 | 3,739 |
| 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) | $368,000 | 2,470 |
| Available-for-sale securities (fair market value) | $9,533,000 | 5,441 |
| Total debt securities | $9,901,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $5,441,000 | 1,114 |
| Fair value | $5,472,000 | 1,113 |
| 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 | $8,078,000 | 6,079 |
| U.S. Government securities | $6,107,000 | 5,785 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,107,000 | 5,663 |
| Securities issued by states & political subdivisions | $1,971,000 | 4,440 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,000 | 5,882 |
| Mortgage-backed securities | $4,242,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $4,242,000 | 3,634 |
| Issued or guaranteed by U.S. | $4,242,000 | 3,626 |
| 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) | $413,000 | 2,448 |
| Available-for-sale securities (fair market value) | $7,665,000 | 5,674 |
| Total debt securities | $8,078,000 | 6,045 |
| Structured notes | ||
| Amortized cost | $3,380,000 | 1,590 |
| Fair value | $3,423,000 | 1,577 |
| 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 | $5,122,000 | 6,506 |
| U.S. Government securities | $3,989,000 | 6,163 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,989,000 | 6,035 |
| Securities issued by states & political subdivisions | $1,133,000 | 4,855 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,000 | 5,942 |
| Mortgage-backed securities | $3,989,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $3,989,000 | 3,601 |
| Issued or guaranteed by U.S. | $3,989,000 | 3,592 |
| 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) | $504,000 | 2,392 |
| Available-for-sale securities (fair market value) | $4,618,000 | 6,096 |
| Total debt securities | $5,122,000 | 6,473 |
| 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 | $5,317,000 | 6,498 |
| U.S. Government securities | $4,023,000 | 6,151 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,023,000 | 6,033 |
| Securities issued by states & political subdivisions | $1,294,000 | 4,668 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,000 | 6,035 |
| Mortgage-backed securities | $3,823,000 | 4,311 |
| Certificates of participation in pools of residential mortgages | $3,823,000 | 3,643 |
| Issued or guaranteed by U.S. | $3,823,000 | 3,635 |
| 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) | $839,000 | 2,292 |
| Available-for-sale securities (fair market value) | $4,478,000 | 6,147 |
| Total debt securities | $5,317,000 | 6,457 |
| 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 | $4,989,000 | 6,641 |
| U.S. Government securities | $3,722,000 | 6,381 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,722,000 | 6,258 |
| Securities issued by states & political subdivisions | $1,267,000 | 4,660 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,000 | 6,084 |
| Mortgage-backed securities | $3,522,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $3,522,000 | 3,756 |
| Issued or guaranteed by U.S. | $3,522,000 | 3,749 |
| 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) | $840,000 | 2,351 |
| Available-for-sale securities (fair market value) | $4,149,000 | 6,285 |
| Total debt securities | $4,989,000 | 6,597 |
| 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 | $3,917,000 | 6,914 |
| U.S. Government securities | $2,603,000 | 6,777 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,603,000 | 6,669 |
| Securities issued by states & political subdivisions | $1,314,000 | 4,642 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,000 | 6,169 |
| Mortgage-backed securities | $2,403,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $2,403,000 | 4,256 |
| Issued or guaranteed by U.S. | $2,403,000 | 4,250 |
| 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) | $891,000 | 2,383 |
| Available-for-sale securities (fair market value) | $3,026,000 | 6,552 |
| Total debt securities | $3,917,000 | 6,874 |
| 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 | $3,481,000 | 7,023 |
| U.S. Government securities | $2,054,000 | 6,946 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,054,000 | 6,848 |
| Securities issued by states & political subdivisions | $1,427,000 | 4,613 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,000 | 6,217 |
| Mortgage-backed securities | $1,854,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $1,854,000 | 4,562 |
| Issued or guaranteed by U.S. | $1,854,000 | 4,554 |
| 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) | $1,001,000 | 2,368 |
| Available-for-sale securities (fair market value) | $2,480,000 | 6,688 |
| Total debt securities | $3,481,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,108,000 | 7,158 |
| U.S. Government securities | $1,740,000 | 7,100 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,740,000 | 7,005 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,695 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,000 | 6,225 |
| Mortgage-backed securities | $1,541,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 4,805 |
| Issued or guaranteed by U.S. | $1,541,000 | 4,794 |
| 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) | $1,002,000 | 2,451 |
| Available-for-sale securities (fair market value) | $2,106,000 | 6,817 |
| Total debt securities | $3,108,000 | 7,125 |
| 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 | $1,891,000 | 7,465 |
| U.S. Government securities | $880,000 | 7,394 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $880,000 | 7,310 |
| Securities issued by states & political subdivisions | $1,011,000 | 4,912 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,000 | 6,274 |
| Mortgage-backed securities | $681,000 | 5,710 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,314 |
| Issued or guaranteed by U.S. | $681,000 | 5,294 |
| 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) | $1,210,000 | 2,399 |
| Available-for-sale securities (fair market value) | $681,000 | 7,153 |
| Total debt securities | $1,891,000 | 7,422 |
| 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 | $1,574,000 | 7,595 |
| U.S. Government securities | $564,000 | 7,567 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $564,000 | 7,487 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,842 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,000 | 6,316 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,209,000 | 2,438 |
| Available-for-sale securities (fair market value) | $365,000 | 7,301 |
| Total debt securities | $1,574,000 | 7,553 |
| 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 | $1,211,000 | 7,725 |
| U.S. Government securities | $199,000 | 7,792 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $199,000 | 7,714 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,810 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,000 | 6,355 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,211,000 | 2,441 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,211,000 | 7,693 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,164,000 | 7,792 |
| U.S. Government securities | $199,000 | 7,843 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $199,000 | 7,759 |
| Securities issued by states & political subdivisions | $965,000 | 4,832 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,000 | 6,436 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,164,000 | 2,464 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,164,000 | 7,751 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,395,000 | 7,807 |
| U.S. Government securities | $199,000 | 7,899 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $199,000 | 7,823 |
| Securities issued by states & political subdivisions | $1,196,000 | 4,706 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,000 | 6,473 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,395,000 | 2,400 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $1,395,000 | 7,754 |
| 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 | $1,426,000 | 7,842 |
| U.S. Government securities | $199,000 | 7,949 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $199,000 | 7,876 |
| Securities issued by states & political subdivisions | $1,227,000 | 4,696 |
| 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 | $255,000 | 6,488 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,426,000 | 2,438 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $1,426,000 | 7,788 |
| 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 | $1,772,000 | 7,829 |
| U.S. Government securities | $299,000 | 7,989 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $299,000 | 7,893 |
| Securities issued by states & political subdivisions | $1,473,000 | 4,551 |
| 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 | $256,000 | 6,543 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,772,000 | 2,371 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $1,772,000 | 7,780 |
| 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 | $1,824,000 | 7,870 |
| U.S. Government securities | $299,000 | 8,046 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $299,000 | 7,940 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,525 |
| 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 | $256,000 | 6,567 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,824,000 | 2,410 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,824,000 | 7,821 |
| 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 | $1,965,000 | 7,892 |
| U.S. Government securities | $299,000 | 8,097 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $299,000 | 7,994 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,462 |
| 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 | $257,000 | 6,642 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,965,000 | 2,393 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $1,965,000 | 7,844 |
| 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 | $1,818,000 | 7,963 |
| U.S. Government securities | $298,000 | 8,133 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $298,000 | 8,031 |
| Securities issued by states & political subdivisions | $1,520,000 | 4,565 |
| 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 | $257,000 | 6,669 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,818,000 | 2,481 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,818,000 | 7,915 |
| 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 | $2,005,000 | 7,954 |
| U.S. Government securities | $298,000 | 8,191 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $298,000 | 8,088 |
| Securities issued by states & political subdivisions | $1,707,000 | 4,468 |
| 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 | $257,000 | 6,711 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,005,000 | 2,458 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $2,005,000 | 7,899 |
| 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 | $2,006,000 | 8,038 |
| U.S. Government securities | $298,000 | 8,269 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $298,000 | 8,168 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,490 |
| 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 | $257,000 | 6,765 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,006,000 | 2,507 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $2,006,000 | 7,988 |
| 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 | $2,213,000 | 8,041 |
| U.S. Government securities | $298,000 | 8,320 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $298,000 | 8,209 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,355 |
| 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 | $261,000 | 6,814 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,213,000 | 2,472 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $2,213,000 | 7,996 |
| 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 | $2,249,000 | 8,077 |
| U.S. Government securities | $298,000 | 8,360 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $298,000 | 8,250 |
| Securities issued by states & political subdivisions | $1,951,000 | 4,368 |
| 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 | $337,000 | 6,801 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,249,000 | 2,499 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $2,249,000 | 8,033 |
| 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 | $2,432,000 | 8,086 |
| U.S. Government securities | $298,000 | 8,406 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $298,000 | 8,294 |
| Securities issued by states & political subdivisions | $2,134,000 | 4,279 |
| 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 | $337,000 | 6,851 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,432,000 | 2,495 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $2,432,000 | 8,036 |
| 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 | $2,358,000 | 8,130 |
| U.S. Government securities | $297,000 | 8,437 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $297,000 | 8,338 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,331 |
| 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 | $337,000 | 6,885 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,358,000 | 2,541 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $2,358,000 | 8,073 |
| 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 | $2,541,000 | 8,122 |
| U.S. Government securities | $297,000 | 8,465 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $297,000 | 8,358 |
| Securities issued by states & political subdivisions | $2,244,000 | 4,205 |
| 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 | $313,000 | 6,898 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $2,541,000 | 2,535 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $2,541,000 | 8,071 |
| 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 | $2,492,000 | 8,204 |
| U.S. Government securities | $298,000 | 8,538 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $298,000 | 8,429 |
| Securities issued by states & political subdivisions | $2,194,000 | 4,239 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,000 | 6,949 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $2,492,000 | 2,575 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $2,492,000 | 8,146 |
| 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 | $2,712,000 | 8,202 |
| U.S. Government securities | $297,000 | 8,564 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $297,000 | 8,461 |
| Securities issued by states & political subdivisions | $2,415,000 | 4,105 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,000 | 6,898 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $2,712,000 | 2,538 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $2,712,000 | 8,143 |
| 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 | $2,849,000 | 8,218 |
| U.S. Government securities | $297,000 | 8,611 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $297,000 | 8,508 |
| Securities issued by states & political subdivisions | $2,552,000 | 4,026 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,000 | 6,939 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,849,000 | 2,534 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $2,849,000 | 8,158 |
| 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 | $3,028,000 | 8,236 |
| U.S. Government securities | $297,000 | 8,673 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $297,000 | 8,563 |
| Securities issued by states & political subdivisions | $2,731,000 | 3,944 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,000 | 6,847 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $3,028,000 | 2,488 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,028,000 | 8,179 |
| 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 | $2,493,000 | 8,358 |
| U.S. Government securities | $100,000 | 8,749 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $100,000 | 8,649 |
| Securities issued by states & political subdivisions | $2,393,000 | 4,113 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,000 | 6,833 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $2,493,000 | 2,639 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $2,493,000 | 8,291 |
| 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 | $2,516,000 | 8,420 |
| U.S. Government securities | $100,000 | 8,816 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $100,000 | 8,706 |
| Securities issued by states & political subdivisions | $2,416,000 | 4,143 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $574,000 | 6,798 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $2,516,000 | 2,670 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,516,000 | 8,349 |
| 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 | $2,285,000 | 8,490 |
| U.S. Government securities | $100,000 | 8,860 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $100,000 | 8,741 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,294 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,000 | 6,981 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $2,285,000 | 2,788 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,285,000 | 8,412 |
| 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 | $2,243,000 | 8,523 |
| U.S. Government securities | $100,000 | 8,892 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $100,000 | 8,767 |
| Securities issued by states & political subdivisions | $2,143,000 | 4,283 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $669,000 | 6,791 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $2,243,000 | 2,798 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $2,250,000 | 8,444 |
| 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 | $1,912,000 | 8,666 |
| U.S. Government securities | $100,000 | 8,939 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $100,000 | 8,818 |
| Securities issued by states & political subdivisions | $1,812,000 | 4,439 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $670,000 | 6,814 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,912,000 | 3,009 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $1,912,000 | 8,585 |
| 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 | $1,896,000 | 8,713 |
| U.S. Government securities | $100,000 | 8,996 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $100,000 | 8,869 |
| Securities issued by states & political subdivisions | $1,796,000 | 4,436 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $671,000 | 6,862 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $1,896,000 | 3,085 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $1,896,000 | 8,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,211,000 | 8,800 |
| U.S. Government securities | $200,000 | 9,197 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $200,000 | 9,060 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,322 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 6,811 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,211,000 | 3,095 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,216,000 | 8,714 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,011,000 | 9,002 |
| U.S. Government securities | $850,000 | 9,372 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $850,000 | 9,149 |
| Securities issued by states & political subdivisions | $2,156,000 | 4,286 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,000 | 6,744 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $2,765,000 | 3,523 |
| Available-for-sale securities (fair market value) | $246,000 | 8,907 |
| Total debt securities | $3,006,000 | 8,892 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,714,000 | 9,413 |
| U.S. Government securities | $650,000 | 9,777 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $650,000 | 9,493 |
| Securities issued by states & political subdivisions | $2,059,000 | 4,579 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,549,000 | 6,685 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $2,396,000 | 4,032 |
| Available-for-sale securities (fair market value) | $318,000 | 9,116 |
| Total debt securities | $2,709,000 | 9,317 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,755,000 | 9,580 |
| U.S. Government securities | $450,000 | 10,021 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $450,000 | 9,629 |
| Securities issued by states & political subdivisions | $2,300,000 | 4,471 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,778,000 | 6,330 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $2,094,000 | 4,683 |
| Available-for-sale securities (fair market value) | $661,000 | 9,029 |
| Total debt securities | $2,750,000 | 9,469 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,341,000 | 10,211 |
| U.S. Government securities | $462,000 | 10,555 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $462,000 | 10,031 |
| Securities issued by states & political subdivisions | $1,874,000 | 4,726 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,703,000 | 6,774 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $1,332,000 | 6,056 |
| Available-for-sale securities (fair market value) | $1,009,000 | 9,188 |
| Total debt securities | $2,336,000 | 10,116 |
| 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 | $2,176,000 | 10,811 |
| U.S. Government securities | $362,000 | 11,143 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $362,000 | 10,562 |
| Securities issued by states & political subdivisions | $1,809,000 | 4,996 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,574,000 | 7,139 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $1,257,000 | 6,808 |
| Available-for-sale securities (fair market value) | $919,000 | 9,559 |
| Total debt securities | $2,171,000 | 10,717 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,989,000 | 11,027 |
| U.S. Government securities | $1,162,000 | 11,415 |
| U.S. Treasury securities | $702,000 | 9,074 |
| U.S. Government agency obligations | $460,000 | 10,880 |
| Securities issued by states & political subdivisions | $1,822,000 | 5,106 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,457,000 | 7,520 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $1,180,000 | 7,269 |
| Available-for-sale securities (fair market value) | $1,809,000 | 9,523 |
| Total debt securities | $2,984,000 | 10,921 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,574,000 | 11,445 |
| U.S. Government securities | $1,726,000 | 11,885 |
| U.S. Treasury securities | $1,438,000 | 9,035 |
| U.S. Government agency obligations | $288,000 | 11,483 |
| Securities issued by states & political subdivisions | $1,843,000 | 5,415 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $713,000 | 8,889 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $1,030,000 | 10,727 |
| Available-for-sale securities (fair market value) | $2,544,000 | 8,436 |
| Total debt securities | $3,569,000 | 11,348 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,933,000 | 12,197 |
| U.S. Government securities | $1,352,000 | 12,541 |
| U.S. Treasury securities | $851,000 | 10,285 |
| U.S. Government agency obligations | $501,000 | 11,689 |
| Securities issued by states & political subdivisions | $1,576,000 | 5,881 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $589,000 | 9,344 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $2,928,000 | 12,075 |
| 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 | $1,429,000 | 13,309 |
| U.S. Government securities | $350,000 | 13,471 |
| U.S. Treasury securities | $350,000 | 11,624 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $1,074,000 | 6,438 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 9,447 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $1,424,000 | 13,197 |
| 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 |