Home > First Bank of Bancroft > Securities
First Bank of Bancroft, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,249,000 | 3,911 |
| U.S. Government securities | $7,157,000 | 3,803 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $7,157,000 | 3,468 |
| Securities issued by states & political subdivisions | $4,415,000 | 2,985 |
| Other domestic debt securities | $677,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $677,000 | 1,662 |
| 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 | $6,834,000 | 3,185 |
| Mortgage-backed securities | $1,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,665 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $334,000 | 1,626 |
| Available-for-sale securities (fair market value) | $11,915,000 | 3,660 |
| Total debt securities | $12,248,000 | 3,887 |
| 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 | $12,503,000 | 3,920 |
| U.S. Government securities | $6,938,000 | 3,834 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,938,000 | 3,494 |
| Securities issued by states & political subdivisions | $4,908,000 | 2,947 |
| Other domestic debt securities | $657,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $657,000 | 1,666 |
| 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 | $6,746,000 | 3,171 |
| Mortgage-backed securities | $1,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,681 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $334,000 | 1,647 |
| Available-for-sale securities (fair market value) | $12,169,000 | 3,656 |
| Total debt securities | $12,503,000 | 3,897 |
| 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 | $12,789,000 | 3,951 |
| U.S. Government securities | $6,949,000 | 3,888 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,949,000 | 3,532 |
| Securities issued by states & political subdivisions | $5,175,000 | 2,964 |
| Other domestic debt securities | $665,000 | 2,103 |
| 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 | $665,000 | 1,680 |
| 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 | $6,916,000 | 3,125 |
| Mortgage-backed securities | $2,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,000 | 3,688 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $334,000 | 1,666 |
| Available-for-sale securities (fair market value) | $12,455,000 | 3,684 |
| Total debt securities | $12,790,000 | 3,928 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $13,043,000 | 4,013 |
| U.S. Government securities | $7,041,000 | 3,953 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $7,041,000 | 3,532 |
| Securities issued by states & political subdivisions | $5,331,000 | 2,993 |
| Other domestic debt securities | $671,000 | 2,155 |
| 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 | $671,000 | 1,721 |
| 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 | $6,896,000 | 3,067 |
| Mortgage-backed securities | $3,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,000 | 3,730 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| 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) | $334,000 | 1,725 |
| Available-for-sale securities (fair market value) | $12,709,000 | 3,744 |
| Total debt securities | $13,043,000 | 3,989 |
| 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 |
| 2022-09-30 | Rank | |
| Total securities | $14,316,000 | 4,001 |
| U.S. Government securities | $7,869,000 | 3,928 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $7,869,000 | 3,488 |
| Securities issued by states & political subdivisions | $5,785,000 | 2,989 |
| Other domestic debt securities | $662,000 | 2,151 |
| 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 | $662,000 | 1,750 |
| 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 | $7,030,000 | 2,929 |
| Mortgage-backed securities | $6,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,000 | 3,778 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| 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) | $400,000 | 1,716 |
| Available-for-sale securities (fair market value) | $13,916,000 | 3,728 |
| Total debt securities | $14,316,000 | 3,978 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,173 |
| Fair value | $294,000 | 1,170 |
| 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 | $15,084,000 | 3,989 |
| U.S. Government securities | $8,165,000 | 3,915 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $8,165,000 | 3,498 |
| Securities issued by states & political subdivisions | $6,241,000 | 3,006 |
| Other domestic debt securities | $678,000 | 2,022 |
| 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 | $678,000 | 1,737 |
| 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 | $7,308,000 | 2,906 |
| Mortgage-backed securities | $7,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $7,000 | 3,873 |
| Issued or guaranteed by U.S. | $7,000 | 3,809 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $400,000 | 1,651 |
| Available-for-sale securities (fair market value) | $14,684,000 | 3,734 |
| Total debt securities | $15,086,000 | 3,973 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,143 |
| Fair value | $298,000 | 1,142 |
| 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 | $14,338,000 | 3,981 |
| U.S. Government securities | $7,828,000 | 3,860 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,828,000 | 3,496 |
| Securities issued by states & political subdivisions | $6,325,000 | 3,012 |
| Other domestic debt securities | $185,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $185,000 | 1,883 |
| 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 | $6,747,000 | 2,930 |
| Mortgage-backed securities | $10,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $10,000 | 3,879 |
| Issued or guaranteed by U.S. | $10,000 | 3,823 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $400,000 | 1,568 |
| Available-for-sale securities (fair market value) | $13,938,000 | 3,748 |
| Total debt securities | $14,339,000 | 3,966 |
| 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 | $15,415,000 | 3,873 |
| U.S. Government securities | $8,270,000 | 3,721 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,270,000 | 3,443 |
| Securities issued by states & political subdivisions | $6,747,000 | 3,013 |
| Other domestic debt securities | $398,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $398,000 | 1,770 |
| 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 | $7,086,000 | 2,921 |
| Mortgage-backed securities | $12,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $12,000 | 3,896 |
| Issued or guaranteed by U.S. | $12,000 | 3,830 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| 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) | $400,000 | 1,474 |
| Available-for-sale securities (fair market value) | $15,015,000 | 3,684 |
| Total debt securities | $15,416,000 | 3,856 |
| 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 | $15,279,000 | 3,875 |
| U.S. Government securities | $8,368,000 | 3,668 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $8,368,000 | 3,436 |
| Securities issued by states & political subdivisions | $6,508,000 | 3,035 |
| Other domestic debt securities | $403,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $403,000 | 1,707 |
| 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 | $3,637,000 | 3,357 |
| Mortgage-backed securities | $15,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $15,000 | 3,940 |
| Issued or guaranteed by U.S. | $15,000 | 3,879 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| 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) | $400,000 | 1,485 |
| Available-for-sale securities (fair market value) | $14,879,000 | 3,681 |
| Total debt securities | $15,279,000 | 3,852 |
| 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 | $15,461,000 | 3,852 |
| U.S. Government securities | $9,283,000 | 3,569 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,283,000 | 3,345 |
| Securities issued by states & political subdivisions | $5,975,000 | 3,100 |
| Other domestic debt securities | $203,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $203,000 | 1,733 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,655,000 | 3,346 |
| Mortgage-backed securities | $18,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $18,000 | 3,953 |
| Issued or guaranteed by U.S. | $18,000 | 3,890 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $400,000 | 1,471 |
| Available-for-sale securities (fair market value) | $15,061,000 | 3,650 |
| Total debt securities | $15,462,000 | 3,829 |
| 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 | $12,410,000 | 3,942 |
| U.S. Government securities | $6,562,000 | 3,719 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,562,000 | 3,534 |
| Securities issued by states & political subdivisions | $5,643,000 | 3,116 |
| Other domestic debt securities | $205,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $205,000 | 1,692 |
| 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 | $2,874,000 | 3,475 |
| Mortgage-backed securities | $21,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $21,000 | 3,939 |
| Issued or guaranteed by U.S. | $21,000 | 3,868 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,465 |
| Available-for-sale securities (fair market value) | $12,010,000 | 3,733 |
| Total debt securities | $12,410,000 | 3,916 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $11,487,000 | 3,924 |
| U.S. Government securities | $5,657,000 | 3,709 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,657,000 | 3,565 |
| Securities issued by states & political subdivisions | $5,624,000 | 3,105 |
| Other domestic debt securities | $206,000 | 2,036 |
| 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 | $206,000 | 1,627 |
| 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 | $2,883,000 | 3,483 |
| Mortgage-backed securities | $25,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $25,000 | 3,933 |
| Issued or guaranteed by U.S. | $25,000 | 3,869 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,445 |
| Available-for-sale securities (fair market value) | $11,087,000 | 3,728 |
| Total debt securities | $11,487,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $9,939,000 | 4,016 |
| U.S. Government securities | $4,882,000 | 3,825 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,882,000 | 3,668 |
| Securities issued by states & political subdivisions | $4,650,000 | 3,161 |
| Other domestic debt securities | $407,000 | 1,920 |
| 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 | $407,000 | 1,523 |
| 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 | $2,664,000 | 3,540 |
| Mortgage-backed securities | $29,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $29,000 | 3,937 |
| Issued or guaranteed by U.S. | $29,000 | 3,875 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,435 |
| Available-for-sale securities (fair market value) | $9,539,000 | 3,807 |
| Total debt securities | $9,939,000 | 3,991 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $6,138,000 | 4,294 |
| U.S. Government securities | $1,743,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,743,000 | 4,185 |
| Securities issued by states & political subdivisions | $3,986,000 | 3,220 |
| Other domestic debt securities | $409,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $409,000 | 1,477 |
| 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 | $2,510,000 | 3,603 |
| Mortgage-backed securities | $33,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $33,000 | 3,941 |
| Issued or guaranteed by U.S. | $33,000 | 3,879 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,452 |
| Available-for-sale securities (fair market value) | $5,738,000 | 4,098 |
| Total debt securities | $6,138,000 | 4,273 |
| 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 | $4,660,000 | 4,463 |
| U.S. Government securities | $236,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $236,000 | 4,591 |
| Securities issued by states & political subdivisions | $3,925,000 | 3,177 |
| Other domestic debt securities | $499,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $499,000 | 1,344 |
| 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 | $2,112,000 | 3,695 |
| Mortgage-backed securities | $36,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $36,000 | 3,973 |
| Issued or guaranteed by U.S. | $36,000 | 3,898 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,468 |
| Available-for-sale securities (fair market value) | $4,260,000 | 4,247 |
| Total debt securities | $4,660,000 | 4,440 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $5,157,000 | 4,480 |
| U.S. Government securities | $785,000 | 4,659 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $785,000 | 4,520 |
| Securities issued by states & political subdivisions | $3,820,000 | 3,208 |
| Other domestic debt securities | $552,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $552,000 | 1,246 |
| 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 | $2,432,000 | 3,707 |
| Mortgage-backed securities | $39,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $39,000 | 3,995 |
| Issued or guaranteed by U.S. | $39,000 | 3,929 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $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) | $4,757,000 | 4,267 |
| Total debt securities | $5,157,000 | 4,456 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $4,343,000 | 4,639 |
| U.S. Government securities | $589,000 | 4,788 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $589,000 | 4,656 |
| Securities issued by states & political subdivisions | $3,200,000 | 3,350 |
| Other domestic debt securities | $554,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $554,000 | 1,254 |
| 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 | $2,040,000 | 3,849 |
| Mortgage-backed securities | $43,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $43,000 | 4,029 |
| Issued or guaranteed by U.S. | $43,000 | 3,959 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,579 |
| Available-for-sale securities (fair market value) | $3,943,000 | 4,433 |
| Total debt securities | $4,344,000 | 4,621 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $4,241,000 | 4,710 |
| U.S. Government securities | $1,086,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,086,000 | 4,604 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,497 |
| Other domestic debt securities | $557,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $557,000 | 1,285 |
| 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 | $2,278,000 | 3,845 |
| Mortgage-backed securities | $46,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $46,000 | 4,053 |
| Issued or guaranteed by U.S. | $46,000 | 3,986 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,627 |
| Available-for-sale securities (fair market value) | $3,841,000 | 4,488 |
| Total debt securities | $4,241,000 | 4,690 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $4,751,000 | 4,718 |
| U.S. Government securities | $1,530,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,530,000 | 4,562 |
| Securities issued by states & political subdivisions | $2,664,000 | 3,561 |
| Other domestic debt securities | $557,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $557,000 | 1,292 |
| 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 | $2,363,000 | 3,886 |
| Mortgage-backed securities | $51,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $51,000 | 4,084 |
| Issued or guaranteed by U.S. | $51,000 | 4,017 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,651 |
| Available-for-sale securities (fair market value) | $4,351,000 | 4,490 |
| Total debt securities | $4,751,000 | 4,700 |
| Structured notes | ||
| Amortized cost | $250,000 | 876 |
| Fair value | $249,000 | 884 |
| 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 | $5,218,000 | 4,707 |
| U.S. Government securities | $2,024,000 | 4,662 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,024,000 | 4,507 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,618 |
| Other domestic debt securities | $552,000 | 1,678 |
| 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 | $552,000 | 1,300 |
| 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 | $2,345,000 | 3,930 |
| Mortgage-backed securities | $56,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $56,000 | 4,116 |
| Issued or guaranteed by U.S. | $56,000 | 4,063 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,685 |
| Available-for-sale securities (fair market value) | $4,818,000 | 4,485 |
| Total debt securities | $5,219,000 | 4,688 |
| Structured notes | ||
| Amortized cost | $250,000 | 894 |
| Fair value | $249,000 | 897 |
| 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 | $5,508,000 | 4,732 |
| U.S. Government securities | $2,019,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,019,000 | 4,577 |
| Securities issued by states & political subdivisions | $2,931,000 | 3,606 |
| Other domestic debt securities | $558,000 | 1,634 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $558,000 | 1,296 |
| 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 | $2,336,000 | 3,987 |
| Mortgage-backed securities | $62,000 | 4,338 |
| Certificates of participation in pools of residential mortgages | $62,000 | 4,166 |
| Issued or guaranteed by U.S. | $62,000 | 4,145 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $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) | $400,000 | 1,717 |
| Available-for-sale securities (fair market value) | $5,108,000 | 4,504 |
| Total debt securities | $5,509,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $249,000 | 890 |
| Fair value | $247,000 | 878 |
| 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 | $5,321,000 | 4,810 |
| U.S. Government securities | $1,524,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,524,000 | 4,709 |
| Securities issued by states & political subdivisions | $3,237,000 | 3,591 |
| Other domestic debt securities | $560,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $560,000 | 1,299 |
| 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 | $2,527,000 | 3,979 |
| Mortgage-backed securities | $67,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $67,000 | 4,209 |
| Issued or guaranteed by U.S. | $67,000 | 4,089 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $400,000 | 1,744 |
| Available-for-sale securities (fair market value) | $4,921,000 | 4,586 |
| Total debt securities | $5,321,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $249,000 | 895 |
| Fair value | $247,000 | 881 |
| 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 | $5,117,000 | 4,888 |
| U.S. Government securities | $1,535,000 | 4,928 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,535,000 | 4,794 |
| Securities issued by states & political subdivisions | $3,124,000 | 3,662 |
| Other domestic debt securities | $458,000 | 1,744 |
| 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 | $458,000 | 1,435 |
| 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 | $2,378,000 | 4,068 |
| Mortgage-backed securities | $73,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $73,000 | 4,244 |
| Issued or guaranteed by U.S. | $73,000 | 4,237 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $400,000 | 1,766 |
| Available-for-sale securities (fair market value) | $4,717,000 | 4,663 |
| Total debt securities | $5,118,000 | 4,869 |
| Structured notes | ||
| Amortized cost | $249,000 | 861 |
| Fair value | $247,000 | 850 |
| 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 | $4,647,000 | 5,007 |
| U.S. Government securities | $1,053,000 | 5,079 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,053,000 | 4,963 |
| Securities issued by states & political subdivisions | $3,394,000 | 3,664 |
| Other domestic debt securities | $200,000 | 1,896 |
| 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 | $200,000 | 1,555 |
| 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 | $2,167,000 | 4,173 |
| Mortgage-backed securities | $78,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $78,000 | 4,286 |
| Issued or guaranteed by U.S. | $78,000 | 4,281 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $400,000 | 1,795 |
| Available-for-sale securities (fair market value) | $4,247,000 | 4,761 |
| Total debt securities | $4,648,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $4,782,000 | 5,060 |
| U.S. Government securities | $1,066,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,066,000 | 5,016 |
| Securities issued by states & political subdivisions | $3,514,000 | 3,691 |
| Other domestic debt securities | $202,000 | 1,921 |
| 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 | $202,000 | 1,593 |
| 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 | $2,183,000 | 4,228 |
| Mortgage-backed securities | $85,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $85,000 | 4,340 |
| Issued or guaranteed by U.S. | $85,000 | 4,336 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $400,000 | 1,854 |
| Available-for-sale securities (fair market value) | $4,382,000 | 4,807 |
| Total debt securities | $4,783,000 | 5,035 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $4,792,000 | 5,098 |
| U.S. Government securities | $1,074,000 | 5,180 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,074,000 | 5,062 |
| Securities issued by states & political subdivisions | $3,516,000 | 3,729 |
| Other domestic debt securities | $202,000 | 1,960 |
| 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 | $202,000 | 1,624 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 4,328 |
| Mortgage-backed securities | $91,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $91,000 | 4,368 |
| Issued or guaranteed by U.S. | $91,000 | 4,363 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $400,000 | 1,884 |
| Available-for-sale securities (fair market value) | $4,392,000 | 4,852 |
| Total debt securities | $4,793,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $4,839,000 | 5,149 |
| U.S. Government securities | $1,072,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,072,000 | 5,132 |
| Securities issued by states & political subdivisions | $3,566,000 | 3,754 |
| Other domestic debt securities | $201,000 | 2,019 |
| 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 | $201,000 | 1,664 |
| 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 | $2,022,000 | 4,353 |
| Mortgage-backed securities | $99,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $99,000 | 4,426 |
| Issued or guaranteed by U.S. | $99,000 | 4,422 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $400,000 | 1,920 |
| Available-for-sale securities (fair market value) | $4,439,000 | 4,891 |
| Total debt securities | $4,839,000 | 5,122 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $4,822,000 | 5,184 |
| U.S. Government securities | $1,077,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,077,000 | 5,170 |
| Securities issued by states & political subdivisions | $3,546,000 | 3,802 |
| Other domestic debt securities | $199,000 | 2,041 |
| 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 | $199,000 | 1,681 |
| 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 | $2,011,000 | 4,396 |
| Mortgage-backed securities | $108,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $108,000 | 4,458 |
| Issued or guaranteed by U.S. | $108,000 | 4,453 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $401,000 | 1,938 |
| Available-for-sale securities (fair market value) | $4,421,000 | 4,908 |
| Total debt securities | $4,823,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,790,000 | 5,239 |
| U.S. Government securities | $1,110,000 | 5,327 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,110,000 | 5,216 |
| Securities issued by states & political subdivisions | $3,680,000 | 3,779 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,000 | 4,508 |
| Mortgage-backed securities | $115,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $115,000 | 4,489 |
| Issued or guaranteed by U.S. | $115,000 | 4,486 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $400,000 | 1,951 |
| Available-for-sale securities (fair market value) | $4,390,000 | 4,959 |
| Total debt securities | $4,791,000 | 5,214 |
| Structured notes | ||
| Amortized cost | $300,000 | 961 |
| Fair value | $300,000 | 963 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,691,000 | 5,336 |
| U.S. Government securities | $1,685,000 | 5,316 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,685,000 | 5,208 |
| Securities issued by states & political subdivisions | $3,006,000 | 3,945 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,308,000 | 4,460 |
| Mortgage-backed securities | $124,000 | 4,720 |
| Certificates of participation in pools of residential mortgages | $124,000 | 4,545 |
| Issued or guaranteed by U.S. | $124,000 | 4,540 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $400,000 | 1,990 |
| Available-for-sale securities (fair market value) | $4,291,000 | 5,056 |
| Total debt securities | $4,691,000 | 5,313 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $4,416,000 | 5,434 |
| U.S. Government securities | $1,685,000 | 5,404 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,685,000 | 5,297 |
| Securities issued by states & political subdivisions | $2,731,000 | 4,025 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,299,000 | 4,492 |
| Mortgage-backed securities | $132,000 | 4,755 |
| Certificates of participation in pools of residential mortgages | $132,000 | 4,580 |
| Issued or guaranteed by U.S. | $132,000 | 4,576 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $400,000 | 2,030 |
| Available-for-sale securities (fair market value) | $4,016,000 | 5,138 |
| Total debt securities | $4,417,000 | 5,411 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,227,000 | 5,515 |
| U.S. Government securities | $1,929,000 | 5,424 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,929,000 | 5,319 |
| Securities issued by states & political subdivisions | $2,298,000 | 4,177 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,108,000 | 4,885 |
| Mortgage-backed securities | $139,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $139,000 | 4,606 |
| Issued or guaranteed by U.S. | $139,000 | 4,602 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $401,000 | 2,070 |
| Available-for-sale securities (fair market value) | $3,826,000 | 5,212 |
| Total debt securities | $4,226,000 | 5,489 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,963,000 | 5,522 |
| U.S. Government securities | $2,395,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,395,000 | 5,316 |
| Securities issued by states & political subdivisions | $2,568,000 | 4,144 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,000 | 4,885 |
| Mortgage-backed securities | $149,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $149,000 | 4,652 |
| Issued or guaranteed by U.S. | $149,000 | 4,647 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $400,000 | 2,090 |
| Available-for-sale securities (fair market value) | $4,563,000 | 5,200 |
| Total debt securities | $4,963,000 | 5,497 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,707 |
| Fair value | $200,000 | 1,711 |
| 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 | $5,247,000 | 5,566 |
| U.S. Government securities | $2,639,000 | 5,457 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,639,000 | 5,362 |
| Securities issued by states & political subdivisions | $2,608,000 | 4,164 |
| 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 | $1,304,000 | 4,928 |
| Mortgage-backed securities | $158,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $158,000 | 4,719 |
| Issued or guaranteed by U.S. | $158,000 | 4,716 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $400,000 | 2,129 |
| Available-for-sale securities (fair market value) | $4,847,000 | 5,245 |
| Total debt securities | $5,246,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,851 |
| Fair value | $197,000 | 1,860 |
| 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 | $5,754,000 | 5,573 |
| U.S. Government securities | $3,102,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,102,000 | 5,348 |
| Securities issued by states & political subdivisions | $2,652,000 | 4,165 |
| 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 | $1,307,000 | 4,986 |
| Mortgage-backed securities | $168,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $168,000 | 4,769 |
| Issued or guaranteed by U.S. | $168,000 | 4,762 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $400,000 | 2,128 |
| Available-for-sale securities (fair market value) | $5,354,000 | 5,246 |
| Total debt securities | $5,755,000 | 5,550 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,962 |
| Fair value | $198,000 | 1,993 |
| 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 | $6,517,000 | 5,577 |
| U.S. Government securities | $3,726,000 | 5,434 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,726,000 | 5,332 |
| Securities issued by states & political subdivisions | $2,641,000 | 4,223 |
| 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 | $150,000 | 290 |
| 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 | $1,303,000 | 5,059 |
| Mortgage-backed securities | $176,000 | 5,042 |
| Certificates of participation in pools of residential mortgages | $176,000 | 4,838 |
| Issued or guaranteed by U.S. | $176,000 | 4,832 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $400,000 | 2,157 |
| Available-for-sale securities (fair market value) | $6,117,000 | 5,248 |
| Total debt securities | $6,518,000 | 5,554 |
| Structured notes | ||
| Amortized cost | $842,000 | 1,632 |
| Fair value | $843,000 | 1,627 |
| 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 | $6,825,000 | 5,635 |
| U.S. Government securities | $3,710,000 | 5,513 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,710,000 | 5,413 |
| Securities issued by states & political subdivisions | $2,963,000 | 4,163 |
| 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 | $152,000 | 282 |
| 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 | $1,299,000 | 5,134 |
| Mortgage-backed securities | $188,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $188,000 | 4,912 |
| Issued or guaranteed by U.S. | $188,000 | 4,909 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $400,000 | 2,193 |
| Available-for-sale securities (fair market value) | $6,425,000 | 5,300 |
| Total debt securities | $6,824,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $841,000 | 1,736 |
| Fair value | $838,000 | 1,733 |
| 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 | $7,649,000 | 5,613 |
| U.S. Government securities | $3,731,000 | 5,584 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,731,000 | 5,478 |
| Securities issued by states & political subdivisions | $3,765,000 | 4,005 |
| 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 | $153,000 | 285 |
| 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 | $1,282,000 | 5,195 |
| Mortgage-backed securities | $199,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $199,000 | 4,954 |
| Issued or guaranteed by U.S. | $199,000 | 4,951 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $400,000 | 2,209 |
| Available-for-sale securities (fair market value) | $7,249,000 | 5,250 |
| Total debt securities | $7,650,000 | 5,592 |
| Structured notes | ||
| Amortized cost | $840,000 | 1,773 |
| Fair value | $834,000 | 1,772 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,015,000 | 5,721 |
| U.S. Government securities | $2,860,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,860,000 | 5,682 |
| Securities issued by states & political subdivisions | $4,001,000 | 3,973 |
| 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 | $154,000 | 285 |
| 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 | $1,006,000 | 5,350 |
| Mortgage-backed securities | $212,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $212,000 | 5,000 |
| Issued or guaranteed by U.S. | $212,000 | 4,996 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $400,000 | 2,213 |
| Available-for-sale securities (fair market value) | $6,615,000 | 5,372 |
| Total debt securities | $7,016,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $839,000 | 1,809 |
| Fair value | $819,000 | 1,810 |
| 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 | $6,494,000 | 5,819 |
| U.S. Government securities | $2,358,000 | 5,926 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,358,000 | 5,829 |
| Securities issued by states & political subdivisions | $3,981,000 | 4,008 |
| 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 | $155,000 | 289 |
| 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 | $1,008,000 | 5,402 |
| Mortgage-backed securities | $223,000 | 5,245 |
| Certificates of participation in pools of residential mortgages | $223,000 | 5,027 |
| Issued or guaranteed by U.S. | $223,000 | 5,022 |
| 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) | $400,000 | 2,219 |
| Available-for-sale securities (fair market value) | $6,094,000 | 5,468 |
| Total debt securities | $6,495,000 | 5,796 |
| Structured notes | ||
| Amortized cost | $838,000 | 1,807 |
| Fair value | $799,000 | 1,817 |
| 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 | $6,745,000 | 5,855 |
| U.S. Government securities | $2,373,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,373,000 | 5,892 |
| Securities issued by states & political subdivisions | $4,216,000 | 3,948 |
| 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 | $156,000 | 299 |
| 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 | $1,010,000 | 5,454 |
| Mortgage-backed securities | $235,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,058 |
| Issued or guaranteed by U.S. | $235,000 | 5,052 |
| 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) | $400,000 | 2,209 |
| Available-for-sale securities (fair market value) | $6,345,000 | 5,505 |
| Total debt securities | $6,746,000 | 5,828 |
| Structured notes | ||
| Amortized cost | $838,000 | 1,801 |
| Fair value | $804,000 | 1,808 |
| 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 | $4,711,000 | 6,121 |
| U.S. Government securities | $1,092,000 | 6,274 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,092,000 | 6,176 |
| Securities issued by states & political subdivisions | $3,462,000 | 4,144 |
| 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 | $157,000 | 287 |
| 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 | $814,000 | 5,584 |
| Mortgage-backed securities | $257,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,035 |
| Issued or guaranteed by U.S. | $257,000 | 5,028 |
| 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) | $400,000 | 2,149 |
| Available-for-sale securities (fair market value) | $4,311,000 | 5,781 |
| Total debt securities | $4,711,000 | 6,093 |
| Structured notes | ||
| Amortized cost | $644,000 | 1,856 |
| Fair value | $631,000 | 1,856 |
| 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 | $5,100,000 | 6,116 |
| U.S. Government securities | $398,000 | 6,530 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $398,000 | 6,426 |
| Securities issued by states & political subdivisions | $3,133,000 | 4,218 |
| Other domestic debt securities | $1,198,000 | 1,881 |
| 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 | $1,198,000 | 1,421 |
| Foreign debt securities | $371,000 | 256 |
| 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 | $818,000 | 5,630 |
| Mortgage-backed securities | $1,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,560 |
| Issued or guaranteed by U.S. | $1,000 | 5,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $400,000 | 2,145 |
| Available-for-sale securities (fair market value) | $4,700,000 | 5,786 |
| Total debt securities | $5,099,000 | 6,092 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,154 |
| Fair value | $396,000 | 2,165 |
| 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 | $5,113,000 | 6,159 |
| U.S. Government securities | $400,000 | 6,581 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $400,000 | 6,481 |
| Securities issued by states & political subdivisions | $3,142,000 | 4,221 |
| Other domestic debt securities | $1,201,000 | 1,849 |
| 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 | $1,201,000 | 1,380 |
| Foreign debt securities | $370,000 | 249 |
| 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 | $820,000 | 5,653 |
| Mortgage-backed securities | $1,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,000 | 5,583 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $400,000 | 2,176 |
| Available-for-sale securities (fair market value) | $4,713,000 | 5,816 |
| Total debt securities | $5,113,000 | 6,132 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,196 |
| Fair value | $399,000 | 2,208 |
| 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 | $4,897,000 | 6,276 |
| U.S. Government securities | $402,000 | 6,689 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $402,000 | 6,598 |
| Securities issued by states & political subdivisions | $2,922,000 | 4,283 |
| Other domestic debt securities | $1,573,000 | 1,761 |
| 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 | $1,573,000 | 1,325 |
| 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 | $811,000 | 5,740 |
| Mortgage-backed securities | $1,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,691 |
| Issued or guaranteed by U.S. | $1,000 | 5,680 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $400,000 | 2,227 |
| Available-for-sale securities (fair market value) | $4,497,000 | 5,927 |
| Total debt securities | $4,897,000 | 6,249 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,396 |
| Fair value | $401,000 | 2,399 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $4,650,000 | 6,378 |
| U.S. Government securities | $402,000 | 6,764 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $402,000 | 6,669 |
| Securities issued by states & political subdivisions | $2,707,000 | 4,326 |
| Other domestic debt securities | $1,541,000 | 1,779 |
| 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 | $1,541,000 | 1,335 |
| 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 | $815,000 | 5,811 |
| Mortgage-backed securities | $1,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,727 |
| Issued or guaranteed by U.S. | $1,000 | 5,717 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $400,000 | 2,248 |
| Available-for-sale securities (fair market value) | $4,250,000 | 6,001 |
| Total debt securities | $4,650,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,651 |
| Fair value | $401,000 | 2,650 |
| 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 | $4,346,000 | 6,467 |
| U.S. Government securities | $200,000 | 6,883 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $200,000 | 6,784 |
| Securities issued by states & political subdivisions | $2,594,000 | 4,275 |
| Other domestic debt securities | $1,552,000 | 1,751 |
| 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 | $1,552,000 | 1,309 |
| 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 | $814,000 | 5,849 |
| Mortgage-backed securities | $2,000 | 5,945 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,749 |
| Issued or guaranteed by U.S. | $2,000 | 5,741 |
| 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) | $400,000 | 2,294 |
| Available-for-sale securities (fair market value) | $3,946,000 | 6,101 |
| Total debt securities | $4,346,000 | 6,438 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,030 |
| Fair value | $197,000 | 3,043 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $5,037,000 | 6,396 |
| U.S. Government securities | $851,000 | 6,747 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $851,000 | 6,656 |
| Securities issued by states & political subdivisions | $2,699,000 | 4,223 |
| Other domestic debt securities | $1,487,000 | 1,754 |
| 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 | $1,487,000 | 1,249 |
| 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 | $917,000 | 5,522 |
| Mortgage-backed securities | $2,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,751 |
| Issued or guaranteed by U.S. | $2,000 | 5,740 |
| 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) | $400,000 | 2,396 |
| Available-for-sale securities (fair market value) | $4,637,000 | 5,999 |
| Total debt securities | $5,038,000 | 6,370 |
| Structured notes | ||
| Amortized cost | $648,000 | 2,499 |
| Fair value | $648,000 | 2,497 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $8,739,000 | 5,908 |
| U.S. Government securities | $4,483,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,483,000 | 5,889 |
| Securities issued by states & political subdivisions | $2,706,000 | 4,184 |
| Other domestic debt securities | $1,550,000 | 1,729 |
| 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 | $1,550,000 | 1,208 |
| 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 | $921,000 | 5,551 |
| Mortgage-backed securities | $2,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,772 |
| Issued or guaranteed by U.S. | $2,000 | 5,760 |
| 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) | $400,000 | 2,420 |
| Available-for-sale securities (fair market value) | $8,339,000 | 5,527 |
| Total debt securities | $8,740,000 | 5,870 |
| Structured notes | ||
| Amortized cost | $4,048,000 | 1,191 |
| Fair value | $4,074,000 | 1,192 |
| 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 | $8,278,000 | 6,064 |
| U.S. Government securities | $4,129,000 | 6,212 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,129,000 | 6,089 |
| Securities issued by states & political subdivisions | $2,538,000 | 4,230 |
| Other domestic debt securities | $1,611,000 | 1,661 |
| 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 | $1,611,000 | 1,117 |
| 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 | $916,000 | 5,591 |
| Mortgage-backed securities | $3,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,779 |
| Issued or guaranteed by U.S. | $3,000 | 5,772 |
| 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) | $66,000 | 2,804 |
| Available-for-sale securities (fair market value) | $8,212,000 | 5,618 |
| Total debt securities | $8,279,000 | 6,032 |
| Structured notes | ||
| Amortized cost | $3,897,000 | 1,421 |
| Fair value | $3,922,000 | 1,415 |
| 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 | $5,660,000 | 6,458 |
| U.S. Government securities | $2,501,000 | 6,581 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,501,000 | 6,465 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,514 |
| Other domestic debt securities | $1,397,000 | 1,793 |
| 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 | $1,397,000 | 1,217 |
| 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 | $407,000 | 5,868 |
| Mortgage-backed securities | $3,000 | 6,036 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,791 |
| Issued or guaranteed by U.S. | $3,000 | 5,779 |
| 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) | $66,000 | 2,827 |
| Available-for-sale securities (fair market value) | $5,594,000 | 5,995 |
| Total debt securities | $5,661,000 | 6,424 |
| Structured notes | ||
| Amortized cost | $2,097,000 | 1,959 |
| Fair value | $2,091,000 | 1,955 |
| 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 | $3,894,000 | 6,732 |
| U.S. Government securities | $1,251,000 | 6,866 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,251,000 | 6,743 |
| Securities issued by states & political subdivisions | $1,770,000 | 4,511 |
| Other domestic debt securities | $873,000 | 2,223 |
| 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 | $873,000 | 1,476 |
| 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 | $409,000 | 5,924 |
| Mortgage-backed securities | $3,000 | 6,071 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,796 |
| Issued or guaranteed by U.S. | $3,000 | 5,785 |
| 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) | $66,000 | 2,861 |
| Available-for-sale securities (fair market value) | $3,828,000 | 6,239 |
| Total debt securities | $3,895,000 | 6,700 |
| Structured notes | ||
| Amortized cost | $847,000 | 2,573 |
| Fair value | $839,000 | 2,570 |
| 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 | $3,599,000 | 6,824 |
| U.S. Government securities | $1,118,000 | 6,942 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,118,000 | 6,829 |
| Securities issued by states & political subdivisions | $1,899,000 | 4,388 |
| Other domestic debt securities | $582,000 | 2,454 |
| 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 | $582,000 | 1,604 |
| 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 | $412,000 | 6,019 |
| Mortgage-backed securities | $3,000 | 6,132 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,843 |
| Issued or guaranteed by U.S. | $3,000 | 5,828 |
| 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) | $66,000 | 2,933 |
| Available-for-sale securities (fair market value) | $3,533,000 | 6,325 |
| Total debt securities | $3,599,000 | 6,791 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,930 |
| Fair value | $452,000 | 2,929 |
| 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 | $3,047,000 | 7,016 |
| U.S. Government securities | $1,126,000 | 7,071 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,126,000 | 6,961 |
| Securities issued by states & political subdivisions | $1,658,000 | 4,460 |
| Other domestic debt securities | $263,000 | 2,764 |
| 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 | $263,000 | 1,845 |
| 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 | $413,000 | 6,068 |
| Mortgage-backed securities | $14,000 | 6,083 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,788 |
| Issued or guaranteed by U.S. | $14,000 | 5,777 |
| 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) | $66,000 | 3,008 |
| Available-for-sale securities (fair market value) | $2,981,000 | 6,506 |
| Total debt securities | $3,047,000 | 6,976 |
| Structured notes | ||
| Amortized cost | $448,000 | 3,018 |
| Fair value | $450,000 | 3,024 |
| 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 | $2,537,000 | 7,185 |
| U.S. Government securities | $727,000 | 7,280 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $727,000 | 7,175 |
| Securities issued by states & political subdivisions | $1,810,000 | 4,387 |
| 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 | $413,000 | 6,146 |
| Mortgage-backed securities | $17,000 | 6,166 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,876 |
| Issued or guaranteed by U.S. | $17,000 | 5,865 |
| 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) | $66,000 | 3,063 |
| Available-for-sale securities (fair market value) | $2,471,000 | 6,658 |
| Total debt securities | $2,537,000 | 7,146 |
| Structured notes | ||
| Amortized cost | $199,000 | 2,972 |
| Fair value | $197,000 | 2,970 |
| 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 | $2,575,000 | 7,204 |
| U.S. Government securities | $786,000 | 7,292 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $786,000 | 7,190 |
| Securities issued by states & political subdivisions | $1,789,000 | 4,434 |
| 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 | $566,000 | 6,091 |
| Mortgage-backed securities | $18,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,931 |
| Issued or guaranteed by U.S. | $18,000 | 5,917 |
| 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) | $66,000 | 3,125 |
| Available-for-sale securities (fair market value) | $2,509,000 | 6,678 |
| Total debt securities | $2,575,000 | 7,166 |
| 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 | $2,723,000 | 7,248 |
| U.S. Government securities | $789,000 | 7,365 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $789,000 | 7,275 |
| Securities issued by states & political subdivisions | $1,934,000 | 4,407 |
| 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 | $643,000 | 6,086 |
| Mortgage-backed securities | $18,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,017 |
| Issued or guaranteed by U.S. | $18,000 | 5,997 |
| 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) | $66,000 | 3,203 |
| Available-for-sale securities (fair market value) | $2,657,000 | 6,712 |
| Total debt securities | $2,723,000 | 7,208 |
| 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 | $2,084,000 | 7,415 |
| U.S. Government securities | $947,000 | 7,380 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $947,000 | 7,296 |
| Securities issued by states & political subdivisions | $1,137,000 | 4,826 |
| 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 | $642,000 | 6,114 |
| Mortgage-backed securities | $25,000 | 6,320 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,038 |
| Issued or guaranteed by U.S. | $25,000 | 6,016 |
| 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) | $66,000 | 3,247 |
| Available-for-sale securities (fair market value) | $2,018,000 | 6,881 |
| Total debt securities | $2,084,000 | 7,371 |
| Structured notes | ||
| Amortized cost | $147,000 | 1,937 |
| Fair value | $151,000 | 1,932 |
| 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 | $2,744,000 | 7,347 |
| U.S. Government securities | $1,600,000 | 7,278 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,600,000 | 7,195 |
| Securities issued by states & political subdivisions | $1,144,000 | 4,747 |
| 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 | $430,000 | 6,297 |
| Mortgage-backed securities | $25,000 | 6,374 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,100 |
| Issued or guaranteed by U.S. | $25,000 | 6,084 |
| 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) | $66,000 | 3,289 |
| Available-for-sale securities (fair market value) | $2,678,000 | 6,789 |
| Total debt securities | $2,744,000 | 7,305 |
| Structured notes | ||
| Amortized cost | $147,000 | 1,669 |
| Fair value | $151,000 | 1,663 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,246,000 | 7,310 |
| U.S. Government securities | $2,122,000 | 7,223 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,122,000 | 7,139 |
| Securities issued by states & political subdivisions | $1,124,000 | 4,728 |
| 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 | $431,000 | 6,336 |
| Mortgage-backed securities | $26,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,130 |
| Issued or guaranteed by U.S. | $25,000 | 6,110 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,391 |
| 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) | $66,000 | 3,304 |
| Available-for-sale securities (fair market value) | $3,180,000 | 6,731 |
| Total debt securities | $3,247,000 | 7,269 |
| Structured notes | ||
| Amortized cost | $294,000 | 1,575 |
| Fair value | $301,000 | 1,558 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,579,000 | 7,263 |
| U.S. Government securities | $2,399,000 | 7,194 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,399,000 | 7,096 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,675 |
| 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 | $373,000 | 6,387 |
| Mortgage-backed securities | $37,000 | 6,374 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,099 |
| Issued or guaranteed by U.S. | $37,000 | 6,077 |
| 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) | $67,000 | 3,325 |
| Available-for-sale securities (fair market value) | $3,512,000 | 6,670 |
| Total debt securities | $3,579,000 | 7,221 |
| Structured notes | ||
| Amortized cost | $294,000 | 1,573 |
| Fair value | $298,000 | 1,561 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,502,000 | 7,342 |
| U.S. Government securities | $2,479,000 | 7,226 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,479,000 | 7,137 |
| Securities issued by states & political subdivisions | $1,023,000 | 4,826 |
| 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 | $371,000 | 6,421 |
| Mortgage-backed securities | $38,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,113 |
| Issued or guaranteed by U.S. | $38,000 | 6,087 |
| 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) | $66,000 | 3,348 |
| Available-for-sale securities (fair market value) | $3,436,000 | 6,756 |
| Total debt securities | $3,500,000 | 7,285 |
| Structured notes | ||
| Amortized cost | $293,000 | 1,622 |
| Fair value | $298,000 | 1,610 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,189,000 | 7,655 |
| U.S. Government securities | $1,296,000 | 7,598 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,296,000 | 7,511 |
| Securities issued by states & political subdivisions | $893,000 | 4,952 |
| 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 | $722,000 | 6,243 |
| Mortgage-backed securities | $39,000 | 6,391 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,110 |
| Issued or guaranteed by U.S. | $38,000 | 6,080 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,374 |
| 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) | $66,000 | 3,391 |
| Available-for-sale securities (fair market value) | $2,123,000 | 7,044 |
| Total debt securities | $2,189,000 | 7,604 |
| Structured notes | ||
| Amortized cost | $293,000 | 1,775 |
| Fair value | $300,000 | 1,764 |
| 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 | $1,875,000 | 7,806 |
| U.S. Government securities | $990,000 | 7,827 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $990,000 | 7,720 |
| Securities issued by states & political subdivisions | $885,000 | 4,977 |
| 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 | $717,000 | 6,298 |
| Mortgage-backed securities | $47,000 | 6,305 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,013 |
| Issued or guaranteed by U.S. | $46,000 | 5,992 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,332 |
| 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) | $66,000 | 3,450 |
| Available-for-sale securities (fair market value) | $1,809,000 | 7,165 |
| Total debt securities | $1,875,000 | 7,759 |
| Structured notes | ||
| Amortized cost | $293,000 | 2,270 |
| Fair value | $299,000 | 2,263 |
| 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 | $1,914,000 | 7,852 |
| U.S. Government securities | $999,000 | 7,857 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $999,000 | 7,751 |
| Securities issued by states & political subdivisions | $915,000 | 4,977 |
| 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 | $663,000 | 6,344 |
| Mortgage-backed securities | $49,000 | 6,266 |
| Certificates of participation in pools of residential mortgages | $48,000 | 5,965 |
| Issued or guaranteed by U.S. | $48,000 | 5,942 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| 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) | $66,000 | 3,517 |
| Available-for-sale securities (fair market value) | $1,848,000 | 7,186 |
| Total debt securities | $1,914,000 | 7,805 |
| 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 | $1,810,000 | 7,924 |
| U.S. Government securities | $842,000 | 7,957 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $842,000 | 7,849 |
| Securities issued by states & political subdivisions | $968,000 | 4,957 |
| 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 | $804,000 | 6,338 |
| Mortgage-backed securities | $50,000 | 6,285 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,980 |
| Issued or guaranteed by U.S. | $49,000 | 5,958 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,295 |
| 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) | $66,000 | 3,558 |
| Available-for-sale securities (fair market value) | $1,744,000 | 7,236 |
| Total debt securities | $1,810,000 | 7,875 |
| 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 | $2,074,000 | 7,890 |
| U.S. Government securities | $1,097,000 | 7,914 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,097,000 | 7,808 |
| Securities issued by states & political subdivisions | $977,000 | 4,984 |
| 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 | $821,000 | 6,353 |
| Mortgage-backed securities | $51,000 | 6,301 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,998 |
| Issued or guaranteed by U.S. | $50,000 | 5,974 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,299 |
| 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) | $66,000 | 3,629 |
| Available-for-sale securities (fair market value) | $2,008,000 | 7,194 |
| Total debt securities | $2,074,000 | 7,841 |
| 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 | $1,422,000 | 8,100 |
| U.S. Government securities | $997,000 | 8,003 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $997,000 | 7,897 |
| Securities issued by states & political subdivisions | $425,000 | 5,541 |
| 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 | $818,000 | 6,384 |
| Mortgage-backed securities | $53,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,006 |
| Issued or guaranteed by U.S. | $52,000 | 5,981 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,314 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,422,000 | 7,386 |
| Total debt securities | $1,422,000 | 8,054 |
| 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 | $1,320,000 | 8,197 |
| U.S. Government securities | $896,000 | 8,118 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $896,000 | 8,012 |
| Securities issued by states & political subdivisions | $424,000 | 5,602 |
| 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 | $815,000 | 6,451 |
| Mortgage-backed securities | $54,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,044 |
| Issued or guaranteed by U.S. | $53,000 | 6,013 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,305 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,320,000 | 7,453 |
| Total debt securities | $1,321,000 | 8,154 |
| 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 | $1,374,000 | 8,233 |
| U.S. Government securities | $885,000 | 8,170 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $885,000 | 8,054 |
| Securities issued by states & political subdivisions | $489,000 | 5,548 |
| 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 | $801,000 | 6,497 |
| Mortgage-backed securities | $55,000 | 6,396 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,087 |
| Issued or guaranteed by U.S. | $54,000 | 6,059 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,300 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,374,000 | 7,473 |
| Total debt securities | $1,372,000 | 8,194 |
| 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 | $1,387,000 | 8,274 |
| U.S. Government securities | $895,000 | 8,213 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $895,000 | 8,096 |
| Securities issued by states & political subdivisions | $492,000 | 5,577 |
| 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 | $811,000 | 6,519 |
| Mortgage-backed securities | $57,000 | 6,429 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,110 |
| Issued or guaranteed by U.S. | $56,000 | 6,087 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,297 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,387,000 | 7,520 |
| Total debt securities | $1,387,000 | 8,236 |
| 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 | $1,396,000 | 8,320 |
| U.S. Government securities | $899,000 | 8,260 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $899,000 | 8,137 |
| Securities issued by states & political subdivisions | $497,000 | 5,585 |
| 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 | $814,000 | 6,544 |
| Mortgage-backed securities | $59,000 | 6,496 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,158 |
| Issued or guaranteed by U.S. | $58,000 | 6,136 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,322 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,396,000 | 7,561 |
| Total debt securities | $1,397,000 | 8,275 |
| 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 | $1,308,000 | 8,370 |
| U.S. Government securities | $706,000 | 8,334 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $706,000 | 8,227 |
| Securities issued by states & political subdivisions | $602,000 | 5,479 |
| 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 | $695,000 | 6,640 |
| Mortgage-backed securities | $61,000 | 6,525 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,188 |
| Issued or guaranteed by U.S. | $60,000 | 6,169 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,332 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,308,000 | 7,612 |
| Total debt securities | $1,308,000 | 8,326 |
| 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 | $1,317,000 | 8,387 |
| U.S. Government securities | $710,000 | 8,354 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $710,000 | 8,242 |
| Securities issued by states & political subdivisions | $607,000 | 5,479 |
| 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 | $450,000 | 6,833 |
| Mortgage-backed securities | $62,000 | 6,561 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,234 |
| Issued or guaranteed by U.S. | $61,000 | 6,214 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,366 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,317,000 | 7,631 |
| Total debt securities | $1,318,000 | 8,346 |
| 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 | $1,620,000 | 8,403 |
| U.S. Government securities | $852,000 | 8,389 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $852,000 | 8,268 |
| Securities issued by states & political subdivisions | $564,000 | 5,536 |
| Other domestic debt securities | $204,000 | 3,104 |
| 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 | $204,000 | 2,632 |
| 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 | $344,000 | 6,935 |
| Mortgage-backed securities | $65,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,308 |
| Issued or guaranteed by U.S. | $64,000 | 6,290 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,415 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,620,000 | 7,638 |
| Total debt securities | $1,620,000 | 8,351 |
| 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 | $1,668,000 | 8,429 |
| U.S. Government securities | $887,000 | 8,404 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $887,000 | 8,288 |
| Securities issued by states & political subdivisions | $577,000 | 5,552 |
| Other domestic debt securities | $204,000 | 3,162 |
| 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 | $204,000 | 2,703 |
| 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 | $401,000 | 6,908 |
| Mortgage-backed securities | $86,000 | 6,631 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,286 |
| Issued or guaranteed by U.S. | $85,000 | 6,271 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,449 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,668,000 | 7,650 |
| Total debt securities | $1,668,000 | 8,374 |
| 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 | $2,157,000 | 8,366 |
| U.S. Government securities | $1,295,000 | 8,334 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,295,000 | 8,203 |
| Securities issued by states & political subdivisions | $657,000 | 5,493 |
| Other domestic debt securities | $205,000 | 3,226 |
| 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 | $205,000 | 2,774 |
| 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 | $406,000 | 6,948 |
| Mortgage-backed securities | $89,000 | 6,659 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,306 |
| Issued or guaranteed by U.S. | $88,000 | 6,293 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,464 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,157,000 | 7,562 |
| Total debt securities | $2,157,000 | 8,314 |
| 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 | $2,011,000 | 8,472 |
| U.S. Government securities | $1,286,000 | 8,404 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,286,000 | 8,271 |
| Securities issued by states & political subdivisions | $519,000 | 5,701 |
| Other domestic debt securities | $206,000 | 3,316 |
| 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 | $206,000 | 2,875 |
| 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 | $394,000 | 7,004 |
| Mortgage-backed securities | $105,000 | 6,693 |
| Certificates of participation in pools of residential mortgages | $104,000 | 6,331 |
| Issued or guaranteed by U.S. | $104,000 | 6,314 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,923 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,545 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,011,000 | 7,673 |
| Total debt securities | $2,011,000 | 8,419 |
| 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 | $2,093,000 | 8,452 |
| U.S. Government securities | $1,520,000 | 8,303 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,520,000 | 8,165 |
| Securities issued by states & political subdivisions | $362,000 | 5,956 |
| Other domestic debt securities | $211,000 | 3,407 |
| 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 | $211,000 | 2,948 |
| 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 | $515,000 | 6,846 |
| Mortgage-backed securities | $150,000 | 6,629 |
| Certificates of participation in pools of residential mortgages | $148,000 | 6,242 |
| Issued or guaranteed by U.S. | $148,000 | 6,220 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,596 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,093,000 | 7,653 |
| Total debt securities | $2,094,000 | 8,388 |
| 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 | $2,277,000 | 8,473 |
| U.S. Government securities | $1,700,000 | 8,323 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,700,000 | 8,176 |
| Securities issued by states & political subdivisions | $365,000 | 5,996 |
| Other domestic debt securities | $212,000 | 3,449 |
| 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 | $212,000 | 3,082 |
| 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 | $501,000 | 6,889 |
| Mortgage-backed securities | $187,000 | 6,608 |
| Certificates of participation in pools of residential mortgages | $185,000 | 6,226 |
| Issued or guaranteed by U.S. | $185,000 | 6,201 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,000 | 4,036 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,808 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $2,277,000 | 7,654 |
| Total debt securities | $2,277,000 | 8,403 |
| 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 | $2,060,000 | 8,544 |
| U.S. Government securities | $693,000 | 8,670 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $693,000 | 8,536 |
| Securities issued by states & political subdivisions | $852,000 | 5,412 |
| Other domestic debt securities | $515,000 | 3,145 |
| 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 | $515,000 | 2,808 |
| 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 | $584,000 | 6,825 |
| Mortgage-backed securities | $191,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $189,000 | 6,264 |
| Issued or guaranteed by U.S. | $189,000 | 6,236 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,000 | 4,131 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,890 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,060,000 | 7,725 |
| Total debt securities | $2,059,000 | 8,468 |
| 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 | $1,800,000 | 8,638 |
| U.S. Government securities | $394,000 | 8,791 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $394,000 | 8,661 |
| Securities issued by states & political subdivisions | $889,000 | 5,337 |
| Other domestic debt securities | $517,000 | 3,225 |
| 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 | $517,000 | 2,870 |
| 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 | $587,000 | 6,841 |
| Mortgage-backed securities | $41,000 | 7,054 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,720 |
| Issued or guaranteed by U.S. | $38,000 | 6,701 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,000 | 4,282 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,047 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,800,000 | 7,820 |
| Total debt securities | $1,799,000 | 8,563 |
| 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 | $2,210,000 | 8,587 |
| U.S. Government securities | $399,000 | 8,834 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $399,000 | 8,702 |
| Securities issued by states & political subdivisions | $1,090,000 | 5,050 |
| Other domestic debt securities | $721,000 | 3,052 |
| 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 | $721,000 | 2,708 |
| 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 | $587,000 | 6,874 |
| Mortgage-backed securities | $46,000 | 7,074 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,719 |
| Issued or guaranteed by U.S. | $43,000 | 6,700 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,000 | 4,366 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,136 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,210,000 | 7,739 |
| Total debt securities | $2,210,000 | 8,503 |
| 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 | $2,322,000 | 8,605 |
| U.S. Government securities | $411,000 | 8,883 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $411,000 | 8,747 |
| Securities issued by states & political subdivisions | $1,093,000 | 5,065 |
| Other domestic debt securities | $818,000 | 2,980 |
| 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 | $818,000 | 2,636 |
| 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 | $1,268,000 | 6,393 |
| Mortgage-backed securities | $55,000 | 7,063 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,671 |
| Issued or guaranteed by U.S. | $51,000 | 6,651 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,000 | 4,410 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 4,188 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,322,000 | 7,721 |
| Total debt securities | $2,322,000 | 8,515 |
| 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 | $3,487,000 | 8,433 |
| U.S. Government securities | $933,000 | 8,934 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $933,000 | 8,769 |
| Securities issued by states & political subdivisions | $1,549,000 | 4,693 |
| Other domestic debt securities | $1,005,000 | 2,909 |
| 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 | $1,005,000 | 2,510 |
| 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 | $799,000 | 6,939 |
| Mortgage-backed securities | $71,000 | 7,064 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,646 |
| Issued or guaranteed by U.S. | $64,000 | 6,624 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,000 | 4,484 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 4,258 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,487,000 | 7,465 |
| Total debt securities | $3,487,000 | 8,329 |
| 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 | $4,778,000 | 8,435 |
| U.S. Government securities | $2,375,000 | 8,847 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,375,000 | 8,534 |
| Securities issued by states & political subdivisions | $1,603,000 | 4,726 |
| Other domestic debt securities | $796,000 | 2,651 |
| 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 | $796,000 | 2,331 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 7,427 |
| Mortgage-backed securities | $142,000 | 6,762 |
| Certificates of participation in pools of residential mortgages | $81,000 | 6,467 |
| Issued or guaranteed by U.S. | $81,000 | 6,446 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $61,000 | 4,016 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,822 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,778,000 | 7,315 |
| Total debt securities | $4,774,000 | 8,320 |
| 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 | $5,638,000 | 8,447 |
| U.S. Government securities | $2,899,000 | 8,974 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,899,000 | 8,518 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,756 |
| Other domestic debt securities | $892,000 | 2,480 |
| 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 | $892,000 | 2,100 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $808,000 | 7,387 |
| Mortgage-backed securities | $216,000 | 6,946 |
| Certificates of participation in pools of residential mortgages | $114,000 | 6,680 |
| Issued or guaranteed by U.S. | $114,000 | 6,662 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $102,000 | 4,182 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,991 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,638,000 | 7,214 |
| Total debt securities | $5,634,000 | 8,336 |
| 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 | $4,856,000 | 8,812 |
| U.S. Government securities | $2,031,000 | 9,424 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,031,000 | 8,725 |
| Securities issued by states & political subdivisions | $2,376,000 | 4,434 |
| Other domestic debt securities | $445,000 | 2,829 |
| 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 | $445,000 | 2,368 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,000 | 7,618 |
| Mortgage-backed securities | $283,000 | 7,037 |
| Certificates of participation in pools of residential mortgages | $164,000 | 6,762 |
| Issued or guaranteed by U.S. | $164,000 | 6,742 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $119,000 | 4,435 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 4,256 |
| 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) | $210,000 | 6,235 |
| Available-for-sale securities (fair market value) | $4,646,000 | 7,492 |
| Total debt securities | $4,852,000 | 8,699 |
| 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 | $4,739,000 | 9,344 |
| U.S. Government securities | $1,949,000 | 10,054 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,949,000 | 9,090 |
| Securities issued by states & political subdivisions | $2,045,000 | 4,572 |
| Other domestic debt securities | $741,000 | 2,058 |
| 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 | $741,000 | 1,638 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,000 | 8,373 |
| Mortgage-backed securities | $487,000 | 7,008 |
| Certificates of participation in pools of residential mortgages | $221,000 | 6,855 |
| Issued or guaranteed by U.S. | $221,000 | 6,833 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $266,000 | 4,362 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 4,206 |
| 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) | $210,000 | 7,059 |
| Available-for-sale securities (fair market value) | $4,529,000 | 7,668 |
| Total debt securities | $4,735,000 | 9,239 |
| 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 | $4,980,000 | 9,790 |
| U.S. Government securities | $2,949,000 | 10,181 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,949,000 | 8,871 |
| Securities issued by states & political subdivisions | $1,280,000 | 5,662 |
| Other domestic debt securities | $747,000 | 2,336 |
| 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 | $747,000 | 1,783 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,000 | 8,895 |
| Mortgage-backed securities | $650,000 | 7,290 |
| Certificates of participation in pools of residential mortgages | $301,000 | 7,164 |
| Issued or guaranteed by U.S. | $301,000 | 7,145 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $349,000 | 4,727 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 4,550 |
| 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) | $721,000 | 7,245 |
| Available-for-sale securities (fair market value) | $4,259,000 | 8,104 |
| Total debt securities | $4,976,000 | 9,671 |
| Structured notes | ||
| Amortized cost | $150,000 | 3,503 |
| Fair value | $150,000 | 3,505 |
| 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 | $4,230,000 | 10,541 |
| U.S. Government securities | $2,923,000 | 10,632 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,923,000 | 9,058 |
| Securities issued by states & political subdivisions | $1,094,000 | 6,173 |
| Other domestic debt securities | $209,000 | 3,962 |
| 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 | $209,000 | 3,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,000 | 9,588 |
| Mortgage-backed securities | $803,000 | 7,557 |
| Certificates of participation in pools of residential mortgages | $391,000 | 7,290 |
| Issued or guaranteed by U.S. | $391,000 | 7,255 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $412,000 | 5,064 |
| CMOs issued by government agencies or sponsored agencies | $412,000 | 4,869 |
| 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) | $1,319,000 | 7,168 |
| Available-for-sale securities (fair market value) | $2,911,000 | 8,983 |
| Total debt securities | $4,226,000 | 10,442 |
| Structured notes | ||
| Amortized cost | $150,000 | 4,417 |
| Fair value | $146,000 | 4,427 |
| 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 | $3,704,000 | 11,376 |
| U.S. Government securities | $1,872,000 | 11,829 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,872,000 | 10,071 |
| Securities issued by states & political subdivisions | $1,528,000 | 5,804 |
| Other domestic debt securities | $300,000 | 4,144 |
| 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 | $300,000 | 3,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,000 | 9,972 |
| Mortgage-backed securities | $841,000 | 7,991 |
| Certificates of participation in pools of residential mortgages | $465,000 | 7,479 |
| Issued or guaranteed by U.S. | $465,000 | 7,447 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $376,000 | 5,526 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 5,295 |
| 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) | $1,779,000 | 10,196 |
| Available-for-sale securities (fair market value) | $1,925,000 | 8,944 |
| Total debt securities | $3,700,000 | 11,281 |
| 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 | $4,332,000 | 11,597 |
| U.S. Government securities | $2,238,000 | 12,086 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,238,000 | 10,036 |
| Securities issued by states & political subdivisions | $1,890,000 | 5,456 |
| Other domestic debt securities | $200,000 | 5,291 |
| 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 | $200,000 | 4,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,000 | 10,168 |
| Mortgage-backed securities | $1,015,000 | 8,417 |
| Certificates of participation in pools of residential mortgages | $624,000 | 7,773 |
| Issued or guaranteed by U.S. | $624,000 | 7,725 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $391,000 | 5,952 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 5,704 |
| 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 | $4,328,000 | 11,467 |
| 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 | $4,071,000 | 12,089 |
| U.S. Government securities | $2,430,000 | 12,440 |
| U.S. Treasury securities | $104,000 | 12,008 |
| U.S. Government agency obligations | $2,326,000 | 10,193 |
| Securities issued by states & political subdivisions | $1,437,000 | 5,795 |
| Other domestic debt securities | $200,000 | 6,170 |
| 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 | $200,000 | 4,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,619 |
| 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 | 10,109 |
| Mortgage-backed securities | $847,000 | 9,175 |
| Certificates of participation in pools of residential mortgages | $847,000 | 7,811 |
| Issued or guaranteed by U.S. | $847,000 | 7,750 |
| 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 | $4,067,000 | 11,958 |
| 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 |