| 2023-12-31 | Rank |
| Total securities | $62,454,000 | 2,312 |
| U.S. Government securities | $53,036,000 | 1,799 |
| U.S. Treasury securities | $43,885,000 | 515 |
| U.S. Government agency obligations | $9,151,000 | 3,306 |
| Securities issued by states & political subdivisions | $7,530,000 | 2,663 |
| Other domestic debt securities | $1,888,000 | 1,794 |
| 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 | $1,888,000 | 1,370 |
| 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 | $14,913,000 | 2,622 |
| Mortgage-backed securities | $8,654,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,264,000 | 2,294 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,046 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $62,454,000 | 2,089 |
| Total debt securities | $62,454,000 | 2,295 |
| 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 | $61,792,000 | 2,305 |
| U.S. Government securities | $52,502,000 | 1,799 |
| U.S. Treasury securities | $43,166,000 | 535 |
| U.S. Government agency obligations | $9,336,000 | 3,276 |
| Securities issued by states & political subdivisions | $7,419,000 | 2,683 |
| Other domestic debt securities | $1,871,000 | 1,787 |
| 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 | $1,871,000 | 1,365 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,998,000 | 3,065 |
| Mortgage-backed securities | $8,844,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,366,000 | 2,284 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,478,000 | 1,989 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $61,792,000 | 2,073 |
| Total debt securities | $61,793,000 | 2,289 |
| 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 | $62,443,000 | 2,359 |
| U.S. Government securities | $53,360,000 | 1,830 |
| U.S. Treasury securities | $43,418,000 | 541 |
| U.S. Government agency obligations | $9,942,000 | 3,276 |
| Securities issued by states & political subdivisions | $7,213,000 | 2,756 |
| Other domestic debt securities | $1,870,000 | 1,793 |
| 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 | $1,870,000 | 1,375 |
| 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 | $9,291,000 | 2,942 |
| Mortgage-backed securities | $9,453,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,890,000 | 2,270 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,563,000 | 1,977 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $62,443,000 | 2,127 |
| Total debt securities | $62,443,000 | 2,343 |
| 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 | $69,577,000 | 2,287 |
| U.S. Government securities | $59,295,000 | 1,783 |
| U.S. Treasury securities | $48,825,000 | 526 |
| U.S. Government agency obligations | $10,470,000 | 3,259 |
| Securities issued by states & political subdivisions | $8,352,000 | 2,706 |
| Other domestic debt securities | $1,930,000 | 1,818 |
| 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 | $1,930,000 | 1,405 |
| 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 | $10,280,000 | 2,792 |
| Mortgage-backed securities | $9,980,000 | 2,642 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,311,000 | 2,286 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,669,000 | 1,987 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $69,577,000 | 2,039 |
| Total debt securities | $69,577,000 | 2,265 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $78,591,000 | 2,136 |
| U.S. Government securities | $69,315,000 | 1,626 |
| U.S. Treasury securities | $58,343,000 | 487 |
| U.S. Government agency obligations | $10,972,000 | 3,232 |
| Securities issued by states & political subdivisions | $7,367,000 | 2,822 |
| Other domestic debt securities | $1,909,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,909,000 | 1,432 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,634,000 | 2,669 |
| Mortgage-backed securities | $10,485,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,734,000 | 2,266 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,751,000 | 1,986 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $78,591,000 | 1,913 |
| Total debt securities | $78,593,000 | 2,121 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $69,748,000 | 2,315 |
| U.S. Government securities | $60,281,000 | 1,802 |
| U.S. Treasury securities | $47,902,000 | 581 |
| U.S. Government agency obligations | $12,379,000 | 3,134 |
| Securities issued by states & political subdivisions | $7,579,000 | 2,830 |
| Other domestic debt securities | $1,888,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,888,000 | 1,437 |
| 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 | $11,352,000 | 2,572 |
| Mortgage-backed securities | $10,893,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,035,000 | 2,248 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,858,000 | 1,975 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $69,748,000 | 2,080 |
| Total debt securities | $69,749,000 | 2,298 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $53,348,000 | 2,699 |
| U.S. Government securities | $43,228,000 | 2,231 |
| U.S. Treasury securities | $29,517,000 | 839 |
| U.S. Government agency obligations | $13,711,000 | 3,071 |
| Securities issued by states & political subdivisions | $7,998,000 | 2,841 |
| Other domestic debt securities | $2,122,000 | 1,675 |
| 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 | $2,122,000 | 1,374 |
| 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 | $12,453,000 | 2,509 |
| Mortgage-backed securities | $11,717,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $9,736,000 | 2,280 |
| Issued or guaranteed by U.S. | $9,736,000 | 2,220 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,981,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 1,972 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $53,348,000 | 2,498 |
| Total debt securities | $53,349,000 | 2,686 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $46,905,000 | 2,857 |
| U.S. Government securities | $34,875,000 | 2,426 |
| U.S. Treasury securities | $19,869,000 | 948 |
| U.S. Government agency obligations | $15,006,000 | 2,977 |
| Securities issued by states & political subdivisions | $9,724,000 | 2,683 |
| Other domestic debt securities | $2,306,000 | 1,635 |
| 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 | $2,306,000 | 1,332 |
| 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 | $13,407,000 | 2,407 |
| Mortgage-backed securities | $12,991,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $10,854,000 | 2,213 |
| Issued or guaranteed by U.S. | $10,854,000 | 2,163 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,137,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $2,137,000 | 1,947 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $46,905,000 | 2,660 |
| Total debt securities | $46,903,000 | 2,840 |
| 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 | $28,711,000 | 3,330 |
| U.S. Government securities | $17,428,000 | 3,101 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $17,428,000 | 2,811 |
| Securities issued by states & political subdivisions | $9,134,000 | 2,773 |
| Other domestic debt securities | $2,149,000 | 1,602 |
| 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 | $2,149,000 | 1,284 |
| 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 | $13,615,000 | 2,391 |
| Mortgage-backed securities | $14,377,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $12,031,000 | 2,120 |
| Issued or guaranteed by U.S. | $12,031,000 | 2,059 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,346,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $2,346,000 | 1,902 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $28,711,000 | 3,145 |
| Total debt securities | $28,712,000 | 3,310 |
| 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 | $31,597,000 | 3,199 |
| U.S. Government securities | $19,998,000 | 2,875 |
| U.S. Treasury securities | $501,000 | 1,905 |
| U.S. Government agency obligations | $19,497,000 | 2,688 |
| Securities issued by states & political subdivisions | $9,439,000 | 2,743 |
| Other domestic debt securities | $2,160,000 | 1,528 |
| 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 | $2,160,000 | 1,212 |
| 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 | $13,549,000 | 2,373 |
| Mortgage-backed securities | $15,920,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $13,227,000 | 2,045 |
| Issued or guaranteed by U.S. | $13,227,000 | 1,991 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,693,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,693,000 | 1,861 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $31,597,000 | 3,020 |
| Total debt securities | $31,597,000 | 3,178 |
| 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 | $34,217,000 | 3,054 |
| U.S. Government securities | $22,586,000 | 2,674 |
| U.S. Treasury securities | $1,005,000 | 1,656 |
| U.S. Government agency obligations | $21,581,000 | 2,542 |
| Securities issued by states & political subdivisions | $9,443,000 | 2,722 |
| Other domestic debt securities | $2,188,000 | 1,486 |
| 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 | $2,188,000 | 1,152 |
| 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 | $12,777,000 | 2,403 |
| Mortgage-backed securities | $16,982,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $14,015,000 | 1,953 |
| Issued or guaranteed by U.S. | $14,015,000 | 1,907 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,967,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $2,967,000 | 1,787 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $34,217,000 | 2,867 |
| Total debt securities | $34,218,000 | 3,031 |
| 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 | $37,047,000 | 2,842 |
| U.S. Government securities | $23,754,000 | 2,466 |
| U.S. Treasury securities | $1,511,000 | 1,229 |
| U.S. Government agency obligations | $22,243,000 | 2,382 |
| Securities issued by states & political subdivisions | $11,180,000 | 2,519 |
| Other domestic debt securities | $2,113,000 | 1,455 |
| 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 | $2,113,000 | 1,096 |
| 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 | $12,583,000 | 2,397 |
| Mortgage-backed securities | $17,116,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $13,847,000 | 1,904 |
| Issued or guaranteed by U.S. | $13,847,000 | 1,848 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,269,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,269,000 | 1,699 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $37,047,000 | 2,670 |
| Total debt securities | $37,046,000 | 2,826 |
| 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 | $35,511,000 | 2,794 |
| U.S. Government securities | $21,736,000 | 2,445 |
| U.S. Treasury securities | $2,019,000 | 826 |
| U.S. Government agency obligations | $19,717,000 | 2,413 |
| Securities issued by states & political subdivisions | $11,658,000 | 2,449 |
| Other domestic debt securities | $2,117,000 | 1,411 |
| 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 | $2,117,000 | 1,060 |
| 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 | $12,947,000 | 2,363 |
| Mortgage-backed securities | $14,062,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $10,507,000 | 2,046 |
| Issued or guaranteed by U.S. | $10,507,000 | 1,992 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,555,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $3,555,000 | 1,688 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $35,511,000 | 2,619 |
| Total debt securities | $35,511,000 | 2,773 |
| 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 | $32,047,000 | 2,824 |
| U.S. Government securities | $18,537,000 | 2,577 |
| U.S. Treasury securities | $2,530,000 | 755 |
| U.S. Government agency obligations | $16,007,000 | 2,604 |
| Securities issued by states & political subdivisions | $11,435,000 | 2,355 |
| Other domestic debt securities | $2,075,000 | 1,400 |
| 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 | $2,075,000 | 1,038 |
| 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 | $12,094,000 | 2,417 |
| Mortgage-backed securities | $10,326,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $6,453,000 | 2,466 |
| Issued or guaranteed by U.S. | $6,453,000 | 2,391 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,873,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $3,873,000 | 1,673 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $32,047,000 | 2,644 |
| Total debt securities | $32,047,000 | 2,804 |
| 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 | $35,290,000 | 2,657 |
| U.S. Government securities | $20,825,000 | 2,440 |
| U.S. Treasury securities | $3,042,000 | 738 |
| U.S. Government agency obligations | $17,783,000 | 2,490 |
| Securities issued by states & political subdivisions | $12,465,000 | 2,204 |
| Other domestic debt securities | $2,000,000 | 1,353 |
| 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 | $2,000,000 | 1,010 |
| 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 | $14,162,000 | 2,274 |
| Mortgage-backed securities | $11,080,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $6,903,000 | 2,374 |
| Issued or guaranteed by U.S. | $6,903,000 | 2,307 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,177,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $4,177,000 | 1,678 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $35,290,000 | 2,482 |
| Total debt securities | $35,292,000 | 2,635 |
| 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 | $34,286,000 | 2,638 |
| U.S. Government securities | $22,231,000 | 2,373 |
| U.S. Treasury securities | $3,553,000 | 718 |
| U.S. Government agency obligations | $18,678,000 | 2,463 |
| Securities issued by states & political subdivisions | $12,055,000 | 2,117 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,177,000 | 2,354 |
| Mortgage-backed securities | $11,497,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $7,170,000 | 2,359 |
| Issued or guaranteed by U.S. | $7,170,000 | 2,287 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,327,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $4,327,000 | 1,665 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $34,286,000 | 2,470 |
| Total debt securities | $34,285,000 | 2,618 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $2,246,000 | 4,744 |
| U.S. Government securities | $192,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $192,000 | 4,672 |
| Securities issued by states & political subdivisions | $2,054,000 | 3,560 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $192,000 | 4,284 |
| Mortgage-backed securities | $192,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $192,000 | 3,865 |
| Issued or guaranteed by U.S. | $192,000 | 3,799 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,246,000 | 4,500 |
| Total debt securities | $2,247,000 | 4,720 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $2,042,000 | 4,858 |
| U.S. Government securities | $206,000 | 4,872 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $206,000 | 4,749 |
| Securities issued by states & political subdivisions | $1,836,000 | 3,645 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $206,000 | 4,349 |
| Mortgage-backed securities | $206,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $206,000 | 3,890 |
| Issued or guaranteed by U.S. | $206,000 | 3,821 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,042,000 | 4,605 |
| Total debt securities | $2,042,000 | 4,832 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $2,025,000 | 4,910 |
| U.S. Government securities | $217,000 | 4,924 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $217,000 | 4,805 |
| Securities issued by states & political subdivisions | $1,808,000 | 3,708 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,000 | 4,390 |
| Mortgage-backed securities | $217,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $217,000 | 3,908 |
| Issued or guaranteed by U.S. | $217,000 | 3,844 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,025,000 | 4,644 |
| Total debt securities | $2,025,000 | 4,885 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $2,012,000 | 4,964 |
| U.S. Government securities | $225,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $225,000 | 4,860 |
| Securities issued by states & political subdivisions | $1,787,000 | 3,774 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $225,000 | 4,437 |
| Mortgage-backed securities | $225,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $225,000 | 3,939 |
| Issued or guaranteed by U.S. | $225,000 | 3,868 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,012,000 | 4,694 |
| Total debt securities | $2,012,000 | 4,939 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $2,005,000 | 5,013 |
| U.S. Government securities | $235,000 | 5,018 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $235,000 | 4,900 |
| Securities issued by states & political subdivisions | $1,770,000 | 3,828 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $235,000 | 4,479 |
| Mortgage-backed securities | $235,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $235,000 | 3,969 |
| Issued or guaranteed by U.S. | $235,000 | 3,913 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,005,000 | 4,746 |
| Total debt securities | $2,005,000 | 4,991 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $2,008,000 | 5,078 |
| U.S. Government securities | $245,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $245,000 | 4,969 |
| Securities issued by states & political subdivisions | $1,763,000 | 3,877 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $245,000 | 4,534 |
| Mortgage-backed securities | $245,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $245,000 | 4,024 |
| Issued or guaranteed by U.S. | $245,000 | 4,004 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,008,000 | 4,807 |
| Total debt securities | $2,008,000 | 5,055 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $2,032,000 | 5,135 |
| U.S. Government securities | $259,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $259,000 | 5,013 |
| Securities issued by states & political subdivisions | $1,773,000 | 3,930 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $259,000 | 4,580 |
| Mortgage-backed securities | $259,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $259,000 | 4,068 |
| Issued or guaranteed by U.S. | $259,000 | 3,933 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,032,000 | 4,864 |
| Total debt securities | $2,033,000 | 5,114 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $273,000 | 5,395 |
| U.S. Government securities | $273,000 | 5,192 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $273,000 | 5,089 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $273,000 | 4,647 |
| Mortgage-backed securities | $273,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $273,000 | 4,101 |
| Issued or guaranteed by U.S. | $273,000 | 4,094 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $273,000 | 5,112 |
| Total debt securities | $273,000 | 5,375 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $293,000 | 5,452 |
| U.S. Government securities | $293,000 | 5,237 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $293,000 | 5,141 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $293,000 | 4,722 |
| Mortgage-backed securities | $293,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $293,000 | 4,135 |
| Issued or guaranteed by U.S. | $293,000 | 4,130 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $293,000 | 5,169 |
| Total debt securities | $293,000 | 5,435 |
| 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 | $311,000 | 5,514 |
| U.S. Government securities | $311,000 | 5,292 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $311,000 | 5,192 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $311,000 | 4,768 |
| Mortgage-backed securities | $311,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $311,000 | 4,181 |
| Issued or guaranteed by U.S. | $311,000 | 4,177 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $311,000 | 5,219 |
| Total debt securities | $311,000 | 5,495 |
| 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 | $335,000 | 5,565 |
| U.S. Government securities | $335,000 | 5,342 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $335,000 | 5,240 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $335,000 | 4,806 |
| Mortgage-backed securities | $335,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $335,000 | 4,201 |
| Issued or guaranteed by U.S. | $335,000 | 4,196 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $335,000 | 5,266 |
| Total debt securities | $335,000 | 5,545 |
| 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 | $353,000 | 5,632 |
| U.S. Government securities | $353,000 | 5,410 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $353,000 | 5,307 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $353,000 | 4,855 |
| Mortgage-backed securities | $353,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $353,000 | 4,259 |
| Issued or guaranteed by U.S. | $353,000 | 4,255 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $353,000 | 5,326 |
| Total debt securities | $353,000 | 5,613 |
| 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 | $377,000 | 5,683 |
| U.S. Government securities | $377,000 | 5,447 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $377,000 | 5,352 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $377,000 | 4,895 |
| Mortgage-backed securities | $377,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $377,000 | 4,284 |
| Issued or guaranteed by U.S. | $377,000 | 4,278 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $377,000 | 5,369 |
| Total debt securities | $368,000 | 5,665 |
| 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 | $397,000 | 5,741 |
| U.S. Government securities | $397,000 | 5,510 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $397,000 | 5,415 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $397,000 | 4,964 |
| Mortgage-backed securities | $397,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $397,000 | 4,300 |
| Issued or guaranteed by U.S. | $397,000 | 4,297 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $397,000 | 5,421 |
| Total debt securities | $397,000 | 5,723 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $418,000 | 5,821 |
| U.S. Government securities | $418,000 | 5,602 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $418,000 | 5,512 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $418,000 | 5,042 |
| Mortgage-backed securities | $418,000 | 4,559 |
| Certificates of participation in pools of residential mortgages | $418,000 | 4,348 |
| Issued or guaranteed by U.S. | $418,000 | 4,343 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $418,000 | 5,498 |
| Total debt securities | $418,000 | 5,803 |
| 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 | $432,000 | 5,888 |
| U.S. Government securities | $432,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $432,000 | 5,576 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $432,000 | 5,091 |
| Mortgage-backed securities | $432,000 | 4,595 |
| Certificates of participation in pools of residential mortgages | $432,000 | 4,376 |
| Issued or guaranteed by U.S. | $432,000 | 4,372 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $432,000 | 5,550 |
| Total debt securities | $432,000 | 5,870 |
| 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 | $444,000 | 5,947 |
| U.S. Government securities | $444,000 | 5,730 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $444,000 | 5,638 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $444,000 | 5,131 |
| Mortgage-backed securities | $444,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $444,000 | 4,397 |
| Issued or guaranteed by U.S. | $444,000 | 4,394 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $444,000 | 5,599 |
| Total debt securities | $444,000 | 5,927 |
| 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 | $461,000 | 6,028 |
| U.S. Government securities | $461,000 | 5,821 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $461,000 | 5,735 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $461,000 | 5,204 |
| Mortgage-backed securities | $461,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $461,000 | 4,449 |
| Issued or guaranteed by U.S. | $461,000 | 4,445 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $461,000 | 5,675 |
| Total debt securities | $461,000 | 6,008 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $482,000 | 6,104 |
| U.S. Government securities | $482,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $482,000 | 5,808 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $482,000 | 5,252 |
| Mortgage-backed securities | $482,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $482,000 | 4,519 |
| Issued or guaranteed by U.S. | $482,000 | 4,516 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $482,000 | 5,743 |
| Total debt securities | $482,000 | 6,083 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $505,000 | 6,161 |
| U.S. Government securities | $505,000 | 5,962 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $505,000 | 5,874 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $505,000 | 5,282 |
| Mortgage-backed securities | $505,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $505,000 | 4,561 |
| Issued or guaranteed by U.S. | $505,000 | 4,556 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $505,000 | 5,799 |
| Total debt securities | $505,000 | 6,139 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $511,000 | 6,252 |
| U.S. Government securities | $511,000 | 6,057 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $511,000 | 5,960 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $511,000 | 5,361 |
| Mortgage-backed securities | $511,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $511,000 | 4,636 |
| Issued or guaranteed by U.S. | $511,000 | 4,631 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $511,000 | 5,887 |
| Total debt securities | $511,000 | 6,229 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $522,000 | 6,335 |
| U.S. Government securities | $522,000 | 6,134 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $522,000 | 6,045 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $522,000 | 5,433 |
| Mortgage-backed securities | $522,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $522,000 | 4,718 |
| Issued or guaranteed by U.S. | $522,000 | 4,714 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $522,000 | 5,967 |
| Total debt securities | $522,000 | 6,312 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $754,000 | 6,372 |
| U.S. Government securities | $754,000 | 6,157 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $754,000 | 6,061 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $452,000 | 5,526 |
| Mortgage-backed securities | $754,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $735,000 | 4,664 |
| Issued or guaranteed by U.S. | $735,000 | 4,661 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,369 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $754,000 | 6,002 |
| Total debt securities | $754,000 | 6,347 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $811,000 | 6,432 |
| U.S. Government securities | $811,000 | 6,201 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $811,000 | 6,100 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $489,000 | 5,558 |
| Mortgage-backed securities | $811,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $791,000 | 4,683 |
| Issued or guaranteed by U.S. | $791,000 | 4,678 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,405 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $811,000 | 6,055 |
| Total debt securities | $812,000 | 6,406 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $881,000 | 6,498 |
| U.S. Government securities | $861,000 | 6,250 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $861,000 | 6,148 |
| Securities issued by states & political subdivisions | $20,000 | 5,488 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $523,000 | 5,610 |
| Mortgage-backed securities | $861,000 | 4,958 |
| Certificates of participation in pools of residential mortgages | $840,000 | 4,678 |
| Issued or guaranteed by U.S. | $840,000 | 4,673 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $21,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,403 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $881,000 | 6,122 |
| Total debt securities | $881,000 | 6,473 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $949,000 | 6,560 |
| U.S. Government securities | $929,000 | 6,309 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $929,000 | 6,212 |
| Securities issued by states & political subdivisions | $20,000 | 5,531 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $570,000 | 5,648 |
| Mortgage-backed securities | $929,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $906,000 | 4,692 |
| Issued or guaranteed by U.S. | $906,000 | 4,688 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,435 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $949,000 | 6,181 |
| Total debt securities | $949,000 | 6,529 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $1,057,000 | 6,571 |
| U.S. Government securities | $1,037,000 | 6,285 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,037,000 | 6,187 |
| Securities issued by states & political subdivisions | $20,000 | 5,534 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $640,000 | 5,644 |
| Mortgage-backed securities | $1,037,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,013,000 | 4,622 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,454 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,057,000 | 6,191 |
| Total debt securities | $1,058,000 | 6,539 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $1,225,000 | 6,614 |
| U.S. Government securities | $1,204,000 | 6,298 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,204,000 | 6,188 |
| Securities issued by states & political subdivisions | $21,000 | 5,572 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $753,000 | 5,659 |
| Mortgage-backed securities | $1,204,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,600 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,475 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,225,000 | 6,230 |
| Total debt securities | $1,232,000 | 6,584 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $1,409,000 | 6,644 |
| U.S. Government securities | $1,368,000 | 6,310 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,368,000 | 6,201 |
| Securities issued by states & political subdivisions | $41,000 | 5,601 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $543,000 | 5,779 |
| Mortgage-backed securities | $1,368,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $1,341,000 | 4,565 |
| Issued or guaranteed by U.S. | $1,341,000 | 4,564 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $27,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,528 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,409,000 | 6,249 |
| Total debt securities | $1,410,000 | 6,612 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $1,609,000 | 6,712 |
| U.S. Government securities | $1,568,000 | 6,386 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,568,000 | 6,285 |
| Securities issued by states & political subdivisions | $41,000 | 5,649 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $628,000 | 5,818 |
| Mortgage-backed securities | $1,568,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $1,538,000 | 4,600 |
| Issued or guaranteed by U.S. | $1,538,000 | 4,598 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $30,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,591 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,609,000 | 6,300 |
| Total debt securities | $1,608,000 | 6,677 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $1,780,000 | 6,760 |
| U.S. Government securities | $1,739,000 | 6,442 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,739,000 | 6,341 |
| Securities issued by states & political subdivisions | $41,000 | 5,676 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $700,000 | 5,863 |
| Mortgage-backed securities | $1,739,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $1,707,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,707,000 | 4,585 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $32,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,598 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,780,000 | 6,349 |
| Total debt securities | $1,781,000 | 6,727 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $2,005,000 | 6,790 |
| U.S. Government securities | $1,964,000 | 6,481 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,964,000 | 6,386 |
| Securities issued by states & political subdivisions | $41,000 | 5,676 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $802,000 | 5,855 |
| Mortgage-backed securities | $1,964,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $1,930,000 | 4,531 |
| Issued or guaranteed by U.S. | $1,930,000 | 4,527 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $34,000 | 3,795 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,617 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,005,000 | 6,370 |
| Total debt securities | $2,005,000 | 6,754 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $2,267,000 | 6,789 |
| U.S. Government securities | $2,205,000 | 6,435 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,205,000 | 6,340 |
| Securities issued by states & political subdivisions | $62,000 | 5,661 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $915,000 | 5,523 |
| Mortgage-backed securities | $2,205,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,169,000 | 4,382 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $36,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,480 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,267,000 | 6,335 |
| Total debt securities | $2,267,000 | 6,751 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $2,590,000 | 6,808 |
| U.S. Government securities | $2,528,000 | 6,421 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,528,000 | 6,317 |
| Securities issued by states & political subdivisions | $62,000 | 5,685 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,076,000 | 5,459 |
| Mortgage-backed securities | $2,528,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 4,234 |
| Issued or guaranteed by U.S. | $2,490,000 | 4,219 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $38,000 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,466 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,590,000 | 6,343 |
| Total debt securities | $2,590,000 | 6,772 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $2,726,000 | 6,875 |
| U.S. Government securities | $2,664,000 | 6,507 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,664,000 | 6,398 |
| Securities issued by states & political subdivisions | $62,000 | 5,687 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,149,000 | 5,467 |
| Mortgage-backed securities | $2,664,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,624,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,624,000 | 4,156 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $40,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,449 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,726,000 | 6,406 |
| Total debt securities | $2,726,000 | 6,841 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $2,828,000 | 6,911 |
| U.S. Government securities | $2,765,000 | 6,521 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,765,000 | 6,401 |
| Securities issued by states & political subdivisions | $63,000 | 5,717 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,209,000 | 5,481 |
| Mortgage-backed securities | $2,765,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 4,081 |
| Issued or guaranteed by U.S. | $2,723,000 | 4,070 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $42,000 | 3,697 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,406 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,828,000 | 6,432 |
| Total debt securities | $2,827,000 | 6,873 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $3,100,000 | 6,871 |
| U.S. Government securities | $3,018,000 | 6,388 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,018,000 | 6,261 |
| Securities issued by states & political subdivisions | $82,000 | 5,732 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $704,000 | 5,765 |
| Mortgage-backed securities | $3,018,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $2,971,000 | 3,900 |
| Issued or guaranteed by U.S. | $2,971,000 | 3,891 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $47,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,381 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,100,000 | 6,367 |
| Total debt securities | $3,099,000 | 6,827 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $3,564,000 | 6,827 |
| U.S. Government securities | $3,480,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,480,000 | 6,180 |
| Securities issued by states & political subdivisions | $84,000 | 5,722 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $826,000 | 5,808 |
| Mortgage-backed securities | $3,480,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $3,431,000 | 3,756 |
| Issued or guaranteed by U.S. | $3,431,000 | 3,748 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $49,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,366 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,564,000 | 6,319 |
| Total debt securities | $3,564,000 | 6,794 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $4,278,000 | 6,778 |
| U.S. Government securities | $3,705,000 | 6,388 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,705,000 | 6,264 |
| Securities issued by states & political subdivisions | $573,000 | 5,128 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $885,000 | 5,839 |
| Mortgage-backed securities | $3,705,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $3,654,000 | 3,722 |
| Issued or guaranteed by U.S. | $3,654,000 | 3,716 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $51,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,292 |
| 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) | $490,000 | 2,554 |
| Available-for-sale securities (fair market value) | $3,788,000 | 6,355 |
| Total debt securities | $4,278,000 | 6,732 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $4,467,000 | 6,815 |
| U.S. Government securities | $3,793,000 | 6,455 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,793,000 | 6,342 |
| Securities issued by states & political subdivisions | $674,000 | 5,076 |
| 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 | $911,000 | 5,898 |
| Mortgage-backed securities | $3,793,000 | 4,396 |
| Certificates of participation in pools of residential mortgages | $3,739,000 | 3,805 |
| Issued or guaranteed by U.S. | $3,739,000 | 3,798 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $54,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,264 |
| 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) | $490,000 | 2,599 |
| Available-for-sale securities (fair market value) | $3,977,000 | 6,385 |
| Total debt securities | $4,468,000 | 6,776 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $4,692,000 | 6,793 |
| U.S. Government securities | $3,997,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,997,000 | 6,288 |
| Securities issued by states & political subdivisions | $695,000 | 5,106 |
| 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 | $945,000 | 5,950 |
| Mortgage-backed securities | $3,997,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $3,938,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,938,000 | 3,824 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $59,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,256 |
| 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) | $490,000 | 2,652 |
| Available-for-sale securities (fair market value) | $4,202,000 | 6,365 |
| Total debt securities | $4,692,000 | 6,753 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $5,355,000 | 6,730 |
| U.S. Government securities | $4,660,000 | 6,244 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,660,000 | 6,157 |
| Securities issued by states & political subdivisions | $695,000 | 5,155 |
| 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 | $1,087,000 | 5,860 |
| Mortgage-backed securities | $4,156,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $4,093,000 | 3,869 |
| Issued or guaranteed by U.S. | $4,093,000 | 3,858 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $63,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,242 |
| 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) | $490,000 | 2,728 |
| Available-for-sale securities (fair market value) | $4,865,000 | 6,307 |
| Total debt securities | $5,355,000 | 6,689 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $4,452,000 | 6,905 |
| U.S. Government securities | $3,692,000 | 6,547 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,692,000 | 6,458 |
| Securities issued by states & political subdivisions | $760,000 | 5,106 |
| 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 | $621,000 | 6,123 |
| Mortgage-backed securities | $3,183,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $3,111,000 | 4,254 |
| Issued or guaranteed by U.S. | $3,111,000 | 4,240 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $72,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,228 |
| 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) | $555,000 | 2,702 |
| Available-for-sale securities (fair market value) | $3,897,000 | 6,498 |
| Total debt securities | $4,451,000 | 6,866 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $1,573,000 | 7,596 |
| U.S. Government securities | $713,000 | 7,519 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $713,000 | 7,442 |
| Securities issued by states & political subdivisions | $860,000 | 4,955 |
| 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 | $640,000 | 6,157 |
| Mortgage-backed securities | $199,000 | 6,070 |
| Certificates of participation in pools of residential mortgages | $122,000 | 5,875 |
| Issued or guaranteed by U.S. | $122,000 | 5,857 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $77,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,229 |
| 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) | $555,000 | 2,755 |
| Available-for-sale securities (fair market value) | $1,018,000 | 7,122 |
| Total debt securities | $1,573,000 | 7,554 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $1,671,000 | 7,637 |
| U.S. Government securities | $732,000 | 7,609 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $732,000 | 7,533 |
| Securities issued by states & political subdivisions | $939,000 | 4,864 |
| 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 | $654,000 | 6,197 |
| Mortgage-backed securities | $217,000 | 6,078 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,885 |
| Issued or guaranteed by U.S. | $135,000 | 5,866 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $82,000 | 3,561 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,215 |
| 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) | $616,000 | 2,740 |
| Available-for-sale securities (fair market value) | $1,055,000 | 7,148 |
| Total debt securities | $1,671,000 | 7,601 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $1,676,000 | 7,690 |
| U.S. Government securities | $739,000 | 7,663 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $739,000 | 7,584 |
| Securities issued by states & political subdivisions | $937,000 | 4,859 |
| 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 | $658,000 | 6,232 |
| Mortgage-backed securities | $231,000 | 6,057 |
| Certificates of participation in pools of residential mortgages | $144,000 | 5,874 |
| Issued or guaranteed by U.S. | $144,000 | 5,857 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $87,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,127 |
| 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) | $616,000 | 2,763 |
| Available-for-sale securities (fair market value) | $1,060,000 | 7,190 |
| Total debt securities | $1,676,000 | 7,650 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $1,698,000 | 7,735 |
| U.S. Government securities | $762,000 | 7,709 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $762,000 | 7,634 |
| Securities issued by states & political subdivisions | $936,000 | 4,899 |
| 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 | $674,000 | 6,262 |
| Mortgage-backed securities | $255,000 | 6,056 |
| Certificates of participation in pools of residential mortgages | $156,000 | 5,876 |
| Issued or guaranteed by U.S. | $156,000 | 5,852 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $99,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,134 |
| 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) | $617,000 | 2,768 |
| Available-for-sale securities (fair market value) | $1,081,000 | 7,250 |
| Total debt securities | $1,698,000 | 7,684 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $1,848,000 | 7,738 |
| U.S. Government securities | $809,000 | 7,752 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $809,000 | 7,674 |
| Securities issued by states & political subdivisions | $1,039,000 | 4,839 |
| 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 | $713,000 | 6,248 |
| Mortgage-backed securities | $290,000 | 6,021 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,844 |
| Issued or guaranteed by U.S. | $177,000 | 5,814 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $113,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,096 |
| 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) | $619,000 | 2,808 |
| Available-for-sale securities (fair market value) | $1,229,000 | 7,259 |
| Total debt securities | $1,848,000 | 7,686 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $1,872,000 | 7,807 |
| U.S. Government securities | $819,000 | 7,854 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $819,000 | 7,751 |
| Securities issued by states & political subdivisions | $1,053,000 | 4,845 |
| 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 | $311,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,717 |
| Issued or guaranteed by U.S. | $186,000 | 5,697 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $125,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,029 |
| 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) | $621,000 | 2,881 |
| Available-for-sale securities (fair market value) | $1,251,000 | 7,290 |
| Total debt securities | $1,872,000 | 7,760 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,893,000 | 7,858 |
| U.S. Government securities | $844,000 | 7,908 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $844,000 | 7,803 |
| Securities issued by states & political subdivisions | $1,049,000 | 4,854 |
| 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 | $729,000 | 6,322 |
| Mortgage-backed securities | $344,000 | 5,808 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,629 |
| Issued or guaranteed by U.S. | $204,000 | 5,607 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $140,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,966 |
| 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) | $625,000 | 2,937 |
| Available-for-sale securities (fair market value) | $1,268,000 | 7,307 |
| Total debt securities | $1,893,000 | 7,811 |
| 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 | $2,081,000 | 7,849 |
| U.S. Government securities | $876,000 | 7,952 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $876,000 | 7,841 |
| Securities issued by states & political subdivisions | $1,205,000 | 4,750 |
| 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 | $749,000 | 6,363 |
| Mortgage-backed securities | $378,000 | 5,783 |
| Certificates of participation in pools of residential mortgages | $222,000 | 5,614 |
| Issued or guaranteed by U.S. | $222,000 | 5,593 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $156,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 2,925 |
| 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) | $691,000 | 2,934 |
| Available-for-sale securities (fair market value) | $1,390,000 | 7,320 |
| Total debt securities | $2,081,000 | 7,801 |
| 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 | $2,225,000 | 7,854 |
| U.S. Government securities | $917,000 | 7,986 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $917,000 | 7,882 |
| Securities issued by states & political subdivisions | $1,308,000 | 4,698 |
| 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 | $779,000 | 6,376 |
| Mortgage-backed securities | $418,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,600 |
| Issued or guaranteed by U.S. | $245,000 | 5,577 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $173,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 2,914 |
| 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) | $697,000 | 2,963 |
| Available-for-sale securities (fair market value) | $1,528,000 | 7,307 |
| Total debt securities | $2,225,000 | 7,806 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $2,287,000 | 7,886 |
| U.S. Government securities | $960,000 | 8,028 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $960,000 | 7,923 |
| Securities issued by states & political subdivisions | $1,327,000 | 4,713 |
| 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 | $591,000 | 6,493 |
| Mortgage-backed securities | $460,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,557 |
| Issued or guaranteed by U.S. | $270,000 | 5,535 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $190,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,896 |
| 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) | $706,000 | 3,024 |
| Available-for-sale securities (fair market value) | $1,581,000 | 7,346 |
| Total debt securities | $2,287,000 | 7,840 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $2,826,000 | 7,846 |
| U.S. Government securities | $1,499,000 | 7,929 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,499,000 | 7,810 |
| Securities issued by states & political subdivisions | $1,327,000 | 4,739 |
| 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 | $606,000 | 6,543 |
| Mortgage-backed securities | $504,000 | 5,679 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,550 |
| Issued or guaranteed by U.S. | $293,000 | 5,523 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $211,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,849 |
| 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) | $714,000 | 3,086 |
| Available-for-sale securities (fair market value) | $2,112,000 | 7,265 |
| Total debt securities | $2,826,000 | 7,798 |
| Structured notes |
| Amortized cost | $500,000 | 2,538 |
| Fair value | $498,000 | 2,573 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $2,922,000 | 7,887 |
| U.S. Government securities | $1,539,000 | 7,973 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,539,000 | 7,845 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,719 |
| 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 | $622,000 | 6,573 |
| Mortgage-backed securities | $552,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,547 |
| Issued or guaranteed by U.S. | $316,000 | 5,522 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $236,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,804 |
| 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) | $783,000 | 3,069 |
| Available-for-sale securities (fair market value) | $2,139,000 | 7,279 |
| Total debt securities | $2,921,000 | 7,839 |
| Structured notes |
| Amortized cost | $500,000 | 2,594 |
| Fair value | $493,000 | 2,643 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $3,993,000 | 7,655 |
| U.S. Government securities | $2,605,000 | 7,693 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,605,000 | 7,562 |
| Securities issued by states & political subdivisions | $1,388,000 | 4,749 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,643,000 | 6,016 |
| Mortgage-backed securities | $622,000 | 5,635 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,508 |
| Issued or guaranteed by U.S. | $359,000 | 5,485 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $263,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 2,779 |
| 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) | $804,000 | 3,120 |
| Available-for-sale securities (fair market value) | $3,189,000 | 7,098 |
| Total debt securities | $3,995,000 | 7,604 |
| Structured notes |
| Amortized cost | $500,000 | 2,585 |
| Fair value | $493,000 | 2,665 |
| 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 | $4,074,000 | 7,669 |
| U.S. Government securities | $2,664,000 | 7,697 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,664,000 | 7,569 |
| Securities issued by states & political subdivisions | $1,410,000 | 4,760 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,665,000 | 6,021 |
| Mortgage-backed securities | $686,000 | 5,636 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,501 |
| Issued or guaranteed by U.S. | $394,000 | 5,476 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $292,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,758 |
| 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) | $818,000 | 3,186 |
| Available-for-sale securities (fair market value) | $3,256,000 | 7,103 |
| Total debt securities | $4,074,000 | 7,620 |
| Structured notes |
| Amortized cost | $500,000 | 2,581 |
| Fair value | $492,000 | 2,705 |
| 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 | $4,160,000 | 7,683 |
| U.S. Government securities | $2,744,000 | 7,692 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,744,000 | 7,561 |
| Securities issued by states & political subdivisions | $1,416,000 | 4,752 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,693,000 | 6,033 |
| Mortgage-backed securities | $762,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,493 |
| Issued or guaranteed by U.S. | $439,000 | 5,471 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $323,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 2,753 |
| 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) | $833,000 | 3,220 |
| Available-for-sale securities (fair market value) | $3,327,000 | 7,112 |
| Total debt securities | $4,154,000 | 7,631 |
| Structured notes |
| Amortized cost | $500,000 | 2,532 |
| Fair value | $495,000 | 2,652 |
| 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 | $4,312,000 | 7,696 |
| U.S. Government securities | $2,842,000 | 7,724 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,842,000 | 7,580 |
| Securities issued by states & political subdivisions | $1,470,000 | 4,700 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,727,000 | 6,013 |
| Mortgage-backed securities | $856,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,485 |
| Issued or guaranteed by U.S. | $497,000 | 5,458 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $359,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,774 |
| 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) | $898,000 | 3,233 |
| Available-for-sale securities (fair market value) | $3,414,000 | 7,132 |
| Total debt securities | $4,312,000 | 7,637 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $995,000 | 2,144 |
| 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 | $4,108,000 | 7,819 |
| U.S. Government securities | $3,040,000 | 7,712 |
| U.S. Treasury securities | $100,000 | 1,897 |
| U.S. Government agency obligations | $2,940,000 | 7,599 |
| Securities issued by states & political subdivisions | $1,068,000 | 5,036 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,765,000 | 6,027 |
| Mortgage-backed securities | $958,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,473 |
| Issued or guaranteed by U.S. | $561,000 | 5,454 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $397,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $397,000 | 2,796 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,022,000 | 3,185 |
| Available-for-sale securities (fair market value) | $3,086,000 | 7,267 |
| Total debt securities | $4,108,000 | 7,759 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $993,000 | 2,077 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $6,725,000 | 7,195 |
| U.S. Government securities | $5,652,000 | 6,879 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $5,552,000 | 6,759 |
| Securities issued by states & political subdivisions | $1,073,000 | 5,056 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,821,000 | 6,000 |
| Mortgage-backed securities | $1,058,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $617,000 | 5,457 |
| Issued or guaranteed by U.S. | $617,000 | 5,438 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $441,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,801 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,045,000 | 3,199 |
| Available-for-sale securities (fair market value) | $5,680,000 | 6,669 |
| Total debt securities | $6,725,000 | 7,126 |
| Structured notes |
| Amortized cost | $4,500,000 | 898 |
| Fair value | $4,494,000 | 902 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $7,844,000 | 6,973 |
| U.S. Government securities | $6,771,000 | 6,556 |
| U.S. Treasury securities | $100,000 | 1,917 |
| U.S. Government agency obligations | $6,671,000 | 6,427 |
| Securities issued by states & political subdivisions | $1,073,000 | 5,088 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,376,000 | 5,691 |
| Mortgage-backed securities | $1,168,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $670,000 | 5,435 |
| Issued or guaranteed by U.S. | $670,000 | 5,420 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $498,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,770 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,069,000 | 3,243 |
| Available-for-sale securities (fair market value) | $6,775,000 | 6,436 |
| Total debt securities | $7,844,000 | 6,913 |
| Structured notes |
| Amortized cost | $4,500,000 | 901 |
| Fair value | $4,499,000 | 909 |
| 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 | $9,031,000 | 6,780 |
| U.S. Government securities | $7,914,000 | 6,313 |
| U.S. Treasury securities | $1,107,000 | 1,287 |
| U.S. Government agency obligations | $6,807,000 | 6,477 |
| Securities issued by states & political subdivisions | $1,117,000 | 5,050 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,340,000 | 5,229 |
| Mortgage-backed securities | $1,314,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $719,000 | 5,454 |
| Issued or guaranteed by U.S. | $719,000 | 5,437 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $595,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,737 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,142,000 | 3,229 |
| Available-for-sale securities (fair market value) | $7,889,000 | 6,265 |
| Total debt securities | $9,031,000 | 6,708 |
| Structured notes |
| Amortized cost | $4,000,000 | 967 |
| Fair value | $3,977,000 | 962 |
| 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 | $9,830,000 | 6,615 |
| U.S. Government securities | $8,701,000 | 6,052 |
| U.S. Treasury securities | $1,120,000 | 1,255 |
| U.S. Government agency obligations | $7,581,000 | 6,195 |
| Securities issued by states & political subdivisions | $1,129,000 | 5,031 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,435,000 | 4,749 |
| Mortgage-backed securities | $1,538,000 | 5,429 |
| Certificates of participation in pools of residential mortgages | $790,000 | 5,432 |
| Issued or guaranteed by U.S. | $790,000 | 5,414 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $748,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,681 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,164,000 | 3,218 |
| Available-for-sale securities (fair market value) | $8,666,000 | 6,095 |
| Total debt securities | $9,830,000 | 6,524 |
| Structured notes |
| Amortized cost | $3,500,000 | 941 |
| Fair value | $3,503,000 | 967 |
| 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 | $7,374,000 | 7,227 |
| U.S. Government securities | $6,430,000 | 6,785 |
| U.S. Treasury securities | $1,132,000 | 1,339 |
| U.S. Government agency obligations | $5,298,000 | 6,942 |
| Securities issued by states & political subdivisions | $944,000 | 5,279 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,116,000 | 4,424 |
| Mortgage-backed securities | $1,730,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $846,000 | 5,409 |
| Issued or guaranteed by U.S. | $846,000 | 5,387 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $884,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $884,000 | 2,746 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,184,000 | 3,251 |
| Available-for-sale securities (fair market value) | $6,190,000 | 6,693 |
| Total debt securities | $7,374,000 | 7,149 |
| 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 | $8,358,000 | 6,922 |
| U.S. Government securities | $7,414,000 | 6,342 |
| U.S. Treasury securities | $1,143,000 | 1,361 |
| U.S. Government agency obligations | $6,271,000 | 6,529 |
| Securities issued by states & political subdivisions | $944,000 | 5,298 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,370,000 | 3,958 |
| Mortgage-backed securities | $2,172,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,351 |
| Issued or guaranteed by U.S. | $940,000 | 5,326 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,232,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,526 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,242,000 | 3,265 |
| Available-for-sale securities (fair market value) | $7,116,000 | 6,426 |
| Total debt securities | $8,358,000 | 6,831 |
| 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 | $10,044,000 | 6,484 |
| U.S. Government securities | $9,058,000 | 5,791 |
| U.S. Treasury securities | $2,164,000 | 1,078 |
| U.S. Government agency obligations | $6,894,000 | 6,269 |
| Securities issued by states & political subdivisions | $986,000 | 5,233 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,898,000 | 3,783 |
| Mortgage-backed securities | $2,755,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 5,297 |
| Issued or guaranteed by U.S. | $1,058,000 | 5,275 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,697,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $1,697,000 | 2,508 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,350,000 | 3,226 |
| Available-for-sale securities (fair market value) | $8,694,000 | 6,022 |
| Total debt securities | $10,044,000 | 6,389 |
| 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 | $11,118,000 | 6,270 |
| U.S. Government securities | $10,033,000 | 5,571 |
| U.S. Treasury securities | $2,182,000 | 1,097 |
| U.S. Government agency obligations | $7,851,000 | 6,017 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,055 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,138,000 | 3,718 |
| Mortgage-backed securities | $2,698,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $620,000 | 5,727 |
| Issued or guaranteed by U.S. | $620,000 | 5,710 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,078,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $2,078,000 | 2,403 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,413,000 | 3,238 |
| Available-for-sale securities (fair market value) | $9,705,000 | 5,789 |
| Total debt securities | $11,118,000 | 6,183 |
| Structured notes |
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,000,000 | 1,073 |
| 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 | $10,582,000 | 6,390 |
| U.S. Government securities | $9,495,000 | 5,716 |
| U.S. Treasury securities | $2,202,000 | 1,152 |
| U.S. Government agency obligations | $7,293,000 | 6,189 |
| Securities issued by states & political subdivisions | $1,087,000 | 5,071 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,792,000 | 3,797 |
| Mortgage-backed securities | $3,123,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $692,000 | 5,644 |
| Issued or guaranteed by U.S. | $692,000 | 5,628 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,431,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 2,349 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,472,000 | 3,272 |
| Available-for-sale securities (fair market value) | $9,110,000 | 5,927 |
| Total debt securities | $10,582,000 | 6,287 |
| 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 | $13,915,000 | 5,598 |
| U.S. Government securities | $13,038,000 | 4,760 |
| U.S. Treasury securities | $2,204,000 | 1,291 |
| U.S. Government agency obligations | $10,834,000 | 5,073 |
| Securities issued by states & political subdivisions | $877,000 | 5,391 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,723,000 | 3,770 |
| Mortgage-backed securities | $5,682,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $1,220,000 | 5,049 |
| Issued or guaranteed by U.S. | $1,220,000 | 5,022 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,462,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $4,462,000 | 1,860 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,006,000 | 3,819 |
| Available-for-sale securities (fair market value) | $12,909,000 | 4,964 |
| Total debt securities | $13,915,000 | 5,506 |
| 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 | $21,317,000 | 4,434 |
| U.S. Government securities | $18,962,000 | 3,826 |
| U.S. Treasury securities | $3,141,000 | 1,445 |
| U.S. Government agency obligations | $15,821,000 | 4,058 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,426 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $389,000 | 4,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,128,000 | 3,365 |
| Mortgage-backed securities | $7,053,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $1,859,000 | 4,062 |
| Issued or guaranteed by U.S. | $1,859,000 | 4,036 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,194,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $5,194,000 | 1,348 |
| 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) | $1,469,000 | 4,165 |
| Available-for-sale securities (fair market value) | $19,848,000 | 3,814 |
| Total debt securities | $20,928,000 | 4,375 |
| 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 | $18,133,000 | 5,162 |
| U.S. Government securities | $15,177,000 | 4,731 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $15,077,000 | 4,267 |
| Securities issued by states & political subdivisions | $2,720,000 | 4,097 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $236,000 | 5,370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,846,000 | 3,717 |
| Mortgage-backed securities | $7,816,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $2,436,000 | 3,915 |
| Issued or guaranteed by U.S. | $2,436,000 | 3,899 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,380,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $5,380,000 | 1,429 |
| 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) | $1,871,000 | 4,325 |
| Available-for-sale securities (fair market value) | $16,262,000 | 4,499 |
| Total debt securities | $17,897,000 | 5,100 |
| 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 | $17,542,000 | 5,273 |
| U.S. Government securities | $15,586,000 | 4,659 |
| U.S. Treasury securities | $615,000 | 5,635 |
| U.S. Government agency obligations | $14,971,000 | 4,125 |
| Securities issued by states & political subdivisions | $1,758,000 | 4,942 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $198,000 | 5,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,201,000 | 3,816 |
| Mortgage-backed securities | $11,045,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $3,970,000 | 3,368 |
| Issued or guaranteed by U.S. | $3,970,000 | 3,350 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,075,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $7,075,000 | 1,363 |
| 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) | $3,046,000 | 4,176 |
| Available-for-sale securities (fair market value) | $14,496,000 | 4,734 |
| Total debt securities | $17,344,000 | 5,183 |
| 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 | $22,903,000 | 4,477 |
| U.S. Government securities | $21,790,000 | 3,825 |
| U.S. Treasury securities | $4,121,000 | 3,561 |
| U.S. Government agency obligations | $17,669,000 | 3,547 |
| Securities issued by states & political subdivisions | $924,000 | 5,953 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $189,000 | 5,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,748,000 | 3,222 |
| Mortgage-backed securities | $14,668,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $5,977,000 | 2,651 |
| Issued or guaranteed by U.S. | $5,977,000 | 2,640 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,691,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $8,691,000 | 1,167 |
| 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) | $6,577,000 | 3,622 |
| Available-for-sale securities (fair market value) | $16,326,000 | 4,215 |
| Total debt securities | $22,714,000 | 4,390 |
| 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 | $25,947,000 | 4,396 |
| U.S. Government securities | $25,753,000 | 3,650 |
| U.S. Treasury securities | $4,081,000 | 4,253 |
| U.S. Government agency obligations | $21,672,000 | 3,148 |
| Securities issued by states & political subdivisions | $182,000 | 7,983 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 7,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,467,000 | 3,335 |
| Mortgage-backed securities | $16,424,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $7,505,000 | 2,550 |
| Issued or guaranteed by U.S. | $7,505,000 | 2,529 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,919,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $8,919,000 | 1,296 |
| 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) | $8,009,000 | 3,671 |
| Available-for-sale securities (fair market value) | $17,938,000 | 4,171 |
| Total debt securities | $25,935,000 | 4,288 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $22,819,000 | 5,042 |
| U.S. Government securities | $22,461,000 | 4,246 |
| U.S. Treasury securities | $4,574,000 | 4,833 |
| U.S. Government agency obligations | $17,887,000 | 3,632 |
| Securities issued by states & political subdivisions | $346,000 | 7,747 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,315,000 | 3,682 |
| Mortgage-backed securities | $12,965,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $3,766,000 | 3,794 |
| Issued or guaranteed by U.S. | $3,766,000 | 3,764 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $9,199,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $9,199,000 | 1,412 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,315,000 | 6,420 |
| Available-for-sale securities (fair market value) | $20,504,000 | 3,887 |
| Total debt securities | $22,807,000 | 4,949 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $21,896,000 | 5,512 |
| U.S. Government securities | $21,483,000 | 4,648 |
| U.S. Treasury securities | $4,386,000 | 5,980 |
| U.S. Government agency obligations | $17,097,000 | 3,638 |
| Securities issued by states & political subdivisions | $401,000 | 7,988 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,546,000 | 4,031 |
| Mortgage-backed securities | $13,651,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,627 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,308,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $9,308,000 | 1,444 |
| 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) | $13,231,000 | 4,721 |
| Available-for-sale securities (fair market value) | $8,665,000 | 5,209 |
| Total debt securities | $21,884,000 | 5,421 |
| 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 | $22,705,000 | 5,600 |
| U.S. Government securities | $22,163,000 | 4,713 |
| U.S. Treasury securities | $3,724,000 | 6,710 |
| U.S. Government agency obligations | $18,439,000 | 3,536 |
| Securities issued by states & political subdivisions | $530,000 | 7,798 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,013,000 | 4,611 |
| Mortgage-backed securities | $15,341,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $5,202,000 | 3,682 |
| Issued or guaranteed by U.S. | $5,202,000 | 3,648 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,139,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $10,139,000 | 1,592 |
| 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 | $22,693,000 | 5,467 |
| 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 | $12,729,000 | 8,109 |
| U.S. Government securities | $11,910,000 | 7,285 |
| U.S. Treasury securities | $5,021,000 | 5,784 |
| U.S. Government agency obligations | $6,889,000 | 6,883 |
| Securities issued by states & political subdivisions | $807,000 | 6,969 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,616,000 | 5,421 |
| Mortgage-backed securities | $373,000 | 10,049 |
| Certificates of participation in pools of residential mortgages | $373,000 | 8,940 |
| Issued or guaranteed by U.S. | $373,000 | 8,871 |
| 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 | $12,717,000 | 7,984 |
| 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 |
