Home > Grand Ridge National Bank > Securities
Grand Ridge National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $109,000 | 4,437 |
| U.S. Government securities | $109,000 | 4,339 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $109,000 | 4,200 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $109,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $104,000 | 3,532 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,000 | 1,569 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $109,000 | 4,196 |
| Total debt securities | $109,000 | 4,409 |
| 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 | $114,000 | 4,464 |
| U.S. Government securities | $114,000 | 4,362 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $114,000 | 4,223 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $114,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $109,000 | 3,550 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,000 | 1,549 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $114,000 | 4,210 |
| Total debt securities | $115,000 | 4,436 |
| 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 | $139,000 | 4,488 |
| U.S. Government securities | $129,000 | 4,387 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $129,000 | 4,255 |
| Securities issued by states & political subdivisions | $10,000 | 3,856 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $129,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,000 | 3,557 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,000 | 1,543 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $139,000 | 4,232 |
| Total debt securities | $138,000 | 4,464 |
| 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 | $151,000 | 4,556 |
| U.S. Government securities | $141,000 | 4,458 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $141,000 | 4,278 |
| Securities issued by states & political subdivisions | $10,000 | 3,911 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $141,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $131,000 | 3,598 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,000 | 1,564 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $151,000 | 4,291 |
| Total debt securities | $149,000 | 4,531 |
| 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 | $163,000 | 4,587 |
| U.S. Government securities | $153,000 | 4,484 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $153,000 | 4,293 |
| Securities issued by states & political subdivisions | $10,000 | 3,952 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $153,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $141,000 | 3,627 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,000 | 1,561 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $163,000 | 4,319 |
| Total debt securities | $161,000 | 4,563 |
| 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 | $177,000 | 4,629 |
| U.S. Government securities | $167,000 | 4,526 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $167,000 | 4,329 |
| Securities issued by states & political subdivisions | $10,000 | 3,992 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $167,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $150,000 | 3,648 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,000 | 1,577 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $177,000 | 4,362 |
| Total debt securities | $176,000 | 4,605 |
| 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 | $206,000 | 4,647 |
| U.S. Government securities | $186,000 | 4,541 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $186,000 | 4,363 |
| Securities issued by states & political subdivisions | $20,000 | 4,028 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $186,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $166,000 | 3,736 |
| Issued or guaranteed by U.S. | $166,000 | 3,661 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $20,000 | 2,044 |
| Commercial mortgage pass-through securities | $20,000 | 1,563 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $206,000 | 4,389 |
| Total debt securities | $206,000 | 4,630 |
| 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 | $231,000 | 4,651 |
| U.S. Government securities | $211,000 | 4,522 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $211,000 | 4,364 |
| Securities issued by states & political subdivisions | $20,000 | 4,049 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $211,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $187,000 | 3,743 |
| Issued or guaranteed by U.S. | $187,000 | 3,675 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $24,000 | 2,014 |
| Commercial mortgage pass-through securities | $24,000 | 1,531 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $231,000 | 4,395 |
| Total debt securities | $230,000 | 4,635 |
| 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 | $258,000 | 4,677 |
| U.S. Government securities | $238,000 | 4,512 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $238,000 | 4,374 |
| Securities issued by states & political subdivisions | $20,000 | 4,075 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $238,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $211,000 | 3,747 |
| Issued or guaranteed by U.S. | $211,000 | 3,666 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $27,000 | 1,981 |
| Commercial mortgage pass-through securities | $27,000 | 1,500 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $258,000 | 4,432 |
| Total debt securities | $257,000 | 4,658 |
| 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 | $286,000 | 4,735 |
| U.S. Government securities | $266,000 | 4,551 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $266,000 | 4,430 |
| Securities issued by states & political subdivisions | $20,000 | 4,129 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $266,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $234,000 | 3,781 |
| Issued or guaranteed by U.S. | $234,000 | 3,707 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $32,000 | 1,989 |
| Commercial mortgage pass-through securities | $32,000 | 1,511 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $286,000 | 4,480 |
| Total debt securities | $285,000 | 4,715 |
| 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 | $322,000 | 4,765 |
| U.S. Government securities | $292,000 | 4,571 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $292,000 | 4,456 |
| Securities issued by states & political subdivisions | $30,000 | 4,156 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $292,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $258,000 | 3,789 |
| Issued or guaranteed by U.S. | $258,000 | 3,708 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $34,000 | 1,996 |
| Commercial mortgage pass-through securities | $34,000 | 1,525 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $322,000 | 4,504 |
| Total debt securities | $322,000 | 4,745 |
| 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 | $349,000 | 4,777 |
| U.S. Government securities | $319,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $319,000 | 4,450 |
| Securities issued by states & political subdivisions | $30,000 | 4,178 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $319,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $283,000 | 3,774 |
| Issued or guaranteed by U.S. | $283,000 | 3,688 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $36,000 | 1,982 |
| Commercial mortgage pass-through securities | $36,000 | 1,518 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $349,000 | 4,521 |
| Total debt securities | $347,000 | 4,757 |
| 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 | $374,000 | 4,783 |
| U.S. Government securities | $344,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $344,000 | 4,421 |
| Securities issued by states & political subdivisions | $30,000 | 4,196 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $344,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $306,000 | 3,757 |
| Issued or guaranteed by U.S. | $306,000 | 3,681 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $38,000 | 1,939 |
| Commercial mortgage pass-through securities | $38,000 | 1,467 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $374,000 | 4,530 |
| Total debt securities | $374,000 | 4,761 |
| 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 | $410,000 | 4,800 |
| U.S. Government securities | $380,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $380,000 | 4,437 |
| Securities issued by states & political subdivisions | $30,000 | 4,195 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $380,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $338,000 | 3,745 |
| Issued or guaranteed by U.S. | $338,000 | 3,668 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $42,000 | 1,922 |
| Commercial mortgage pass-through securities | $42,000 | 1,457 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $410,000 | 4,548 |
| Total debt securities | $409,000 | 4,780 |
| 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 | $459,000 | 4,827 |
| U.S. Government securities | $419,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $419,000 | 4,469 |
| Securities issued by states & political subdivisions | $40,000 | 4,204 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $419,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $374,000 | 3,733 |
| Issued or guaranteed by U.S. | $374,000 | 3,659 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $45,000 | 1,908 |
| Commercial mortgage pass-through securities | $45,000 | 1,454 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $459,000 | 4,575 |
| Total debt securities | $459,000 | 4,808 |
| 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 | $489,000 | 4,881 |
| U.S. Government securities | $449,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $449,000 | 4,538 |
| Securities issued by states & political subdivisions | $40,000 | 4,219 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $449,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $400,000 | 3,751 |
| Issued or guaranteed by U.S. | $400,000 | 3,661 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $49,000 | 1,885 |
| Commercial mortgage pass-through securities | $49,000 | 1,417 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $489,000 | 4,629 |
| Total debt securities | $489,000 | 4,859 |
| 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 | $528,000 | 4,936 |
| U.S. Government securities | $488,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $488,000 | 4,607 |
| Securities issued by states & political subdivisions | $40,000 | 4,233 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $488,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $428,000 | 3,745 |
| Issued or guaranteed by U.S. | $428,000 | 3,668 |
| 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 | $60,000 | 1,857 |
| Commercial mortgage pass-through securities | $60,000 | 1,411 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $528,000 | 4,682 |
| Total debt securities | $522,000 | 4,919 |
| 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 | $573,000 | 5,017 |
| U.S. Government securities | $533,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $533,000 | 4,670 |
| Securities issued by states & political subdivisions | $40,000 | 4,303 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $533,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $470,000 | 3,768 |
| Issued or guaranteed by U.S. | $470,000 | 3,689 |
| 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 | $63,000 | 1,834 |
| Commercial mortgage pass-through securities | $63,000 | 1,405 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $573,000 | 4,758 |
| Total debt securities | $568,000 | 4,998 |
| 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 | $618,000 | 5,064 |
| U.S. Government securities | $568,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $568,000 | 4,721 |
| Securities issued by states & political subdivisions | $50,000 | 4,361 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $568,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $499,000 | 3,769 |
| Issued or guaranteed by U.S. | $499,000 | 3,700 |
| 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 | $69,000 | 1,814 |
| Commercial mortgage pass-through securities | $69,000 | 1,396 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $618,000 | 4,797 |
| Total debt securities | $618,000 | 5,045 |
| 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 | $649,000 | 5,112 |
| U.S. Government securities | $599,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $599,000 | 4,773 |
| Securities issued by states & political subdivisions | $50,000 | 4,422 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $599,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $526,000 | 3,791 |
| Issued or guaranteed by U.S. | $526,000 | 3,708 |
| 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 | $73,000 | 1,745 |
| Commercial mortgage pass-through securities | $73,000 | 1,370 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $649,000 | 4,839 |
| Total debt securities | $650,000 | 5,093 |
| 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 | $702,000 | 5,151 |
| U.S. Government securities | $652,000 | 4,941 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $652,000 | 4,804 |
| Securities issued by states & political subdivisions | $50,000 | 4,470 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $652,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $561,000 | 3,808 |
| Issued or guaranteed by U.S. | $561,000 | 3,742 |
| 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 | $91,000 | 1,707 |
| Commercial mortgage pass-through securities | $91,000 | 1,351 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $702,000 | 4,882 |
| Total debt securities | $702,000 | 5,132 |
| 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 | $757,000 | 5,210 |
| U.S. Government securities | $707,000 | 5,007 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $707,000 | 4,869 |
| Securities issued by states & political subdivisions | $50,000 | 4,520 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $707,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $614,000 | 3,837 |
| Issued or guaranteed by U.S. | $614,000 | 3,812 |
| 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 | $93,000 | 1,696 |
| Commercial mortgage pass-through securities | $93,000 | 1,333 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $757,000 | 4,940 |
| Total debt securities | $756,000 | 5,192 |
| 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 | $1,226,000 | 5,214 |
| U.S. Government securities | $1,166,000 | 4,929 |
| U.S. Treasury securities | $402,000 | 1,395 |
| U.S. Government agency obligations | $764,000 | 4,902 |
| Securities issued by states & political subdivisions | $60,000 | 4,565 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $764,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $665,000 | 3,871 |
| Issued or guaranteed by U.S. | $665,000 | 3,703 |
| 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 | $99,000 | 1,664 |
| Commercial mortgage pass-through securities | $99,000 | 1,295 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,226,000 | 4,945 |
| Total debt securities | $1,224,000 | 5,193 |
| 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 | $1,308,000 | 5,266 |
| U.S. Government securities | $1,248,000 | 4,989 |
| U.S. Treasury securities | $399,000 | 1,342 |
| U.S. Government agency obligations | $849,000 | 4,969 |
| Securities issued by states & political subdivisions | $60,000 | 4,613 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $730,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $730,000 | 3,892 |
| Issued or guaranteed by U.S. | $730,000 | 3,885 |
| 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) | $1,308,000 | 4,988 |
| Total debt securities | $1,305,000 | 5,243 |
| 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 | $1,603,000 | 5,308 |
| U.S. Government securities | $1,323,000 | 5,019 |
| U.S. Treasury securities | $399,000 | 1,249 |
| U.S. Government agency obligations | $924,000 | 5,005 |
| Securities issued by states & political subdivisions | $280,000 | 4,581 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $799,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $799,000 | 3,904 |
| Issued or guaranteed by U.S. | $799,000 | 3,898 |
| 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) | $1,603,000 | 5,025 |
| Total debt securities | $1,603,000 | 5,288 |
| 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 | $1,752,000 | 5,359 |
| U.S. Government securities | $1,413,000 | 5,060 |
| U.S. Treasury securities | $400,000 | 1,228 |
| U.S. Government agency obligations | $1,013,000 | 5,024 |
| Securities issued by states & political subdivisions | $339,000 | 4,592 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $882,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $882,000 | 3,911 |
| Issued or guaranteed by U.S. | $882,000 | 3,905 |
| 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) | $1,752,000 | 5,064 |
| Total debt securities | $1,748,000 | 5,336 |
| 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 | $1,844,000 | 5,403 |
| U.S. Government securities | $1,497,000 | 5,096 |
| U.S. Treasury securities | $400,000 | 1,258 |
| U.S. Government agency obligations | $1,097,000 | 5,056 |
| Securities issued by states & political subdivisions | $347,000 | 4,629 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $960,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $960,000 | 3,920 |
| Issued or guaranteed by U.S. | $960,000 | 3,913 |
| 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) | $1,844,000 | 5,105 |
| Total debt securities | $1,842,000 | 5,378 |
| 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 | $2,627,000 | 5,374 |
| U.S. Government securities | $2,039,000 | 5,051 |
| U.S. Treasury securities | $701,000 | 1,202 |
| U.S. Government agency obligations | $1,338,000 | 5,076 |
| Securities issued by states & political subdivisions | $588,000 | 4,578 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $1,050,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $1,050,000 | 3,946 |
| Issued or guaranteed by U.S. | $1,050,000 | 3,941 |
| 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) | $2,627,000 | 5,069 |
| Total debt securities | $2,626,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $142,000 | 1,091 |
| Fair value | $144,000 | 1,092 |
| 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 | $2,722,000 | 5,409 |
| U.S. Government securities | $2,135,000 | 5,051 |
| U.S. Treasury securities | $702,000 | 1,177 |
| U.S. Government agency obligations | $1,433,000 | 5,105 |
| Securities issued by states & political subdivisions | $587,000 | 4,620 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $1,131,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 3,946 |
| Issued or guaranteed by U.S. | $1,131,000 | 3,938 |
| 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) | $2,722,000 | 5,085 |
| Total debt securities | $2,722,000 | 5,382 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,085 |
| Fair value | $152,000 | 1,086 |
| 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 | $3,983,000 | 5,322 |
| U.S. Government securities | $2,263,000 | 5,078 |
| U.S. Treasury securities | $705,000 | 1,040 |
| U.S. Government agency obligations | $1,558,000 | 5,124 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,237 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $1,243,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 3,947 |
| Issued or guaranteed by U.S. | $1,243,000 | 3,944 |
| 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) | $3,983,000 | 5,002 |
| Total debt securities | $3,981,000 | 5,298 |
| Structured notes | ||
| Amortized cost | $156,000 | 1,069 |
| Fair value | $161,000 | 1,070 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,419,000 | 5,373 |
| U.S. Government securities | $2,679,000 | 5,101 |
| U.S. Treasury securities | $706,000 | 1,076 |
| U.S. Government agency obligations | $1,973,000 | 5,138 |
| Securities issued by states & political subdivisions | $1,740,000 | 4,254 |
| 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 | $167,000 | 5,136 |
| Mortgage-backed securities | $1,348,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $1,348,000 | 3,945 |
| Issued or guaranteed by U.S. | $1,348,000 | 3,940 |
| 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) | $4,419,000 | 5,034 |
| Total debt securities | $4,417,000 | 5,352 |
| Structured notes | ||
| Amortized cost | $161,000 | 1,205 |
| Fair value | $167,000 | 1,205 |
| 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 | $5,447,000 | 5,306 |
| U.S. Government securities | $3,698,000 | 5,008 |
| U.S. Treasury securities | $1,105,000 | 947 |
| U.S. Government agency obligations | $2,593,000 | 5,090 |
| Securities issued by states & political subdivisions | $1,749,000 | 4,278 |
| 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 | $175,000 | 5,191 |
| Mortgage-backed securities | $1,458,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 3,940 |
| Issued or guaranteed by U.S. | $1,458,000 | 3,936 |
| 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) | $5,447,000 | 4,961 |
| Total debt securities | $5,445,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $168,000 | 1,388 |
| Fair value | $175,000 | 1,387 |
| 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 | $5,578,000 | 5,348 |
| U.S. Government securities | $3,821,000 | 5,058 |
| U.S. Treasury securities | $1,102,000 | 995 |
| U.S. Government agency obligations | $2,719,000 | 5,135 |
| Securities issued by states & political subdivisions | $1,757,000 | 4,317 |
| 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 | $186,000 | 5,228 |
| Mortgage-backed securities | $1,570,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,570,000 | 3,924 |
| Issued or guaranteed by U.S. | $1,570,000 | 3,920 |
| 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) | $5,578,000 | 4,999 |
| Total debt securities | $5,578,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $177,000 | 1,544 |
| Fair value | $186,000 | 1,543 |
| 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 | $7,278,000 | 5,250 |
| U.S. Government securities | $5,456,000 | 4,887 |
| U.S. Treasury securities | $1,106,000 | 940 |
| U.S. Government agency obligations | $4,350,000 | 4,947 |
| Securities issued by states & political subdivisions | $1,822,000 | 4,362 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,389,000 | 4,871 |
| Mortgage-backed securities | $1,692,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 3,938 |
| Issued or guaranteed by U.S. | $1,692,000 | 3,933 |
| 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) | $7,278,000 | 4,892 |
| Total debt securities | $7,277,000 | 5,232 |
| Structured notes | ||
| Amortized cost | $1,177,000 | 1,092 |
| Fair value | $1,188,000 | 1,091 |
| 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 | $7,963,000 | 5,277 |
| U.S. Government securities | $6,107,000 | 4,882 |
| U.S. Treasury securities | $1,106,000 | 969 |
| U.S. Government agency obligations | $5,001,000 | 4,951 |
| Securities issued by states & political subdivisions | $1,834,000 | 4,378 |
| 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 | $22,000 | 984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 4,908 |
| Mortgage-backed securities | $1,833,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 3,967 |
| Issued or guaranteed by U.S. | $1,833,000 | 3,962 |
| 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) | $7,963,000 | 4,913 |
| Total debt securities | $7,940,000 | 5,257 |
| Structured notes | ||
| Amortized cost | $1,685,000 | 1,090 |
| Fair value | $1,695,000 | 1,084 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $9,695,000 | 5,164 |
| U.S. Government securities | $7,846,000 | 4,699 |
| U.S. Treasury securities | $1,103,000 | 957 |
| U.S. Government agency obligations | $6,743,000 | 4,758 |
| Securities issued by states & political subdivisions | $1,844,000 | 4,400 |
| 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 | $5,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,894,000 | 3,898 |
| Mortgage-backed securities | $1,952,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $1,952,000 | 3,998 |
| Issued or guaranteed by U.S. | $1,952,000 | 3,992 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $9,695,000 | 4,801 |
| Total debt securities | $9,689,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $195,000 | 1,993 |
| Fair value | $208,000 | 1,962 |
| 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 | $4,837,000 | 5,779 |
| U.S. Government securities | $2,283,000 | 5,692 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,283,000 | 5,597 |
| Securities issued by states & political subdivisions | $2,554,000 | 4,247 |
| 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 | $214,000 | 5,480 |
| Mortgage-backed securities | $2,069,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $2,069,000 | 4,034 |
| Issued or guaranteed by U.S. | $2,069,000 | 4,028 |
| 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) | $4,837,000 | 5,405 |
| Total debt securities | $4,837,000 | 5,758 |
| Structured notes | ||
| Amortized cost | $201,000 | 2,078 |
| Fair value | $214,000 | 2,066 |
| 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 | $5,908,000 | 5,731 |
| U.S. Government securities | $2,445,000 | 5,755 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,445,000 | 5,660 |
| Securities issued by states & political subdivisions | $3,463,000 | 4,042 |
| 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 | $224,000 | 5,553 |
| Mortgage-backed securities | $2,221,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,076 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,073 |
| 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) | $5,908,000 | 5,357 |
| Total debt securities | $5,909,000 | 5,711 |
| Structured notes | ||
| Amortized cost | $209,000 | 2,178 |
| Fair value | $224,000 | 2,172 |
| 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 | $6,114,000 | 5,763 |
| U.S. Government securities | $2,632,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,632,000 | 5,679 |
| Securities issued by states & political subdivisions | $3,482,000 | 4,073 |
| 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 | $237,000 | 5,608 |
| Mortgage-backed securities | $2,395,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 4,089 |
| Issued or guaranteed by U.S. | $2,395,000 | 4,087 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,114,000 | 5,369 |
| Total debt securities | $6,113,000 | 5,742 |
| Structured notes | ||
| Amortized cost | $222,000 | 2,236 |
| Fair value | $237,000 | 2,230 |
| 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 | $6,278,000 | 5,804 |
| U.S. Government securities | $2,802,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,802,000 | 5,697 |
| Securities issued by states & political subdivisions | $3,476,000 | 4,114 |
| 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 | $260,000 | 5,647 |
| Mortgage-backed securities | $2,542,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $2,542,000 | 4,077 |
| Issued or guaranteed by U.S. | $2,542,000 | 4,075 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,278,000 | 5,415 |
| Total debt securities | $6,279,000 | 5,776 |
| Structured notes | ||
| Amortized cost | $243,000 | 2,273 |
| Fair value | $260,000 | 2,221 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,928,000 | 5,769 |
| U.S. Government securities | $3,007,000 | 5,791 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,007,000 | 5,693 |
| Securities issued by states & political subdivisions | $3,921,000 | 4,024 |
| 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 | $272,000 | 5,721 |
| Mortgage-backed securities | $2,735,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,735,000 | 4,045 |
| Issued or guaranteed by U.S. | $2,735,000 | 4,040 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,928,000 | 5,376 |
| Total debt securities | $6,928,000 | 5,745 |
| Structured notes | ||
| Amortized cost | $253,000 | 2,220 |
| Fair value | $272,000 | 2,207 |
| 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 | $7,671,000 | 5,753 |
| U.S. Government securities | $3,247,000 | 5,820 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,247,000 | 5,730 |
| Securities issued by states & political subdivisions | $4,424,000 | 3,905 |
| 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 | $292,000 | 5,778 |
| Mortgage-backed securities | $2,955,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $2,955,000 | 3,999 |
| Issued or guaranteed by U.S. | $2,955,000 | 3,992 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,671,000 | 5,355 |
| Total debt securities | $7,671,000 | 5,727 |
| Structured notes | ||
| Amortized cost | $274,000 | 2,206 |
| Fair value | $292,000 | 2,186 |
| 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 | $8,054,000 | 5,723 |
| U.S. Government securities | $3,586,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,586,000 | 5,663 |
| Securities issued by states & political subdivisions | $4,468,000 | 3,891 |
| 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 | $335,000 | 5,787 |
| Mortgage-backed securities | $3,251,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $3,251,000 | 3,907 |
| Issued or guaranteed by U.S. | $3,251,000 | 3,901 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,054,000 | 5,336 |
| Total debt securities | $8,054,000 | 5,686 |
| Structured notes | ||
| Amortized cost | $310,000 | 2,164 |
| Fair value | $335,000 | 2,151 |
| 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 | $8,510,000 | 5,722 |
| U.S. Government securities | $3,943,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,943,000 | 5,633 |
| Securities issued by states & political subdivisions | $4,567,000 | 3,874 |
| 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 | $363,000 | 5,842 |
| Mortgage-backed securities | $3,580,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $3,580,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,580,000 | 3,869 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $8,510,000 | 5,337 |
| Total debt securities | $8,509,000 | 5,684 |
| Structured notes | ||
| Amortized cost | $334,000 | 2,197 |
| Fair value | $362,000 | 2,178 |
| 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 | $9,384,000 | 5,622 |
| U.S. Government securities | $4,294,000 | 5,710 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,294,000 | 5,595 |
| Securities issued by states & political subdivisions | $5,090,000 | 3,736 |
| 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 | $370,000 | 5,882 |
| Mortgage-backed securities | $3,924,000 | 4,311 |
| Certificates of participation in pools of residential mortgages | $3,924,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,924,000 | 3,784 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,384,000 | 5,241 |
| Total debt securities | $9,385,000 | 5,591 |
| Structured notes | ||
| Amortized cost | $340,000 | 2,239 |
| Fair value | $370,000 | 2,227 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,866,000 | 5,649 |
| U.S. Government securities | $4,648,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,648,000 | 5,652 |
| Securities issued by states & political subdivisions | $5,218,000 | 3,691 |
| 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 | $375,000 | 5,959 |
| Mortgage-backed securities | $4,273,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $4,273,000 | 3,837 |
| Issued or guaranteed by U.S. | $4,273,000 | 3,835 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,866,000 | 5,269 |
| Total debt securities | $9,866,000 | 5,621 |
| Structured notes | ||
| Amortized cost | $344,000 | 2,441 |
| Fair value | $375,000 | 2,425 |
| 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 | $10,357,000 | 5,641 |
| U.S. Government securities | $5,003,000 | 5,759 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,003,000 | 5,663 |
| Securities issued by states & political subdivisions | $5,354,000 | 3,613 |
| 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 | $387,000 | 6,023 |
| Mortgage-backed securities | $4,616,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $4,616,000 | 3,791 |
| Issued or guaranteed by U.S. | $4,616,000 | 3,789 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,357,000 | 5,261 |
| Total debt securities | $10,357,000 | 5,614 |
| Structured notes | ||
| Amortized cost | $355,000 | 2,680 |
| Fair value | $387,000 | 2,665 |
| 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 | $11,175,000 | 5,594 |
| U.S. Government securities | $5,428,000 | 5,775 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,428,000 | 5,661 |
| Securities issued by states & political subdivisions | $5,747,000 | 3,444 |
| 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 | $3,320,000 | 4,890 |
| Mortgage-backed securities | $5,034,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $5,034,000 | 3,694 |
| Issued or guaranteed by U.S. | $5,034,000 | 3,691 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,175,000 | 5,196 |
| Total debt securities | $11,176,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $364,000 | 2,900 |
| Fair value | $394,000 | 2,889 |
| 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 | $12,716,000 | 5,388 |
| U.S. Government securities | $5,852,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,852,000 | 5,584 |
| Securities issued by states & political subdivisions | $6,864,000 | 3,159 |
| 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 | $3,596,000 | 4,602 |
| Mortgage-backed securities | $5,438,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $5,438,000 | 3,510 |
| Issued or guaranteed by U.S. | $5,438,000 | 3,507 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,716,000 | 4,961 |
| Total debt securities | $12,716,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $385,000 | 2,782 |
| Fair value | $414,000 | 2,762 |
| 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 | $13,849,000 | 5,205 |
| U.S. Government securities | $6,627,000 | 5,542 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,627,000 | 5,426 |
| Securities issued by states & political subdivisions | $7,222,000 | 3,033 |
| 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 | $4,221,000 | 4,403 |
| Mortgage-backed securities | $5,902,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $5,902,000 | 3,352 |
| Issued or guaranteed by U.S. | $5,902,000 | 3,349 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,849,000 | 4,785 |
| Total debt securities | $13,849,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $393,000 | 2,841 |
| Fair value | $422,000 | 2,825 |
| 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 | $14,873,000 | 5,148 |
| U.S. Government securities | $7,116,000 | 5,576 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,116,000 | 5,466 |
| Securities issued by states & political subdivisions | $7,757,000 | 2,878 |
| 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 | $4,550,000 | 4,353 |
| Mortgage-backed securities | $6,360,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $6,360,000 | 3,236 |
| Issued or guaranteed by U.S. | $6,360,000 | 3,229 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,873,000 | 4,719 |
| Total debt securities | $14,872,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $416,000 | 2,969 |
| Fair value | $450,000 | 2,960 |
| 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 | $15,211,000 | 5,098 |
| U.S. Government securities | $7,503,000 | 5,489 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,503,000 | 5,380 |
| Securities issued by states & political subdivisions | $7,708,000 | 2,840 |
| 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 | $4,801,000 | 4,277 |
| Mortgage-backed securities | $6,760,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $6,760,000 | 3,080 |
| Issued or guaranteed by U.S. | $6,760,000 | 3,074 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $15,211,000 | 4,677 |
| Total debt securities | $15,211,000 | 5,071 |
| Structured notes | ||
| Amortized cost | $423,000 | 3,014 |
| Fair value | $433,000 | 3,009 |
| 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 | $15,965,000 | 4,901 |
| U.S. Government securities | $8,058,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,058,000 | 5,129 |
| Securities issued by states & political subdivisions | $7,907,000 | 2,816 |
| 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 | $5,164,000 | 4,148 |
| Mortgage-backed securities | $7,290,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $7,290,000 | 2,881 |
| Issued or guaranteed by U.S. | $7,290,000 | 2,874 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $15,965,000 | 4,488 |
| Total debt securities | $15,965,000 | 4,865 |
| Structured notes | ||
| Amortized cost | $433,000 | 2,903 |
| Fair value | $455,000 | 2,888 |
| 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 | $17,919,000 | 4,602 |
| U.S. Government securities | $9,317,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,317,000 | 4,855 |
| Securities issued by states & political subdivisions | $8,602,000 | 2,605 |
| 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 | $6,250,000 | 3,930 |
| Mortgage-backed securities | $7,897,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $7,897,000 | 2,732 |
| Issued or guaranteed by U.S. | $7,897,000 | 2,725 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,919,000 | 4,202 |
| Total debt securities | $17,917,000 | 4,562 |
| Structured notes | ||
| Amortized cost | $470,000 | 2,925 |
| Fair value | $496,000 | 2,913 |
| 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 | $18,561,000 | 4,567 |
| U.S. Government securities | $9,919,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,919,000 | 4,832 |
| Securities issued by states & political subdivisions | $8,642,000 | 2,473 |
| 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 | $6,634,000 | 3,883 |
| Mortgage-backed securities | $8,470,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $8,470,000 | 2,666 |
| Issued or guaranteed by U.S. | $8,470,000 | 2,659 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,561,000 | 4,149 |
| Total debt securities | $18,560,000 | 4,527 |
| Structured notes | ||
| Amortized cost | $490,000 | 3,002 |
| Fair value | $517,000 | 2,860 |
| 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 | $19,698,000 | 4,488 |
| U.S. Government securities | $10,705,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,705,000 | 4,743 |
| Securities issued by states & political subdivisions | $8,993,000 | 2,398 |
| 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 | $6,985,000 | 3,880 |
| Mortgage-backed securities | $9,228,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $9,228,000 | 2,641 |
| Issued or guaranteed by U.S. | $9,228,000 | 2,633 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $19,698,000 | 4,085 |
| Total debt securities | $19,698,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $511,000 | 2,643 |
| Fair value | $539,000 | 2,634 |
| 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 | $21,245,000 | 4,272 |
| U.S. Government securities | $11,700,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,700,000 | 4,550 |
| Securities issued by states & political subdivisions | $9,545,000 | 2,308 |
| 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 | $7,695,000 | 3,766 |
| Mortgage-backed securities | $9,902,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $9,902,000 | 2,597 |
| Issued or guaranteed by U.S. | $9,902,000 | 2,589 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,245,000 | 3,879 |
| Total debt securities | $21,245,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $529,000 | 2,381 |
| Fair value | $548,000 | 2,380 |
| 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 | $21,110,000 | 4,305 |
| U.S. Government securities | $11,706,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,706,000 | 4,573 |
| Securities issued by states & political subdivisions | $9,404,000 | 2,351 |
| 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 | $7,745,000 | 3,765 |
| Mortgage-backed securities | $9,884,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $9,884,000 | 2,692 |
| Issued or guaranteed by U.S. | $9,884,000 | 2,683 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $21,110,000 | 3,903 |
| Total debt securities | $21,110,000 | 4,269 |
| Structured notes | ||
| Amortized cost | $545,000 | 1,972 |
| Fair value | $562,000 | 1,966 |
| 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 | $20,551,000 | 4,365 |
| U.S. Government securities | $11,772,000 | 4,662 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,772,000 | 4,568 |
| Securities issued by states & political subdivisions | $8,779,000 | 2,406 |
| 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 | $8,645,000 | 3,598 |
| Mortgage-backed securities | $9,430,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $9,430,000 | 2,797 |
| Issued or guaranteed by U.S. | $9,430,000 | 2,783 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $20,551,000 | 3,935 |
| Total debt securities | $20,541,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $565,000 | 1,494 |
| Fair value | $578,000 | 1,489 |
| 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 | $18,496,000 | 4,620 |
| U.S. Government securities | $12,045,000 | 4,700 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,045,000 | 4,615 |
| Securities issued by states & political subdivisions | $6,451,000 | 2,793 |
| 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 | $9,245,000 | 3,548 |
| Mortgage-backed securities | $9,683,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $9,683,000 | 2,816 |
| Issued or guaranteed by U.S. | $9,683,000 | 2,801 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $18,496,000 | 4,169 |
| Total debt securities | $18,497,000 | 4,583 |
| Structured notes | ||
| Amortized cost | $572,000 | 1,245 |
| Fair value | $587,000 | 1,237 |
| 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 | $17,516,000 | 4,759 |
| U.S. Government securities | $11,291,000 | 4,901 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,291,000 | 4,806 |
| Securities issued by states & political subdivisions | $6,225,000 | 2,801 |
| 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 | $9,824,000 | 3,484 |
| Mortgage-backed securities | $8,673,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $8,673,000 | 2,930 |
| Issued or guaranteed by U.S. | $8,673,000 | 2,916 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $17,516,000 | 4,283 |
| Total debt securities | $17,515,000 | 4,720 |
| Structured notes | ||
| Amortized cost | $576,000 | 1,294 |
| Fair value | $571,000 | 1,290 |
| 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 | $17,850,000 | 4,650 |
| U.S. Government securities | $11,921,000 | 4,735 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,921,000 | 4,646 |
| Securities issued by states & political subdivisions | $5,929,000 | 2,851 |
| 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 | $1,684,000 | 5,778 |
| Mortgage-backed securities | $8,855,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $8,855,000 | 2,823 |
| Issued or guaranteed by U.S. | $8,855,000 | 2,809 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $17,850,000 | 4,164 |
| Total debt securities | $17,849,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $586,000 | 1,268 |
| Fair value | $576,000 | 1,269 |
| 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 | $17,127,000 | 4,811 |
| U.S. Government securities | $11,213,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,213,000 | 4,796 |
| Securities issued by states & political subdivisions | $5,914,000 | 2,865 |
| 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 | $1,679,000 | 5,784 |
| Mortgage-backed securities | $8,138,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $8,138,000 | 2,933 |
| Issued or guaranteed by U.S. | $8,138,000 | 2,918 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,127,000 | 4,329 |
| Total debt securities | $17,128,000 | 4,753 |
| Structured notes | ||
| Amortized cost | $602,000 | 1,302 |
| Fair value | $591,000 | 1,313 |
| 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 | $15,656,000 | 5,019 |
| U.S. Government securities | $9,646,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,646,000 | 5,096 |
| Securities issued by states & political subdivisions | $6,010,000 | 2,861 |
| 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 | $1,967,000 | 5,652 |
| Mortgage-backed securities | $6,550,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $6,550,000 | 3,142 |
| Issued or guaranteed by U.S. | $6,550,000 | 3,129 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,656,000 | 4,520 |
| Total debt securities | $15,654,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $874,000 | 1,282 |
| Fair value | $871,000 | 1,281 |
| 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 | $12,523,000 | 5,591 |
| U.S. Government securities | $6,430,000 | 6,170 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,430,000 | 6,063 |
| Securities issued by states & political subdivisions | $6,093,000 | 2,824 |
| 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 | $2,578,000 | 5,410 |
| Mortgage-backed securities | $3,350,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $3,350,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,350,000 | 3,747 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,523,000 | 5,024 |
| Total debt securities | $12,523,000 | 5,533 |
| Structured notes | ||
| Amortized cost | $245,000 | 2,326 |
| Fair value | $250,000 | 2,290 |
| 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 | $12,783,000 | 5,581 |
| U.S. Government securities | $6,718,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,718,000 | 6,053 |
| Securities issued by states & political subdivisions | $6,065,000 | 2,798 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,796,000 | 5,344 |
| Mortgage-backed securities | $2,924,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $2,924,000 | 3,792 |
| Issued or guaranteed by U.S. | $2,924,000 | 3,776 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,783,000 | 5,001 |
| Total debt securities | $12,782,000 | 5,531 |
| Structured notes | ||
| Amortized cost | $245,000 | 2,544 |
| Fair value | $248,000 | 2,540 |
| 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 | $11,858,000 | 5,758 |
| U.S. Government securities | $5,769,000 | 6,487 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,769,000 | 6,368 |
| Securities issued by states & political subdivisions | $6,089,000 | 2,791 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,755,000 | 5,399 |
| Mortgage-backed securities | $2,021,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,021,000 | 4,140 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,858,000 | 5,160 |
| Total debt securities | $11,858,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $244,000 | 2,626 |
| Fair value | $244,000 | 2,625 |
| 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 | $11,334,000 | 5,857 |
| U.S. Government securities | $5,663,000 | 6,574 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,663,000 | 6,445 |
| Securities issued by states & political subdivisions | $5,671,000 | 2,902 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,781,000 | 5,411 |
| Mortgage-backed securities | $1,591,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $1,591,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,591,000 | 4,399 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,334,000 | 5,242 |
| Total debt securities | $11,333,000 | 5,801 |
| Structured notes | ||
| Amortized cost | $543,000 | 2,305 |
| Fair value | $546,000 | 2,299 |
| 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 | $10,266,000 | 6,116 |
| U.S. Government securities | $4,701,000 | 6,891 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,701,000 | 6,768 |
| Securities issued by states & political subdivisions | $5,565,000 | 2,948 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,226,000 | 5,646 |
| Mortgage-backed securities | $1,134,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $1,134,000 | 4,701 |
| Issued or guaranteed by U.S. | $1,134,000 | 4,684 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $10,266,000 | 5,482 |
| Total debt securities | $10,266,000 | 6,060 |
| Structured notes | ||
| Amortized cost | $543,000 | 2,406 |
| Fair value | $543,000 | 2,400 |
| 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 | $10,690,000 | 6,067 |
| U.S. Government securities | $5,003,000 | 6,867 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,003,000 | 6,738 |
| Securities issued by states & political subdivisions | $5,687,000 | 2,896 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,466,000 | 5,590 |
| Mortgage-backed securities | $908,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $907,000 | 4,896 |
| Issued or guaranteed by U.S. | $907,000 | 4,872 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,305 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,690,000 | 5,410 |
| Total debt securities | $10,691,000 | 6,009 |
| Structured notes | ||
| Amortized cost | $792,000 | 2,389 |
| Fair value | $789,000 | 2,379 |
| 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 | $10,519,000 | 6,126 |
| U.S. Government securities | $5,005,000 | 6,888 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,005,000 | 6,750 |
| Securities issued by states & political subdivisions | $5,514,000 | 2,930 |
| 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 | $1,514,000 | 6,078 |
| Mortgage-backed securities | $956,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $955,000 | 4,894 |
| Issued or guaranteed by U.S. | $955,000 | 4,872 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,300 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $10,519,000 | 5,455 |
| Total debt securities | $10,519,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $1,387,000 | 1,972 |
| Fair value | $1,366,000 | 1,964 |
| 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 | $10,581,000 | 6,164 |
| U.S. Government securities | $4,843,000 | 6,985 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,843,000 | 6,842 |
| Securities issued by states & political subdivisions | $5,738,000 | 2,870 |
| 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 | $1,520,000 | 6,073 |
| Mortgage-backed securities | $1,050,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 4,850 |
| Issued or guaranteed by U.S. | $1,049,000 | 4,830 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,297 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $10,581,000 | 5,466 |
| Total debt securities | $10,579,000 | 6,107 |
| Structured notes | ||
| Amortized cost | $1,886,000 | 1,718 |
| Fair value | $1,870,000 | 1,714 |
| 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 | $10,770,000 | 6,175 |
| U.S. Government securities | $4,920,000 | 6,992 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,920,000 | 6,840 |
| Securities issued by states & political subdivisions | $5,850,000 | 2,831 |
| 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 | $1,772,000 | 5,970 |
| Mortgage-backed securities | $1,113,000 | 5,343 |
| Certificates of participation in pools of residential mortgages | $1,111,000 | 4,836 |
| Issued or guaranteed by U.S. | $1,111,000 | 4,817 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,308 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,770,000 | 5,460 |
| Total debt securities | $10,771,000 | 6,119 |
| Structured notes | ||
| Amortized cost | $2,136,000 | 1,510 |
| Fair value | $2,122,000 | 1,504 |
| 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 | $10,124,000 | 6,297 |
| U.S. Government securities | $4,111,000 | 7,243 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,111,000 | 7,098 |
| Securities issued by states & political subdivisions | $6,013,000 | 2,747 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,132,000 | 5,766 |
| Mortgage-backed securities | $783,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $781,000 | 5,158 |
| Issued or guaranteed by U.S. | $781,000 | 5,141 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,316 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,124,000 | 5,578 |
| Total debt securities | $10,124,000 | 6,232 |
| Structured notes | ||
| Amortized cost | $2,143,000 | 1,489 |
| Fair value | $2,132,000 | 1,484 |
| 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 | $10,009,000 | 6,364 |
| U.S. Government securities | $4,050,000 | 7,304 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,050,000 | 7,151 |
| Securities issued by states & political subdivisions | $5,959,000 | 2,738 |
| 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 | $2,391,000 | 5,649 |
| Mortgage-backed securities | $860,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $857,000 | 5,146 |
| Issued or guaranteed by U.S. | $857,000 | 5,125 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,343 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,009,000 | 5,633 |
| Total debt securities | $10,009,000 | 6,299 |
| Structured notes | ||
| Amortized cost | $2,142,000 | 1,485 |
| Fair value | $2,136,000 | 1,484 |
| 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 | $9,753,000 | 6,490 |
| U.S. Government securities | $4,070,000 | 7,367 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,070,000 | 7,197 |
| Securities issued by states & political subdivisions | $5,683,000 | 2,822 |
| 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 | $2,385,000 | 5,699 |
| Mortgage-backed securities | $933,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $930,000 | 5,146 |
| Issued or guaranteed by U.S. | $930,000 | 5,131 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,399 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,753,000 | 5,752 |
| Total debt securities | $9,753,000 | 6,431 |
| Structured notes | ||
| Amortized cost | $1,845,000 | 1,671 |
| Fair value | $1,829,000 | 1,670 |
| 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 | $10,177,000 | 6,426 |
| U.S. Government securities | $4,416,000 | 7,290 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,416,000 | 7,132 |
| Securities issued by states & political subdivisions | $5,761,000 | 2,828 |
| 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 | $2,661,000 | 5,555 |
| Mortgage-backed securities | $1,000,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $996,000 | 5,128 |
| Issued or guaranteed by U.S. | $996,000 | 5,114 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,000 | 3,776 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,428 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,177,000 | 5,670 |
| Total debt securities | $10,177,000 | 6,365 |
| Structured notes | ||
| Amortized cost | $1,845,000 | 1,635 |
| Fair value | $1,842,000 | 1,633 |
| 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 | $10,633,000 | 6,362 |
| U.S. Government securities | $4,507,000 | 7,277 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,507,000 | 7,125 |
| Securities issued by states & political subdivisions | $6,126,000 | 2,740 |
| 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 | $2,579,000 | 5,608 |
| Mortgage-backed securities | $1,072,000 | 5,591 |
| Certificates of participation in pools of residential mortgages | $1,068,000 | 5,083 |
| Issued or guaranteed by U.S. | $1,068,000 | 5,071 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,000 | 3,800 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,446 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,633,000 | 5,607 |
| Total debt securities | $10,633,000 | 6,293 |
| Structured notes | ||
| Amortized cost | $1,048,000 | 1,948 |
| Fair value | $1,049,000 | 1,946 |
| 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 | $9,362,000 | 6,718 |
| U.S. Government securities | $3,971,000 | 7,530 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,971,000 | 7,369 |
| Securities issued by states & political subdivisions | $5,391,000 | 2,945 |
| 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 | $1,028,000 | 6,503 |
| Mortgage-backed securities | $1,128,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 5,117 |
| Issued or guaranteed by U.S. | $1,123,000 | 5,103 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,000 | 3,869 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,518 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,362,000 | 5,958 |
| Total debt securities | $9,362,000 | 6,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,882,000 | 6,801 |
| U.S. Government securities | $3,603,000 | 7,620 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,603,000 | 7,462 |
| Securities issued by states & political subdivisions | $5,279,000 | 2,993 |
| 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 | $1,046,000 | 6,487 |
| Mortgage-backed securities | $1,244,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 5,075 |
| Issued or guaranteed by U.S. | $1,238,000 | 5,061 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,000 | 3,931 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,574 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,882,000 | 6,049 |
| Total debt securities | $8,882,000 | 6,724 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,312 |
| Fair value | $502,000 | 2,237 |
| 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 | $7,711,000 | 7,127 |
| U.S. Government securities | $2,603,000 | 8,033 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,603,000 | 7,852 |
| Securities issued by states & political subdivisions | $5,108,000 | 3,062 |
| 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 | $1,053,000 | 6,470 |
| Mortgage-backed securities | $1,300,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 5,056 |
| Issued or guaranteed by U.S. | $1,292,000 | 5,036 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,000 | 3,970 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,769 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,711,000 | 6,321 |
| Total debt securities | $7,711,000 | 7,052 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,364 |
| Fair value | $249,000 | 2,357 |
| 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 | $7,471,000 | 7,133 |
| U.S. Government securities | $2,712,000 | 7,943 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,712,000 | 7,764 |
| Securities issued by states & political subdivisions | $4,759,000 | 3,159 |
| 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 | $1,267,000 | 6,334 |
| Mortgage-backed securities | $1,445,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $1,436,000 | 4,948 |
| Issued or guaranteed by U.S. | $1,436,000 | 4,928 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,000 | 4,061 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,843 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,471,000 | 6,333 |
| Total debt securities | $7,471,000 | 7,036 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,793,000 | 7,549 |
| U.S. Government securities | $1,578,000 | 8,364 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,578,000 | 8,203 |
| Securities issued by states & political subdivisions | $4,215,000 | 3,319 |
| 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 | $1,016,000 | 6,542 |
| Mortgage-backed securities | $562,000 | 6,270 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,787 |
| Issued or guaranteed by U.S. | $551,000 | 5,765 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,000 | 4,216 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 4,001 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,793,000 | 6,729 |
| Total debt securities | $5,793,000 | 7,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,705,000 | 7,602 |
| U.S. Government securities | $1,755,000 | 8,386 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,755,000 | 8,206 |
| Securities issued by states & political subdivisions | $3,950,000 | 3,349 |
| 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 | $1,017,000 | 6,575 |
| Mortgage-backed securities | $738,000 | 6,145 |
| Certificates of participation in pools of residential mortgages | $725,000 | 5,631 |
| Issued or guaranteed by U.S. | $725,000 | 5,613 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 4,090 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,705,000 | 6,765 |
| Total debt securities | $5,705,000 | 7,513 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,633,000 | 7,633 |
| U.S. Government securities | $1,950,000 | 8,368 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,950,000 | 8,183 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,451 |
| 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 | $1,022,000 | 6,578 |
| Mortgage-backed securities | $928,000 | 5,991 |
| Certificates of participation in pools of residential mortgages | $913,000 | 5,435 |
| Issued or guaranteed by U.S. | $913,000 | 5,416 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $15,000 | 4,337 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 4,136 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,633,000 | 6,774 |
| Total debt securities | $5,633,000 | 7,550 |
| 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 | $6,268,000 | 7,543 |
| U.S. Government securities | $2,925,000 | 8,108 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,925,000 | 7,889 |
| Securities issued by states & political subdivisions | $3,343,000 | 3,567 |
| 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 | $1,245,000 | 6,517 |
| Mortgage-backed securities | $1,427,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $1,403,000 | 4,929 |
| Issued or guaranteed by U.S. | $1,403,000 | 4,903 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $24,000 | 4,414 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 4,209 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $6,268,000 | 6,603 |
| Total debt securities | $6,268,000 | 7,442 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,687,000 | 7,771 |
| U.S. Government securities | $3,647,000 | 8,344 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,647,000 | 8,003 |
| Securities issued by states & political subdivisions | $2,948,000 | 3,740 |
| 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 | $92,000 | 6,905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,721,000 | 5,845 |
| Mortgage-backed securities | $779,000 | 5,759 |
| Certificates of participation in pools of residential mortgages | $746,000 | 5,078 |
| Issued or guaranteed by U.S. | $746,000 | 5,064 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $33,000 | 4,089 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,886 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,687,000 | 6,687 |
| Total debt securities | $6,595,000 | 7,689 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,513,000 | 8,159 |
| U.S. Government securities | $3,758,000 | 8,616 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,758,000 | 8,111 |
| Securities issued by states & political subdivisions | $2,663,000 | 4,128 |
| 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 | $92,000 | 6,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,587,000 | 5,959 |
| Mortgage-backed securities | $974,000 | 5,871 |
| Certificates of participation in pools of residential mortgages | $878,000 | 5,193 |
| Issued or guaranteed by U.S. | $878,000 | 5,183 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $96,000 | 4,206 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 4,014 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,513,000 | 6,927 |
| Total debt securities | $6,421,000 | 8,069 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,588,000 | 7,836 |
| U.S. Government securities | $4,463,000 | 8,302 |
| U.S. Treasury securities | $405,000 | 6,218 |
| U.S. Government agency obligations | $4,058,000 | 7,660 |
| Securities issued by states & political subdivisions | $3,038,000 | 3,948 |
| 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 | $87,000 | 6,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,386,000 | 5,851 |
| Mortgage-backed securities | $1,476,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 5,053 |
| Issued or guaranteed by U.S. | $1,200,000 | 5,037 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $276,000 | 4,114 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,945 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,588,000 | 6,488 |
| Total debt securities | $7,501,000 | 7,733 |
| 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 | $6,291,000 | 8,709 |
| U.S. Government securities | $4,944,000 | 8,605 |
| U.S. Treasury securities | $711,000 | 6,856 |
| U.S. Government agency obligations | $4,233,000 | 7,704 |
| Securities issued by states & political subdivisions | $1,252,000 | 5,450 |
| Other domestic debt securities | $11,000 | 3,776 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,668 |
| 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 | $84,000 | 6,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,485,000 | 6,050 |
| Mortgage-backed securities | $929,000 | 6,428 |
| Certificates of participation in pools of residential mortgages | $404,000 | 6,373 |
| Issued or guaranteed by U.S. | $404,000 | 6,351 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $525,000 | 3,933 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 3,800 |
| Privately issued | $11,000 | 1,417 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,291,000 | 6,963 |
| Total debt securities | $6,207,000 | 8,619 |
| 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 | $6,786,000 | 9,071 |
| U.S. Government securities | $6,249,000 | 8,555 |
| U.S. Treasury securities | $1,565,000 | 6,442 |
| U.S. Government agency obligations | $4,684,000 | 7,829 |
| Securities issued by states & political subdivisions | $496,000 | 7,078 |
| Other domestic debt securities | $14,000 | 4,313 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,986 |
| 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 | $27,000 | 7,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,400,000 | 6,377 |
| Mortgage-backed securities | $1,243,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $509,000 | 6,641 |
| Issued or guaranteed by U.S. | $509,000 | 6,623 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $734,000 | 4,134 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 4,001 |
| Privately issued | $14,000 | 1,688 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $6,786,000 | 7,064 |
| Total debt securities | $6,759,000 | 8,975 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $100,000 | 3,538 |
| 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 | $8,461,000 | 8,831 |
| U.S. Government securities | $8,251,000 | 8,062 |
| U.S. Treasury securities | $2,974,000 | 6,146 |
| U.S. Government agency obligations | $5,277,000 | 7,557 |
| Securities issued by states & political subdivisions | $165,000 | 8,374 |
| Other domestic debt securities | $18,000 | 4,995 |
| Privately issued residential mortgage-backed securities | $18,000 | 2,380 |
| 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 | $27,000 | 7,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 6,449 |
| Mortgage-backed securities | $1,556,000 | 6,688 |
| Certificates of participation in pools of residential mortgages | $680,000 | 6,638 |
| Issued or guaranteed by U.S. | $680,000 | 6,606 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $876,000 | 4,424 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 4,269 |
| Privately issued | $18,000 | 2,051 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $8,461,000 | 6,641 |
| Total debt securities | $8,434,000 | 8,724 |
| Structured notes | ||
| Amortized cost | $700,000 | 3,192 |
| Fair value | $691,000 | 3,216 |
| 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 | $8,526,000 | 9,327 |
| U.S. Government securities | $8,408,000 | 8,460 |
| U.S. Treasury securities | $3,779,000 | 6,469 |
| U.S. Government agency obligations | $4,629,000 | 7,932 |
| Securities issued by states & political subdivisions | $70,000 | 9,223 |
| Other domestic debt securities | $21,000 | 5,607 |
| Privately issued residential mortgage-backed securities | $21,000 | 2,673 |
| 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 | $27,000 | 7,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 7,653 |
| Mortgage-backed securities | $2,030,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $857,000 | 6,675 |
| Issued or guaranteed by U.S. | $857,000 | 6,652 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,173,000 | 4,325 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 4,159 |
| Privately issued | $21,000 | 2,332 |
| 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) | $8,499,000 | 6,263 |
| Available-for-sale securities (fair market value) | $27,000 | 11,030 |
| Total debt securities | $8,499,000 | 9,244 |
| 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 | $8,091,000 | 9,850 |
| U.S. Government securities | $7,834,000 | 8,976 |
| U.S. Treasury securities | $2,479,000 | 7,952 |
| U.S. Government agency obligations | $5,355,000 | 7,663 |
| Securities issued by states & political subdivisions | $110,000 | 9,233 |
| Other domestic debt securities | $120,000 | 5,663 |
| Privately issued residential mortgage-backed securities | $120,000 | 2,624 |
| 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 | $27,000 | 7,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 7,635 |
| Mortgage-backed securities | $2,336,000 | 6,953 |
| Certificates of participation in pools of residential mortgages | $1,182,000 | 6,772 |
| Issued or guaranteed by U.S. | $1,182,000 | 6,726 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,154,000 | 4,769 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 4,667 |
| Privately issued | $120,000 | 2,211 |
| 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 | $8,064,000 | 9,698 |
| 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 | $7,981,000 | 10,043 |
| U.S. Government securities | $7,249,000 | 9,424 |
| U.S. Treasury securities | $1,967,000 | 8,931 |
| U.S. Government agency obligations | $5,282,000 | 7,803 |
| Securities issued by states & political subdivisions | $265,000 | 8,476 |
| Other domestic debt securities | $440,000 | 5,300 |
| Privately issued residential mortgage-backed securities | $440,000 | 2,469 |
| 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 | $27,000 | 7,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 8,141 |
| Mortgage-backed securities | $2,134,000 | 7,505 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 7,017 |
| Issued or guaranteed by U.S. | $1,326,000 | 6,954 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $808,000 | 5,375 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 5,767 |
| Privately issued | $440,000 | 2,084 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,954,000 | 9,930 |
| 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 |