Home > The Benton State Bank > Securities
The Benton State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,955,000 | 4,348 |
| U.S. Government securities | $1,281,000 | 4,236 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,281,000 | 4,035 |
| Securities issued by states & political subdivisions | $618,000 | 3,619 |
| Other domestic debt securities | $56,000 | 2,302 |
| 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 | $61,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,000 | 3,639 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $56,000 | 1,345 |
| Held to maturity securities (book value) | $623,000 | 1,573 |
| Available-for-sale securities (fair market value) | $1,332,000 | 4,126 |
| Total debt securities | $1,954,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,100 |
| Fair value | $179,000 | 1,100 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,917,000 | 4,377 |
| U.S. Government securities | $1,256,000 | 4,259 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,256,000 | 4,056 |
| Securities issued by states & political subdivisions | $619,000 | 3,654 |
| Other domestic debt securities | $42,000 | 2,319 |
| 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 | $47,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,000 | 3,656 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $42,000 | 1,341 |
| Held to maturity securities (book value) | $624,000 | 1,592 |
| Available-for-sale securities (fair market value) | $1,293,000 | 4,142 |
| Total debt securities | $1,917,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,120 |
| Fair value | $176,000 | 1,119 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,939,000 | 4,411 |
| U.S. Government securities | $1,275,000 | 4,289 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,275,000 | 4,087 |
| Securities issued by states & political subdivisions | $618,000 | 3,692 |
| Other domestic debt securities | $46,000 | 2,341 |
| 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 | $51,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,000 | 3,670 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $46,000 | 1,335 |
| Held to maturity securities (book value) | $623,000 | 1,613 |
| Available-for-sale securities (fair market value) | $1,316,000 | 4,173 |
| Total debt securities | $1,941,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,166 |
| Fair value | $179,000 | 1,165 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,948,000 | 4,480 |
| U.S. Government securities | $1,277,000 | 4,356 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,277,000 | 4,106 |
| Securities issued by states & political subdivisions | $618,000 | 3,744 |
| Other domestic debt securities | $53,000 | 2,391 |
| 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 | $59,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,000 | 3,710 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $53,000 | 1,340 |
| Held to maturity securities (book value) | $624,000 | 1,666 |
| Available-for-sale securities (fair market value) | $1,324,000 | 4,238 |
| Total debt securities | $1,947,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,195 |
| Fair value | $178,000 | 1,195 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,932,000 | 4,512 |
| U.S. Government securities | $1,256,000 | 4,388 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,256,000 | 4,131 |
| Securities issued by states & political subdivisions | $618,000 | 3,782 |
| Other domestic debt securities | $58,000 | 2,424 |
| 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 | $63,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,000 | 3,754 |
| 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 | $0 | 1,567 |
| Other commercial mortgage-backed securities | $58,000 | 1,341 |
| Held to maturity securities (book value) | $623,000 | 1,680 |
| Available-for-sale securities (fair market value) | $1,309,000 | 4,264 |
| Total debt securities | $1,935,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,223 |
| Fair value | $175,000 | 1,223 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,937,000 | 4,549 |
| U.S. Government securities | $1,254,000 | 4,423 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,254,000 | 4,159 |
| Securities issued by states & political subdivisions | $618,000 | 3,814 |
| Other domestic debt securities | $65,000 | 2,381 |
| 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 | $71,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,000 | 3,778 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $65,000 | 1,373 |
| Held to maturity securities (book value) | $624,000 | 1,668 |
| Available-for-sale securities (fair market value) | $1,313,000 | 4,300 |
| Total debt securities | $1,937,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,207 |
| Fair value | $175,000 | 1,207 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,990,000 | 4,564 |
| U.S. Government securities | $1,299,000 | 4,442 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,299,000 | 4,185 |
| Securities issued by states & political subdivisions | $619,000 | 3,854 |
| Other domestic debt securities | $72,000 | 2,239 |
| 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 | $78,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $6,000 | 3,876 |
| Issued or guaranteed by U.S. | $6,000 | 3,813 |
| 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 | $72,000 | 2,026 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $72,000 | 1,451 |
| Held to maturity securities (book value) | $625,000 | 1,605 |
| Available-for-sale securities (fair market value) | $1,365,000 | 4,331 |
| Total debt securities | $1,986,000 | 4,548 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,179 |
| Fair value | $179,000 | 1,179 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,052,000 | 4,549 |
| U.S. Government securities | $1,434,000 | 4,386 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,434,000 | 4,161 |
| Securities issued by states & political subdivisions | $618,000 | 3,866 |
| 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 | $89,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $7,000 | 3,890 |
| Issued or guaranteed by U.S. | $7,000 | 3,835 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $82,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 2,694 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $625,000 | 1,512 |
| Available-for-sale securities (fair market value) | $1,427,000 | 4,331 |
| Total debt securities | $2,051,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,050 |
| Fair value | $192,000 | 1,049 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,883,000 | 4,565 |
| U.S. Government securities | $1,264,000 | 4,364 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,264,000 | 4,186 |
| Securities issued by states & political subdivisions | $619,000 | 3,902 |
| 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 | $102,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $7,000 | 3,910 |
| Issued or guaranteed by U.S. | $7,000 | 3,847 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $95,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,684 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $626,000 | 1,421 |
| Available-for-sale securities (fair market value) | $1,257,000 | 4,369 |
| Total debt securities | $1,883,000 | 4,544 |
| Structured notes | ||
| Amortized cost | $200,000 | 959 |
| Fair value | $200,000 | 959 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,636,000 | 4,633 |
| U.S. Government securities | $1,289,000 | 4,385 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,289,000 | 4,231 |
| Securities issued by states & political subdivisions | $347,000 | 4,033 |
| 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 | $118,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $8,000 | 3,960 |
| Issued or guaranteed by U.S. | $8,000 | 3,900 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $110,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,703 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $355,000 | 1,501 |
| Available-for-sale securities (fair market value) | $1,281,000 | 4,415 |
| Total debt securities | $1,637,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $200,000 | 849 |
| Fair value | $200,000 | 852 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,654,000 | 4,651 |
| U.S. Government securities | $1,307,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,307,000 | 4,264 |
| Securities issued by states & political subdivisions | $347,000 | 4,058 |
| 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 | $132,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $9,000 | 3,974 |
| Issued or guaranteed by U.S. | $9,000 | 3,913 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $123,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,686 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $356,000 | 1,487 |
| Available-for-sale securities (fair market value) | $1,298,000 | 4,433 |
| Total debt securities | $1,654,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $200,000 | 784 |
| Fair value | $200,000 | 788 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,459,000 | 4,680 |
| U.S. Government securities | $1,112,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,112,000 | 4,270 |
| Securities issued by states & political subdivisions | $347,000 | 4,071 |
| 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 | $148,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $10,000 | 3,966 |
| Issued or guaranteed by U.S. | $10,000 | 3,897 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $138,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 2,659 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $357,000 | 1,481 |
| Available-for-sale securities (fair market value) | $1,102,000 | 4,456 |
| Total debt securities | $1,459,000 | 4,656 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,653,000 | 4,658 |
| U.S. Government securities | $1,306,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,306,000 | 4,204 |
| Securities issued by states & political subdivisions | $347,000 | 4,085 |
| 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 | $163,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $11,000 | 3,965 |
| Issued or guaranteed by U.S. | $11,000 | 3,898 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $152,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,654 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $358,000 | 1,461 |
| Available-for-sale securities (fair market value) | $1,295,000 | 4,443 |
| Total debt securities | $1,652,000 | 4,634 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $927,000 | 4,746 |
| U.S. Government securities | $580,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $580,000 | 4,380 |
| Securities issued by states & political subdivisions | $347,000 | 4,072 |
| 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 | $184,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,964 |
| Issued or guaranteed by U.S. | $14,000 | 3,900 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $170,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,658 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $361,000 | 1,451 |
| Available-for-sale securities (fair market value) | $566,000 | 4,529 |
| Total debt securities | $927,000 | 4,720 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $704,000 | 4,800 |
| U.S. Government securities | $357,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $357,000 | 4,484 |
| Securities issued by states & political subdivisions | $347,000 | 4,081 |
| 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 | $206,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $16,000 | 3,972 |
| Issued or guaranteed by U.S. | $16,000 | 3,909 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $190,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,667 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $363,000 | 1,465 |
| Available-for-sale securities (fair market value) | $341,000 | 4,588 |
| Total debt securities | $704,000 | 4,775 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,275,000 | 4,781 |
| U.S. Government securities | $868,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $868,000 | 4,436 |
| Securities issued by states & political subdivisions | $407,000 | 4,072 |
| 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 | $18,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $18,000 | 4,003 |
| Issued or guaranteed by U.S. | $18,000 | 3,930 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $365,000 | 1,475 |
| Available-for-sale securities (fair market value) | $910,000 | 4,583 |
| Total debt securities | $1,275,000 | 4,753 |
| Structured notes | ||
| Amortized cost | $649,000 | 393 |
| Fair value | $651,000 | 394 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,293,000 | 4,737 |
| U.S. Government securities | $1,811,000 | 4,451 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,811,000 | 4,310 |
| Securities issued by states & political subdivisions | $482,000 | 4,060 |
| 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 | $19,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $19,000 | 4,024 |
| Issued or guaranteed by U.S. | $19,000 | 3,961 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $441,000 | 1,504 |
| Available-for-sale securities (fair market value) | $1,852,000 | 4,548 |
| Total debt securities | $2,292,000 | 4,714 |
| Structured notes | ||
| Amortized cost | $1,698,000 | 334 |
| Fair value | $1,692,000 | 334 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,799,000 | 4,778 |
| U.S. Government securities | $2,317,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,317,000 | 4,301 |
| Securities issued by states & political subdivisions | $482,000 | 4,115 |
| 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 | $450,000 | 4,276 |
| Mortgage-backed securities | $21,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $21,000 | 4,062 |
| Issued or guaranteed by U.S. | $21,000 | 3,991 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $443,000 | 1,567 |
| Available-for-sale securities (fair market value) | $2,356,000 | 4,575 |
| Total debt securities | $2,799,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $2,180,000 | 350 |
| Fair value | $2,196,000 | 350 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,788,000 | 4,836 |
| U.S. Government securities | $2,307,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,307,000 | 4,355 |
| Securities issued by states & political subdivisions | $481,000 | 4,165 |
| 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 | $496,000 | 4,310 |
| Mortgage-backed securities | $24,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $24,000 | 4,083 |
| Issued or guaranteed by U.S. | $24,000 | 4,015 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $445,000 | 1,614 |
| Available-for-sale securities (fair market value) | $2,343,000 | 4,616 |
| Total debt securities | $2,788,000 | 4,812 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 385 |
| Fair value | $2,183,000 | 385 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,421,000 | 4,926 |
| U.S. Government securities | $2,286,000 | 4,580 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,286,000 | 4,417 |
| Securities issued by states & political subdivisions | $135,000 | 4,391 |
| 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 | $492,000 | 4,364 |
| Mortgage-backed securities | $25,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $25,000 | 4,123 |
| Issued or guaranteed by U.S. | $25,000 | 4,056 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $100,000 | 1,774 |
| Available-for-sale securities (fair market value) | $2,321,000 | 4,661 |
| Total debt securities | $2,421,000 | 4,903 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 399 |
| Fair value | $2,162,000 | 399 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,463,000 | 4,968 |
| U.S. Government securities | $2,255,000 | 4,621 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,255,000 | 4,456 |
| Securities issued by states & political subdivisions | $134,000 | 4,439 |
| Other domestic debt securities | $74,000 | 1,959 |
| 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 | $74,000 | 1,525 |
| 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 | $483,000 | 4,413 |
| Mortgage-backed securities | $27,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $27,000 | 4,159 |
| Issued or guaranteed by U.S. | $27,000 | 4,105 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $101,000 | 1,817 |
| Available-for-sale securities (fair market value) | $2,362,000 | 4,703 |
| Total debt securities | $2,464,000 | 4,942 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 412 |
| Fair value | $2,130,000 | 412 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,430,000 | 5,035 |
| U.S. Government securities | $2,222,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,222,000 | 4,545 |
| Securities issued by states & political subdivisions | $134,000 | 4,491 |
| Other domestic debt securities | $74,000 | 1,936 |
| 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 | $74,000 | 1,535 |
| 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 | $473,000 | 4,479 |
| Mortgage-backed securities | $31,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,205 |
| Issued or guaranteed by U.S. | $31,000 | 4,184 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $105,000 | 1,854 |
| Available-for-sale securities (fair market value) | $2,325,000 | 4,774 |
| Total debt securities | $2,430,000 | 5,011 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 410 |
| Fair value | $2,093,000 | 410 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,450,000 | 5,093 |
| U.S. Government securities | $2,241,000 | 4,734 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,241,000 | 4,584 |
| Securities issued by states & political subdivisions | $134,000 | 4,539 |
| Other domestic debt securities | $75,000 | 2,134 |
| 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 | $75,000 | 1,539 |
| 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 | $1,141,000 | 4,305 |
| Mortgage-backed securities | $33,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $33,000 | 4,253 |
| Issued or guaranteed by U.S. | $33,000 | 4,138 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $107,000 | 1,882 |
| Available-for-sale securities (fair market value) | $2,343,000 | 4,829 |
| Total debt securities | $2,450,000 | 5,071 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 416 |
| Fair value | $2,110,000 | 418 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,461,000 | 5,155 |
| U.S. Government securities | $2,252,000 | 4,801 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,252,000 | 4,662 |
| Securities issued by states & political subdivisions | $134,000 | 4,588 |
| Other domestic debt securities | $75,000 | 1,963 |
| 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 | $75,000 | 1,584 |
| 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 | $1,145,000 | 4,358 |
| Mortgage-backed securities | $36,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $36,000 | 4,293 |
| Issued or guaranteed by U.S. | $36,000 | 4,286 |
| 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) | $110,000 | 1,913 |
| Available-for-sale securities (fair market value) | $2,351,000 | 4,891 |
| Total debt securities | $2,461,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 407 |
| Fair value | $2,118,000 | 410 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,649,000 | 5,191 |
| U.S. Government securities | $2,384,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,384,000 | 4,695 |
| Securities issued by states & political subdivisions | $189,000 | 4,636 |
| Other domestic debt securities | $76,000 | 1,966 |
| 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 | $76,000 | 1,599 |
| 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 | $1,162,000 | 4,430 |
| Mortgage-backed securities | $38,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $38,000 | 4,340 |
| Issued or guaranteed by U.S. | $38,000 | 4,335 |
| 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) | $112,000 | 1,939 |
| Available-for-sale securities (fair market value) | $2,537,000 | 4,921 |
| Total debt securities | $2,649,000 | 5,170 |
| Structured notes | ||
| Amortized cost | $2,297,000 | 397 |
| Fair value | $2,247,000 | 397 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,657,000 | 5,259 |
| U.S. Government securities | $2,395,000 | 4,873 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,395,000 | 4,756 |
| Securities issued by states & political subdivisions | $185,000 | 4,676 |
| Other domestic debt securities | $77,000 | 1,994 |
| 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 | $77,000 | 1,637 |
| 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 | $1,167,000 | 4,495 |
| Mortgage-backed securities | $40,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $40,000 | 4,393 |
| Issued or guaranteed by U.S. | $40,000 | 4,389 |
| 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) | $164,000 | 1,963 |
| Available-for-sale securities (fair market value) | $2,493,000 | 4,977 |
| Total debt securities | $2,657,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $2,297,000 | 415 |
| Fair value | $2,255,000 | 416 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,768,000 | 5,297 |
| U.S. Government securities | $2,505,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,505,000 | 4,785 |
| Securities issued by states & political subdivisions | $185,000 | 4,725 |
| Other domestic debt securities | $78,000 | 2,034 |
| 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 | $78,000 | 1,669 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,175,000 | 4,516 |
| Mortgage-backed securities | $45,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $45,000 | 4,419 |
| Issued or guaranteed by U.S. | $45,000 | 4,414 |
| 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) | $169,000 | 1,986 |
| Available-for-sale securities (fair market value) | $2,599,000 | 5,014 |
| Total debt securities | $2,768,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $2,397,000 | 427 |
| Fair value | $2,360,000 | 428 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $3,569,000 | 5,290 |
| U.S. Government securities | $2,991,000 | 4,874 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,991,000 | 4,747 |
| Securities issued by states & political subdivisions | $500,000 | 4,624 |
| Other domestic debt securities | $78,000 | 2,087 |
| 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 | $78,000 | 1,706 |
| 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 | $1,170,000 | 4,579 |
| Mortgage-backed securities | $49,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $49,000 | 4,475 |
| Issued or guaranteed by U.S. | $49,000 | 4,471 |
| 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) | $488,000 | 1,887 |
| Available-for-sale securities (fair market value) | $3,081,000 | 5,026 |
| Total debt securities | $3,568,000 | 5,267 |
| Structured notes | ||
| Amortized cost | $2,897,000 | 411 |
| Fair value | $2,842,000 | 408 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,356,000 | 5,351 |
| U.S. Government securities | $2,778,000 | 4,917 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,778,000 | 4,801 |
| Securities issued by states & political subdivisions | $500,000 | 4,667 |
| Other domestic debt securities | $78,000 | 2,099 |
| 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 | $78,000 | 1,715 |
| 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 | $1,167,000 | 4,627 |
| Mortgage-backed securities | $53,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $53,000 | 4,511 |
| Issued or guaranteed by U.S. | $53,000 | 4,506 |
| 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) | $493,000 | 1,908 |
| Available-for-sale securities (fair market value) | $2,863,000 | 5,072 |
| Total debt securities | $3,356,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $2,697,000 | 411 |
| Fair value | $2,625,000 | 409 |
| 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 | $3,184,000 | 5,418 |
| U.S. Government securities | $2,603,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,603,000 | 4,895 |
| Securities issued by states & political subdivisions | $501,000 | 4,699 |
| Other domestic debt securities | $80,000 | 2,108 |
| 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 | $80,000 | 1,725 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 4,679 |
| Mortgage-backed securities | $57,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $57,000 | 4,542 |
| Issued or guaranteed by U.S. | $57,000 | 4,539 |
| 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) | $497,000 | 1,915 |
| Available-for-sale securities (fair market value) | $2,687,000 | 5,142 |
| Total debt securities | $3,184,000 | 5,392 |
| Structured notes | ||
| Amortized cost | $2,447,000 | 423 |
| Fair value | $2,446,000 | 425 |
| 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 | $3,085,000 | 5,517 |
| U.S. Government securities | $2,515,000 | 5,128 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,515,000 | 5,015 |
| Securities issued by states & political subdivisions | $440,000 | 4,770 |
| Other domestic debt securities | $130,000 | 2,111 |
| 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 | $130,000 | 1,713 |
| 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 | $1,852,000 | 4,593 |
| Mortgage-backed securities | $63,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $63,000 | 4,602 |
| Issued or guaranteed by U.S. | $63,000 | 4,598 |
| 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) | $553,000 | 1,924 |
| Available-for-sale securities (fair market value) | $2,532,000 | 5,228 |
| Total debt securities | $3,085,000 | 5,492 |
| Structured notes | ||
| Amortized cost | $2,343,000 | 491 |
| Fair value | $2,352,000 | 491 |
| 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 | $3,038,000 | 5,588 |
| U.S. Government securities | $2,468,000 | 5,223 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,468,000 | 5,121 |
| Securities issued by states & political subdivisions | $440,000 | 4,812 |
| Other domestic debt securities | $130,000 | 2,133 |
| 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 | $130,000 | 1,730 |
| 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 | $1,805,000 | 4,648 |
| Mortgage-backed securities | $69,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $69,000 | 4,638 |
| Issued or guaranteed by U.S. | $69,000 | 4,636 |
| 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) | $559,000 | 1,964 |
| Available-for-sale securities (fair market value) | $2,479,000 | 5,298 |
| Total debt securities | $3,038,000 | 5,563 |
| Structured notes | ||
| Amortized cost | $2,090,000 | 617 |
| Fair value | $2,098,000 | 616 |
| 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 | $3,179,000 | 5,628 |
| U.S. Government securities | $2,509,000 | 5,283 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,509,000 | 5,181 |
| Securities issued by states & political subdivisions | $540,000 | 4,795 |
| Other domestic debt securities | $130,000 | 2,123 |
| 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 | $130,000 | 1,720 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,899,000 | 4,666 |
| Mortgage-backed securities | $75,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $75,000 | 4,668 |
| Issued or guaranteed by U.S. | $75,000 | 4,664 |
| 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) | $665,000 | 1,968 |
| Available-for-sale securities (fair market value) | $2,514,000 | 5,337 |
| Total debt securities | $3,179,000 | 5,601 |
| Structured notes | ||
| Amortized cost | $2,140,000 | 693 |
| Fair value | $2,136,000 | 693 |
| 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 | $3,195,000 | 5,718 |
| U.S. Government securities | $2,524,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,524,000 | 5,282 |
| Securities issued by states & political subdivisions | $541,000 | 4,843 |
| Other domestic debt securities | $130,000 | 2,165 |
| 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 | $130,000 | 1,739 |
| 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 | $1,914,000 | 4,739 |
| Mortgage-backed securities | $81,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $81,000 | 4,715 |
| Issued or guaranteed by U.S. | $81,000 | 4,710 |
| 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) | $672,000 | 1,986 |
| Available-for-sale securities (fair market value) | $2,523,000 | 5,411 |
| Total debt securities | $3,195,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $2,136,000 | 811 |
| Fair value | $2,144,000 | 812 |
| 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 | $3,844,000 | 5,727 |
| U.S. Government securities | $3,172,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,172,000 | 5,255 |
| Securities issued by states & political subdivisions | $541,000 | 4,870 |
| Other domestic debt securities | $131,000 | 2,187 |
| 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 | $131,000 | 1,759 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $92,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,775 |
| Issued or guaranteed by U.S. | $92,000 | 4,772 |
| 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) | $683,000 | 2,015 |
| Available-for-sale securities (fair market value) | $3,161,000 | 5,412 |
| Total debt securities | $3,844,000 | 5,704 |
| Structured notes | ||
| Amortized cost | $2,835,000 | 825 |
| Fair value | $2,788,000 | 832 |
| 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 | $3,315,000 | 5,833 |
| U.S. Government securities | $2,543,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,543,000 | 5,456 |
| Securities issued by states & political subdivisions | $641,000 | 4,832 |
| Other domestic debt securities | $131,000 | 2,250 |
| 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 | $131,000 | 1,791 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,033,000 | 4,794 |
| Mortgage-backed securities | $102,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $102,000 | 4,823 |
| Issued or guaranteed by U.S. | $102,000 | 4,817 |
| 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) | $693,000 | 2,020 |
| Available-for-sale securities (fair market value) | $2,622,000 | 5,523 |
| Total debt securities | $3,315,000 | 5,809 |
| Structured notes | ||
| Amortized cost | $2,132,000 | 972 |
| Fair value | $2,145,000 | 971 |
| 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 | $2,855,000 | 5,983 |
| U.S. Government securities | $2,080,000 | 5,726 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,080,000 | 5,631 |
| Securities issued by states & political subdivisions | $644,000 | 4,906 |
| Other domestic debt securities | $131,000 | 2,268 |
| 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 | $131,000 | 1,809 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,370,000 | 4,768 |
| Mortgage-backed securities | $110,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $110,000 | 4,891 |
| Issued or guaranteed by U.S. | $110,000 | 4,885 |
| 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) | $702,000 | 2,034 |
| Available-for-sale securities (fair market value) | $2,153,000 | 5,684 |
| Total debt securities | $2,855,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $1,681,000 | 1,229 |
| Fair value | $1,673,000 | 1,228 |
| 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 | $3,068,000 | 6,044 |
| U.S. Government securities | $2,215,000 | 5,788 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,215,000 | 5,695 |
| Securities issued by states & political subdivisions | $720,000 | 4,922 |
| Other domestic debt securities | $133,000 | 2,334 |
| 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 | $133,000 | 1,844 |
| 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 | $2,656,000 | 4,760 |
| Mortgage-backed securities | $119,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $119,000 | 4,965 |
| Issued or guaranteed by U.S. | $119,000 | 4,961 |
| 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) | $1,177,000 | 1,934 |
| Available-for-sale securities (fair market value) | $1,891,000 | 5,806 |
| Total debt securities | $3,068,000 | 6,020 |
| Structured notes | ||
| Amortized cost | $1,840,000 | 1,298 |
| Fair value | $1,816,000 | 1,298 |
| 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 | $3,419,000 | 6,070 |
| U.S. Government securities | $2,618,000 | 5,784 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,618,000 | 5,682 |
| Securities issued by states & political subdivisions | $668,000 | 5,007 |
| Other domestic debt securities | $133,000 | 2,397 |
| 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 | $133,000 | 1,908 |
| 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 | $3,061,000 | 4,686 |
| Mortgage-backed securities | $133,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,001 |
| Issued or guaranteed by U.S. | $133,000 | 4,997 |
| 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) | $1,137,000 | 1,946 |
| Available-for-sale securities (fair market value) | $2,282,000 | 5,811 |
| Total debt securities | $3,419,000 | 6,046 |
| Structured notes | ||
| Amortized cost | $2,240,000 | 1,161 |
| Fair value | $2,204,000 | 1,157 |
| 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 | $3,854,000 | 6,072 |
| U.S. Government securities | $2,950,000 | 5,764 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,950,000 | 5,665 |
| Securities issued by states & political subdivisions | $771,000 | 4,998 |
| Other domestic debt securities | $133,000 | 2,463 |
| 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 | $133,000 | 1,959 |
| 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 | $2,230,000 | 4,944 |
| Mortgage-backed securities | $145,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,047 |
| Issued or guaranteed by U.S. | $145,000 | 5,041 |
| 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) | $1,355,000 | 1,906 |
| Available-for-sale securities (fair market value) | $2,499,000 | 5,839 |
| Total debt securities | $3,854,000 | 6,044 |
| Structured notes | ||
| Amortized cost | $2,590,000 | 1,102 |
| Fair value | $2,525,000 | 1,102 |
| 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 | $3,461,000 | 6,188 |
| U.S. Government securities | $2,873,000 | 5,822 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,873,000 | 5,727 |
| Securities issued by states & political subdivisions | $456,000 | 5,216 |
| Other domestic debt securities | $132,000 | 2,520 |
| 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 | $132,000 | 2,004 |
| 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 | $2,257,000 | 4,964 |
| Mortgage-backed securities | $154,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,081 |
| Issued or guaranteed by U.S. | $154,000 | 5,075 |
| 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) | $1,048,000 | 1,963 |
| Available-for-sale securities (fair market value) | $2,413,000 | 5,910 |
| Total debt securities | $3,461,000 | 6,159 |
| Structured notes | ||
| Amortized cost | $2,589,000 | 1,073 |
| Fair value | $2,441,000 | 1,089 |
| 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 | $3,680,000 | 6,231 |
| U.S. Government securities | $3,036,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,036,000 | 5,761 |
| Securities issued by states & political subdivisions | $511,000 | 5,198 |
| Other domestic debt securities | $133,000 | 2,580 |
| 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 | $133,000 | 2,044 |
| 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 | $2,300,000 | 4,997 |
| Mortgage-backed securities | $167,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,115 |
| Issued or guaranteed by U.S. | $167,000 | 5,109 |
| 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) | $1,114,000 | 1,933 |
| Available-for-sale securities (fair market value) | $2,566,000 | 5,963 |
| Total debt securities | $3,680,000 | 6,203 |
| Structured notes | ||
| Amortized cost | $2,689,000 | 1,056 |
| Fair value | $2,592,000 | 1,058 |
| 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 | $3,428,000 | 6,289 |
| U.S. Government securities | $2,784,000 | 5,926 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,784,000 | 5,823 |
| Securities issued by states & political subdivisions | $512,000 | 5,210 |
| Other domestic debt securities | $132,000 | 2,647 |
| 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 | $132,000 | 2,089 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,171,000 | 5,418 |
| Mortgage-backed securities | $180,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $180,000 | 5,105 |
| Issued or guaranteed by U.S. | $180,000 | 5,098 |
| 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) | $838,000 | 1,969 |
| Available-for-sale securities (fair market value) | $2,590,000 | 5,987 |
| Total debt securities | $3,428,000 | 6,261 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 1,105 |
| Fair value | $2,320,000 | 1,104 |
| 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 | $3,698,000 | 6,290 |
| U.S. Government securities | $2,897,000 | 5,946 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,897,000 | 5,837 |
| Securities issued by states & political subdivisions | $616,000 | 5,152 |
| Other domestic debt securities | $185,000 | 2,614 |
| 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 | $185,000 | 2,046 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 5,534 |
| Mortgage-backed securities | $200,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $200,000 | 5,127 |
| Issued or guaranteed by U.S. | $200,000 | 5,122 |
| 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) | $1,008,000 | 1,899 |
| Available-for-sale securities (fair market value) | $2,690,000 | 6,024 |
| Total debt securities | $3,698,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 1,128 |
| Fair value | $2,398,000 | 1,127 |
| 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 | $3,617,000 | 6,347 |
| U.S. Government securities | $2,816,000 | 5,986 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,816,000 | 5,882 |
| Securities issued by states & political subdivisions | $618,000 | 5,185 |
| Other domestic debt securities | $183,000 | 2,610 |
| 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 | $183,000 | 2,015 |
| 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 | $1,274,000 | 5,459 |
| Mortgage-backed securities | $213,000 | 5,413 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,149 |
| Issued or guaranteed by U.S. | $213,000 | 5,145 |
| 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) | $1,371,000 | 1,808 |
| Available-for-sale securities (fair market value) | $2,246,000 | 6,116 |
| Total debt securities | $3,617,000 | 6,318 |
| Structured notes | ||
| Amortized cost | $2,299,000 | 1,179 |
| Fair value | $2,304,000 | 1,178 |
| 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 | $3,156,000 | 6,499 |
| U.S. Government securities | $2,054,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,054,000 | 6,175 |
| Securities issued by states & political subdivisions | $619,000 | 5,205 |
| Other domestic debt securities | $483,000 | 2,442 |
| 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 | $483,000 | 1,910 |
| 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 | $1,264,000 | 5,544 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| 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) | $1,608,000 | 1,776 |
| Available-for-sale securities (fair market value) | $1,548,000 | 6,313 |
| Total debt securities | $3,156,000 | 6,465 |
| Structured notes | ||
| Amortized cost | $2,048,000 | 1,294 |
| Fair value | $2,056,000 | 1,299 |
| 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 | $2,869,000 | 6,611 |
| U.S. Government securities | $1,562,000 | 6,474 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,562,000 | 6,372 |
| Securities issued by states & political subdivisions | $830,000 | 5,065 |
| Other domestic debt securities | $477,000 | 2,426 |
| 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 | $477,000 | 1,891 |
| 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 | $951,000 | 5,764 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| 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) | $1,617,000 | 1,775 |
| Available-for-sale securities (fair market value) | $1,252,000 | 6,417 |
| Total debt securities | $2,869,000 | 6,581 |
| Structured notes | ||
| Amortized cost | $1,447,000 | 1,808 |
| Fair value | $1,452,000 | 1,805 |
| 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 | $3,142,000 | 6,632 |
| U.S. Government securities | $1,741,000 | 6,519 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,741,000 | 6,422 |
| Securities issued by states & political subdivisions | $927,000 | 4,982 |
| Other domestic debt securities | $474,000 | 2,407 |
| 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 | $474,000 | 1,883 |
| 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 | $945,000 | 5,796 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,857,000 | 1,751 |
| Available-for-sale securities (fair market value) | $1,285,000 | 6,463 |
| Total debt securities | $3,142,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $1,586,000 | 1,915 |
| Fair value | $1,572,000 | 1,917 |
| 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 | $3,254,000 | 6,643 |
| U.S. Government securities | $1,863,000 | 6,522 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,863,000 | 6,428 |
| Securities issued by states & political subdivisions | $924,000 | 4,985 |
| Other domestic debt securities | $467,000 | 2,394 |
| 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 | $467,000 | 1,803 |
| 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 | $950,000 | 5,516 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| 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) | $2,217,000 | 1,734 |
| Available-for-sale securities (fair market value) | $1,037,000 | 6,508 |
| Total debt securities | $3,254,000 | 6,613 |
| Structured notes | ||
| Amortized cost | $1,697,000 | 1,844 |
| Fair value | $1,692,000 | 1,845 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,947,000 | 6,763 |
| U.S. Government securities | $1,964,000 | 6,570 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,964,000 | 6,466 |
| Securities issued by states & political subdivisions | $518,000 | 5,269 |
| 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 | $465,000 | 118 |
| 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 | $951,000 | 5,538 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| 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) | $1,465,000 | 1,962 |
| Available-for-sale securities (fair market value) | $1,482,000 | 6,533 |
| Total debt securities | $2,947,000 | 6,729 |
| Structured notes | ||
| Amortized cost | $1,846,000 | 1,897 |
| Fair value | $1,833,000 | 1,903 |
| 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 | $3,191,000 | 6,810 |
| U.S. Government securities | $2,406,000 | 6,572 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,406,000 | 6,458 |
| Securities issued by states & political subdivisions | $311,000 | 5,442 |
| Other domestic debt securities | $474,000 | 2,334 |
| 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 | $474,000 | 1,704 |
| 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 | $995,000 | 5,563 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| 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) | $1,013,000 | 2,136 |
| Available-for-sale securities (fair market value) | $2,178,000 | 6,495 |
| Total debt securities | $3,191,000 | 6,779 |
| Structured notes | ||
| Amortized cost | $2,146,000 | 1,906 |
| Fair value | $2,136,000 | 1,908 |
| 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 | $3,255,000 | 6,842 |
| U.S. Government securities | $2,415,000 | 6,603 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,415,000 | 6,484 |
| Securities issued by states & political subdivisions | $370,000 | 5,400 |
| Other domestic debt securities | $470,000 | 2,390 |
| 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 | $470,000 | 1,744 |
| 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 | $922,000 | 5,638 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| 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) | $1,074,000 | 2,119 |
| Available-for-sale securities (fair market value) | $2,181,000 | 6,527 |
| Total debt securities | $3,255,000 | 6,805 |
| Structured notes | ||
| Amortized cost | $2,195,000 | 1,934 |
| Fair value | $2,140,000 | 1,945 |
| 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 | $2,901,000 | 6,915 |
| U.S. Government securities | $2,061,000 | 6,652 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,061,000 | 6,535 |
| Securities issued by states & political subdivisions | $371,000 | 5,410 |
| Other domestic debt securities | $469,000 | 2,535 |
| 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 | $469,000 | 1,751 |
| 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 | $915,000 | 5,679 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $1,176,000 | 2,107 |
| Available-for-sale securities (fair market value) | $1,725,000 | 6,617 |
| Total debt securities | $2,901,000 | 6,877 |
| Structured notes | ||
| Amortized cost | $1,746,000 | 2,042 |
| Fair value | $1,685,000 | 2,052 |
| 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 | $2,127,000 | 7,100 |
| U.S. Government securities | $1,107,000 | 6,946 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,107,000 | 6,833 |
| Securities issued by states & political subdivisions | $622,000 | 5,120 |
| Other domestic debt securities | $398,000 | 2,684 |
| 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 | $398,000 | 1,824 |
| 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 | $704,000 | 5,859 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| 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) | $761,000 | 2,324 |
| Available-for-sale securities (fair market value) | $1,366,000 | 6,722 |
| Total debt securities | $2,127,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $1,348,000 | 2,254 |
| Fair value | $1,353,000 | 2,251 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,051,000 | 7,015 |
| U.S. Government securities | $2,080,000 | 6,821 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,080,000 | 6,702 |
| Securities issued by states & political subdivisions | $670,000 | 5,057 |
| Other domestic debt securities | $301,000 | 2,734 |
| 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 | $301,000 | 1,818 |
| 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 | $701,000 | 5,905 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $1,511,000 | 2,112 |
| Available-for-sale securities (fair market value) | $1,540,000 | 6,762 |
| Total debt securities | $3,050,000 | 6,975 |
| Structured notes | ||
| Amortized cost | $2,223,000 | 1,904 |
| Fair value | $2,235,000 | 1,903 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,245,000 | 7,047 |
| U.S. Government securities | $2,474,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,474,000 | 6,702 |
| Securities issued by states & political subdivisions | $669,000 | 5,081 |
| Other domestic debt securities | $102,000 | 3,006 |
| 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 | $102,000 | 2,029 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $1,712,000 | 2,101 |
| Available-for-sale securities (fair market value) | $1,533,000 | 6,837 |
| Total debt securities | $3,245,000 | 7,006 |
| Structured notes | ||
| Amortized cost | $2,124,000 | 1,709 |
| Fair value | $2,124,000 | 1,708 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,227,000 | 7,075 |
| U.S. Government securities | $2,455,000 | 6,838 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,455,000 | 6,737 |
| Securities issued by states & political subdivisions | $670,000 | 5,121 |
| 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 | $102,000 | 129 |
| 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 | $696,000 | 6,049 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,512,000 | 2,174 |
| Available-for-sale securities (fair market value) | $1,715,000 | 6,847 |
| Total debt securities | $3,227,000 | 7,039 |
| Structured notes | ||
| Amortized cost | $2,224,000 | 1,438 |
| Fair value | $2,182,000 | 1,446 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,446,000 | 7,304 |
| U.S. Government securities | $1,699,000 | 7,115 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,699,000 | 7,021 |
| Securities issued by states & political subdivisions | $747,000 | 5,115 |
| 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 | $601,000 | 6,103 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,085,000 | 2,415 |
| Available-for-sale securities (fair market value) | $1,361,000 | 6,966 |
| Total debt securities | $2,446,000 | 7,265 |
| Structured notes | ||
| Amortized cost | $1,299,000 | 1,429 |
| Fair value | $1,295,000 | 1,432 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,938,000 | 7,238 |
| U.S. Government securities | $2,200,000 | 6,995 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,200,000 | 6,901 |
| Securities issued by states & political subdivisions | $738,000 | 5,125 |
| 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 | $200,000 | 6,393 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,360,000 | 2,339 |
| Available-for-sale securities (fair market value) | $1,578,000 | 6,971 |
| Total debt securities | $2,938,000 | 7,193 |
| Structured notes | ||
| Amortized cost | $1,709,000 | 904 |
| Fair value | $1,697,000 | 899 |
| 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 | $3,051,000 | 7,270 |
| U.S. Government securities | $2,315,000 | 7,060 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,315,000 | 6,971 |
| Securities issued by states & political subdivisions | $736,000 | 5,045 |
| 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 | $200,000 | 6,436 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,165,000 | 2,132 |
| Available-for-sale securities (fair market value) | $886,000 | 7,160 |
| Total debt securities | $3,052,000 | 7,228 |
| Structured notes | ||
| Amortized cost | $1,614,000 | 719 |
| Fair value | $1,610,000 | 721 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,259,000 | 7,303 |
| U.S. Government securities | $2,511,000 | 7,121 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,511,000 | 7,033 |
| Securities issued by states & political subdivisions | $748,000 | 5,000 |
| 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 | $200,000 | 6,458 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,564,000 | 2,043 |
| Available-for-sale securities (fair market value) | $695,000 | 7,240 |
| Total debt securities | $3,259,000 | 7,263 |
| Structured notes | ||
| Amortized cost | $1,814,000 | 720 |
| Fair value | $1,798,000 | 721 |
| 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 | $4,328,000 | 7,062 |
| U.S. Government securities | $2,975,000 | 7,025 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,975,000 | 6,925 |
| Securities issued by states & political subdivisions | $1,153,000 | 4,690 |
| Other domestic debt securities | $200,000 | 2,965 |
| 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 | $200,000 | 2,191 |
| 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 | $200,000 | 6,481 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,374,000 | 1,893 |
| Available-for-sale securities (fair market value) | $954,000 | 7,236 |
| Total debt securities | $4,328,000 | 7,019 |
| Structured notes | ||
| Amortized cost | $1,984,000 | 681 |
| Fair value | $1,961,000 | 657 |
| 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 | $4,039,000 | 7,203 |
| U.S. Government securities | $2,505,000 | 7,214 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,505,000 | 7,123 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,600 |
| Other domestic debt securities | $200,000 | 2,941 |
| 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 | $200,000 | 2,203 |
| 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 | $200,000 | 6,512 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,979,000 | 1,975 |
| Available-for-sale securities (fair market value) | $1,060,000 | 7,252 |
| Total debt securities | $4,039,000 | 7,146 |
| Structured notes | ||
| Amortized cost | $1,185,000 | 921 |
| Fair value | $1,173,000 | 926 |
| 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 | $4,330,000 | 7,164 |
| U.S. Government securities | $2,486,000 | 7,236 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,486,000 | 7,136 |
| Securities issued by states & political subdivisions | $1,593,000 | 4,477 |
| Other domestic debt securities | $251,000 | 2,827 |
| 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 | $251,000 | 2,091 |
| 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 | $200,000 | 6,530 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,008,000 | 1,989 |
| Available-for-sale securities (fair market value) | $1,322,000 | 7,236 |
| Total debt securities | $4,330,000 | 7,108 |
| Structured notes | ||
| Amortized cost | $1,335,000 | 941 |
| Fair value | $1,338,000 | 944 |
| 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 | $5,029,000 | 7,074 |
| U.S. Government securities | $3,139,000 | 7,149 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,139,000 | 7,033 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,452 |
| Other domestic debt securities | $251,000 | 2,659 |
| 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 | $251,000 | 1,966 |
| 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 | $200,000 | 6,582 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,612,000 | 1,929 |
| Available-for-sale securities (fair market value) | $1,417,000 | 7,267 |
| Total debt securities | $5,028,000 | 7,020 |
| Structured notes | ||
| Amortized cost | $2,191,000 | 986 |
| Fair value | $2,191,000 | 987 |
| 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 | $5,190,000 | 7,105 |
| U.S. Government securities | $3,047,000 | 7,225 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,047,000 | 7,107 |
| Securities issued by states & political subdivisions | $1,992,000 | 4,273 |
| Other domestic debt securities | $151,000 | 2,750 |
| 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 | $151,000 | 2,065 |
| 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 | $200,000 | 6,597 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,579,000 | 1,984 |
| Available-for-sale securities (fair market value) | $1,611,000 | 7,234 |
| Total debt securities | $5,190,000 | 7,050 |
| Structured notes | ||
| Amortized cost | $1,905,000 | 1,328 |
| Fair value | $1,792,000 | 1,354 |
| 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 | $5,407,000 | 7,079 |
| U.S. Government securities | $3,028,000 | 7,301 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,028,000 | 7,172 |
| Securities issued by states & political subdivisions | $2,227,000 | 4,154 |
| Other domestic debt securities | $152,000 | 2,701 |
| 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 | $152,000 | 2,031 |
| 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 | $200,000 | 6,669 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,713,000 | 1,982 |
| Available-for-sale securities (fair market value) | $1,694,000 | 7,257 |
| Total debt securities | $5,407,000 | 7,041 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 1,406 |
| Fair value | $1,860,000 | 1,410 |
| 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 | $5,569,000 | 7,092 |
| U.S. Government securities | $3,235,000 | 7,277 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,235,000 | 7,144 |
| Securities issued by states & political subdivisions | $2,183,000 | 4,176 |
| Other domestic debt securities | $151,000 | 2,720 |
| 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 | $151,000 | 2,074 |
| 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 | $200,000 | 6,702 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,863,000 | 1,991 |
| Available-for-sale securities (fair market value) | $1,706,000 | 7,275 |
| Total debt securities | $5,569,000 | 7,047 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,472 |
| Fair value | $1,871,000 | 1,477 |
| 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 | $5,589,000 | 7,133 |
| U.S. Government securities | $3,332,000 | 7,300 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,332,000 | 7,170 |
| Securities issued by states & political subdivisions | $2,006,000 | 4,293 |
| Other domestic debt securities | $251,000 | 2,613 |
| 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 | $251,000 | 2,000 |
| 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 | $200,000 | 6,742 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,883,000 | 2,019 |
| Available-for-sale securities (fair market value) | $1,706,000 | 7,316 |
| Total debt securities | $5,589,000 | 7,084 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,570 |
| Fair value | $1,862,000 | 1,579 |
| 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 | $5,832,000 | 7,145 |
| U.S. Government securities | $3,786,000 | 7,237 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,786,000 | 7,104 |
| Securities issued by states & political subdivisions | $1,794,000 | 4,436 |
| Other domestic debt securities | $252,000 | 2,659 |
| 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 | $252,000 | 2,041 |
| 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 | $200,000 | 6,794 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,128,000 | 2,026 |
| Available-for-sale securities (fair market value) | $1,704,000 | 7,368 |
| Total debt securities | $5,832,000 | 7,089 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,960,000 | 1,606 |
| 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 | $5,677,000 | 7,207 |
| U.S. Government securities | $3,670,000 | 7,307 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,670,000 | 7,172 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,458 |
| Other domestic debt securities | $251,000 | 2,698 |
| 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 | $251,000 | 2,099 |
| 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 | $200,000 | 6,849 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,101,000 | 2,046 |
| Available-for-sale securities (fair market value) | $1,576,000 | 7,421 |
| Total debt securities | $5,677,000 | 7,153 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,922,000 | 1,672 |
| 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 | $5,420,000 | 7,315 |
| U.S. Government securities | $3,677,000 | 7,344 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,677,000 | 7,205 |
| Securities issued by states & political subdivisions | $1,491,000 | 4,674 |
| Other domestic debt securities | $252,000 | 2,772 |
| 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 | $252,000 | 2,202 |
| 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 | $200,000 | 6,883 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,829,000 | 2,138 |
| Available-for-sale securities (fair market value) | $1,591,000 | 7,464 |
| Total debt securities | $5,420,000 | 7,257 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,936,000 | 1,676 |
| 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 | $5,470,000 | 7,358 |
| U.S. Government securities | $3,583,000 | 7,391 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,583,000 | 7,242 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,643 |
| Other domestic debt securities | $317,000 | 2,767 |
| 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 | $317,000 | 2,239 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,874,000 | 2,156 |
| Available-for-sale securities (fair market value) | $1,596,000 | 7,506 |
| Total debt securities | $5,470,000 | 7,302 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,703 |
| Fair value | $1,851,000 | 1,716 |
| 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 | $5,753,000 | 7,314 |
| U.S. Government securities | $3,633,000 | 7,412 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,633,000 | 7,268 |
| Securities issued by states & political subdivisions | $1,751,000 | 4,527 |
| Other domestic debt securities | $369,000 | 2,774 |
| 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 | $369,000 | 2,274 |
| 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 | $400,000 | 6,847 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,046,000 | 2,140 |
| Available-for-sale securities (fair market value) | $1,707,000 | 7,500 |
| Total debt securities | $5,753,000 | 7,255 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,683 |
| Fair value | $1,860,000 | 1,691 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,770,000 | 7,345 |
| U.S. Government securities | $3,643,000 | 7,453 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,643,000 | 7,302 |
| Securities issued by states & political subdivisions | $1,757,000 | 4,521 |
| Other domestic debt securities | $370,000 | 2,840 |
| 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 | $370,000 | 2,364 |
| 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 | $800,000 | 6,573 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,046,000 | 2,163 |
| Available-for-sale securities (fair market value) | $1,724,000 | 7,541 |
| Total debt securities | $5,770,000 | 7,281 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,684 |
| Fair value | $1,882,000 | 1,689 |
| 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 | $6,427,000 | 7,256 |
| U.S. Government securities | $4,238,000 | 7,319 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,238,000 | 7,144 |
| Securities issued by states & political subdivisions | $1,768,000 | 4,504 |
| Other domestic debt securities | $421,000 | 2,845 |
| 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 | $421,000 | 2,389 |
| 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 | $800,000 | 6,615 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,410,000 | 2,126 |
| Available-for-sale securities (fair market value) | $2,017,000 | 7,528 |
| Total debt securities | $6,427,000 | 7,197 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,663 |
| Fair value | $1,844,000 | 1,667 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,825,000 | 7,171 |
| U.S. Government securities | $4,515,000 | 7,257 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,515,000 | 7,097 |
| Securities issued by states & political subdivisions | $1,840,000 | 4,460 |
| Other domestic debt securities | $470,000 | 2,841 |
| 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 | $470,000 | 2,416 |
| 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 | $800,000 | 6,631 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,589,000 | 2,105 |
| Available-for-sale securities (fair market value) | $2,236,000 | 7,502 |
| Total debt securities | $6,825,000 | 7,106 |
| Structured notes | ||
| Amortized cost | $1,877,000 | 1,631 |
| Fair value | $1,900,000 | 1,622 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,047,000 | 7,165 |
| U.S. Government securities | $4,733,000 | 7,215 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,733,000 | 7,061 |
| Securities issued by states & political subdivisions | $1,792,000 | 4,511 |
| Other domestic debt securities | $522,000 | 2,735 |
| 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 | $522,000 | 2,333 |
| 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 | $600,000 | 6,762 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,803,000 | 2,081 |
| Available-for-sale securities (fair market value) | $2,244,000 | 7,533 |
| Total debt securities | $7,047,000 | 7,098 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $1,984,000 | 1,581 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,992,000 | 7,271 |
| U.S. Government securities | $4,685,000 | 7,317 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,685,000 | 7,159 |
| Securities issued by states & political subdivisions | $1,684,000 | 4,589 |
| Other domestic debt securities | $623,000 | 2,742 |
| 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 | $623,000 | 2,341 |
| 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 | $500,000 | 6,882 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,615,000 | 2,119 |
| Available-for-sale securities (fair market value) | $2,377,000 | 7,578 |
| Total debt securities | $6,992,000 | 7,199 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,929,000 | 1,570 |
| 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 | $6,962,000 | 7,269 |
| U.S. Government securities | $4,636,000 | 7,292 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,636,000 | 7,138 |
| Securities issued by states & political subdivisions | $1,700,000 | 4,564 |
| Other domestic debt securities | $626,000 | 2,832 |
| 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 | $626,000 | 2,422 |
| 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 | $700,000 | 6,716 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,494,000 | 2,127 |
| Available-for-sale securities (fair market value) | $2,468,000 | 7,554 |
| Total debt securities | $6,962,000 | 7,183 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 1,478 |
| Fair value | $1,602,000 | 1,486 |
| 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 | $7,751,000 | 7,115 |
| U.S. Government securities | $5,321,000 | 7,127 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,321,000 | 6,936 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,716 |
| Other domestic debt securities | $870,000 | 2,702 |
| 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 | $870,000 | 2,393 |
| 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 | $700,000 | 6,726 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,096,000 | 2,059 |
| Available-for-sale securities (fair market value) | $2,655,000 | 7,563 |
| Total debt securities | $7,750,000 | 7,039 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,474,000 | 1,458 |
| 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 | $7,488,000 | 7,126 |
| U.S. Government securities | $5,184,000 | 7,082 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,184,000 | 6,905 |
| Securities issued by states & political subdivisions | $1,199,000 | 5,038 |
| Other domestic debt securities | $1,105,000 | 2,566 |
| 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 | $1,105,000 | 2,258 |
| 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 | $200,000 | 7,190 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,116,000 | 2,060 |
| Available-for-sale securities (fair market value) | $2,372,000 | 7,637 |
| Total debt securities | $7,488,000 | 7,031 |
| 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 | $6,733,000 | 7,297 |
| U.S. Government securities | $4,121,000 | 7,397 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,121,000 | 7,210 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,992 |
| Other domestic debt securities | $1,412,000 | 2,472 |
| 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 | $1,412,000 | 2,166 |
| 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 | $200,000 | 7,217 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,473,000 | 2,193 |
| Available-for-sale securities (fair market value) | $2,260,000 | 7,693 |
| Total debt securities | $6,733,000 | 7,205 |
| 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 | $5,586,000 | 7,638 |
| U.S. Government securities | $3,316,000 | 7,763 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,316,000 | 7,573 |
| Securities issued by states & political subdivisions | $812,000 | 5,394 |
| Other domestic debt securities | $1,458,000 | 2,485 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,458,000 | 2,169 |
| 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 | $200,000 | 7,245 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,018,000 | 2,325 |
| Available-for-sale securities (fair market value) | $1,568,000 | 7,912 |
| Total debt securities | $5,586,000 | 7,554 |
| 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 | $5,404,000 | 7,697 |
| U.S. Government securities | $2,809,000 | 8,019 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,809,000 | 7,821 |
| Securities issued by states & political subdivisions | $659,000 | 5,574 |
| Other domestic debt securities | $1,936,000 | 2,253 |
| 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 | $1,936,000 | 1,964 |
| 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 | $200,000 | 7,271 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,147,000 | 2,349 |
| Available-for-sale securities (fair market value) | $1,257,000 | 8,026 |
| Total debt securities | $5,404,000 | 7,613 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,225,000 | 7,866 |
| U.S. Government securities | $2,230,000 | 8,384 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,230,000 | 8,179 |
| Securities issued by states & political subdivisions | $804,000 | 5,489 |
| Other domestic debt securities | $2,191,000 | 2,146 |
| 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 | $2,191,000 | 1,810 |
| 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 | $250,000 | 7,414 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,645,000 | 2,595 |
| Available-for-sale securities (fair market value) | $1,580,000 | 8,066 |
| Total debt securities | $5,225,000 | 7,759 |
| 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 | $5,647,000 | 8,139 |
| U.S. Government securities | $2,377,000 | 8,845 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,377,000 | 8,533 |
| Securities issued by states & political subdivisions | $1,151,000 | 5,137 |
| Other domestic debt securities | $2,119,000 | 1,868 |
| 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 | $2,119,000 | 1,587 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,838 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,477,000 | 2,910 |
| Available-for-sale securities (fair market value) | $1,170,000 | 8,458 |
| Total debt securities | $5,647,000 | 8,003 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,630,000 | 8,448 |
| U.S. Government securities | $2,355,000 | 9,190 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,355,000 | 8,750 |
| Securities issued by states & political subdivisions | $1,240,000 | 5,327 |
| Other domestic debt securities | $2,035,000 | 1,816 |
| 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 | $2,035,000 | 1,502 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,000 | 8,055 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,541,000 | 3,206 |
| Available-for-sale securities (fair market value) | $1,089,000 | 8,738 |
| Total debt securities | $5,630,000 | 8,338 |
| 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 | $5,544,000 | 8,567 |
| U.S. Government securities | $1,922,000 | 9,488 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,922,000 | 8,815 |
| Securities issued by states & political subdivisions | $1,366,000 | 5,325 |
| Other domestic debt securities | $2,256,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,227,000 | 1,328 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,000 | 8,120 |
| Mortgage-backed securities | $33,000 | 7,830 |
| Certificates of participation in pools of residential mortgages | $33,000 | 7,358 |
| Issued or guaranteed by U.S. | $4,000 | 7,640 |
| Privately issued | $29,000 | 313 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,568,000 | 3,562 |
| Available-for-sale securities (fair market value) | $976,000 | 8,904 |
| Total debt securities | $5,544,000 | 8,446 |
| 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 | $5,712,000 | 8,918 |
| U.S. Government securities | $2,268,000 | 9,899 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,268,000 | 8,868 |
| Securities issued by states & political subdivisions | $1,368,000 | 5,279 |
| Other domestic debt securities | $2,076,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,076,000 | 1,045 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,000 | 8,553 |
| Mortgage-backed securities | $8,000 | 8,420 |
| Certificates of participation in pools of residential mortgages | $8,000 | 7,924 |
| Issued or guaranteed by U.S. | $8,000 | 7,900 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,539,000 | 4,342 |
| Available-for-sale securities (fair market value) | $1,173,000 | 9,100 |
| Total debt securities | $5,712,000 | 8,803 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $199,000 | 2,680 |
| 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 | $5,793,000 | 9,439 |
| U.S. Government securities | $2,612,000 | 10,334 |
| U.S. Treasury securities | $100,000 | 8,688 |
| U.S. Government agency obligations | $2,512,000 | 9,134 |
| Securities issued by states & political subdivisions | $1,299,000 | 5,621 |
| Other domestic debt securities | $1,882,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,882,000 | 1,162 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 9,005 |
| Mortgage-backed securities | $10,000 | 8,977 |
| Certificates of participation in pools of residential mortgages | $10,000 | 8,447 |
| Issued or guaranteed by U.S. | $10,000 | 8,420 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,096,000 | 4,644 |
| Available-for-sale securities (fair market value) | $697,000 | 9,690 |
| Total debt securities | $5,793,000 | 9,331 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $495,000 | 2,663 |
| 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 | $7,129,000 | 9,338 |
| U.S. Government securities | $3,712,000 | 10,220 |
| U.S. Treasury securities | $300,000 | 9,786 |
| U.S. Government agency obligations | $3,412,000 | 8,717 |
| Securities issued by states & political subdivisions | $1,529,000 | 5,517 |
| Other domestic debt securities | $1,888,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,888,000 | 1,453 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,509 |
| Mortgage-backed securities | $17,000 | 9,421 |
| Certificates of participation in pools of residential mortgages | $17,000 | 8,775 |
| Issued or guaranteed by U.S. | $17,000 | 8,741 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,416,000 | 4,431 |
| Available-for-sale securities (fair market value) | $713,000 | 10,131 |
| Total debt securities | $7,129,000 | 9,229 |
| Structured notes | ||
| Amortized cost | $1,295,000 | 2,295 |
| Fair value | $1,277,000 | 2,272 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,452,000 | 9,749 |
| U.S. Government securities | $3,134,000 | 11,165 |
| U.S. Treasury securities | $795,000 | 10,020 |
| U.S. Government agency obligations | $2,339,000 | 9,622 |
| Securities issued by states & political subdivisions | $1,731,000 | 5,540 |
| Other domestic debt securities | $2,587,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,587,000 | 1,369 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,356,000 | 6,749 |
| Available-for-sale securities (fair market value) | $96,000 | 10,743 |
| Total debt securities | $7,452,000 | 9,654 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,439,000 | 10,117 |
| U.S. Government securities | $3,815,000 | 11,204 |
| U.S. Treasury securities | $1,202,000 | 9,577 |
| U.S. Government agency obligations | $2,613,000 | 9,699 |
| Securities issued by states & political subdivisions | $2,046,000 | 5,247 |
| Other domestic debt securities | $1,578,000 | 2,693 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,578,000 | 2,047 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,439,000 | 9,975 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,577,000 | 10,768 |
| U.S. Government securities | $4,052,000 | 11,416 |
| U.S. Treasury securities | $2,105,000 | 8,546 |
| U.S. Government agency obligations | $1,947,000 | 10,607 |
| Securities issued by states & political subdivisions | $1,911,000 | 5,148 |
| Other domestic debt securities | $614,000 | 4,780 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $614,000 | 3,543 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $1,832,000 | 7,854 |
| Certificates of participation in pools of residential mortgages | $1,832,000 | 6,360 |
| Issued or guaranteed by U.S. | $1,832,000 | 6,292 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,577,000 | 10,626 |
| 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 |