Home > The Blue Grass Valley Bank > Securities
The Blue Grass Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $11,636,000 | 3,943 |
| U.S. Government securities | $8,608,000 | 3,681 |
| U.S. Treasury securities | $507,000 | 2,636 |
| U.S. Government agency obligations | $8,101,000 | 3,389 |
| Securities issued by states & political subdivisions | $2,579,000 | 3,247 |
| Other domestic debt securities | $449,000 | 2,173 |
| 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 | $449,000 | 1,746 |
| 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 | $750,000 | 3,804 |
| Mortgage-backed securities | $407,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $407,000 | 3,400 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $11,636,000 | 949 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $11,635,000 | 3,920 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $908,000 | 838 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $10,945,000 | 3,988 |
| U.S. Government securities | $8,615,000 | 3,701 |
| U.S. Treasury securities | $507,000 | 2,701 |
| U.S. Government agency obligations | $8,108,000 | 3,393 |
| Securities issued by states & political subdivisions | $2,330,000 | 3,293 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 3,811 |
| Mortgage-backed securities | $415,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $415,000 | 3,409 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,945,000 | 984 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $10,946,000 | 3,966 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $877,000 | 868 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $10,954,000 | 4,023 |
| U.S. Government securities | $8,623,000 | 3,746 |
| U.S. Treasury securities | $508,000 | 2,720 |
| U.S. Government agency obligations | $8,115,000 | 3,433 |
| Securities issued by states & political subdivisions | $2,331,000 | 3,337 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 3,811 |
| Mortgage-backed securities | $422,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $422,000 | 3,418 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $10,954,000 | 987 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $10,954,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $883,000 | 912 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $10,963,000 | 4,095 |
| U.S. Government securities | $8,632,000 | 3,827 |
| U.S. Treasury securities | $509,000 | 2,792 |
| U.S. Government agency obligations | $8,123,000 | 3,452 |
| Securities issued by states & political subdivisions | $2,331,000 | 3,396 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 3,809 |
| Mortgage-backed securities | $430,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $430,000 | 3,462 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,963,000 | 1,021 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $10,964,000 | 4,069 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $894,000 | 947 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $10,470,000 | 4,149 |
| U.S. Government securities | $8,138,000 | 3,886 |
| U.S. Treasury securities | $509,000 | 2,834 |
| U.S. Government agency obligations | $7,629,000 | 3,499 |
| Securities issued by states & political subdivisions | $2,332,000 | 3,443 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 3,769 |
| Mortgage-backed securities | $436,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $436,000 | 3,491 |
| 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 | $0 | 1,352 |
| Held to maturity securities (book value) | $10,470,000 | 1,036 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $10,470,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $879,000 | 971 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $10,229,000 | 4,187 |
| U.S. Government securities | $7,896,000 | 3,927 |
| U.S. Treasury securities | $510,000 | 2,854 |
| U.S. Government agency obligations | $7,386,000 | 3,535 |
| Securities issued by states & political subdivisions | $2,333,000 | 3,473 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 3,791 |
| Mortgage-backed securities | $444,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $444,000 | 3,505 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $10,229,000 | 1,027 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $10,229,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $872,000 | 962 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $10,240,000 | 4,217 |
| U.S. Government securities | $7,906,000 | 3,934 |
| U.S. Treasury securities | $510,000 | 2,806 |
| U.S. Government agency obligations | $7,396,000 | 3,562 |
| Securities issued by states & political subdivisions | $2,334,000 | 3,515 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 3,822 |
| Mortgage-backed securities | $454,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $454,000 | 3,623 |
| Issued or guaranteed by U.S. | $454,000 | 3,533 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $10,240,000 | 953 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $10,240,000 | 4,200 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $917,000 | 923 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $9,502,000 | 4,206 |
| U.S. Government securities | $7,167,000 | 3,918 |
| U.S. Treasury securities | $511,000 | 2,548 |
| U.S. Government agency obligations | $6,656,000 | 3,613 |
| Securities issued by states & political subdivisions | $2,335,000 | 3,525 |
| 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 | $750,000 | 3,847 |
| Mortgage-backed securities | $465,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $465,000 | 3,639 |
| Issued or guaranteed by U.S. | $465,000 | 3,553 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $9,502,000 | 890 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $9,502,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $946,000 | 812 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $9,018,000 | 4,189 |
| U.S. Government securities | $6,930,000 | 3,823 |
| U.S. Treasury securities | $511,000 | 2,088 |
| U.S. Government agency obligations | $6,419,000 | 3,603 |
| Securities issued by states & political subdivisions | $2,088,000 | 3,609 |
| 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 | $750,000 | 3,873 |
| Mortgage-backed securities | $476,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $476,000 | 3,649 |
| Issued or guaranteed by U.S. | $476,000 | 3,561 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $9,018,000 | 810 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $9,019,000 | 4,168 |
| Structured notes | ||
| Amortized cost | $750,000 | 778 |
| Fair value | $743,000 | 786 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $8,287,000 | 4,235 |
| U.S. Government securities | $6,693,000 | 3,811 |
| U.S. Treasury securities | $512,000 | 1,879 |
| U.S. Government agency obligations | $6,181,000 | 3,649 |
| Securities issued by states & political subdivisions | $1,594,000 | 3,711 |
| 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 | $750,000 | 3,901 |
| Mortgage-backed securities | $488,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $488,000 | 3,689 |
| Issued or guaranteed by U.S. | $488,000 | 3,608 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $8,287,000 | 802 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $8,288,000 | 4,210 |
| Structured notes | ||
| Amortized cost | $750,000 | 689 |
| Fair value | $748,000 | 699 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $8,297,000 | 4,247 |
| U.S. Government securities | $6,702,000 | 3,802 |
| U.S. Treasury securities | $513,000 | 1,770 |
| U.S. Government agency obligations | $6,189,000 | 3,632 |
| Securities issued by states & political subdivisions | $1,595,000 | 3,738 |
| 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 | $750,000 | 3,930 |
| Mortgage-backed securities | $496,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $496,000 | 3,706 |
| Issued or guaranteed by U.S. | $496,000 | 3,616 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $8,297,000 | 773 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $8,296,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $750,000 | 624 |
| Fair value | $749,000 | 631 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $4,207,000 | 4,457 |
| U.S. Government securities | $3,442,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,442,000 | 3,918 |
| Securities issued by states & political subdivisions | $765,000 | 3,941 |
| 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 | $750,000 | 3,948 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $4,207,000 | 936 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $4,207,000 | 4,435 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $3,965,000 | 4,457 |
| U.S. Government securities | $3,200,000 | 4,037 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,200,000 | 3,891 |
| Securities issued by states & political subdivisions | $765,000 | 3,956 |
| 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 | $750,000 | 3,957 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,965,000 | 944 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $3,964,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $3,000,000 | 4,548 |
| U.S. Government securities | $2,700,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,700,000 | 3,978 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $100,000 | 2,051 |
| 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 | $100,000 | 1,619 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $200,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 3,978 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,800,000 | 1,037 |
| Available-for-sale securities (fair market value) | $200,000 | 4,576 |
| Total debt securities | $2,800,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $2,600,000 | 4,608 |
| U.S. Government securities | $2,500,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,500,000 | 4,044 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $100,000 | 1,995 |
| 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 | $100,000 | 1,574 |
| 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 | $750,000 | 4,028 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $2,600,000 | 1,063 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $2,600,000 | 4,585 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $3,100,000 | 4,604 |
| U.S. Government securities | $3,000,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,000,000 | 4,021 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $100,000 | 1,934 |
| 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 | $100,000 | 1,493 |
| 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 | $750,000 | 4,057 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| 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) | $3,100,000 | 1,026 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $3,100,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $250,000 | 503 |
| Fair value | $250,000 | 507 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $4,100,000 | 4,582 |
| U.S. Government securities | $4,000,000 | 4,099 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,000,000 | 3,932 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $100,000 | 1,905 |
| 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 | $100,000 | 1,472 |
| 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 | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| 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) | $4,100,000 | 986 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $4,100,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $250,000 | 637 |
| Fair value | $250,000 | 640 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $3,350,000 | 4,729 |
| U.S. Government securities | $3,000,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,000,000 | 4,181 |
| Securities issued by states & political subdivisions | $250,000 | 4,208 |
| Other domestic debt securities | $100,000 | 1,957 |
| 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 | $100,000 | 1,476 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,110 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| 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) | $3,350,000 | 1,113 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $3,350,000 | 4,708 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $499,000 | 711 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $3,050,000 | 4,809 |
| U.S. Government securities | $2,700,000 | 4,457 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,700,000 | 4,300 |
| Securities issued by states & political subdivisions | $250,000 | 4,270 |
| Other domestic debt securities | $100,000 | 1,940 |
| 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 | $100,000 | 1,495 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,156 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| 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) | $3,050,000 | 1,171 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $3,050,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $498,000 | 777 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $3,551,000 | 4,830 |
| U.S. Government securities | $3,200,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,200,000 | 4,273 |
| Securities issued by states & political subdivisions | $250,000 | 4,325 |
| Other domestic debt securities | $100,000 | 1,948 |
| 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 | $100,000 | 1,501 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $1,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,191 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| 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) | $3,550,000 | 1,140 |
| Available-for-sale securities (fair market value) | $1,000 | 4,950 |
| Total debt securities | $3,550,000 | 4,809 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $495,000 | 784 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $4,301,000 | 4,797 |
| U.S. Government securities | $3,700,000 | 4,388 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,700,000 | 4,226 |
| Securities issued by states & political subdivisions | $250,000 | 4,377 |
| Other domestic debt securities | $100,000 | 1,937 |
| 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 | $100,000 | 1,509 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $251,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,233 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| 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) | $4,050,000 | 1,142 |
| Available-for-sale securities (fair market value) | $251,000 | 4,932 |
| Total debt securities | $4,050,000 | 4,804 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $491,000 | 812 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $4,311,000 | 4,858 |
| U.S. Government securities | $3,700,000 | 4,448 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,700,000 | 4,292 |
| Securities issued by states & political subdivisions | $250,000 | 4,425 |
| Other domestic debt securities | $350,000 | 1,763 |
| 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 | $350,000 | 1,414 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,290 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| 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) | $4,300,000 | 1,141 |
| Available-for-sale securities (fair market value) | $11,000 | 5,047 |
| Total debt securities | $4,300,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $4,310,000 | 4,920 |
| U.S. Government securities | $3,700,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,700,000 | 4,323 |
| Securities issued by states & political subdivisions | $250,000 | 4,487 |
| Other domestic debt securities | $350,000 | 1,955 |
| 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 | $350,000 | 1,416 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,337 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| 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) | $4,300,000 | 1,156 |
| Available-for-sale securities (fair market value) | $10,000 | 5,107 |
| Total debt securities | $4,300,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $488,000 | 789 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $4,156,000 | 4,989 |
| U.S. Government securities | $3,450,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,450,000 | 4,452 |
| Securities issued by states & political subdivisions | $250,000 | 4,534 |
| Other domestic debt securities | $450,000 | 1,747 |
| 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 | $450,000 | 1,438 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,000 | 741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,402 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| 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) | $4,150,000 | 1,191 |
| Available-for-sale securities (fair market value) | $6,000 | 5,173 |
| Total debt securities | $4,150,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $488,000 | 757 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $3,404,000 | 5,125 |
| U.S. Government securities | $2,700,000 | 4,766 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,700,000 | 4,628 |
| Securities issued by states & political subdivisions | $250,000 | 4,600 |
| Other domestic debt securities | $450,000 | 1,748 |
| 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 | $450,000 | 1,452 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,479 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| 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) | $3,400,000 | 1,290 |
| Available-for-sale securities (fair market value) | $4,000 | 5,240 |
| Total debt securities | $3,400,000 | 5,103 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $491,000 | 769 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $3,217,000 | 5,204 |
| U.S. Government securities | $2,500,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,500,000 | 4,733 |
| Securities issued by states & political subdivisions | $250,000 | 4,643 |
| Other domestic debt securities | $450,000 | 1,777 |
| 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 | $450,000 | 1,487 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $17,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,540 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| 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) | $3,200,000 | 1,352 |
| Available-for-sale securities (fair market value) | $17,000 | 5,276 |
| Total debt securities | $3,200,000 | 5,184 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $495,000 | 800 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $3,215,000 | 5,254 |
| U.S. Government securities | $2,500,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,500,000 | 4,786 |
| Securities issued by states & political subdivisions | $250,000 | 4,690 |
| Other domestic debt securities | $450,000 | 1,811 |
| 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 | $450,000 | 1,514 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $15,000 | 979 |
| 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 | 4,742 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| 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) | $3,200,000 | 1,374 |
| Available-for-sale securities (fair market value) | $15,000 | 5,324 |
| Total debt securities | $3,200,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $495,000 | 860 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $3,218,000 | 5,320 |
| U.S. Government securities | $2,500,000 | 4,962 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,500,000 | 4,842 |
| Securities issued by states & political subdivisions | $250,000 | 4,746 |
| Other domestic debt securities | $450,000 | 1,877 |
| 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 | $450,000 | 1,555 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $18,000 | 978 |
| 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 | 4,895 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| 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) | $3,200,000 | 1,405 |
| Available-for-sale securities (fair market value) | $18,000 | 5,387 |
| Total debt securities | $3,200,000 | 5,300 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $493,000 | 903 |
| 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 | $3,219,000 | 5,367 |
| U.S. Government securities | $2,500,000 | 4,970 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,500,000 | 4,854 |
| Securities issued by states & political subdivisions | $250,000 | 4,795 |
| Other domestic debt securities | $450,000 | 1,898 |
| 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 | $450,000 | 1,561 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $19,000 | 985 |
| 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 | 4,941 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| 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) | $3,200,000 | 1,418 |
| Available-for-sale securities (fair market value) | $19,000 | 5,438 |
| Total debt securities | $3,200,000 | 5,345 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $491,000 | 892 |
| 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 | $2,473,000 | 5,499 |
| U.S. Government securities | $1,750,000 | 5,205 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,750,000 | 5,089 |
| Securities issued by states & political subdivisions | $250,000 | 4,833 |
| Other domestic debt securities | $450,000 | 1,910 |
| 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 | $450,000 | 1,569 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $23,000 | 925 |
| 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 | 5,018 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| 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) | $2,450,000 | 1,512 |
| Available-for-sale securities (fair market value) | $23,000 | 5,490 |
| Total debt securities | $2,450,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $250,000 | 994 |
| 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 | $2,470,000 | 5,585 |
| U.S. Government securities | $1,250,000 | 5,404 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,250,000 | 5,298 |
| Securities issued by states & political subdivisions | $520,000 | 4,725 |
| Other domestic debt securities | $450,000 | 1,947 |
| 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 | $450,000 | 1,581 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $250,000 | 738 |
| 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 | 5,101 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| 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) | $2,220,000 | 1,593 |
| Available-for-sale securities (fair market value) | $250,000 | 5,522 |
| Total debt securities | $2,220,000 | 5,589 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,134 |
| Fair value | $250,000 | 1,144 |
| 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 | $2,223,000 | 5,687 |
| U.S. Government securities | $999,000 | 5,539 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $999,000 | 5,440 |
| Securities issued by states & political subdivisions | $770,000 | 4,657 |
| Other domestic debt securities | $451,000 | 1,961 |
| 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 | $451,000 | 1,591 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,000 | 1,105 |
| 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 | 5,164 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| 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) | $2,220,000 | 1,628 |
| Available-for-sale securities (fair market value) | $3,000 | 5,639 |
| Total debt securities | $2,220,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,348 |
| Fair value | $250,000 | 1,329 |
| 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 | $2,424,000 | 5,718 |
| U.S. Government securities | $999,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $999,000 | 5,496 |
| Securities issued by states & political subdivisions | $770,000 | 4,689 |
| Other domestic debt securities | $551,000 | 1,824 |
| 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 | $551,000 | 1,466 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $104,000 | 819 |
| 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 | 5,203 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| 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) | $2,320,000 | 1,652 |
| Available-for-sale securities (fair market value) | $104,000 | 5,645 |
| Total debt securities | $2,320,000 | 5,708 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,503 |
| Fair value | $249,000 | 1,494 |
| 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 | $2,676,000 | 5,769 |
| U.S. Government securities | $999,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $999,000 | 5,604 |
| Securities issued by states & political subdivisions | $770,000 | 4,736 |
| Other domestic debt securities | $651,000 | 1,802 |
| 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 | $651,000 | 1,440 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $256,000 | 763 |
| 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 | 5,282 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| 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) | $2,420,000 | 1,642 |
| Available-for-sale securities (fair market value) | $256,000 | 5,701 |
| Total debt securities | $2,420,000 | 5,775 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,527 |
| Fair value | $501,000 | 1,435 |
| 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 | $3,188,000 | 5,793 |
| U.S. Government securities | $1,499,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,499,000 | 5,574 |
| Securities issued by states & political subdivisions | $770,000 | 4,767 |
| Other domestic debt securities | $917,000 | 1,706 |
| 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 | $917,000 | 1,371 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| 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 | 5,230 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| 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) | $3,186,000 | 1,571 |
| Available-for-sale securities (fair market value) | $2,000 | 5,851 |
| Total debt securities | $3,186,000 | 5,765 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,671 |
| Fair value | $498,000 | 1,609 |
| 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 | $3,192,000 | 5,845 |
| U.S. Government securities | $1,500,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,500,000 | 5,654 |
| Securities issued by states & political subdivisions | $770,000 | 4,772 |
| Other domestic debt securities | $917,000 | 1,751 |
| 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 | $917,000 | 1,400 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $5,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,288 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| 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) | $3,187,000 | 1,567 |
| Available-for-sale securities (fair market value) | $5,000 | 5,905 |
| Total debt securities | $3,187,000 | 5,821 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| 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 | $3,641,000 | 5,893 |
| U.S. Government securities | $1,550,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,550,000 | 5,736 |
| Securities issued by states & political subdivisions | $770,000 | 4,851 |
| Other domestic debt securities | $917,000 | 1,761 |
| 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 | $917,000 | 1,412 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $404,000 | 745 |
| 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 | 5,370 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| 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) | $3,237,000 | 1,576 |
| Available-for-sale securities (fair market value) | $404,000 | 5,910 |
| Total debt securities | $3,237,000 | 5,914 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $496,000 | 1,829 |
| 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 | $3,170,000 | 6,035 |
| U.S. Government securities | $1,700,000 | 5,900 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,700,000 | 5,804 |
| Securities issued by states & political subdivisions | $770,000 | 4,904 |
| Other domestic debt securities | $665,000 | 1,928 |
| 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 | $665,000 | 1,525 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $35,000 | 1,000 |
| 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 | 5,446 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| 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) | $3,135,000 | 1,619 |
| Available-for-sale securities (fair market value) | $35,000 | 6,051 |
| Total debt securities | $3,135,000 | 6,015 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $494,000 | 1,937 |
| 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 | $3,369,000 | 6,079 |
| U.S. Government securities | $1,700,000 | 5,977 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,700,000 | 5,878 |
| Securities issued by states & political subdivisions | $870,000 | 4,911 |
| Other domestic debt securities | $798,000 | 1,907 |
| 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 | $798,000 | 1,517 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,000 | 1,246 |
| 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 | 5,495 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| 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) | $3,368,000 | 1,608 |
| Available-for-sale securities (fair market value) | $1,000 | 6,153 |
| Total debt securities | $3,368,000 | 6,057 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $493,000 | 1,981 |
| 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 | $3,619,000 | 6,099 |
| U.S. Government securities | $1,950,000 | 5,977 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,950,000 | 5,886 |
| Securities issued by states & political subdivisions | $870,000 | 4,948 |
| Other domestic debt securities | $798,000 | 1,960 |
| 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 | $798,000 | 1,557 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,000 | 1,264 |
| 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 | 5,541 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| 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) | $3,618,000 | 1,582 |
| Available-for-sale securities (fair market value) | $1,000 | 6,223 |
| Total debt securities | $3,618,000 | 6,071 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,224 |
| Fair value | $242,000 | 2,263 |
| 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 | $3,368,000 | 6,202 |
| U.S. Government securities | $1,700,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,700,000 | 5,983 |
| Securities issued by states & political subdivisions | $870,000 | 4,989 |
| Other domestic debt securities | $797,000 | 2,013 |
| 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 | $797,000 | 1,591 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,000 | 1,283 |
| 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 | 5,621 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| 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) | $3,367,000 | 1,582 |
| Available-for-sale securities (fair market value) | $1,000 | 6,297 |
| Total debt securities | $3,367,000 | 6,175 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,222 |
| Fair value | $240,000 | 2,254 |
| 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 | $2,619,000 | 6,355 |
| U.S. Government securities | $951,000 | 6,303 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $951,000 | 6,206 |
| Securities issued by states & political subdivisions | $870,000 | 4,998 |
| Other domestic debt securities | $797,000 | 2,069 |
| 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 | $797,000 | 1,627 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,000 | 1,297 |
| 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 | 5,680 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| 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) | $2,618,000 | 1,653 |
| Available-for-sale securities (fair market value) | $1,000 | 6,365 |
| Total debt securities | $2,617,000 | 6,326 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,220 |
| Fair value | $241,000 | 2,255 |
| 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 | $2,268,000 | 6,426 |
| U.S. Government securities | $500,000 | 6,437 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $500,000 | 6,340 |
| Securities issued by states & political subdivisions | $870,000 | 4,997 |
| Other domestic debt securities | $797,000 | 2,125 |
| 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 | $797,000 | 1,668 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $101,000 | 956 |
| 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 | 5,710 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| 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) | $2,167,000 | 1,666 |
| Available-for-sale securities (fair market value) | $101,000 | 6,350 |
| Total debt securities | $2,167,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,211 |
| Fair value | $244,000 | 2,236 |
| 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 | $2,368,000 | 6,466 |
| U.S. Government securities | $500,000 | 6,494 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $500,000 | 6,397 |
| Securities issued by states & political subdivisions | $871,000 | 5,022 |
| Other domestic debt securities | $897,000 | 2,093 |
| 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 | $897,000 | 1,615 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $100,000 | 986 |
| 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 | 5,779 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| 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) | $2,268,000 | 1,610 |
| Available-for-sale securities (fair market value) | $100,000 | 6,424 |
| Total debt securities | $2,268,000 | 6,446 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,262 |
| Fair value | $250,000 | 2,278 |
| 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 | $2,367,000 | 6,508 |
| U.S. Government securities | $500,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $500,000 | 6,455 |
| Securities issued by states & political subdivisions | $870,000 | 5,044 |
| Other domestic debt securities | $997,000 | 2,007 |
| 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 | $997,000 | 1,525 |
| 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 | $250,000 | 5,931 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| 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) | $2,367,000 | 1,608 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $2,367,000 | 6,479 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,307 |
| Fair value | $250,000 | 2,329 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,960,000 | 6,669 |
| U.S. Government securities | $250,000 | 6,729 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $250,000 | 6,640 |
| Securities issued by states & political subdivisions | $371,000 | 5,404 |
| Other domestic debt securities | $996,000 | 2,066 |
| 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 | $996,000 | 1,571 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $343,000 | 820 |
| 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 | 6,017 |
| 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) | $1,617,000 | 1,775 |
| Available-for-sale securities (fair market value) | $343,000 | 6,515 |
| Total debt securities | $1,617,000 | 6,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,059,000 | 6,723 |
| U.S. Government securities | $500,000 | 6,734 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $500,000 | 6,642 |
| Securities issued by states & political subdivisions | $371,000 | 5,408 |
| Other domestic debt securities | $996,000 | 2,067 |
| 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 | $996,000 | 1,566 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $192,000 | 893 |
| 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 | 6,087 |
| 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) | $1,867,000 | 1,726 |
| Available-for-sale securities (fair market value) | $192,000 | 6,597 |
| Total debt securities | $1,867,000 | 6,715 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,743 |
| Fair value | $250,000 | 2,761 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,058,000 | 6,780 |
| U.S. Government securities | $500,000 | 6,798 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $500,000 | 6,698 |
| Securities issued by states & political subdivisions | $371,000 | 5,405 |
| Other domestic debt securities | $1,096,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,096,000 | 1,452 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $91,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 6,116 |
| 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) | $1,967,000 | 1,740 |
| Available-for-sale securities (fair market value) | $91,000 | 6,664 |
| Total debt securities | $1,967,000 | 6,761 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,318,000 | 6,781 |
| U.S. Government securities | $501,000 | 6,835 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $501,000 | 6,741 |
| Securities issued by states & political subdivisions | $371,000 | 5,403 |
| Other domestic debt securities | $1,195,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,195,000 | 1,348 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $251,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 5,819 |
| 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) | $2,067,000 | 1,768 |
| Available-for-sale securities (fair market value) | $251,000 | 6,655 |
| Total debt securities | $2,067,000 | 6,777 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,519,000 | 6,816 |
| U.S. Government securities | $751,000 | 6,844 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $751,000 | 6,743 |
| Securities issued by states & political subdivisions | $371,000 | 5,401 |
| Other domestic debt securities | $1,195,000 | 1,881 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,195,000 | 1,331 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $202,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 5,848 |
| 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) | $2,317,000 | 1,741 |
| Available-for-sale securities (fair market value) | $202,000 | 6,729 |
| Total debt securities | $2,317,000 | 6,807 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,766,000 | 6,872 |
| U.S. Government securities | $1,200,000 | 6,824 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,200,000 | 6,720 |
| Securities issued by states & political subdivisions | $371,000 | 5,391 |
| Other domestic debt securities | $1,195,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,195,000 | 1,247 |
| 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 | $251,000 | 5,902 |
| 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) | $2,766,000 | 1,699 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $2,766,000 | 6,838 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,017,000 | 6,889 |
| U.S. Government securities | $1,201,000 | 6,871 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,201,000 | 6,757 |
| Securities issued by states & political subdivisions | $621,000 | 5,167 |
| Other domestic debt securities | $1,194,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,194,000 | 1,279 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,000 | 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 | $250,000 | 5,945 |
| 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) | $3,016,000 | 1,664 |
| Available-for-sale securities (fair market value) | $1,000 | 6,947 |
| Total debt securities | $3,016,000 | 6,850 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,818,000 | 6,927 |
| U.S. Government securities | $1,201,000 | 6,875 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,201,000 | 6,753 |
| Securities issued by states & political subdivisions | $621,000 | 5,184 |
| Other domestic debt securities | $996,000 | 2,137 |
| 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 | $996,000 | 1,411 |
| 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 | $250,000 | 6,012 |
| 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) | $2,818,000 | 1,712 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $2,818,000 | 6,887 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,051,000 | 7,114 |
| U.S. Government securities | $701,000 | 7,080 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $701,000 | 6,974 |
| Securities issued by states & political subdivisions | $351,000 | 5,417 |
| Other domestic debt securities | $897,000 | 2,271 |
| 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 | $897,000 | 1,471 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $102,000 | 1,040 |
| 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 | 6,103 |
| 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) | $1,949,000 | 1,948 |
| Available-for-sale securities (fair market value) | $102,000 | 6,989 |
| Total debt securities | $1,949,000 | 7,111 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,698,000 | 7,251 |
| U.S. Government securities | $300,000 | 7,297 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $300,000 | 7,202 |
| Securities issued by states & political subdivisions | $351,000 | 5,385 |
| Other domestic debt securities | $797,000 | 2,319 |
| 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 | $797,000 | 1,473 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $250,000 | 958 |
| 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 | 6,152 |
| 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) | $1,448,000 | 2,131 |
| Available-for-sale securities (fair market value) | $250,000 | 7,004 |
| Total debt securities | $1,448,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,947,000 | 7,295 |
| U.S. Government securities | $800,000 | 7,261 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $800,000 | 7,155 |
| Securities issued by states & political subdivisions | $350,000 | 5,407 |
| Other domestic debt securities | $797,000 | 2,370 |
| 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 | $797,000 | 1,488 |
| 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 | $250,000 | 6,225 |
| 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) | $1,947,000 | 2,045 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $1,947,000 | 7,262 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,912 |
| Fair value | $247,000 | 2,943 |
| 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 | $1,955,000 | 7,325 |
| U.S. Government securities | $800,000 | 7,287 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $800,000 | 7,185 |
| Securities issued by states & political subdivisions | $350,000 | 5,435 |
| Other domestic debt securities | $797,000 | 2,438 |
| 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 | $797,000 | 1,528 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $8,000 | 1,507 |
| 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 | 6,278 |
| 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) | $1,947,000 | 2,069 |
| Available-for-sale securities (fair market value) | $8,000 | 7,253 |
| Total debt securities | $1,946,000 | 7,296 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $250,000 | 2,683 |
| 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 | $2,250,000 | 7,337 |
| U.S. Government securities | $625,000 | 7,403 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $625,000 | 7,315 |
| Securities issued by states & political subdivisions | $550,000 | 5,255 |
| Other domestic debt securities | $897,000 | 2,480 |
| 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 | $897,000 | 1,576 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $178,000 | 1,128 |
| 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 | 6,293 |
| 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) | $2,072,000 | 2,116 |
| Available-for-sale securities (fair market value) | $178,000 | 7,226 |
| Total debt securities | $2,071,000 | 7,329 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,265,000 | 7,377 |
| U.S. Government securities | $625,000 | 7,449 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $625,000 | 7,372 |
| Securities issued by states & political subdivisions | $550,000 | 5,264 |
| Other domestic debt securities | $997,000 | 2,452 |
| 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 | $997,000 | 1,544 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $93,000 | 1,270 |
| 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 | 6,358 |
| 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) | $2,172,000 | 2,106 |
| Available-for-sale securities (fair market value) | $93,000 | 7,336 |
| Total debt securities | $2,171,000 | 7,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,565,000 | 7,377 |
| U.S. Government securities | $625,000 | 7,543 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $625,000 | 7,464 |
| Securities issued by states & political subdivisions | $920,000 | 4,920 |
| Other domestic debt securities | $997,000 | 2,353 |
| 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 | $997,000 | 1,561 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $23,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $565,000 | 6,194 |
| 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) | $2,542,000 | 2,040 |
| Available-for-sale securities (fair market value) | $23,000 | 7,434 |
| Total debt securities | $2,542,000 | 7,340 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,665,000 | 7,442 |
| U.S. Government securities | $825,000 | 7,587 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $825,000 | 7,509 |
| Securities issued by states & political subdivisions | $1,020,000 | 4,802 |
| Other domestic debt securities | $701,000 | 2,523 |
| 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 | $701,000 | 1,734 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $119,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,237 |
| 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) | $2,546,000 | 2,050 |
| Available-for-sale securities (fair market value) | $119,000 | 7,414 |
| Total debt securities | $2,546,000 | 7,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,768,000 | 7,446 |
| U.S. Government securities | $1,125,000 | 7,538 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,125,000 | 7,453 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,698 |
| Other domestic debt securities | $502,000 | 2,620 |
| 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 | $502,000 | 1,837 |
| 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 | $564,000 | 6,270 |
| 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) | $2,768,000 | 2,018 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $2,767,000 | 7,404 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,774,000 | 7,512 |
| U.S. Government securities | $1,125,000 | 7,594 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,125,000 | 7,512 |
| Securities issued by states & political subdivisions | $1,241,000 | 4,668 |
| Other domestic debt securities | $401,000 | 2,750 |
| 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 | $401,000 | 2,024 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $7,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,305 |
| 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) | $2,767,000 | 2,018 |
| Available-for-sale securities (fair market value) | $7,000 | 7,597 |
| Total debt securities | $2,767,000 | 7,462 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,771,000 | 7,530 |
| U.S. Government securities | $925,000 | 7,720 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $925,000 | 7,638 |
| Securities issued by states & political subdivisions | $1,241,000 | 4,685 |
| Other domestic debt securities | $300,000 | 2,776 |
| 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 | $300,000 | 2,044 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $305,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,295 |
| 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) | $2,466,000 | 2,127 |
| Available-for-sale securities (fair market value) | $305,000 | 7,507 |
| Total debt securities | $2,466,000 | 7,547 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,768,000 | 7,611 |
| U.S. Government securities | $1,325,000 | 7,705 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,325,000 | 7,596 |
| Securities issued by states & political subdivisions | $1,241,000 | 4,699 |
| Other domestic debt securities | $200,000 | 2,732 |
| 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 | $200,000 | 2,032 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,363 |
| 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) | $2,766,000 | 2,118 |
| Available-for-sale securities (fair market value) | $2,000 | 7,652 |
| Total debt securities | $2,766,000 | 7,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,766,000 | 7,647 |
| U.S. Government securities | $1,200,000 | 7,791 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,200,000 | 7,683 |
| Securities issued by states & political subdivisions | $1,266,000 | 4,683 |
| Other domestic debt securities | $200,000 | 2,689 |
| 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 | $200,000 | 2,017 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $100,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,390 |
| 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) | $2,666,000 | 2,173 |
| Available-for-sale securities (fair market value) | $100,000 | 7,623 |
| Total debt securities | $2,667,000 | 7,617 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,768,000 | 7,699 |
| U.S. Government securities | $1,300,000 | 7,817 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,300,000 | 7,708 |
| Securities issued by states & political subdivisions | $1,266,000 | 4,700 |
| Other domestic debt securities | $200,000 | 2,642 |
| 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 | $200,000 | 1,986 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,000 | 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 | $564,000 | 6,454 |
| 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) | $2,766,000 | 2,176 |
| Available-for-sale securities (fair market value) | $2,000 | 7,715 |
| Total debt securities | $2,766,000 | 7,651 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,766,000 | 7,738 |
| U.S. Government securities | $1,199,000 | 7,890 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,199,000 | 7,779 |
| Securities issued by states & political subdivisions | $1,267,000 | 4,734 |
| Other domestic debt securities | $200,000 | 2,664 |
| 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 | $200,000 | 2,031 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $100,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,481 |
| 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) | $2,666,000 | 2,231 |
| Available-for-sale securities (fair market value) | $100,000 | 7,679 |
| Total debt securities | $2,666,000 | 7,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,850,000 | 7,759 |
| U.S. Government securities | $1,199,000 | 7,944 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,199,000 | 7,835 |
| Securities issued by states & political subdivisions | $1,268,000 | 4,759 |
| Other domestic debt securities | $300,000 | 2,558 |
| 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 | $300,000 | 1,947 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $83,000 | 1,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,509 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,767,000 | 2,257 |
| Available-for-sale securities (fair market value) | $83,000 | 7,742 |
| Total debt securities | $2,766,000 | 7,736 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,656,000 | 7,886 |
| U.S. Government securities | $999,000 | 8,079 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $999,000 | 7,964 |
| Securities issued by states & political subdivisions | $1,353,000 | 4,718 |
| Other domestic debt securities | $300,000 | 2,601 |
| 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 | $300,000 | 1,990 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $4,000 | 1,930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,569 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,652,000 | 2,329 |
| Available-for-sale securities (fair market value) | $4,000 | 7,849 |
| Total debt securities | $2,652,000 | 7,843 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,984 |
| Fair value | $98,000 | 2,998 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,554,000 | 7,966 |
| U.S. Government securities | $799,000 | 8,188 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $799,000 | 8,073 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,668 |
| Other domestic debt securities | $300,000 | 2,634 |
| 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 | $300,000 | 2,044 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,605 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,552,000 | 2,387 |
| Available-for-sale securities (fair market value) | $2,000 | 7,896 |
| Total debt securities | $2,552,000 | 7,923 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,046 |
| Fair value | $97,000 | 3,057 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,860,000 | 7,951 |
| U.S. Government securities | $700,000 | 8,256 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $700,000 | 8,142 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,698 |
| Other domestic debt securities | $600,000 | 2,314 |
| 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 | $600,000 | 1,777 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $107,000 | 1,734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 6,644 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,753,000 | 2,366 |
| Available-for-sale securities (fair market value) | $107,000 | 7,861 |
| Total debt securities | $2,753,000 | 7,926 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,034 |
| Fair value | $99,000 | 3,037 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,958,000 | 7,977 |
| U.S. Government securities | $700,000 | 8,304 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $700,000 | 8,182 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,726 |
| Other domestic debt securities | $700,000 | 2,334 |
| 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 | $700,000 | 1,826 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $105,000 | 1,751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,000 | 6,677 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,853,000 | 2,392 |
| Available-for-sale securities (fair market value) | $105,000 | 7,906 |
| Total debt securities | $2,853,000 | 7,947 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,027 |
| Fair value | $99,000 | 3,029 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,959,000 | 7,999 |
| U.S. Government securities | $700,000 | 8,335 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $700,000 | 8,228 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,725 |
| Other domestic debt securities | $800,000 | 2,295 |
| 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 | $800,000 | 1,826 |
| 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 | $580,000 | 6,704 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,959,000 | 2,397 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $2,959,000 | 7,945 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $499,000 | 2,543 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,959,000 | 8,027 |
| U.S. Government securities | $700,000 | 8,357 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $700,000 | 8,244 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,714 |
| Other domestic debt securities | $800,000 | 2,379 |
| 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 | $800,000 | 1,912 |
| 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 | $563,000 | 6,710 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,959,000 | 2,421 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $2,960,000 | 7,974 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $498,000 | 2,596 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,960,000 | 8,093 |
| U.S. Government securities | $700,000 | 8,429 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $700,000 | 8,310 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,721 |
| Other domestic debt securities | $801,000 | 2,441 |
| 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 | $801,000 | 2,001 |
| 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 | $583,000 | 6,741 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,960,000 | 2,439 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $2,960,000 | 8,042 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $497,000 | 2,529 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,960,000 | 8,152 |
| U.S. Government securities | $700,000 | 8,451 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $700,000 | 8,337 |
| Securities issued by states & political subdivisions | $1,459,000 | 4,727 |
| Other domestic debt securities | $801,000 | 2,472 |
| 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 | $801,000 | 2,065 |
| 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 | $563,000 | 6,757 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,960,000 | 2,475 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $2,960,000 | 8,090 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $499,000 | 2,503 |
| 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 | $3,077,000 | 8,150 |
| U.S. Government securities | $700,000 | 8,506 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $700,000 | 8,393 |
| Securities issued by states & political subdivisions | $1,569,000 | 4,667 |
| Other domestic debt securities | $808,000 | 2,496 |
| 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 | $808,000 | 2,115 |
| 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 | $563,000 | 6,794 |
| 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) | $3,070,000 | 2,452 |
| Available-for-sale securities (fair market value) | $7,000 | 8,170 |
| Total debt securities | $3,077,000 | 8,089 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $500,000 | 2,486 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,974,000 | 8,260 |
| U.S. Government securities | $700,000 | 8,574 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $700,000 | 8,460 |
| Securities issued by states & political subdivisions | $1,469,000 | 4,750 |
| Other domestic debt securities | $805,000 | 2,605 |
| 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 | $805,000 | 2,221 |
| 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 | $563,000 | 6,830 |
| 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) | $2,970,000 | 2,512 |
| Available-for-sale securities (fair market value) | $4,000 | 8,229 |
| Total debt securities | $2,974,000 | 8,206 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $495,000 | 2,459 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,970,000 | 8,252 |
| U.S. Government securities | $700,000 | 8,574 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $700,000 | 8,456 |
| Securities issued by states & political subdivisions | $1,469,000 | 4,745 |
| Other domestic debt securities | $801,000 | 2,698 |
| 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 | $801,000 | 2,307 |
| 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 | $563,000 | 6,805 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,970,000 | 2,495 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $2,970,000 | 8,184 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| 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 | $3,175,000 | 8,262 |
| U.S. Government securities | $700,000 | 8,647 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $700,000 | 8,521 |
| Securities issued by states & political subdivisions | $1,469,000 | 4,783 |
| Other domestic debt securities | $1,006,000 | 2,576 |
| 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 | $1,006,000 | 2,276 |
| 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 | $563,000 | 6,803 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,970,000 | 2,525 |
| Available-for-sale securities (fair market value) | $205,000 | 8,229 |
| Total debt securities | $3,175,000 | 8,185 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $497,000 | 2,177 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,971,000 | 8,317 |
| U.S. Government securities | $700,000 | 8,666 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $700,000 | 8,531 |
| Securities issued by states & political subdivisions | $1,470,000 | 4,796 |
| Other domestic debt securities | $801,000 | 2,863 |
| 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 | $801,000 | 2,546 |
| 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 | $563,000 | 6,832 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,971,000 | 2,546 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,971,000 | 8,237 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $497,000 | 1,909 |
| 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 | $3,221,000 | 8,261 |
| U.S. Government securities | $950,000 | 8,618 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $950,000 | 8,471 |
| Securities issued by states & political subdivisions | $1,470,000 | 4,776 |
| Other domestic debt securities | $801,000 | 2,933 |
| 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 | $801,000 | 2,604 |
| 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 | $563,000 | 6,854 |
| 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) | $3,221,000 | 2,492 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,221,000 | 8,189 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,461 |
| Fair value | $752,000 | 1,477 |
| 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 | $3,421,000 | 8,245 |
| U.S. Government securities | $1,250,000 | 8,537 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,250,000 | 8,378 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,788 |
| Other domestic debt securities | $801,000 | 2,979 |
| 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 | $801,000 | 2,631 |
| 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 | $563,000 | 6,888 |
| 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) | $3,421,000 | 2,479 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $3,421,000 | 8,170 |
| 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 | $3,872,000 | 8,175 |
| U.S. Government securities | $1,900,000 | 8,385 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,900,000 | 8,196 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,799 |
| Other domestic debt securities | $602,000 | 3,153 |
| 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 | $602,000 | 2,786 |
| 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 | $448,000 | 7,080 |
| 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) | $3,872,000 | 2,422 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $3,872,000 | 8,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,985,000 | 8,253 |
| U.S. Government securities | $2,250,000 | 8,377 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,250,000 | 8,169 |
| Securities issued by states & political subdivisions | $1,233,000 | 4,992 |
| Other domestic debt securities | $502,000 | 3,386 |
| 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 | $502,000 | 2,931 |
| 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 | $485,000 | 7,254 |
| 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) | $3,985,000 | 2,516 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $3,985,000 | 8,153 |
| 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 | $1,551,000 | 9,395 |
| U.S. Government securities | $800,000 | 9,382 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $800,000 | 9,160 |
| Securities issued by states & political subdivisions | $487,000 | 6,111 |
| Other domestic debt securities | $198,000 | 3,462 |
| 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 | $198,000 | 3,031 |
| Foreign debt securities | NA | NA |
| Equity securities | $66,000 | 7,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,000 | 7,602 |
| 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) | $1,485,000 | 4,157 |
| Available-for-sale securities (fair market value) | $66,000 | 9,164 |
| Total debt securities | $1,485,000 | 9,313 |
| 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 | $1,646,000 | 9,728 |
| U.S. Government securities | $800,000 | 9,737 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $800,000 | 9,440 |
| Securities issued by states & political subdivisions | $588,000 | 6,244 |
| Other domestic debt securities | $199,000 | 3,356 |
| 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 | $199,000 | 2,859 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 7,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 7,798 |
| 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) | $1,587,000 | 4,491 |
| Available-for-sale securities (fair market value) | $59,000 | 9,440 |
| Total debt securities | $1,587,000 | 9,644 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,347,000 | 9,696 |
| U.S. Government securities | $1,390,000 | 9,692 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,390,000 | 9,106 |
| Securities issued by states & political subdivisions | $694,000 | 6,240 |
| Other domestic debt securities | $199,000 | 3,239 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,000 | 2,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 6,915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,000 | 7,889 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,283,000 | 4,569 |
| Available-for-sale securities (fair market value) | $64,000 | 9,572 |
| Total debt securities | $2,283,000 | 9,605 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,093,000 | 10,291 |
| U.S. Government securities | $1,198,000 | 10,338 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,198,000 | 9,576 |
| Securities issued by states & political subdivisions | $696,000 | 6,361 |
| Other domestic debt securities | $199,000 | 2,966 |
| 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 | $199,000 | 2,380 |
| 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 | $204,000 | 8,563 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,093,000 | 5,547 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,093,000 | 10,191 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,242,000 | 10,793 |
| U.S. Government securities | $1,350,000 | 10,848 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $1,150,000 | 10,061 |
| Securities issued by states & political subdivisions | $597,000 | 6,855 |
| Other domestic debt securities | $295,000 | 3,115 |
| 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 | $295,000 | 2,404 |
| 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 | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,242,000 | 6,112 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $2,242,000 | 10,695 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $200,000 | 3,361 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,396,000 | 11,243 |
| U.S. Government securities | $1,395,000 | 11,346 |
| U.S. Treasury securities | $200,000 | 9,974 |
| U.S. Government agency obligations | $1,195,000 | 10,341 |
| Securities issued by states & political subdivisions | $598,000 | 7,102 |
| Other domestic debt securities | $403,000 | 3,426 |
| 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 | $403,000 | 2,695 |
| 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 | $200,000 | 9,373 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,396,000 | 6,377 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $2,396,000 | 11,142 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,647,000 | 11,830 |
| U.S. Government securities | $1,145,000 | 12,118 |
| U.S. Treasury securities | $450,000 | 10,628 |
| U.S. Government agency obligations | $695,000 | 11,153 |
| Securities issued by states & political subdivisions | $499,000 | 7,706 |
| Other domestic debt securities | $1,003,000 | 2,791 |
| 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 | $1,003,000 | 2,215 |
| 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 | $200,000 | 9,820 |
| 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) | $2,647,000 | 9,558 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,647,000 | 11,732 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,985,000 | 12,173 |
| U.S. Government securities | $1,150,000 | 12,630 |
| U.S. Treasury securities | $650,000 | 10,581 |
| U.S. Government agency obligations | $500,000 | 11,696 |
| Securities issued by states & political subdivisions | $501,000 | 7,870 |
| Other domestic debt securities | $1,334,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $66,000 | 2,922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,268,000 | 2,283 |
| 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 | $200,000 | 10,200 |
| Mortgage-backed securities | $66,000 | 10,381 |
| 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 | $66,000 | 6,757 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $66,000 | 2,491 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,985,000 | 12,054 |
| 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 | $2,837,000 | 12,666 |
| U.S. Government securities | $1,151,000 | 13,151 |
| U.S. Treasury securities | $651,000 | 11,027 |
| U.S. Government agency obligations | $500,000 | 12,102 |
| Securities issued by states & political subdivisions | $207,000 | 8,710 |
| Other domestic debt securities | $1,479,000 | 3,445 |
| Privately issued residential mortgage-backed securities | $66,000 | 3,687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,413,000 | 2,476 |
| 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 | $200,000 | 10,489 |
| Mortgage-backed securities | $66,000 | 10,883 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $66,000 | 7,085 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $66,000 | 3,170 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,792,000 | 12,577 |
| 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 |