Home > The First Bank of Celeste > Securities
The First Bank of Celeste, Securities
| 2023-12-31 | Rank | |
| Total securities | $27,038,000 | 3,297 |
| U.S. Government securities | $25,052,000 | 2,684 |
| U.S. Treasury securities | $5,999,000 | 1,713 |
| U.S. Government agency obligations | $19,053,000 | 2,645 |
| Securities issued by states & political subdivisions | $1,986,000 | 3,341 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,474,000 | 3,216 |
| Mortgage-backed securities | $19,053,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,807,000 | 1,538 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,471 |
| 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) | $27,038,000 | 721 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $27,038,000 | 3,272 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $27,495,000 | 3,295 |
| U.S. Government securities | $25,505,000 | 2,670 |
| U.S. Treasury securities | $5,969,000 | 1,747 |
| U.S. Government agency obligations | $19,536,000 | 2,600 |
| Securities issued by states & political subdivisions | $1,990,000 | 3,356 |
| 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 | $6,363,000 | 3,195 |
| Mortgage-backed securities | $19,536,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,283,000 | 1,495 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 2,455 |
| 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) | $27,495,000 | 725 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $27,493,000 | 3,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $28,024,000 | 3,332 |
| U.S. Government securities | $26,029,000 | 2,691 |
| U.S. Treasury securities | $5,940,000 | 1,784 |
| U.S. Government agency obligations | $20,089,000 | 2,624 |
| Securities issued by states & political subdivisions | $1,995,000 | 3,394 |
| 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 | $6,448,000 | 3,161 |
| Mortgage-backed securities | $20,089,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,827,000 | 1,513 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 2,451 |
| 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) | $28,024,000 | 721 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $28,024,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $28,523,000 | 3,390 |
| U.S. Government securities | $26,523,000 | 2,748 |
| U.S. Treasury securities | $5,909,000 | 1,862 |
| U.S. Government agency obligations | $20,614,000 | 2,609 |
| Securities issued by states & political subdivisions | $2,000,000 | 3,450 |
| 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 | $6,555,000 | 3,099 |
| Mortgage-backed securities | $20,614,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,345,000 | 1,534 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,486 |
| 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) | $28,523,000 | 747 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $28,526,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $27,115,000 | 3,479 |
| U.S. Government securities | $24,985,000 | 2,861 |
| U.S. Treasury securities | $3,879,000 | 2,194 |
| U.S. Government agency obligations | $21,106,000 | 2,579 |
| Securities issued by states & political subdivisions | $2,130,000 | 3,467 |
| 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 | $6,368,000 | 3,033 |
| Mortgage-backed securities | $21,106,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,830,000 | 1,544 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,500 |
| 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) | $27,115,000 | 762 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $27,115,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $25,663,000 | 3,531 |
| U.S. Government securities | $23,527,000 | 2,954 |
| U.S. Treasury securities | $1,847,000 | 2,565 |
| U.S. Government agency obligations | $21,680,000 | 2,581 |
| Securities issued by states & political subdivisions | $2,136,000 | 3,502 |
| 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 | $6,035,000 | 3,028 |
| Mortgage-backed securities | $21,680,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,393,000 | 1,530 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,518 |
| 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) | $25,663,000 | 772 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $25,663,000 | 3,508 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $24,521,000 | 3,603 |
| U.S. Government securities | $22,379,000 | 3,041 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $22,379,000 | 2,575 |
| Securities issued by states & political subdivisions | $2,142,000 | 3,554 |
| 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 | $6,178,000 | 3,021 |
| Mortgage-backed securities | $22,379,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $22,073,000 | 1,575 |
| Issued or guaranteed by U.S. | $22,073,000 | 1,541 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $306,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,540 |
| 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) | $24,521,000 | 714 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $24,522,000 | 3,587 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $25,582,000 | 3,512 |
| U.S. Government securities | $23,434,000 | 2,902 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $23,434,000 | 2,513 |
| Securities issued by states & political subdivisions | $2,148,000 | 3,564 |
| 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 | $6,590,000 | 2,951 |
| Mortgage-backed securities | $23,434,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $23,048,000 | 1,574 |
| Issued or guaranteed by U.S. | $23,048,000 | 1,546 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $386,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 2,494 |
| 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) | $25,582,000 | 628 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $25,582,000 | 3,491 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $24,782,000 | 3,476 |
| U.S. Government securities | $22,629,000 | 2,807 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $22,629,000 | 2,549 |
| Securities issued by states & political subdivisions | $2,153,000 | 3,598 |
| 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 | $6,538,000 | 2,959 |
| Mortgage-backed securities | $22,629,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $22,164,000 | 1,608 |
| Issued or guaranteed by U.S. | $22,164,000 | 1,574 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $465,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 2,447 |
| 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) | $24,782,000 | 535 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $24,782,000 | 3,455 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $24,375,000 | 3,448 |
| U.S. Government securities | $22,216,000 | 2,763 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $22,216,000 | 2,554 |
| Securities issued by states & political subdivisions | $2,159,000 | 3,616 |
| 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 | $7,019,000 | 2,927 |
| Mortgage-backed securities | $22,216,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $21,639,000 | 1,615 |
| Issued or guaranteed by U.S. | $21,639,000 | 1,579 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $577,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $577,000 | 2,429 |
| 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) | $24,375,000 | 506 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $24,376,000 | 3,427 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $20,923,000 | 3,573 |
| U.S. Government securities | $18,758,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $18,758,000 | 2,702 |
| Securities issued by states & political subdivisions | $2,165,000 | 3,632 |
| 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 | $7,955,000 | 2,831 |
| Mortgage-backed securities | $18,758,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $18,033,000 | 1,720 |
| Issued or guaranteed by U.S. | $18,033,000 | 1,678 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $725,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 2,360 |
| 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) | $20,923,000 | 515 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $20,922,000 | 3,550 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $21,021,000 | 3,471 |
| U.S. Government securities | $18,851,000 | 2,748 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $18,851,000 | 2,573 |
| Securities issued by states & political subdivisions | $2,170,000 | 3,625 |
| 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 | $9,463,000 | 2,668 |
| Mortgage-backed securities | $18,851,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $17,825,000 | 1,656 |
| Issued or guaranteed by U.S. | $17,825,000 | 1,603 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,026,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,208 |
| 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) | $21,021,000 | 490 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $21,021,000 | 3,443 |
| 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 | $20,198,000 | 3,422 |
| U.S. Government securities | $18,022,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $18,022,000 | 2,511 |
| Securities issued by states & political subdivisions | $2,176,000 | 3,625 |
| 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 | $10,280,000 | 2,580 |
| Mortgage-backed securities | $18,022,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $16,565,000 | 1,645 |
| Issued or guaranteed by U.S. | $16,565,000 | 1,604 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,457,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,457,000 | 2,119 |
| 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) | $20,198,000 | 474 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $20,199,000 | 3,398 |
| 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 | $19,552,000 | 3,376 |
| U.S. Government securities | $17,370,000 | 2,644 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $17,370,000 | 2,518 |
| Securities issued by states & political subdivisions | $2,182,000 | 3,574 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,235,000 | 2,406 |
| Mortgage-backed securities | $17,370,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $15,467,000 | 1,676 |
| Issued or guaranteed by U.S. | $15,467,000 | 1,634 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,903,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $1,903,000 | 2,036 |
| 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) | $19,552,000 | 474 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $19,551,000 | 3,352 |
| 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 | $18,929,000 | 3,374 |
| U.S. Government securities | $16,741,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,741,000 | 2,560 |
| Securities issued by states & political subdivisions | $2,188,000 | 3,554 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,895,000 | 2,296 |
| Mortgage-backed securities | $16,741,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $14,239,000 | 1,712 |
| Issued or guaranteed by U.S. | $14,239,000 | 1,664 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,502,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 1,926 |
| 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) | $18,929,000 | 478 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $18,928,000 | 3,353 |
| 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 | $20,310,000 | 3,282 |
| U.S. Government securities | $18,116,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $18,116,000 | 2,486 |
| Securities issued by states & political subdivisions | $2,194,000 | 3,524 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,873,000 | 3,542 |
| Mortgage-backed securities | $16,116,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $13,056,000 | 1,781 |
| Issued or guaranteed by U.S. | $13,056,000 | 1,732 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,060,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 1,836 |
| 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) | $20,310,000 | 469 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $20,310,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $15,167,000 | 3,670 |
| U.S. Government securities | $12,968,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,968,000 | 2,937 |
| Securities issued by states & political subdivisions | $2,199,000 | 3,521 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,928,000 | 3,602 |
| Mortgage-backed securities | $10,967,000 | 2,522 |
| Certificates of participation in pools of residential mortgages | $7,466,000 | 2,258 |
| Issued or guaranteed by U.S. | $7,466,000 | 2,200 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,501,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,501,000 | 1,769 |
| 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) | $15,167,000 | 591 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $15,166,000 | 3,648 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $16,069,000 | 3,661 |
| U.S. Government securities | $13,864,000 | 3,060 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,864,000 | 2,906 |
| Securities issued by states & political subdivisions | $2,205,000 | 3,549 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,821,000 | 3,686 |
| Mortgage-backed securities | $11,863,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $8,046,000 | 2,172 |
| Issued or guaranteed by U.S. | $8,046,000 | 2,105 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,817,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $3,817,000 | 1,721 |
| 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) | $16,069,000 | 617 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $16,069,000 | 3,639 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $14,637,000 | 3,827 |
| U.S. Government securities | $12,426,000 | 3,247 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,426,000 | 3,086 |
| Securities issued by states & political subdivisions | $2,211,000 | 3,598 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,857,000 | 3,742 |
| Mortgage-backed securities | $10,425,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $6,403,000 | 2,373 |
| Issued or guaranteed by U.S. | $6,403,000 | 2,320 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,022,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $4,022,000 | 1,666 |
| 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) | $14,637,000 | 673 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $14,637,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $13,778,000 | 3,938 |
| U.S. Government securities | $11,562,000 | 3,347 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,562,000 | 3,197 |
| Securities issued by states & political subdivisions | $2,216,000 | 3,655 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,000 | 3,815 |
| Mortgage-backed securities | $9,561,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $5,365,000 | 2,561 |
| Issued or guaranteed by U.S. | $5,365,000 | 2,500 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,196,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $4,196,000 | 1,648 |
| 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) | $13,778,000 | 699 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $13,778,000 | 3,916 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $14,150,000 | 3,948 |
| U.S. Government securities | $11,928,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,928,000 | 3,197 |
| Securities issued by states & political subdivisions | $2,222,000 | 3,716 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,749,000 | 3,850 |
| Mortgage-backed securities | $9,927,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $5,585,000 | 2,528 |
| Issued or guaranteed by U.S. | $5,585,000 | 2,488 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,342,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $4,342,000 | 1,624 |
| 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) | $14,150,000 | 729 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $14,149,000 | 3,926 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $14,564,000 | 3,959 |
| U.S. Government securities | $12,336,000 | 3,372 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,336,000 | 3,218 |
| Securities issued by states & political subdivisions | $2,228,000 | 3,772 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,787,000 | 3,885 |
| Mortgage-backed securities | $10,334,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $5,847,000 | 2,529 |
| Issued or guaranteed by U.S. | $5,847,000 | 2,512 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,487,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $4,487,000 | 1,575 |
| 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) | $14,564,000 | 726 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $14,564,000 | 3,937 |
| 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 | $14,977,000 | 3,984 |
| U.S. Government securities | $12,744,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,744,000 | 3,176 |
| Securities issued by states & political subdivisions | $2,233,000 | 3,819 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,820,000 | 3,914 |
| Mortgage-backed securities | $10,742,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $6,107,000 | 2,534 |
| Issued or guaranteed by U.S. | $6,107,000 | 2,412 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,635,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,635,000 | 1,568 |
| 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) | $14,977,000 | 736 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $14,977,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $13,326,000 | 4,168 |
| U.S. Government securities | $11,086,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,086,000 | 3,439 |
| Securities issued by states & political subdivisions | $2,240,000 | 3,866 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,852,000 | 3,958 |
| Mortgage-backed securities | $9,084,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $5,311,000 | 2,719 |
| Issued or guaranteed by U.S. | $5,311,000 | 2,717 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,773,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $3,773,000 | 1,701 |
| 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) | $13,326,000 | 776 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $13,325,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $11,611,000 | 4,363 |
| U.S. Government securities | $9,366,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,366,000 | 3,663 |
| Securities issued by states & political subdivisions | $2,245,000 | 3,930 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,394,000 | 4,123 |
| Mortgage-backed securities | $7,364,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $5,515,000 | 2,719 |
| Issued or guaranteed by U.S. | $5,515,000 | 2,717 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,849,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 2,052 |
| 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) | $11,611,000 | 847 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $11,611,000 | 4,340 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $10,990,000 | 4,467 |
| U.S. Government securities | $8,739,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,739,000 | 3,774 |
| Securities issued by states & political subdivisions | $2,251,000 | 3,981 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,415,000 | 4,175 |
| Mortgage-backed securities | $6,736,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $5,759,000 | 2,713 |
| Issued or guaranteed by U.S. | $5,759,000 | 2,711 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $977,000 | 2,428 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,370 |
| 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) | $10,990,000 | 899 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $10,990,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $9,434,000 | 4,664 |
| U.S. Government securities | $8,005,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,005,000 | 3,934 |
| Securities issued by states & political subdivisions | $1,429,000 | 4,223 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,426,000 | 4,204 |
| Mortgage-backed securities | $6,002,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $6,002,000 | 2,709 |
| Issued or guaranteed by U.S. | $6,002,000 | 2,708 |
| 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) | $9,434,000 | 974 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $9,435,000 | 4,640 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $5,608,000 | 5,062 |
| U.S. Government securities | $4,174,000 | 4,684 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,174,000 | 4,552 |
| Securities issued by states & political subdivisions | $1,434,000 | 4,279 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,777,000 | 4,163 |
| Mortgage-backed securities | $4,174,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $4,174,000 | 3,125 |
| Issued or guaranteed by U.S. | $4,174,000 | 3,122 |
| 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) | $5,608,000 | 1,199 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $5,608,000 | 5,038 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,830,000 | 5,072 |
| U.S. Government securities | $4,392,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,392,000 | 4,538 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,322 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,274,000 | 4,316 |
| Mortgage-backed securities | $4,392,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $4,392,000 | 3,091 |
| Issued or guaranteed by U.S. | $4,392,000 | 3,087 |
| 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) | $5,830,000 | 1,194 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $5,830,000 | 5,047 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,108,000 | 5,098 |
| U.S. Government securities | $4,665,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,665,000 | 4,526 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,332 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,247,000 | 4,393 |
| Mortgage-backed securities | $4,665,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $4,665,000 | 3,052 |
| Issued or guaranteed by U.S. | $4,665,000 | 3,051 |
| 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) | $6,108,000 | 1,185 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $6,108,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,394,000 | 5,148 |
| U.S. Government securities | $4,946,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,946,000 | 4,580 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,367 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,474,000 | 4,418 |
| Mortgage-backed securities | $4,946,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $4,946,000 | 3,043 |
| Issued or guaranteed by U.S. | $4,946,000 | 3,040 |
| 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) | $6,394,000 | 1,194 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $6,393,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,674,000 | 5,183 |
| U.S. Government securities | $5,221,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,221,000 | 4,635 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,391 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,495,000 | 4,455 |
| Mortgage-backed securities | $5,221,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $5,221,000 | 3,005 |
| Issued or guaranteed by U.S. | $5,221,000 | 3,004 |
| 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) | $6,674,000 | 1,207 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $6,675,000 | 5,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,767,000 | 5,220 |
| U.S. Government securities | $5,452,000 | 4,768 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,452,000 | 4,654 |
| Securities issued by states & political subdivisions | $1,315,000 | 4,471 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,587,000 | 4,460 |
| Mortgage-backed securities | $5,452,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $5,452,000 | 2,959 |
| Issued or guaranteed by U.S. | $5,452,000 | 2,958 |
| 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) | $6,767,000 | 1,211 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $6,767,000 | 5,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $6,155,000 | 5,374 |
| U.S. Government securities | $5,728,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,728,000 | 4,716 |
| Securities issued by states & political subdivisions | $427,000 | 4,899 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,583,000 | 4,537 |
| Mortgage-backed securities | $5,728,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $5,728,000 | 2,953 |
| Issued or guaranteed by U.S. | $5,728,000 | 2,949 |
| 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) | $6,155,000 | 1,255 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $6,156,000 | 5,355 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $6,023,000 | 5,480 |
| U.S. Government securities | $6,023,000 | 4,902 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,023,000 | 4,787 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,649,000 | 4,561 |
| Mortgage-backed securities | $6,023,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $6,023,000 | 2,998 |
| Issued or guaranteed by U.S. | $6,023,000 | 2,995 |
| 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) | $6,023,000 | 1,289 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $6,023,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $6,326,000 | 5,497 |
| U.S. Government securities | $6,326,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,326,000 | 4,814 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,813,000 | 4,591 |
| Mortgage-backed securities | $6,326,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $6,326,000 | 2,993 |
| Issued or guaranteed by U.S. | $6,326,000 | 2,990 |
| 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) | $6,326,000 | 1,283 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $6,326,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $6,598,000 | 5,563 |
| U.S. Government securities | $6,598,000 | 4,956 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,598,000 | 4,839 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,820,000 | 4,659 |
| Mortgage-backed securities | $6,598,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $6,598,000 | 3,008 |
| Issued or guaranteed by U.S. | $6,598,000 | 3,007 |
| 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) | $6,598,000 | 1,280 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $6,598,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $6,866,000 | 5,631 |
| U.S. Government securities | $6,866,000 | 5,017 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,866,000 | 4,906 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,749,000 | 5,005 |
| Mortgage-backed securities | $6,866,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $6,866,000 | 3,040 |
| Issued or guaranteed by U.S. | $6,866,000 | 3,038 |
| 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) | $6,866,000 | 1,281 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $6,867,000 | 5,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $7,174,000 | 5,655 |
| U.S. Government securities | $7,174,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,174,000 | 4,933 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,619,000 | 4,813 |
| Mortgage-backed securities | $7,174,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $7,174,000 | 3,056 |
| Issued or guaranteed by U.S. | $7,174,000 | 3,056 |
| 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) | $7,174,000 | 1,275 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $7,174,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,440,000 | 5,681 |
| U.S. Government securities | $7,440,000 | 5,029 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,440,000 | 4,934 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,853,000 | 4,782 |
| Mortgage-backed securities | $7,440,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $7,440,000 | 3,027 |
| Issued or guaranteed by U.S. | $7,440,000 | 3,027 |
| 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) | $7,440,000 | 1,251 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $7,440,000 | 5,657 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $7,710,000 | 5,692 |
| U.S. Government securities | $7,710,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,710,000 | 4,874 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,484,000 | 4,901 |
| Mortgage-backed securities | $7,710,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $7,710,000 | 2,983 |
| Issued or guaranteed by U.S. | $7,710,000 | 2,981 |
| 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) | $7,710,000 | 1,228 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $7,710,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $8,005,000 | 5,713 |
| U.S. Government securities | $8,005,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,005,000 | 4,863 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,579,000 | 4,919 |
| Mortgage-backed securities | $8,005,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $8,005,000 | 2,942 |
| Issued or guaranteed by U.S. | $8,005,000 | 2,939 |
| 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) | $8,005,000 | 1,168 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $8,005,000 | 5,685 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,470,000 | 5,671 |
| U.S. Government securities | $8,470,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,470,000 | 4,783 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,580,000 | 4,931 |
| Mortgage-backed securities | $8,470,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $8,470,000 | 2,838 |
| Issued or guaranteed by U.S. | $8,470,000 | 2,836 |
| 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) | $8,470,000 | 1,082 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $8,471,000 | 5,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,832,000 | 6,018 |
| U.S. Government securities | $5,832,000 | 5,392 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,832,000 | 5,277 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,773,000 | 4,933 |
| Mortgage-backed securities | $5,832,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $5,832,000 | 3,342 |
| Issued or guaranteed by U.S. | $5,832,000 | 3,339 |
| 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) | $5,832,000 | 1,221 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $5,832,000 | 5,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,389,000 | 5,988 |
| U.S. Government securities | $6,389,000 | 5,295 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,389,000 | 5,183 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,186,000 | 5,131 |
| Mortgage-backed securities | $6,389,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $6,389,000 | 3,229 |
| Issued or guaranteed by U.S. | $6,389,000 | 3,227 |
| 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) | $6,389,000 | 1,172 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $6,389,000 | 5,958 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $5,871,000 | 6,158 |
| U.S. Government securities | $5,871,000 | 5,535 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,871,000 | 5,418 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,726,000 | 5,376 |
| Mortgage-backed securities | $5,871,000 | 4,049 |
| Certificates of participation in pools of residential mortgages | $5,871,000 | 3,495 |
| Issued or guaranteed by U.S. | $5,871,000 | 3,495 |
| 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) | $5,871,000 | 1,241 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $5,871,000 | 6,129 |
| 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 | $6,378,000 | 6,150 |
| U.S. Government securities | $6,378,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,378,000 | 5,398 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,851,000 | 5,383 |
| Mortgage-backed securities | $6,378,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $6,378,000 | 3,420 |
| Issued or guaranteed by U.S. | $6,378,000 | 3,419 |
| 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) | $6,378,000 | 1,192 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $6,378,000 | 6,121 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $4,222,000 | 6,482 |
| U.S. Government securities | $4,222,000 | 5,998 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,222,000 | 5,904 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,685,000 | 5,482 |
| Mortgage-backed securities | $4,222,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $4,222,000 | 3,890 |
| Issued or guaranteed by U.S. | $4,222,000 | 3,885 |
| 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) | $4,222,000 | 1,416 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $4,222,000 | 6,452 |
| 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 | $4,620,000 | 6,457 |
| U.S. Government securities | $4,620,000 | 5,932 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,620,000 | 5,835 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,864,000 | 5,180 |
| Mortgage-backed securities | $4,620,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 3,697 |
| Issued or guaranteed by U.S. | $4,620,000 | 3,692 |
| 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) | $4,620,000 | 1,418 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $4,620,000 | 6,426 |
| 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 | $4,916,000 | 6,479 |
| U.S. Government securities | $4,916,000 | 5,910 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,916,000 | 5,794 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,937,000 | 5,171 |
| Mortgage-backed securities | $3,915,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $3,915,000 | 3,809 |
| Issued or guaranteed by U.S. | $3,915,000 | 3,799 |
| 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) | $4,916,000 | 1,393 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $4,916,000 | 6,443 |
| 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 | $3,939,000 | 6,709 |
| U.S. Government securities | $3,939,000 | 6,260 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,939,000 | 6,139 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,970,000 | 5,197 |
| Mortgage-backed securities | $2,935,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $2,935,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,935,000 | 4,058 |
| 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) | $3,939,000 | 1,521 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $3,939,000 | 6,674 |
| 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 | $3,944,000 | 6,736 |
| U.S. Government securities | $3,944,000 | 6,263 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,944,000 | 6,138 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,007,000 | 5,197 |
| Mortgage-backed securities | $1,937,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,357 |
| Issued or guaranteed by U.S. | $1,937,000 | 4,347 |
| 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) | $3,944,000 | 1,530 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $3,944,000 | 6,697 |
| 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 | $4,006,000 | 6,710 |
| U.S. Government securities | $4,006,000 | 6,155 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,006,000 | 6,026 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,010,000 | 5,219 |
| Mortgage-backed securities | $1,996,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $1,996,000 | 4,238 |
| Issued or guaranteed by U.S. | $1,996,000 | 4,232 |
| 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) | $4,006,000 | 1,543 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $4,006,000 | 6,677 |
| 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 | $5,075,000 | 6,533 |
| U.S. Government securities | $5,075,000 | 5,891 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,075,000 | 5,766 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,013,000 | 5,289 |
| Mortgage-backed securities | $2,062,000 | 4,776 |
| Certificates of participation in pools of residential mortgages | $2,062,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,062,000 | 4,195 |
| 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) | $5,075,000 | 1,454 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $5,075,000 | 6,492 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,057,000 | 6,823 |
| U.S. Government securities | $4,057,000 | 6,273 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,057,000 | 6,156 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,015,000 | 5,340 |
| Mortgage-backed securities | $1,039,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 4,726 |
| Issued or guaranteed by U.S. | $1,039,000 | 4,719 |
| 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) | $4,057,000 | 1,618 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $4,056,000 | 6,780 |
| 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 | $6,150,000 | 6,512 |
| U.S. Government securities | $6,150,000 | 5,829 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,150,000 | 5,715 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,018,000 | 5,405 |
| 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) | $6,150,000 | 1,392 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $6,150,000 | 6,472 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,153,000 | 6,505 |
| U.S. Government securities | $6,153,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,153,000 | 5,712 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,019,000 | 5,452 |
| 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) | $6,153,000 | 1,401 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $6,153,000 | 6,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,157,000 | 6,142 |
| U.S. Government securities | $8,157,000 | 5,364 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,157,000 | 5,269 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,000 | 5,513 |
| 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) | $8,157,000 | 1,268 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $8,157,000 | 6,101 |
| 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 | $9,165,000 | 5,971 |
| U.S. Government securities | $9,165,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,165,000 | 5,053 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,000 | 5,516 |
| 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) | $9,165,000 | 1,206 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $9,165,000 | 5,917 |
| 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 | $7,041,000 | 6,453 |
| U.S. Government securities | $7,041,000 | 5,765 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,041,000 | 5,679 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,996,000 | 5,564 |
| 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) | $7,041,000 | 1,397 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $7,041,000 | 6,410 |
| 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 | $7,049,000 | 6,500 |
| U.S. Government securities | $7,049,000 | 5,841 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,049,000 | 5,758 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 5,617 |
| 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) | $7,049,000 | 1,396 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $7,049,000 | 6,458 |
| 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 | $4,987,000 | 6,920 |
| U.S. Government securities | $4,987,000 | 6,400 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,987,000 | 6,305 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,494,000 | 5,441 |
| 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) | $4,987,000 | 1,647 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $4,987,000 | 6,879 |
| 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 | $4,985,000 | 6,994 |
| U.S. Government securities | $4,985,000 | 6,460 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,985,000 | 6,371 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,493,000 | 5,430 |
| 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) | $4,985,000 | 1,639 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $4,985,000 | 6,935 |
| 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 | $4,005,000 | 7,254 |
| U.S. Government securities | $4,005,000 | 6,780 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,005,000 | 6,676 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,401,000 | 5,422 |
| 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) | $4,005,000 | 1,805 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $4,005,000 | 7,199 |
| 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 | $4,010,000 | 7,332 |
| U.S. Government securities | $4,010,000 | 6,886 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,010,000 | 6,772 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 5,576 |
| Mortgage-backed securities | $3,000 | 6,567 |
| 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 | $3,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,314 |
| 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) | $4,010,000 | 1,859 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $4,010,000 | 7,278 |
| 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 | $5,511,000 | 7,027 |
| U.S. Government securities | $5,511,000 | 6,535 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,511,000 | 6,425 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,463 |
| Mortgage-backed securities | $4,000 | 6,531 |
| 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 | $4,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,266 |
| 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) | $5,511,000 | 1,672 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $5,511,000 | 6,976 |
| 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 | $5,511,000 | 7,050 |
| U.S. Government securities | $5,511,000 | 6,565 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,511,000 | 6,440 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,402,000 | 5,554 |
| Mortgage-backed securities | $4,000 | 6,564 |
| 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 | $4,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,268 |
| 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) | $5,511,000 | 1,694 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $5,511,000 | 7,012 |
| 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 | $5,510,000 | 7,107 |
| U.S. Government securities | $5,510,000 | 6,621 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,510,000 | 6,491 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,402,000 | 5,561 |
| Mortgage-backed securities | $4,000 | 6,584 |
| 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 | $4,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,275 |
| 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) | $5,510,000 | 1,721 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $5,510,000 | 7,062 |
| 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 | $2,497,000 | 7,851 |
| U.S. Government securities | $2,497,000 | 7,545 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,497,000 | 7,425 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,393,000 | 5,588 |
| Mortgage-backed securities | $4,000 | 6,609 |
| 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 | $4,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,287 |
| 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) | $2,497,000 | 2,325 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $2,497,000 | 7,804 |
| 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 | $2,503,000 | 7,921 |
| U.S. Government securities | $2,503,000 | 7,610 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,503,000 | 7,487 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,400,000 | 5,617 |
| Mortgage-backed securities | $4,000 | 6,674 |
| 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 | $4,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,276 |
| 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) | $2,503,000 | 2,374 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $2,503,000 | 7,877 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,504,000 | 7,974 |
| U.S. Government securities | $2,504,000 | 7,665 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,504,000 | 7,531 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,399,000 | 5,626 |
| Mortgage-backed securities | $5,000 | 6,712 |
| 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 | $5,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,265 |
| 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) | $2,504,000 | 2,407 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $2,503,000 | 7,932 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,507,000 | 7,777 |
| U.S. Government securities | $3,507,000 | 7,400 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,507,000 | 7,254 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,401,000 | 5,627 |
| Mortgage-backed securities | $6,000 | 6,735 |
| 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 | $6,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,265 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,507,000 | 2,195 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $3,507,000 | 7,730 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,507,000 | 7,823 |
| U.S. Government securities | $3,507,000 | 7,422 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,507,000 | 7,275 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,401,000 | 5,648 |
| Mortgage-backed securities | $6,000 | 6,817 |
| 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 | $6,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,287 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,507,000 | 2,248 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,507,000 | 7,772 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,505,000 | 7,366 |
| U.S. Government securities | $5,505,000 | 6,810 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,505,000 | 6,665 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 5,926 |
| Mortgage-backed securities | $6,000 | 6,850 |
| 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 | $6,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,293 |
| 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) | $5,505,000 | 1,894 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $5,505,000 | 7,310 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,505,000 | 7,404 |
| U.S. Government securities | $5,505,000 | 6,840 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,505,000 | 6,697 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 5,927 |
| Mortgage-backed securities | $6,000 | 6,891 |
| 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 | $6,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,325 |
| 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) | $5,505,000 | 1,910 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $5,505,000 | 7,334 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,504,000 | 7,233 |
| U.S. Government securities | $6,504,000 | 6,605 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,504,000 | 6,453 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 5,971 |
| Mortgage-backed securities | $6,000 | 6,977 |
| 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 | $6,000 | 3,721 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,380 |
| 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) | $6,504,000 | 1,807 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $6,505,000 | 7,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,504,000 | 7,258 |
| U.S. Government securities | $6,504,000 | 6,606 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,504,000 | 6,459 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 5,962 |
| Mortgage-backed securities | $7,000 | 7,016 |
| 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 | $7,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,411 |
| 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) | $6,504,000 | 1,818 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $6,504,000 | 7,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,503,000 | 7,316 |
| U.S. Government securities | $6,503,000 | 6,644 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,503,000 | 6,487 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 5,991 |
| Mortgage-backed securities | $7,000 | 7,063 |
| 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 | $7,000 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,431 |
| 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) | $6,503,000 | 1,846 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $6,503,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,503,000 | 7,627 |
| U.S. Government securities | $5,503,000 | 7,050 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,503,000 | 6,884 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 6,004 |
| Mortgage-backed securities | $7,000 | 7,143 |
| 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 | $7,000 | 3,848 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,506 |
| 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) | $5,503,000 | 1,990 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $5,503,000 | 7,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,009,000 | 6,994 |
| U.S. Government securities | $8,009,000 | 6,232 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,009,000 | 6,073 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,904,000 | 5,959 |
| Mortgage-backed securities | $7,000 | 7,167 |
| 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 | $7,000 | 3,921 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,568 |
| 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) | $8,009,000 | 1,649 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $8,008,000 | 6,922 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,014,000 | 7,044 |
| U.S. Government securities | $8,014,000 | 6,301 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,014,000 | 6,130 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,909,000 | 5,930 |
| Mortgage-backed securities | $7,000 | 7,214 |
| 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 | $7,000 | 3,979 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,773 |
| 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) | $8,014,000 | 1,663 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $8,014,000 | 6,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $11,041,000 | 6,318 |
| U.S. Government securities | $11,041,000 | 5,369 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,041,000 | 5,201 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,913,000 | 5,906 |
| Mortgage-backed securities | $8,000 | 7,249 |
| 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 | $8,000 | 4,071 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,850 |
| 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) | $11,041,000 | 1,376 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $11,041,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,058,000 | 6,714 |
| U.S. Government securities | $9,058,000 | 5,791 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,058,000 | 5,606 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,918,000 | 5,894 |
| Mortgage-backed securities | $8,000 | 7,298 |
| 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 | $8,000 | 4,236 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,012 |
| 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) | $9,058,000 | 1,530 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $9,058,000 | 6,610 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,080,000 | 6,709 |
| U.S. Government securities | $9,080,000 | 5,829 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,080,000 | 5,651 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,922,000 | 5,924 |
| Mortgage-backed securities | $8,000 | 7,334 |
| 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 | $8,000 | 4,319 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,104 |
| 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) | $9,080,000 | 1,545 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $9,080,000 | 6,609 |
| 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 | $9,603,000 | 6,608 |
| U.S. Government securities | $9,603,000 | 5,688 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,603,000 | 5,498 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 6,048 |
| Mortgage-backed securities | $10,000 | 7,328 |
| 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 | $10,000 | 4,365 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 4,155 |
| 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) | $9,603,000 | 1,534 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $9,603,000 | 6,507 |
| 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 | $14,124,000 | 5,547 |
| U.S. Government securities | $14,124,000 | 4,536 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $14,124,000 | 4,317 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,891,000 | 6,033 |
| Mortgage-backed securities | $14,000 | 7,350 |
| 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 | $14,000 | 4,448 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 4,230 |
| 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) | $14,124,000 | 1,215 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $14,124,000 | 5,459 |
| 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 | $10,842,000 | 6,552 |
| U.S. Government securities | $10,842,000 | 5,589 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,842,000 | 5,269 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,898,000 | 6,374 |
| Mortgage-backed securities | $21,000 | 7,274 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,856 |
| Issued or guaranteed by U.S. | $21,000 | 6,834 |
| 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) | $10,842,000 | 1,817 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $10,842,000 | 6,422 |
| 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 | $11,429,000 | 6,673 |
| U.S. Government securities | $11,429,000 | 5,678 |
| U.S. Treasury securities | $700,000 | 4,130 |
| U.S. Government agency obligations | $10,729,000 | 5,368 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,898,000 | 6,450 |
| Mortgage-backed securities | $32,000 | 7,582 |
| Certificates of participation in pools of residential mortgages | $32,000 | 7,125 |
| Issued or guaranteed by U.S. | $32,000 | 7,107 |
| 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) | $11,429,000 | 1,966 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $11,429,000 | 6,559 |
| 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 | $9,964,000 | 7,118 |
| U.S. Government securities | $9,964,000 | 6,125 |
| U.S. Treasury securities | $1,699,000 | 4,202 |
| U.S. Government agency obligations | $8,265,000 | 5,819 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,699,000 | 6,394 |
| Mortgage-backed securities | $54,000 | 7,706 |
| Certificates of participation in pools of residential mortgages | $54,000 | 7,226 |
| Issued or guaranteed by U.S. | $54,000 | 7,207 |
| 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) | $9,964,000 | 2,323 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $9,964,000 | 6,977 |
| 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 | $8,697,000 | 7,850 |
| U.S. Government securities | $8,697,000 | 6,974 |
| U.S. Treasury securities | $6,569,000 | 2,580 |
| U.S. Government agency obligations | $2,128,000 | 8,944 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $2,202,000 | 6,262 |
| Mortgage-backed securities | $139,000 | 7,760 |
| Certificates of participation in pools of residential mortgages | $81,000 | 7,396 |
| Issued or guaranteed by U.S. | $81,000 | 7,370 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $58,000 | 4,909 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 4,673 |
| 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) | $8,697,000 | 3,061 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $8,697,000 | 7,726 |
| 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 | $8,031,000 | 8,611 |
| U.S. Government securities | $8,031,000 | 7,803 |
| U.S. Treasury securities | $6,848,000 | 3,036 |
| U.S. Government agency obligations | $1,183,000 | 10,037 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,953,000 | 6,805 |
| Mortgage-backed securities | $183,000 | 8,211 |
| Certificates of participation in pools of residential mortgages | $110,000 | 7,826 |
| Issued or guaranteed by U.S. | $110,000 | 7,806 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $73,000 | 5,331 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 5,073 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,031,000 | 3,663 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $8,031,000 | 8,503 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,434,000 | 8,469 |
| U.S. Government securities | $9,374,000 | 7,558 |
| U.S. Treasury securities | $5,145,000 | 4,462 |
| U.S. Government agency obligations | $4,229,000 | 8,179 |
| Securities issued by states & political subdivisions | $60,000 | 8,770 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,222,000 | 7,785 |
| Mortgage-backed securities | $237,000 | 8,581 |
| Certificates of participation in pools of residential mortgages | $145,000 | 8,060 |
| Issued or guaranteed by U.S. | $145,000 | 8,028 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $92,000 | 5,749 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 5,471 |
| 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) | $9,434,000 | 3,541 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $9,434,000 | 8,352 |
| 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 | $9,166,000 | 9,065 |
| U.S. Government securities | $9,106,000 | 8,138 |
| U.S. Treasury securities | $6,472,000 | 4,695 |
| U.S. Government agency obligations | $2,634,000 | 9,417 |
| Securities issued by states & political subdivisions | $60,000 | 9,261 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,203,000 | 8,104 |
| Mortgage-backed securities | $293,000 | 8,998 |
| Certificates of participation in pools of residential mortgages | $293,000 | 8,017 |
| Issued or guaranteed by U.S. | $293,000 | 7,991 |
| 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) | $9,166,000 | 6,013 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,166,000 | 8,962 |
| 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 | $10,279,000 | 8,991 |
| U.S. Government securities | $9,969,000 | 8,037 |
| U.S. Treasury securities | $8,674,000 | 3,918 |
| U.S. Government agency obligations | $1,295,000 | 10,909 |
| Securities issued by states & political subdivisions | $60,000 | 9,515 |
| Other domestic debt securities | $250,000 | 5,033 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,913 |
| 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 | $1,250,000 | 8,095 |
| Mortgage-backed securities | $380,000 | 9,486 |
| 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 | $380,000 | 5,964 |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 5,718 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,279,000 | 8,855 |
| 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 | $10,549,000 | 8,921 |
| U.S. Government securities | $9,507,000 | 8,281 |
| U.S. Treasury securities | $7,130,000 | 4,527 |
| U.S. Government agency obligations | $2,377,000 | 10,144 |
| Securities issued by states & political subdivisions | $265,000 | 8,476 |
| Other domestic debt securities | $777,000 | 4,483 |
| Privately issued residential mortgage-backed securities | $276,000 | 2,840 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 3,788 |
| 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 | $1,474,000 | 7,908 |
| Mortgage-backed securities | $773,000 | 9,303 |
| 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 | $773,000 | 5,424 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 5,486 |
| Privately issued | $276,000 | 2,412 |
| 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 | $10,549,000 | 8,789 |
| 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 |