Home > The First National Bank of Blanchester > Securities
The First National Bank of Blanchester, Securities
| 2023-12-31 | Rank | |
| Total securities | $20,236,000 | 3,565 |
| U.S. Government securities | $18,043,000 | 3,088 |
| U.S. Treasury securities | $10,506,000 | 1,335 |
| U.S. Government agency obligations | $7,537,000 | 3,443 |
| Securities issued by states & political subdivisions | $1,941,000 | 3,343 |
| Other domestic debt securities | $252,000 | 2,230 |
| 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 | $252,000 | 1,797 |
| 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 | $10,821,000 | 2,869 |
| Mortgage-backed securities | $4,071,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,849,000 | 2,880 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,222,000 | 2,102 |
| 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) | $20,236,000 | 792 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $20,236,000 | 3,544 |
| 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 | $20,973,000 | 3,547 |
| U.S. Government securities | $18,681,000 | 3,050 |
| U.S. Treasury securities | $10,758,000 | 1,366 |
| U.S. Government agency obligations | $7,923,000 | 3,410 |
| Securities issued by states & political subdivisions | $2,040,000 | 3,347 |
| Other domestic debt securities | $252,000 | 2,232 |
| 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 | $252,000 | 1,803 |
| 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 | $10,070,000 | 2,902 |
| Mortgage-backed securities | $4,208,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,952,000 | 2,860 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,256,000 | 2,058 |
| 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) | $20,973,000 | 794 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $20,973,000 | 3,525 |
| 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 | $21,640,000 | 3,571 |
| U.S. Government securities | $19,337,000 | 3,061 |
| U.S. Treasury securities | $11,259,000 | 1,357 |
| U.S. Government agency obligations | $8,078,000 | 3,436 |
| Securities issued by states & political subdivisions | $2,050,000 | 3,383 |
| Other domestic debt securities | $253,000 | 2,248 |
| 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 | $253,000 | 1,816 |
| 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 | $10,088,000 | 2,887 |
| Mortgage-backed securities | $4,363,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,070,000 | 2,877 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,293,000 | 2,055 |
| 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) | $21,640,000 | 789 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $21,640,000 | 3,550 |
| 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 | $22,058,000 | 3,630 |
| U.S. Government securities | $19,745,000 | 3,114 |
| U.S. Treasury securities | $11,260,000 | 1,421 |
| U.S. Government agency obligations | $8,485,000 | 3,424 |
| Securities issued by states & political subdivisions | $2,060,000 | 3,439 |
| Other domestic debt securities | $253,000 | 2,295 |
| 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 | $253,000 | 1,851 |
| 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 | $9,831,000 | 2,827 |
| Mortgage-backed securities | $4,520,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,187,000 | 2,904 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 2,083 |
| 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) | $22,058,000 | 821 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $22,058,000 | 3,607 |
| 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 | $22,207,000 | 3,654 |
| U.S. Government securities | $19,884,000 | 3,132 |
| U.S. Treasury securities | $11,261,000 | 1,483 |
| U.S. Government agency obligations | $8,623,000 | 3,432 |
| Securities issued by states & political subdivisions | $2,069,000 | 3,483 |
| Other domestic debt securities | $254,000 | 2,336 |
| 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 | $254,000 | 1,879 |
| 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 | $9,325,000 | 2,774 |
| Mortgage-backed securities | $4,659,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,293,000 | 2,906 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 2,087 |
| 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) | $22,207,000 | 827 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $22,207,000 | 3,632 |
| 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 | $21,888,000 | 3,677 |
| U.S. Government securities | $19,555,000 | 3,172 |
| U.S. Treasury securities | $11,022,000 | 1,510 |
| U.S. Government agency obligations | $8,533,000 | 3,437 |
| Securities issued by states & political subdivisions | $2,079,000 | 3,515 |
| Other domestic debt securities | $254,000 | 2,298 |
| 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 | $254,000 | 1,883 |
| 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 | $7,818,000 | 2,852 |
| Mortgage-backed securities | $4,819,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,415,000 | 2,913 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,404,000 | 2,091 |
| 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) | $21,888,000 | 817 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $21,888,000 | 3,655 |
| 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 | $20,628,000 | 3,763 |
| U.S. Government securities | $18,035,000 | 3,274 |
| U.S. Treasury securities | $9,799,000 | 1,590 |
| U.S. Government agency obligations | $8,236,000 | 3,494 |
| Securities issued by states & political subdivisions | $2,089,000 | 3,568 |
| Other domestic debt securities | $504,000 | 2,045 |
| 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 | $504,000 | 1,759 |
| 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 | $7,081,000 | 2,932 |
| Mortgage-backed securities | $4,523,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $3,573,000 | 3,008 |
| Issued or guaranteed by U.S. | $3,573,000 | 2,915 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $950,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 2,251 |
| 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) | $20,628,000 | 763 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $20,628,000 | 3,743 |
| 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 | $19,642,000 | 3,759 |
| U.S. Government securities | $17,039,000 | 3,246 |
| U.S. Treasury securities | $8,840,000 | 1,476 |
| U.S. Government agency obligations | $8,199,000 | 3,471 |
| Securities issued by states & political subdivisions | $2,099,000 | 3,574 |
| Other domestic debt securities | $504,000 | 2,031 |
| 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 | $504,000 | 1,737 |
| 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 | $6,592,000 | 2,950 |
| Mortgage-backed securities | $4,236,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $3,260,000 | 3,072 |
| Issued or guaranteed by U.S. | $3,260,000 | 2,987 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $976,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,250 |
| 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) | $19,642,000 | 694 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $19,641,000 | 3,740 |
| 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 | $17,194,000 | 3,795 |
| U.S. Government securities | $14,582,000 | 3,269 |
| U.S. Treasury securities | $6,878,000 | 1,232 |
| U.S. Government agency obligations | $7,704,000 | 3,484 |
| Securities issued by states & political subdivisions | $2,108,000 | 3,603 |
| Other domestic debt securities | $504,000 | 2,000 |
| 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 | $504,000 | 1,686 |
| 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 | $3,165,000 | 3,402 |
| Mortgage-backed securities | $3,492,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 3,028 |
| Issued or guaranteed by U.S. | $3,492,000 | 2,936 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $17,194,000 | 625 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $17,194,000 | 3,778 |
| 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 | $16,315,000 | 3,824 |
| U.S. Government securities | $13,442,000 | 3,299 |
| U.S. Treasury securities | $5,108,000 | 1,142 |
| U.S. Government agency obligations | $8,334,000 | 3,439 |
| Securities issued by states & political subdivisions | $2,118,000 | 3,622 |
| Other domestic debt securities | $755,000 | 1,896 |
| 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 | $755,000 | 1,561 |
| 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 | $2,734,000 | 3,492 |
| Mortgage-backed securities | $3,872,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $3,872,000 | 2,978 |
| Issued or guaranteed by U.S. | $3,872,000 | 2,895 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $16,315,000 | 619 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $16,315,000 | 3,802 |
| 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 | $14,950,000 | 3,875 |
| U.S. Government securities | $12,067,000 | 3,350 |
| U.S. Treasury securities | $4,351,000 | 1,124 |
| U.S. Government agency obligations | $7,716,000 | 3,472 |
| Securities issued by states & political subdivisions | $2,128,000 | 3,639 |
| Other domestic debt securities | $755,000 | 1,878 |
| 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 | $755,000 | 1,513 |
| 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 | $3,010,000 | 3,458 |
| Mortgage-backed securities | $4,254,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $4,254,000 | 2,919 |
| Issued or guaranteed by U.S. | $4,254,000 | 2,830 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $14,950,000 | 619 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $14,950,000 | 3,851 |
| 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 | $15,055,000 | 3,793 |
| U.S. Government securities | $12,075,000 | 3,259 |
| U.S. Treasury securities | $4,362,000 | 866 |
| U.S. Government agency obligations | $7,713,000 | 3,418 |
| Securities issued by states & political subdivisions | $1,975,000 | 3,677 |
| Other domestic debt securities | $1,005,000 | 1,755 |
| 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 | $1,005,000 | 1,376 |
| 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 | $2,764,000 | 3,502 |
| Mortgage-backed securities | $4,746,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $4,746,000 | 2,803 |
| Issued or guaranteed by U.S. | $4,746,000 | 2,717 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $15,055,000 | 580 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $15,055,000 | 3,768 |
| 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 | $9,858,000 | 4,048 |
| U.S. Government securities | $7,613,000 | 3,505 |
| U.S. Treasury securities | $1,750,000 | 855 |
| U.S. Government agency obligations | $5,863,000 | 3,538 |
| Securities issued by states & political subdivisions | $1,239,000 | 3,830 |
| Other domestic debt securities | $1,006,000 | 1,699 |
| 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 | $1,006,000 | 1,322 |
| 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 | $2,252,000 | 3,581 |
| Mortgage-backed securities | $4,110,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $4,110,000 | 2,841 |
| Issued or guaranteed by U.S. | $4,110,000 | 2,758 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $9,858,000 | 671 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $9,858,000 | 4,021 |
| 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 | $8,532,000 | 4,118 |
| U.S. Government securities | $6,365,000 | 3,646 |
| U.S. Treasury securities | $1,751,000 | 856 |
| U.S. Government agency obligations | $4,614,000 | 3,699 |
| Securities issued by states & political subdivisions | $659,000 | 3,968 |
| Other domestic debt securities | $1,508,000 | 1,526 |
| 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 | $1,508,000 | 1,152 |
| 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 | $2,253,000 | 3,621 |
| Mortgage-backed securities | $2,859,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $2,859,000 | 3,045 |
| Issued or guaranteed by U.S. | $2,859,000 | 2,956 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $8,532,000 | 711 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $8,531,000 | 4,092 |
| 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 | $7,634,000 | 4,190 |
| U.S. Government securities | $5,462,000 | 3,773 |
| U.S. Treasury securities | $1,751,000 | 888 |
| U.S. Government agency obligations | $3,711,000 | 3,844 |
| Securities issued by states & political subdivisions | $662,000 | 3,975 |
| Other domestic debt securities | $1,510,000 | 1,463 |
| 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 | $1,510,000 | 1,102 |
| 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 | $2,754,000 | 3,560 |
| Mortgage-backed securities | $1,454,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $1,454,000 | 3,382 |
| Issued or guaranteed by U.S. | $1,454,000 | 3,288 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $7,634,000 | 755 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $7,634,000 | 4,166 |
| 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 | $8,272,000 | 4,178 |
| U.S. Government securities | $6,506,000 | 3,694 |
| U.S. Treasury securities | $1,752,000 | 927 |
| U.S. Government agency obligations | $4,754,000 | 3,741 |
| Securities issued by states & political subdivisions | $253,000 | 4,121 |
| Other domestic debt securities | $1,513,000 | 1,407 |
| 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 | $1,513,000 | 1,030 |
| 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 | $4,254,000 | 3,291 |
| Mortgage-backed securities | $996,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $996,000 | 3,533 |
| Issued or guaranteed by U.S. | $996,000 | 3,432 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $8,272,000 | 742 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $8,272,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $250,000 | 503 |
| Fair value | $250,000 | 507 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $8,203,000 | 4,229 |
| U.S. Government securities | $6,013,000 | 3,841 |
| U.S. Treasury securities | $1,752,000 | 984 |
| U.S. Government agency obligations | $4,261,000 | 3,898 |
| Securities issued by states & political subdivisions | $254,000 | 4,142 |
| Other domestic debt securities | $1,936,000 | 1,295 |
| 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 | $1,936,000 | 939 |
| 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 | $4,504,000 | 3,294 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $8,203,000 | 783 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $8,203,000 | 4,205 |
| Structured notes | ||
| Amortized cost | $250,000 | 637 |
| Fair value | $250,000 | 640 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,278,000 | 4,204 |
| U.S. Government securities | $7,142,000 | 3,764 |
| U.S. Treasury securities | $1,245,000 | 1,069 |
| U.S. Government agency obligations | $5,897,000 | 3,762 |
| Securities issued by states & political subdivisions | $151,000 | 4,262 |
| Other domestic debt securities | $1,985,000 | 1,293 |
| 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 | $1,985,000 | 922 |
| 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 | $6,391,000 | 3,071 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $9,278,000 | 782 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $9,278,000 | 4,179 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $501,000 | 672 |
| 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 | $11,212,000 | 4,088 |
| U.S. Government securities | $9,073,000 | 3,607 |
| U.S. Treasury securities | $1,245,000 | 1,102 |
| U.S. Government agency obligations | $7,828,000 | 3,591 |
| Securities issued by states & political subdivisions | $151,000 | 4,321 |
| Other domestic debt securities | $1,988,000 | 1,281 |
| 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 | $1,988,000 | 933 |
| 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 | $8,322,000 | 2,891 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $11,212,000 | 740 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $11,212,000 | 4,068 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $501,000 | 740 |
| 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 | $11,965,000 | 4,092 |
| U.S. Government securities | $9,824,000 | 3,562 |
| U.S. Treasury securities | $1,244,000 | 1,131 |
| U.S. Government agency obligations | $8,580,000 | 3,551 |
| Securities issued by states & political subdivisions | $151,000 | 4,384 |
| Other domestic debt securities | $1,990,000 | 1,279 |
| 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 | $1,990,000 | 931 |
| 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 | $6,572,000 | 3,149 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $11,965,000 | 739 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $11,966,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $250,000 | 876 |
| Fair value | $249,000 | 884 |
| 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 | $12,220,000 | 4,108 |
| U.S. Government securities | $9,826,000 | 3,595 |
| U.S. Treasury securities | $1,244,000 | 1,135 |
| U.S. Government agency obligations | $8,582,000 | 3,582 |
| Securities issued by states & political subdivisions | $151,000 | 4,434 |
| Other domestic debt securities | $2,243,000 | 1,198 |
| 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 | $2,243,000 | 878 |
| 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 | $7,568,000 | 3,038 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $12,220,000 | 771 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $12,220,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $250,000 | 894 |
| Fair value | $247,000 | 900 |
| 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 | $12,630,000 | 4,122 |
| U.S. Government securities | $10,078,000 | 3,607 |
| U.S. Treasury securities | $1,243,000 | 1,114 |
| U.S. Government agency obligations | $8,835,000 | 3,614 |
| Securities issued by states & political subdivisions | $306,000 | 4,387 |
| Other domestic debt securities | $2,246,000 | 1,149 |
| 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 | $2,246,000 | 878 |
| 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 | $7,820,000 | 3,028 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $12,630,000 | 778 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $12,630,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $250,000 | 869 |
| Fair value | $246,000 | 881 |
| 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 | $13,134,000 | 4,137 |
| U.S. Government securities | $10,078,000 | 3,620 |
| U.S. Treasury securities | $1,243,000 | 1,094 |
| U.S. Government agency obligations | $8,835,000 | 3,610 |
| Securities issued by states & political subdivisions | $557,000 | 4,330 |
| Other domestic debt securities | $2,499,000 | 1,257 |
| 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 | $2,499,000 | 854 |
| 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 | $7,824,000 | 3,063 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $13,134,000 | 765 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $13,134,000 | 4,112 |
| Structured notes | ||
| Amortized cost | $250,000 | 872 |
| Fair value | $246,000 | 885 |
| 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 | $12,906,000 | 4,203 |
| U.S. Government securities | $10,088,000 | 3,702 |
| U.S. Treasury securities | $746,000 | 1,236 |
| U.S. Government agency obligations | $9,342,000 | 3,631 |
| Securities issued by states & political subdivisions | $558,000 | 4,372 |
| Other domestic debt securities | $2,260,000 | 1,147 |
| 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 | $2,260,000 | 891 |
| 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 | $5,514,000 | 3,442 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $12,906,000 | 791 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $12,906,000 | 4,179 |
| Structured notes | ||
| Amortized cost | $250,000 | 838 |
| Fair value | $245,000 | 856 |
| 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 | $12,104,000 | 4,323 |
| U.S. Government securities | $9,281,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,281,000 | 3,674 |
| Securities issued by states & political subdivisions | $559,000 | 4,445 |
| Other domestic debt securities | $2,264,000 | 1,142 |
| 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 | $2,264,000 | 898 |
| 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 | $5,517,000 | 3,501 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $12,104,000 | 836 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $12,104,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $250,000 | 851 |
| Fair value | $247,000 | 866 |
| 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 | $11,336,000 | 4,427 |
| U.S. Government securities | $8,038,000 | 4,013 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,038,000 | 3,874 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,331 |
| Other domestic debt securities | $2,268,000 | 1,165 |
| 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 | $2,268,000 | 929 |
| 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 | $5,013,000 | 3,638 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $11,336,000 | 884 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $11,335,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $250,000 | 880 |
| Fair value | $248,000 | 898 |
| 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 | $11,947,000 | 4,429 |
| U.S. Government securities | $8,545,000 | 4,000 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,545,000 | 3,857 |
| Securities issued by states & political subdivisions | $1,131,000 | 4,326 |
| Other domestic debt securities | $2,271,000 | 1,183 |
| 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 | $2,271,000 | 945 |
| 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 | $5,016,000 | 3,670 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $11,947,000 | 885 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $11,947,000 | 4,405 |
| Structured notes | ||
| Amortized cost | $250,000 | 947 |
| Fair value | $248,000 | 965 |
| 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 | $12,709,000 | 4,404 |
| U.S. Government securities | $9,301,000 | 3,934 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,301,000 | 3,795 |
| Securities issued by states & political subdivisions | $1,133,000 | 4,379 |
| Other domestic debt securities | $2,275,000 | 1,218 |
| 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 | $2,275,000 | 965 |
| 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 | $4,517,000 | 3,778 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $12,709,000 | 884 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $12,709,000 | 4,383 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,009 |
| Fair value | $247,000 | 1,029 |
| 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 | $13,471,000 | 4,350 |
| U.S. Government securities | $9,807,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,807,000 | 3,722 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,426 |
| Other domestic debt securities | $2,529,000 | 1,167 |
| 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 | $2,529,000 | 916 |
| 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 | $5,767,000 | 3,584 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $13,471,000 | 868 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $13,471,000 | 4,332 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,000 |
| Fair value | $246,000 | 1,020 |
| 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 | $13,710,000 | 4,354 |
| U.S. Government securities | $9,813,000 | 3,869 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,813,000 | 3,745 |
| Securities issued by states & political subdivisions | $1,363,000 | 4,364 |
| Other domestic debt securities | $2,534,000 | 1,173 |
| 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 | $2,534,000 | 921 |
| 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 | $5,262,000 | 3,729 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $13,710,000 | 863 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $13,710,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $250,000 | 994 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $14,725,000 | 4,343 |
| U.S. Government securities | $10,571,000 | 3,888 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,571,000 | 3,766 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,401 |
| Other domestic debt securities | $2,788,000 | 1,152 |
| 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 | $2,788,000 | 899 |
| 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 | $6,015,000 | 3,638 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $14,725,000 | 855 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $14,725,000 | 4,322 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,134 |
| Fair value | $250,000 | 1,144 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $14,982,000 | 4,372 |
| U.S. Government securities | $10,569,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,569,000 | 3,870 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,417 |
| Other domestic debt securities | $3,043,000 | 1,113 |
| 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 | $3,043,000 | 851 |
| 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 | $6,520,000 | 3,603 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $14,982,000 | 877 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $14,982,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $500,000 | 1,145 |
| 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 | $14,970,000 | 4,434 |
| U.S. Government securities | $10,829,000 | 3,994 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,829,000 | 3,848 |
| Securities issued by states & political subdivisions | $1,373,000 | 4,458 |
| Other domestic debt securities | $2,768,000 | 1,133 |
| 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 | $2,768,000 | 880 |
| 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 | $6,775,000 | 3,578 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $14,970,000 | 886 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $14,970,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $250,000 | 1,478 |
| 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 | $14,344,000 | 4,578 |
| U.S. Government securities | $10,050,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,050,000 | 4,054 |
| Securities issued by states & political subdivisions | $1,777,000 | 4,379 |
| Other domestic debt securities | $2,517,000 | 1,196 |
| 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 | $2,517,000 | 930 |
| 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 | $5,017,000 | 3,955 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $14,344,000 | 917 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $14,344,000 | 4,556 |
| 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 | $14,592,000 | 4,633 |
| U.S. Government securities | $10,555,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,555,000 | 4,110 |
| Securities issued by states & political subdivisions | $1,781,000 | 4,396 |
| Other domestic debt securities | $2,256,000 | 1,247 |
| 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 | $2,256,000 | 976 |
| 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 | $5,519,000 | 3,916 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $14,592,000 | 913 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $14,592,000 | 4,613 |
| 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 | $13,277,000 | 4,835 |
| U.S. Government securities | $10,066,000 | 4,384 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,066,000 | 4,253 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,457 |
| Other domestic debt securities | $1,579,000 | 1,453 |
| 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 | $1,579,000 | 1,142 |
| 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 | $6,313,000 | 3,791 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $13,277,000 | 964 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $13,277,000 | 4,809 |
| 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 | $12,718,000 | 4,932 |
| U.S. Government securities | $9,817,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,817,000 | 4,353 |
| Securities issued by states & political subdivisions | $1,635,000 | 4,529 |
| Other domestic debt securities | $1,266,000 | 1,561 |
| 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 | $1,266,000 | 1,227 |
| 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 | $6,076,000 | 3,887 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $12,718,000 | 989 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $12,718,000 | 4,912 |
| 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 | $12,488,000 | 5,048 |
| U.S. Government securities | $9,579,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,579,000 | 4,481 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,575 |
| Other domestic debt securities | $1,270,000 | 1,616 |
| 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 | $1,270,000 | 1,256 |
| 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 | $6,579,000 | 3,844 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $12,488,000 | 1,001 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $12,488,000 | 5,027 |
| 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 | $12,821,000 | 5,101 |
| U.S. Government securities | $9,849,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,849,000 | 4,517 |
| Securities issued by states & political subdivisions | $1,698,000 | 4,597 |
| Other domestic debt securities | $1,274,000 | 1,653 |
| 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 | $1,274,000 | 1,287 |
| 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 | $6,346,000 | 3,929 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $12,821,000 | 1,002 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $12,821,000 | 5,079 |
| 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 | $13,224,000 | 5,105 |
| U.S. Government securities | $9,864,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,864,000 | 4,560 |
| Securities issued by states & political subdivisions | $1,701,000 | 4,624 |
| Other domestic debt securities | $1,659,000 | 1,585 |
| 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 | $1,659,000 | 1,227 |
| 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 | $6,089,000 | 3,992 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $13,224,000 | 971 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $13,224,000 | 5,079 |
| 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 | $13,746,000 | 5,055 |
| U.S. Government securities | $10,127,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,127,000 | 4,524 |
| Securities issued by states & political subdivisions | $1,705,000 | 4,654 |
| Other domestic debt securities | $1,914,000 | 1,554 |
| 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 | $1,914,000 | 1,202 |
| 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 | $6,659,000 | 3,887 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $13,746,000 | 947 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $13,746,000 | 5,027 |
| 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 | $13,906,000 | 5,085 |
| U.S. Government securities | $9,892,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,892,000 | 4,582 |
| Securities issued by states & political subdivisions | $1,844,000 | 4,622 |
| Other domestic debt securities | $2,170,000 | 1,499 |
| 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 | $2,170,000 | 1,145 |
| 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 | $6,410,000 | 3,944 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $13,906,000 | 914 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $13,906,000 | 5,055 |
| 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 | $14,259,000 | 5,059 |
| U.S. Government securities | $10,160,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,160,000 | 4,543 |
| Securities issued by states & political subdivisions | $1,922,000 | 4,590 |
| Other domestic debt securities | $2,177,000 | 1,525 |
| 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 | $2,177,000 | 1,166 |
| 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 | $6,660,000 | 3,897 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $14,259,000 | 850 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $14,259,000 | 5,024 |
| 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 | $14,855,000 | 5,019 |
| U.S. Government securities | $10,428,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,428,000 | 4,559 |
| Securities issued by states & political subdivisions | $1,926,000 | 4,581 |
| Other domestic debt securities | $2,501,000 | 1,442 |
| 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 | $2,501,000 | 1,071 |
| 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 | $6,956,000 | 3,882 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $14,855,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $14,855,000 | 4,982 |
| 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 | $13,667,000 | 5,128 |
| U.S. Government securities | $8,921,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,921,000 | 4,770 |
| Securities issued by states & political subdivisions | $1,930,000 | 4,587 |
| Other domestic debt securities | $2,816,000 | 1,361 |
| 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 | $2,816,000 | 991 |
| 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 | $7,234,000 | 3,787 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $13,667,000 | 824 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $13,667,000 | 5,096 |
| 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 | $13,179,000 | 5,253 |
| U.S. Government securities | $8,931,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,931,000 | 4,863 |
| Securities issued by states & political subdivisions | $1,176,000 | 4,902 |
| Other domestic debt securities | $3,072,000 | 1,322 |
| 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 | $3,072,000 | 969 |
| 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 | $7,262,000 | 3,841 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $13,179,000 | 858 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $13,179,000 | 5,221 |
| 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 | $13,238,000 | 5,287 |
| U.S. Government securities | $8,929,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,929,000 | 4,960 |
| Securities issued by states & political subdivisions | $1,223,000 | 4,865 |
| Other domestic debt securities | $3,086,000 | 1,325 |
| 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 | $3,086,000 | 976 |
| 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 | $7,513,000 | 3,825 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $13,238,000 | 854 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $13,238,000 | 5,255 |
| 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 | $10,814,000 | 5,634 |
| U.S. Government securities | $7,385,000 | 5,432 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,385,000 | 5,331 |
| Securities issued by states & political subdivisions | $1,117,000 | 4,863 |
| Other domestic debt securities | $2,312,000 | 1,506 |
| 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 | $2,312,000 | 1,105 |
| 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 | $7,721,000 | 3,811 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $10,814,000 | 947 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $10,814,000 | 5,609 |
| 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 | $10,330,000 | 5,705 |
| U.S. Government securities | $6,891,000 | 5,503 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,891,000 | 5,401 |
| Securities issued by states & political subdivisions | $866,000 | 5,029 |
| Other domestic debt securities | $2,573,000 | 1,418 |
| 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 | $2,573,000 | 978 |
| 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 | $6,199,000 | 3,897 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $10,330,000 | 988 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $10,330,000 | 5,679 |
| 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 | $10,591,000 | 5,648 |
| U.S. Government securities | $7,130,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,130,000 | 5,335 |
| Securities issued by states & political subdivisions | $876,000 | 5,015 |
| Other domestic debt securities | $2,585,000 | 1,437 |
| 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 | $2,585,000 | 959 |
| 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 | $7,213,000 | 3,669 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $10,591,000 | 983 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $10,591,000 | 5,611 |
| 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 | $10,532,000 | 5,739 |
| U.S. Government securities | $7,145,000 | 5,570 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,145,000 | 5,459 |
| Securities issued by states & political subdivisions | $790,000 | 5,047 |
| Other domestic debt securities | $2,597,000 | 1,381 |
| 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 | $2,597,000 | 907 |
| 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 | $6,955,000 | 3,785 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $10,532,000 | 996 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $10,532,000 | 5,704 |
| 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 | $9,769,000 | 5,834 |
| U.S. Government securities | $6,371,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,371,000 | 5,611 |
| Securities issued by states & political subdivisions | $790,000 | 5,053 |
| Other domestic debt securities | $2,608,000 | 1,398 |
| 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 | $2,608,000 | 914 |
| 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 | $5,604,000 | 4,074 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $9,769,000 | 1,043 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $9,769,000 | 5,801 |
| 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 | $8,863,000 | 5,878 |
| U.S. Government securities | $5,227,000 | 5,864 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,227,000 | 5,737 |
| Securities issued by states & political subdivisions | $790,000 | 5,077 |
| Other domestic debt securities | $2,846,000 | 1,450 |
| 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 | $2,846,000 | 870 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,003,000 | 4,194 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $8,863,000 | 1,088 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $8,863,000 | 5,837 |
| 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 | $8,093,000 | 5,989 |
| U.S. Government securities | $5,201,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,201,000 | 5,734 |
| Securities issued by states & political subdivisions | $840,000 | 4,982 |
| Other domestic debt securities | $2,052,000 | 1,719 |
| 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 | $2,052,000 | 1,025 |
| 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 | $5,494,000 | 4,102 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $8,093,000 | 1,161 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $8,093,000 | 5,953 |
| 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 | $8,169,000 | 6,066 |
| U.S. Government securities | $5,211,000 | 5,972 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,211,000 | 5,855 |
| Securities issued by states & political subdivisions | $900,000 | 4,917 |
| Other domestic debt securities | $2,058,000 | 1,699 |
| 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 | $2,058,000 | 978 |
| 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 | $5,500,000 | 4,161 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $8,169,000 | 1,194 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $8,169,000 | 6,023 |
| 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 | $7,872,000 | 6,174 |
| U.S. Government securities | $5,179,000 | 6,089 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,179,000 | 5,974 |
| Securities issued by states & political subdivisions | $900,000 | 4,924 |
| Other domestic debt securities | $1,793,000 | 1,844 |
| 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 | $1,793,000 | 1,080 |
| 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 | $5,494,000 | 4,251 |
| 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) | $7,872,000 | 1,227 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $7,872,000 | 6,129 |
| 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 | $8,388,000 | 6,068 |
| U.S. Government securities | $5,691,000 | 5,931 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,691,000 | 5,824 |
| Securities issued by states & political subdivisions | $900,000 | 4,965 |
| Other domestic debt securities | $1,797,000 | 1,894 |
| 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 | $1,797,000 | 1,111 |
| 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 | $5,511,000 | 4,258 |
| 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) | $8,388,000 | 1,176 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $8,388,000 | 6,026 |
| 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 | $7,407,000 | 6,301 |
| U.S. Government securities | $5,451,000 | 6,030 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,451,000 | 5,936 |
| Securities issued by states & political subdivisions | $425,000 | 5,391 |
| Other domestic debt securities | $1,531,000 | 2,104 |
| 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 | $1,531,000 | 1,254 |
| 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 | $5,771,000 | 4,185 |
| 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) | $7,407,000 | 1,329 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $7,407,000 | 6,260 |
| 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 | $7,951,000 | 6,202 |
| U.S. Government securities | $5,967,000 | 5,911 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,967,000 | 5,827 |
| Securities issued by states & political subdivisions | $450,000 | 5,392 |
| Other domestic debt securities | $1,534,000 | 2,144 |
| 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 | $1,534,000 | 1,279 |
| 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 | $5,351,000 | 4,300 |
| 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) | $7,951,000 | 1,303 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $7,951,000 | 6,159 |
| 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 | $7,668,000 | 6,317 |
| U.S. Government securities | $6,211,000 | 5,957 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,211,000 | 5,875 |
| Securities issued by states & political subdivisions | $450,000 | 5,333 |
| Other domestic debt securities | $1,007,000 | 2,322 |
| 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 | $1,007,000 | 1,524 |
| 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 | $5,094,000 | 4,437 |
| 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) | $7,668,000 | 1,331 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $7,668,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,000,000 | 978 |
| 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 | $7,674,000 | 6,369 |
| U.S. Government securities | $6,474,000 | 5,992 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,474,000 | 5,907 |
| Securities issued by states & political subdivisions | $450,000 | 5,303 |
| Other domestic debt securities | $750,000 | 2,474 |
| 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 | $750,000 | 1,695 |
| 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 | $4,590,000 | 4,663 |
| 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) | $7,674,000 | 1,337 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $7,674,000 | 6,330 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,000,000 | 1,070 |
| 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 | $7,487,000 | 6,386 |
| U.S. Government securities | $6,237,000 | 6,029 |
| U.S. Treasury securities | $500,000 | 803 |
| U.S. Government agency obligations | $5,737,000 | 6,073 |
| Securities issued by states & political subdivisions | $500,000 | 5,225 |
| Other domestic debt securities | $750,000 | 2,431 |
| 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 | $750,000 | 1,663 |
| 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 | $5,092,000 | 4,499 |
| 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) | $7,487,000 | 1,363 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $7,487,000 | 6,341 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,000,000 | 971 |
| 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 | $8,249,000 | 6,278 |
| U.S. Government securities | $6,989,000 | 5,868 |
| U.S. Treasury securities | $1,000,000 | 670 |
| U.S. Government agency obligations | $5,989,000 | 6,069 |
| Securities issued by states & political subdivisions | $510,000 | 5,264 |
| Other domestic debt securities | $750,000 | 2,440 |
| 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 | $750,000 | 1,716 |
| 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 | $5,834,000 | 4,287 |
| 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) | $8,249,000 | 1,283 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $8,249,000 | 6,216 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,000,000 | 1,039 |
| 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 | $8,041,000 | 6,344 |
| U.S. Government securities | $6,781,000 | 5,936 |
| U.S. Treasury securities | $1,000,000 | 692 |
| U.S. Government agency obligations | $5,781,000 | 6,125 |
| Securities issued by states & political subdivisions | $510,000 | 5,277 |
| Other domestic debt securities | $750,000 | 2,371 |
| 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 | $750,000 | 1,674 |
| 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 | $5,539,000 | 4,322 |
| 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) | $8,041,000 | 1,307 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $8,041,000 | 6,273 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,000,000 | 1,194 |
| 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 | $9,910,000 | 6,035 |
| U.S. Government securities | $8,500,000 | 5,600 |
| U.S. Treasury securities | $1,500,000 | 635 |
| U.S. Government agency obligations | $7,000,000 | 5,895 |
| Securities issued by states & political subdivisions | $510,000 | 5,298 |
| Other domestic debt securities | $900,000 | 2,100 |
| 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 | $900,000 | 1,476 |
| 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 | $7,989,000 | 3,781 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,910,000 | 1,204 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $9,910,000 | 5,962 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $1,999,000 | 1,079 |
| 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 | $13,273,000 | 5,496 |
| U.S. Government securities | $10,902,000 | 5,168 |
| U.S. Treasury securities | $1,501,000 | 662 |
| U.S. Government agency obligations | $9,401,000 | 5,373 |
| Securities issued by states & political subdivisions | $470,000 | 5,381 |
| Other domestic debt securities | $1,901,000 | 1,629 |
| 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 | $1,901,000 | 1,093 |
| 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 | $7,466,000 | 3,907 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,273,000 | 1,060 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $13,273,000 | 5,451 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $2,994,000 | 946 |
| 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 | $16,078,000 | 5,027 |
| U.S. Government securities | $12,805,000 | 4,825 |
| U.S. Treasury securities | $2,002,000 | 633 |
| U.S. Government agency obligations | $10,803,000 | 5,123 |
| Securities issued by states & political subdivisions | $470,000 | 5,406 |
| Other domestic debt securities | $2,803,000 | 1,331 |
| 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 | $2,803,000 | 854 |
| 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 | $8,901,000 | 3,606 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,078,000 | 944 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $16,078,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 878 |
| Fair value | $3,471,000 | 880 |
| 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 | $17,035,000 | 4,925 |
| U.S. Government securities | $13,758,000 | 4,663 |
| U.S. Treasury securities | $2,004,000 | 683 |
| U.S. Government agency obligations | $11,754,000 | 4,939 |
| Securities issued by states & political subdivisions | $470,000 | 5,455 |
| Other domestic debt securities | $2,807,000 | 1,340 |
| 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 | $2,807,000 | 866 |
| 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 | $8,356,000 | 3,719 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,035,000 | 926 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $17,035,000 | 4,878 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 928 |
| Fair value | $3,471,000 | 935 |
| 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 | $17,996,000 | 4,838 |
| U.S. Government securities | $13,762,000 | 4,710 |
| U.S. Treasury securities | $2,006,000 | 733 |
| U.S. Government agency obligations | $11,756,000 | 4,973 |
| Securities issued by states & political subdivisions | $470,000 | 5,493 |
| Other domestic debt securities | $3,764,000 | 1,181 |
| 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 | $3,764,000 | 764 |
| 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 | $8,244,000 | 3,742 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,996,000 | 897 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $17,996,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,003 |
| Fair value | $3,460,000 | 1,017 |
| 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 | $20,029,000 | 4,568 |
| U.S. Government securities | $15,266,000 | 4,501 |
| U.S. Treasury securities | $2,507,000 | 692 |
| U.S. Government agency obligations | $12,759,000 | 4,819 |
| Securities issued by states & political subdivisions | $490,000 | 5,527 |
| Other domestic debt securities | $4,273,000 | 1,108 |
| 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 | $4,273,000 | 709 |
| 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 | $9,217,000 | 3,564 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,029,000 | 871 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $20,029,000 | 4,518 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,079 |
| Fair value | $3,452,000 | 1,095 |
| 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 | $20,544,000 | 4,505 |
| U.S. Government securities | $15,273,000 | 4,472 |
| U.S. Treasury securities | $2,509,000 | 740 |
| U.S. Government agency obligations | $12,764,000 | 4,820 |
| Securities issued by states & political subdivisions | $490,000 | 5,542 |
| Other domestic debt securities | $4,781,000 | 1,047 |
| 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 | $4,781,000 | 682 |
| 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 | $8,121,000 | 3,772 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,544,000 | 860 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $20,544,000 | 4,441 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,131 |
| Fair value | $3,404,000 | 1,144 |
| 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 | $22,360,000 | 4,323 |
| U.S. Government securities | $16,780,000 | 4,268 |
| U.S. Treasury securities | $3,011,000 | 721 |
| U.S. Government agency obligations | $13,769,000 | 4,657 |
| Securities issued by states & political subdivisions | $490,000 | 5,580 |
| Other domestic debt securities | $5,090,000 | 1,045 |
| 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 | $5,090,000 | 685 |
| 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 | $8,663,000 | 3,672 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,360,000 | 824 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $22,360,000 | 4,269 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,146 |
| Fair value | $3,425,000 | 1,168 |
| 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 | $22,876,000 | 4,267 |
| U.S. Government securities | $17,286,000 | 4,185 |
| U.S. Treasury securities | $3,013,000 | 739 |
| U.S. Government agency obligations | $14,273,000 | 4,530 |
| Securities issued by states & political subdivisions | $490,000 | 5,597 |
| Other domestic debt securities | $5,100,000 | 1,052 |
| 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 | $5,100,000 | 714 |
| 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 | $8,705,000 | 3,640 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,876,000 | 831 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $22,876,000 | 4,213 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,139 |
| Fair value | $3,437,000 | 1,161 |
| 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 | $23,418,000 | 4,171 |
| U.S. Government securities | $17,793,000 | 4,065 |
| U.S. Treasury securities | $3,015,000 | 722 |
| U.S. Government agency obligations | $14,778,000 | 4,396 |
| Securities issued by states & political subdivisions | $515,000 | 5,579 |
| Other domestic debt securities | $5,110,000 | 1,059 |
| 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 | $5,110,000 | 724 |
| 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 | $7,265,000 | 3,946 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,418,000 | 821 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $23,418,000 | 4,121 |
| 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 | $22,996,000 | 4,252 |
| U.S. Government securities | $17,301,000 | 4,194 |
| U.S. Treasury securities | $3,016,000 | 750 |
| U.S. Government agency obligations | $14,285,000 | 4,561 |
| Securities issued by states & political subdivisions | $175,000 | 6,146 |
| Other domestic debt securities | $5,520,000 | 1,045 |
| 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 | $5,520,000 | 714 |
| 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 | $6,824,000 | 4,046 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,996,000 | 836 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $22,996,000 | 4,196 |
| 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 | $23,017,000 | 4,327 |
| U.S. Government securities | $16,810,000 | 4,327 |
| U.S. Treasury securities | $3,018,000 | 823 |
| U.S. Government agency obligations | $13,792,000 | 4,702 |
| Securities issued by states & political subdivisions | $175,000 | 6,181 |
| Other domestic debt securities | $6,032,000 | 1,034 |
| 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 | $6,032,000 | 717 |
| 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 | $6,769,000 | 4,086 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,017,000 | 861 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $23,017,000 | 4,272 |
| 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 | $23,017,000 | 4,354 |
| U.S. Government securities | $17,318,000 | 4,235 |
| U.S. Treasury securities | $3,020,000 | 854 |
| U.S. Government agency obligations | $14,298,000 | 4,633 |
| Securities issued by states & political subdivisions | $175,000 | 6,210 |
| Other domestic debt securities | $5,524,000 | 1,102 |
| 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 | $5,524,000 | 788 |
| 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 | $6,869,000 | 4,048 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,017,000 | 865 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $23,017,000 | 4,285 |
| 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 | $21,074,000 | 4,582 |
| U.S. Government securities | $15,878,000 | 4,449 |
| U.S. Treasury securities | $2,022,000 | 993 |
| U.S. Government agency obligations | $13,856,000 | 4,695 |
| Securities issued by states & political subdivisions | $185,000 | 6,244 |
| Other domestic debt securities | $5,011,000 | 1,156 |
| 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 | $5,011,000 | 856 |
| 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 | $6,388,000 | 4,151 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,074,000 | 915 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $21,074,000 | 4,520 |
| 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 | $22,088,000 | 4,515 |
| U.S. Government securities | $16,384,000 | 4,430 |
| U.S. Treasury securities | $2,024,000 | 1,047 |
| U.S. Government agency obligations | $14,360,000 | 4,660 |
| Securities issued by states & political subdivisions | $185,000 | 6,284 |
| Other domestic debt securities | $5,519,000 | 1,131 |
| 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 | $5,519,000 | 839 |
| 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 | $6,891,000 | 4,012 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,088,000 | 892 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $22,088,000 | 4,441 |
| 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 | $20,609,000 | 4,700 |
| U.S. Government securities | $15,396,000 | 4,571 |
| U.S. Treasury securities | $1,028,000 | 1,317 |
| U.S. Government agency obligations | $14,368,000 | 4,634 |
| Securities issued by states & political subdivisions | $185,000 | 6,282 |
| Other domestic debt securities | $5,028,000 | 1,277 |
| 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 | $5,028,000 | 962 |
| 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 | $6,038,000 | 4,193 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,609,000 | 916 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $20,609,000 | 4,619 |
| 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 | $20,995,000 | 4,682 |
| U.S. Government securities | $14,874,000 | 4,712 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,874,000 | 4,573 |
| Securities issued by states & political subdivisions | $185,000 | 6,358 |
| Other domestic debt securities | $5,936,000 | 1,158 |
| 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 | $5,936,000 | 930 |
| 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 | $6,538,000 | 3,970 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,995,000 | 904 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $20,995,000 | 4,601 |
| 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 | $19,019,000 | 4,872 |
| U.S. Government securities | $13,389,000 | 4,845 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,389,000 | 4,691 |
| Securities issued by states & political subdivisions | $185,000 | 6,400 |
| Other domestic debt securities | $5,445,000 | 1,275 |
| 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 | $5,445,000 | 1,039 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,057,000 | 4,062 |
| Mortgage-backed securities | $10,000 | 7,229 |
| 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 | $10,000 | 4,052 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,840 |
| 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) | $19,019,000 | 977 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $19,019,000 | 4,786 |
| 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 | $18,578,000 | 4,880 |
| U.S. Government securities | $12,916,000 | 4,909 |
| U.S. Treasury securities | $500,000 | 1,919 |
| U.S. Government agency obligations | $12,416,000 | 4,833 |
| Securities issued by states & political subdivisions | $185,000 | 6,422 |
| Other domestic debt securities | $5,477,000 | 1,307 |
| 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 | $5,477,000 | 1,052 |
| 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 | $5,103,000 | 4,349 |
| Mortgage-backed securities | $26,000 | 7,148 |
| 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 | $26,000 | 4,159 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,961 |
| 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) | $18,578,000 | 951 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $18,578,000 | 4,785 |
| 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 | $18,096,000 | 4,958 |
| U.S. Government securities | $12,445,000 | 5,001 |
| U.S. Treasury securities | $999,000 | 1,629 |
| U.S. Government agency obligations | $11,446,000 | 5,072 |
| Securities issued by states & political subdivisions | $185,000 | 6,409 |
| Other domestic debt securities | $5,466,000 | 1,329 |
| 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 | $5,466,000 | 1,075 |
| 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 | $4,689,000 | 4,550 |
| Mortgage-backed securities | $43,000 | 7,088 |
| 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 | $43,000 | 4,193 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 4,000 |
| 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) | $18,096,000 | 992 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $18,096,000 | 4,857 |
| 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 | $18,269,000 | 4,914 |
| U.S. Government securities | $12,931,000 | 4,886 |
| U.S. Treasury securities | $999,000 | 1,710 |
| U.S. Government agency obligations | $11,932,000 | 4,944 |
| Securities issued by states & political subdivisions | $185,000 | 6,425 |
| Other domestic debt securities | $5,153,000 | 1,356 |
| 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 | $5,153,000 | 1,112 |
| 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 | $5,227,000 | 4,339 |
| Mortgage-backed securities | $61,000 | 7,039 |
| 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 | $61,000 | 4,198 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 4,014 |
| 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) | $18,269,000 | 994 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $18,269,000 | 4,833 |
| 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 | $23,573,000 | 4,035 |
| U.S. Government securities | $16,530,000 | 4,084 |
| U.S. Treasury securities | $996,000 | 2,092 |
| U.S. Government agency obligations | $15,534,000 | 4,064 |
| Securities issued by states & political subdivisions | $210,000 | 6,487 |
| Other domestic debt securities | $6,833,000 | 1,176 |
| 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 | $6,833,000 | 937 |
| 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 | $4,502,000 | 4,600 |
| Mortgage-backed securities | $158,000 | 6,864 |
| 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 | $158,000 | 4,169 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,984 |
| 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) | $23,573,000 | 808 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $23,573,000 | 3,957 |
| 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 | $24,430,000 | 4,007 |
| U.S. Government securities | $17,415,000 | 4,060 |
| U.S. Treasury securities | $2,497,000 | 1,738 |
| U.S. Government agency obligations | $14,918,000 | 4,255 |
| Securities issued by states & political subdivisions | $272,000 | 6,529 |
| Other domestic debt securities | $6,690,000 | 1,021 |
| 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 | $6,690,000 | 844 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 7,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,001,000 | 4,652 |
| Mortgage-backed securities | $258,000 | 6,501 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $258,000 | 3,661 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,485 |
| 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) | $24,377,000 | 955 |
| Available-for-sale securities (fair market value) | $53,000 | 9,193 |
| Total debt securities | $24,377,000 | 3,904 |
| 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 | $25,515,000 | 4,072 |
| U.S. Government securities | $17,885,000 | 4,211 |
| U.S. Treasury securities | $3,855,000 | 1,911 |
| U.S. Government agency obligations | $14,030,000 | 4,512 |
| Securities issued by states & political subdivisions | $79,000 | 7,423 |
| Other domestic debt securities | $7,513,000 | 964 |
| 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 | $7,513,000 | 777 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,913,000 | 4,663 |
| Mortgage-backed securities | $370,000 | 6,659 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $370,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,567 |
| 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) | $25,477,000 | 1,028 |
| Available-for-sale securities (fair market value) | $38,000 | 9,482 |
| Total debt securities | $25,477,000 | 3,967 |
| 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 | $24,566,000 | 4,209 |
| U.S. Government securities | $18,667,000 | 4,108 |
| U.S. Treasury securities | $4,969,000 | 2,295 |
| U.S. Government agency obligations | $13,698,000 | 4,371 |
| Securities issued by states & political subdivisions | $154,000 | 7,400 |
| Other domestic debt securities | $5,707,000 | 1,044 |
| 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 | $5,707,000 | 823 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,114,000 | 4,231 |
| Mortgage-backed securities | $532,000 | 6,628 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $532,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 3,559 |
| 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) | $24,528,000 | 1,159 |
| Available-for-sale securities (fair market value) | $38,000 | 9,643 |
| Total debt securities | $24,526,000 | 4,103 |
| 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 | $27,101,000 | 3,952 |
| U.S. Government securities | $24,104,000 | 3,539 |
| U.S. Treasury securities | $5,779,000 | 2,865 |
| U.S. Government agency obligations | $18,325,000 | 3,444 |
| Securities issued by states & political subdivisions | $204,000 | 7,488 |
| Other domestic debt securities | $2,755,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,755,000 | 908 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,775,000 | 5,155 |
| Mortgage-backed securities | $662,000 | 6,747 |
| Certificates of participation in pools of residential mortgages | $23,000 | 7,775 |
| Issued or guaranteed by U.S. | $23,000 | 7,748 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $639,000 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 3,668 |
| 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) | $27,063,000 | 1,297 |
| Available-for-sale securities (fair market value) | $38,000 | 10,012 |
| Total debt securities | $27,063,000 | 3,840 |
| 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 | $26,717,000 | 4,292 |
| U.S. Government securities | $23,630,000 | 3,905 |
| U.S. Treasury securities | $8,059,000 | 2,666 |
| U.S. Government agency obligations | $15,571,000 | 4,073 |
| Securities issued by states & political subdivisions | $254,000 | 7,721 |
| Other domestic debt securities | $2,795,000 | 1,256 |
| 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 | $2,795,000 | 913 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,950,000 | 5,192 |
| Mortgage-backed securities | $713,000 | 7,216 |
| Certificates of participation in pools of residential mortgages | $37,000 | 8,219 |
| Issued or guaranteed by U.S. | $37,000 | 8,195 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $676,000 | 4,198 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 4,046 |
| 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) | $26,679,000 | 1,486 |
| Available-for-sale securities (fair market value) | $38,000 | 10,385 |
| Total debt securities | $26,679,000 | 4,189 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,556 |
| Fair value | $1,191,000 | 1,557 |
| 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 | $26,743,000 | 4,465 |
| U.S. Government securities | $23,297,000 | 4,114 |
| U.S. Treasury securities | $9,711,000 | 2,788 |
| U.S. Government agency obligations | $13,586,000 | 4,490 |
| Securities issued by states & political subdivisions | $210,000 | 8,196 |
| Other domestic debt securities | $3,198,000 | 1,378 |
| 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 | $3,198,000 | 1,040 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,916,000 | 5,296 |
| Mortgage-backed securities | $770,000 | 7,604 |
| Certificates of participation in pools of residential mortgages | $51,000 | 8,551 |
| Issued or guaranteed by U.S. | $51,000 | 8,517 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $719,000 | 4,587 |
| CMOs issued by government agencies or sponsored agencies | $719,000 | 4,420 |
| 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) | $26,705,000 | 1,558 |
| Available-for-sale securities (fair market value) | $38,000 | 10,856 |
| Total debt securities | $26,705,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,986,000 | 1,684 |
| 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 | $27,423,000 | 4,618 |
| U.S. Government securities | $22,328,000 | 4,527 |
| U.S. Treasury securities | $12,113,000 | 2,855 |
| U.S. Government agency obligations | $10,215,000 | 5,295 |
| Securities issued by states & political subdivisions | $285,000 | 8,341 |
| Other domestic debt securities | $4,772,000 | 1,214 |
| 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 | $4,772,000 | 920 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,747,000 | 4,892 |
| Mortgage-backed securities | $814,000 | 8,029 |
| Certificates of participation in pools of residential mortgages | $60,000 | 9,014 |
| Issued or guaranteed by U.S. | $60,000 | 8,985 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $754,000 | 4,877 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 4,676 |
| 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) | $27,385,000 | 2,654 |
| Available-for-sale securities (fair market value) | $38,000 | 10,978 |
| Total debt securities | $27,385,000 | 4,526 |
| 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 | $26,556,000 | 4,967 |
| U.S. Government securities | $22,813,000 | 4,587 |
| U.S. Treasury securities | $11,981,000 | 3,020 |
| U.S. Government agency obligations | $10,832,000 | 5,293 |
| Securities issued by states & political subdivisions | $335,000 | 8,350 |
| Other domestic debt securities | $3,370,000 | 1,768 |
| 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 | $3,370,000 | 1,338 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,704,000 | 4,790 |
| Mortgage-backed securities | $477,000 | 9,305 |
| Certificates of participation in pools of residential mortgages | $93,000 | 9,431 |
| Issued or guaranteed by U.S. | $93,000 | 9,382 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $384,000 | 5,959 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 5,713 |
| 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 | $26,518,000 | 4,859 |
| 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 | $26,493,000 | 4,944 |
| U.S. Government securities | $20,047,000 | 5,045 |
| U.S. Treasury securities | $9,461,000 | 3,667 |
| U.S. Government agency obligations | $10,586,000 | 5,323 |
| Securities issued by states & political subdivisions | $350,000 | 8,160 |
| Other domestic debt securities | $6,058,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $331,000 | 2,697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,727,000 | 1,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 6,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,700,000 | 4,681 |
| Mortgage-backed securities | $707,000 | 9,396 |
| Certificates of participation in pools of residential mortgages | $219,000 | 9,388 |
| Issued or guaranteed by U.S. | $219,000 | 9,316 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $488,000 | 5,927 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 6,252 |
| Privately issued | $331,000 | 2,290 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $26,455,000 | 4,854 |
| 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 |