| 2011-03-31 | Rank |
| Total securities | $88,575,000 | 1,561 |
| U.S. Government securities | $84,786,000 | 1,168 |
| U.S. Treasury securities | $32,619,000 | 145 |
| U.S. Government agency obligations | $52,167,000 | 1,747 |
| Securities issued by states & political subdivisions | $3,789,000 | 3,770 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,165,000 | 1,111 |
| Mortgage-backed securities | $14,791,000 | 2,711 |
| 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 | $14,791,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $14,791,000 | 1,061 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $88,575,000 | 1,407 |
| Total debt securities | $88,574,000 | 1,538 |
| Structured notes |
| Amortized cost | $14,247,000 | 522 |
| Fair value | $13,855,000 | 526 |
| 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 | $87,699,000 | 1,513 |
| U.S. Government securities | $83,944,000 | 1,122 |
| U.S. Treasury securities | $24,597,000 | 192 |
| U.S. Government agency obligations | $59,347,000 | 1,470 |
| Securities issued by states & political subdivisions | $3,755,000 | 3,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,053,000 | 1,159 |
| Mortgage-backed securities | $14,831,000 | 2,625 |
| 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 | $14,831,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $14,831,000 | 1,026 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $87,699,000 | 1,351 |
| Total debt securities | $87,699,000 | 1,491 |
| Structured notes |
| Amortized cost | $19,247,000 | 342 |
| Fair value | $18,866,000 | 343 |
| 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 | $90,612,000 | 1,448 |
| U.S. Government securities | $87,675,000 | 1,051 |
| U.S. Treasury securities | $29,072,000 | 157 |
| U.S. Government agency obligations | $58,603,000 | 1,451 |
| Securities issued by states & political subdivisions | $2,937,000 | 3,985 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,409,000 | 1,227 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $90,612,000 | 1,287 |
| Total debt securities | $90,612,000 | 1,430 |
| 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 | $90,605,000 | 1,458 |
| U.S. Government securities | $83,535,000 | 1,118 |
| U.S. Treasury securities | $26,853,000 | 160 |
| U.S. Government agency obligations | $56,682,000 | 1,524 |
| Securities issued by states & political subdivisions | $7,070,000 | 2,768 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,683,000 | 1,440 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $90,605,000 | 1,291 |
| Total debt securities | $90,606,000 | 1,436 |
| 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 | $75,120,000 | 1,701 |
| U.S. Government securities | $64,942,000 | 1,419 |
| U.S. Treasury securities | $10,047,000 | 295 |
| U.S. Government agency obligations | $54,895,000 | 1,577 |
| Securities issued by states & political subdivisions | $10,178,000 | 2,200 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,115,000 | 1,158 |
| Mortgage-backed securities | $1,716,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $1,716,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,716,000 | 4,526 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $75,120,000 | 1,505 |
| Total debt securities | $75,120,000 | 1,681 |
| 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 | $71,933,000 | 1,749 |
| U.S. Government securities | $61,729,000 | 1,446 |
| U.S. Treasury securities | $10,066,000 | 250 |
| U.S. Government agency obligations | $51,663,000 | 1,650 |
| Securities issued by states & political subdivisions | $10,204,000 | 2,216 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,998,000 | 1,181 |
| Mortgage-backed securities | $1,762,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,762,000 | 4,590 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $71,933,000 | 1,545 |
| Total debt securities | $71,933,000 | 1,729 |
| 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 | $60,950,000 | 2,039 |
| U.S. Government securities | $49,614,000 | 1,727 |
| U.S. Treasury securities | $10,081,000 | 244 |
| U.S. Government agency obligations | $39,533,000 | 2,055 |
| Securities issued by states & political subdivisions | $11,336,000 | 2,075 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,495,000 | 1,498 |
| Mortgage-backed securities | $1,806,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,806,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,806,000 | 4,669 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $60,950,000 | 1,792 |
| Total debt securities | $60,950,000 | 2,008 |
| 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 | $55,532,000 | 2,139 |
| U.S. Government securities | $44,711,000 | 1,846 |
| U.S. Treasury securities | $10,094,000 | 229 |
| U.S. Government agency obligations | $34,617,000 | 2,268 |
| Securities issued by states & political subdivisions | $10,821,000 | 2,102 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,009,000 | 1,958 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $55,532,000 | 1,876 |
| Total debt securities | $55,532,000 | 2,115 |
| 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 | $34,895,000 | 3,105 |
| U.S. Government securities | $23,656,000 | 3,145 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,656,000 | 3,086 |
| Securities issued by states & political subdivisions | $11,239,000 | 1,949 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,516,000 | 2,889 |
| Mortgage-backed securities | $20,663,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $18,580,000 | 1,925 |
| Issued or guaranteed by U.S. | $18,580,000 | 1,913 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,083,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $2,083,000 | 2,115 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,895,000 | 2,767 |
| Total debt securities | $34,894,000 | 3,068 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $39,919,000 | 2,772 |
| U.S. Government securities | $24,416,000 | 3,075 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,416,000 | 3,013 |
| Securities issued by states & political subdivisions | $15,503,000 | 1,463 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,063,000 | 2,365 |
| Mortgage-backed securities | $24,416,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $24,416,000 | 1,522 |
| Issued or guaranteed by U.S. | $24,416,000 | 1,513 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $39,919,000 | 2,473 |
| Total debt securities | $39,918,000 | 2,742 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $39,076,000 | 2,784 |
| U.S. Government securities | $24,476,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $24,476,000 | 2,945 |
| Securities issued by states & political subdivisions | $14,600,000 | 1,510 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,266,000 | 2,323 |
| Mortgage-backed securities | $24,476,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $24,476,000 | 1,448 |
| Issued or guaranteed by U.S. | $24,476,000 | 1,437 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $39,076,000 | 2,454 |
| Total debt securities | $39,077,000 | 2,747 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $41,305,000 | 2,706 |
| U.S. Government securities | $25,817,000 | 2,936 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $25,817,000 | 2,885 |
| Securities issued by states & political subdivisions | $15,488,000 | 1,434 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,696,000 | 2,187 |
| Mortgage-backed securities | $13,770,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $13,770,000 | 2,172 |
| Issued or guaranteed by U.S. | $13,770,000 | 2,162 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $41,305,000 | 2,394 |
| Total debt securities | $41,305,000 | 2,669 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $48,148,000 | 2,385 |
| U.S. Government securities | $33,609,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,609,000 | 2,330 |
| Securities issued by states & political subdivisions | $14,539,000 | 1,546 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,748,000 | 1,320 |
| Mortgage-backed securities | $17,360,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $17,360,000 | 1,795 |
| Issued or guaranteed by U.S. | $17,360,000 | 1,786 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $48,148,000 | 2,107 |
| Total debt securities | $48,148,000 | 2,335 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $56,112,000 | 2,068 |
| U.S. Government securities | $45,373,000 | 1,815 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $45,373,000 | 1,776 |
| Securities issued by states & political subdivisions | $10,739,000 | 1,943 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,720,000 | 2,011 |
| Mortgage-backed securities | $19,006,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $19,006,000 | 1,447 |
| Issued or guaranteed by U.S. | $19,006,000 | 1,439 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $56,112,000 | 1,809 |
| Total debt securities | $56,112,000 | 2,022 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $67,174,000 | 1,763 |
| U.S. Government securities | $57,278,000 | 1,500 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $57,278,000 | 1,469 |
| Securities issued by states & political subdivisions | $9,896,000 | 2,044 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,651,000 | 1,413 |
| Mortgage-backed securities | $17,043,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $17,043,000 | 1,484 |
| Issued or guaranteed by U.S. | $17,043,000 | 1,474 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $67,174,000 | 1,523 |
| Total debt securities | $67,173,000 | 1,725 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $68,608,000 | 1,701 |
| U.S. Government securities | $58,852,000 | 1,448 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $58,852,000 | 1,416 |
| Securities issued by states & political subdivisions | $9,756,000 | 2,043 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,489,000 | 1,519 |
| Mortgage-backed securities | $18,048,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $18,048,000 | 1,395 |
| Issued or guaranteed by U.S. | $18,048,000 | 1,386 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $68,608,000 | 1,476 |
| Total debt securities | $68,609,000 | 1,670 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $69,976,000 | 1,686 |
| U.S. Government securities | $60,684,000 | 1,418 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $60,684,000 | 1,388 |
| Securities issued by states & political subdivisions | $9,292,000 | 2,141 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,313,000 | 1,394 |
| Mortgage-backed securities | $19,542,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $19,542,000 | 1,310 |
| Issued or guaranteed by U.S. | $19,542,000 | 1,301 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $69,976,000 | 1,450 |
| Total debt securities | $69,975,000 | 1,647 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $71,986,000 | 1,664 |
| U.S. Government securities | $61,658,000 | 1,417 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $61,658,000 | 1,384 |
| Securities issued by states & political subdivisions | $9,828,000 | 2,035 |
| Other domestic debt securities | $500,000 | 2,303 |
| 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 | $500,000 | 1,729 |
| 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 | $35,127,000 | 1,351 |
| Mortgage-backed securities | $20,598,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $20,598,000 | 1,276 |
| Issued or guaranteed by U.S. | $20,598,000 | 1,268 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $71,986,000 | 1,435 |
| Total debt securities | $71,987,000 | 1,627 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $72,128,000 | 1,674 |
| U.S. Government securities | $63,126,000 | 1,410 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $63,126,000 | 1,374 |
| Securities issued by states & political subdivisions | $8,502,000 | 2,266 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| 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 | $23,239,000 | 1,933 |
| Mortgage-backed securities | $21,558,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $21,558,000 | 1,248 |
| Issued or guaranteed by U.S. | $21,558,000 | 1,236 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $72,128,000 | 1,432 |
| Total debt securities | $72,129,000 | 1,641 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $69,499,000 | 1,728 |
| U.S. Government securities | $61,836,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $61,836,000 | 1,425 |
| Securities issued by states & political subdivisions | $7,164,000 | 2,524 |
| Other domestic debt securities | $499,000 | 2,388 |
| 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 | $499,000 | 1,835 |
| 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 | $25,014,000 | 1,795 |
| Mortgage-backed securities | $20,985,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $20,985,000 | 1,289 |
| Issued or guaranteed by U.S. | $20,985,000 | 1,282 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $69,499,000 | 1,473 |
| Total debt securities | $69,499,000 | 1,693 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $63,315,000 | 1,915 |
| U.S. Government securities | $55,824,000 | 1,620 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $55,824,000 | 1,570 |
| Securities issued by states & political subdivisions | $6,990,000 | 2,537 |
| Other domestic debt securities | $501,000 | 2,420 |
| 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 | $501,000 | 1,879 |
| 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 | $27,853,000 | 1,628 |
| Mortgage-backed securities | $12,488,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $12,488,000 | 1,875 |
| Issued or guaranteed by U.S. | $12,488,000 | 1,863 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $63,315,000 | 1,635 |
| Total debt securities | $63,316,000 | 1,865 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $46,170,000 | 2,540 |
| U.S. Government securities | $38,624,000 | 2,251 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $38,624,000 | 2,180 |
| Securities issued by states & political subdivisions | $7,043,000 | 2,517 |
| Other domestic debt securities | $503,000 | 2,491 |
| 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 | $503,000 | 1,982 |
| 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 | $14,953,000 | 2,646 |
| Mortgage-backed securities | $22,103,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $22,103,000 | 1,276 |
| Issued or guaranteed by U.S. | $22,103,000 | 1,266 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $46,170,000 | 2,179 |
| Total debt securities | $46,170,000 | 2,493 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $38,545,000 | 2,902 |
| U.S. Government securities | $30,902,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,902,000 | 2,592 |
| Securities issued by states & political subdivisions | $6,136,000 | 2,711 |
| Other domestic debt securities | $1,507,000 | 1,856 |
| 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 | $1,507,000 | 1,404 |
| 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 | $23,897,000 | 1,795 |
| Mortgage-backed securities | $14,275,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $14,275,000 | 1,736 |
| Issued or guaranteed by U.S. | $14,275,000 | 1,724 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $38,545,000 | 2,500 |
| Total debt securities | $38,544,000 | 2,857 |
| 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 | $39,217,000 | 2,889 |
| U.S. Government securities | $31,981,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $31,981,000 | 2,564 |
| Securities issued by states & political subdivisions | $5,724,000 | 2,795 |
| Other domestic debt securities | $1,512,000 | 1,896 |
| 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 | $1,512,000 | 1,469 |
| 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 | $28,464,000 | 1,535 |
| Mortgage-backed securities | $13,789,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $13,789,000 | 1,849 |
| Issued or guaranteed by U.S. | $13,789,000 | 1,835 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $39,217,000 | 2,478 |
| Total debt securities | $39,217,000 | 2,841 |
| 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 | $39,534,000 | 2,915 |
| U.S. Government securities | $30,894,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,894,000 | 2,676 |
| Securities issued by states & political subdivisions | $5,630,000 | 2,848 |
| Other domestic debt securities | $3,010,000 | 1,452 |
| 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 | $3,010,000 | 1,083 |
| 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 | $18,949,000 | 2,199 |
| Mortgage-backed securities | $12,758,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $12,758,000 | 1,999 |
| Issued or guaranteed by U.S. | $12,758,000 | 1,990 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $39,534,000 | 2,490 |
| Total debt securities | $39,533,000 | 2,855 |
| 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 | $37,682,000 | 3,049 |
| U.S. Government securities | $29,595,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,595,000 | 2,780 |
| Securities issued by states & political subdivisions | $5,062,000 | 3,051 |
| Other domestic debt securities | $3,025,000 | 1,493 |
| 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 | $3,025,000 | 1,131 |
| 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 | $26,681,000 | 1,637 |
| Mortgage-backed securities | $14,377,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $14,377,000 | 1,873 |
| Issued or guaranteed by U.S. | $14,377,000 | 1,864 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $37,682,000 | 2,623 |
| Total debt securities | $37,683,000 | 2,993 |
| 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 | $39,112,000 | 2,939 |
| U.S. Government securities | $30,988,000 | 2,768 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $30,988,000 | 2,654 |
| Securities issued by states & political subdivisions | $4,583,000 | 3,191 |
| Other domestic debt securities | $3,541,000 | 1,377 |
| 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 | $3,541,000 | 1,054 |
| 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 | $24,922,000 | 1,685 |
| Mortgage-backed securities | $15,661,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $15,661,000 | 1,791 |
| Issued or guaranteed by U.S. | $15,661,000 | 1,784 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $39,112,000 | 2,517 |
| Total debt securities | $39,111,000 | 2,885 |
| 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 | $40,059,000 | 2,945 |
| U.S. Government securities | $32,520,000 | 2,674 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $32,520,000 | 2,575 |
| Securities issued by states & political subdivisions | $3,997,000 | 3,415 |
| Other domestic debt securities | $3,542,000 | 1,426 |
| 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 | $3,542,000 | 1,099 |
| 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 | $28,190,000 | 1,501 |
| Mortgage-backed securities | $15,161,000 | 2,355 |
| Certificates of participation in pools of residential mortgages | $15,161,000 | 1,842 |
| Issued or guaranteed by U.S. | $15,161,000 | 1,833 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $40,059,000 | 2,505 |
| Total debt securities | $40,058,000 | 2,884 |
| 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 | $42,081,000 | 2,820 |
| U.S. Government securities | $37,975,000 | 2,333 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $37,975,000 | 2,262 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $4,106,000 | 1,409 |
| 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 | $4,106,000 | 1,080 |
| 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 | $34,653,000 | 1,242 |
| Mortgage-backed securities | $21,883,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $21,883,000 | 1,432 |
| Issued or guaranteed by U.S. | $21,883,000 | 1,421 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $42,081,000 | 2,425 |
| Total debt securities | $42,080,000 | 2,756 |
| 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 | $39,609,000 | 3,000 |
| U.S. Government securities | $35,315,000 | 2,558 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $35,315,000 | 2,473 |
| Securities issued by states & political subdivisions | $233,000 | 6,246 |
| Other domestic debt securities | $4,061,000 | 1,424 |
| 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 | $4,061,000 | 1,171 |
| 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 | $33,972,000 | 1,267 |
| Mortgage-backed securities | $17,189,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $17,189,000 | 1,727 |
| Issued or guaranteed by U.S. | $17,189,000 | 1,715 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $39,609,000 | 2,581 |
| Total debt securities | $39,609,000 | 2,937 |
| 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 | $41,746,000 | 2,829 |
| U.S. Government securities | $37,438,000 | 2,378 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $37,438,000 | 2,297 |
| Securities issued by states & political subdivisions | $237,000 | 6,274 |
| Other domestic debt securities | $4,071,000 | 1,511 |
| 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 | $4,071,000 | 1,246 |
| 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 | $35,147,000 | 1,157 |
| Mortgage-backed securities | $18,065,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $18,065,000 | 1,648 |
| Issued or guaranteed by U.S. | $18,065,000 | 1,637 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $41,746,000 | 2,427 |
| Total debt securities | $41,746,000 | 2,756 |
| 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 | $45,067,000 | 2,608 |
| U.S. Government securities | $40,730,000 | 2,128 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $40,730,000 | 2,051 |
| Securities issued by states & political subdivisions | $241,000 | 6,286 |
| Other domestic debt securities | $4,096,000 | 1,555 |
| 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 | $4,096,000 | 1,286 |
| 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 | $34,932,000 | 1,139 |
| Mortgage-backed securities | $20,243,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $19,755,000 | 1,548 |
| Issued or guaranteed by U.S. | $19,755,000 | 1,541 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $488,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 3,317 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $45,067,000 | 2,231 |
| Total debt securities | $45,067,000 | 2,542 |
| 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 | $39,095,000 | 2,886 |
| U.S. Government securities | $36,751,000 | 2,319 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $36,751,000 | 2,223 |
| Securities issued by states & political subdivisions | $244,000 | 6,283 |
| Other domestic debt securities | $2,100,000 | 2,154 |
| 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 | $2,100,000 | 1,856 |
| 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 | $32,870,000 | 1,171 |
| Mortgage-backed securities | $13,296,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $11,786,000 | 2,153 |
| Issued or guaranteed by U.S. | $11,786,000 | 2,145 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,510,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,694 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $39,095,000 | 2,476 |
| Total debt securities | $39,105,000 | 2,803 |
| 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 | $43,183,000 | 2,621 |
| U.S. Government securities | $40,844,000 | 2,089 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $40,844,000 | 2,010 |
| Securities issued by states & political subdivisions | $248,000 | 6,280 |
| Other domestic debt securities | $2,091,000 | 2,149 |
| 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 | $2,091,000 | 1,861 |
| 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 | $33,926,000 | 1,168 |
| Mortgage-backed securities | $14,256,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $12,712,000 | 2,006 |
| Issued or guaranteed by U.S. | $12,712,000 | 1,997 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,544,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,706 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $43,183,000 | 2,231 |
| Total debt securities | $43,182,000 | 2,552 |
| 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 | $38,188,000 | 2,771 |
| U.S. Government securities | $37,935,000 | 2,074 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $37,935,000 | 1,956 |
| Securities issued by states & political subdivisions | $253,000 | 6,408 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,029,000 | 1,267 |
| Mortgage-backed securities | $8,278,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $7,857,000 | 2,450 |
| Issued or guaranteed by U.S. | $7,857,000 | 2,434 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $421,000 | 3,831 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 3,663 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $38,188,000 | 2,300 |
| Total debt securities | $38,189,000 | 2,698 |
| 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 | $45,433,000 | 2,396 |
| U.S. Government securities | $43,977,000 | 1,811 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $43,977,000 | 1,685 |
| Securities issued by states & political subdivisions | $254,000 | 6,570 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,202,000 | 2,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,858,000 | 1,324 |
| Mortgage-backed securities | $7,712,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $7,195,000 | 2,150 |
| Issued or guaranteed by U.S. | $7,195,000 | 2,137 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $517,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,125 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $45,433,000 | 1,914 |
| Total debt securities | $44,231,000 | 2,347 |
| 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 | $27,862,000 | 3,808 |
| U.S. Government securities | $26,854,000 | 3,053 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $26,854,000 | 2,736 |
| Securities issued by states & political subdivisions | $256,000 | 6,871 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $752,000 | 2,924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,000,000 | 4,251 |
| Mortgage-backed securities | $6,846,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $5,808,000 | 2,583 |
| Issued or guaranteed by U.S. | $5,808,000 | 2,570 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,038,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,813 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $27,862,000 | 2,994 |
| Total debt securities | $27,110,000 | 3,797 |
| 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 | $29,386,000 | 3,707 |
| U.S. Government securities | $28,550,000 | 2,937 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $28,550,000 | 2,461 |
| Securities issued by states & political subdivisions | $270,000 | 7,047 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $566,000 | 3,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,750,000 | 2,857 |
| Mortgage-backed securities | $10,283,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $8,298,000 | 2,227 |
| Issued or guaranteed by U.S. | $8,298,000 | 2,210 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,985,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $1,985,000 | 2,517 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $29,386,000 | 2,850 |
| Total debt securities | $28,820,000 | 3,651 |
| 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 | $21,761,000 | 4,617 |
| U.S. Government securities | $21,059,000 | 3,932 |
| U.S. Treasury securities | $995,000 | 6,563 |
| U.S. Government agency obligations | $20,064,000 | 3,217 |
| Securities issued by states & political subdivisions | $273,000 | 7,281 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $429,000 | 3,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,250,000 | 6,223 |
| Mortgage-backed securities | $12,687,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $11,656,000 | 1,771 |
| Issued or guaranteed by U.S. | $11,656,000 | 1,759 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,031,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 3,231 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $21,761,000 | 3,387 |
| Total debt securities | $21,332,000 | 4,581 |
| 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 | $17,445,000 | 5,837 |
| U.S. Government securities | $17,102,000 | 4,965 |
| U.S. Treasury securities | $1,488,000 | 6,643 |
| U.S. Government agency obligations | $15,614,000 | 4,065 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $343,000 | 4,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,300,000 | 6,448 |
| Mortgage-backed securities | $6,302,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $4,309,000 | 3,474 |
| Issued or guaranteed by U.S. | $4,309,000 | 3,454 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,993,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $1,993,000 | 2,952 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,445,000 | 4,258 |
| Total debt securities | $17,102,000 | 5,797 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $11,566,000 | 7,737 |
| U.S. Government securities | $10,741,000 | 7,019 |
| U.S. Treasury securities | $4,032,000 | 5,179 |
| U.S. Government agency obligations | $6,709,000 | 6,856 |
| Securities issued by states & political subdivisions | $502,000 | 7,327 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $323,000 | 4,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,548,000 | 6,333 |
| Mortgage-backed securities | $330,000 | 8,347 |
| Certificates of participation in pools of residential mortgages | $330,000 | 7,446 |
| Issued or guaranteed by U.S. | $330,000 | 7,413 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,566,000 | 5,680 |
| Total debt securities | $11,243,000 | 7,715 |
| Structured notes |
| Amortized cost | $499,000 | 3,713 |
| Fair value | $487,000 | 3,706 |
| 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 | $10,811,000 | 8,469 |
| U.S. Government securities | $10,018,000 | 7,733 |
| U.S. Treasury securities | $3,908,000 | 6,377 |
| U.S. Government agency obligations | $6,110,000 | 7,082 |
| Securities issued by states & political subdivisions | $509,000 | 7,656 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $284,000 | 4,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,050,000 | 6,046 |
| Mortgage-backed securities | $370,000 | 8,809 |
| Certificates of participation in pools of residential mortgages | $370,000 | 7,773 |
| Issued or guaranteed by U.S. | $370,000 | 7,747 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $10,811,000 | 4,527 |
| Total debt securities | $10,527,000 | 8,450 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $8,780,000 | 9,559 |
| U.S. Government securities | $8,025,000 | 8,871 |
| U.S. Treasury securities | $4,087,000 | 6,352 |
| U.S. Government agency obligations | $3,938,000 | 8,666 |
| Securities issued by states & political subdivisions | $510,000 | 7,837 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $245,000 | 4,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $498,000 | 9,673 |
| Mortgage-backed securities | $451,000 | 9,354 |
| Certificates of participation in pools of residential mortgages | $451,000 | 8,225 |
| Issued or guaranteed by U.S. | $451,000 | 8,168 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,535,000 | 9,507 |
| 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 | $9,010,000 | 9,580 |
| U.S. Government securities | $8,377,000 | 8,819 |
| U.S. Treasury securities | $3,557,000 | 6,966 |
| U.S. Government agency obligations | $4,820,000 | 8,116 |
| Securities issued by states & political subdivisions | $514,000 | 7,665 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 4,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,200,000 | 8,299 |
| Mortgage-backed securities | $2,864,000 | 6,869 |
| Certificates of participation in pools of residential mortgages | $1,464,000 | 6,823 |
| Issued or guaranteed by U.S. | $1,464,000 | 6,757 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,400,000 | 4,578 |
| CMOs issued by government agencies or sponsored agencies | $1,400,000 | 4,215 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,891,000 | 9,498 |
| 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 |
