| 2005-03-31 | Rank |
| Total securities | $22,181,000 | 4,431 |
| U.S. Government securities | $20,240,000 | 3,836 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,240,000 | 3,702 |
| Securities issued by states & political subdivisions | $1,941,000 | 4,390 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,628,000 | 4,122 |
| Mortgage-backed securities | $1,240,000 | 5,438 |
| 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 | $1,240,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,247 |
| 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) | $22,181,000 | 3,850 |
| Total debt securities | $22,181,000 | 4,376 |
| Structured notes |
| Amortized cost | $3,344,000 | 1,168 |
| Fair value | $3,245,000 | 1,172 |
| 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 | $25,707,000 | 4,037 |
| U.S. Government securities | $23,078,000 | 3,498 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,078,000 | 3,376 |
| Securities issued by states & political subdivisions | $2,480,000 | 4,070 |
| Other domestic debt securities | $149,000 | 3,260 |
| 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 | $149,000 | 2,787 |
| 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 | $6,628,000 | 4,112 |
| Mortgage-backed securities | $2,099,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $760,000 | 5,318 |
| Issued or guaranteed by U.S. | $760,000 | 5,301 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,339,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $1,339,000 | 2,236 |
| 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) | $24,665,000 | 823 |
| Available-for-sale securities (fair market value) | $1,042,000 | 7,783 |
| Total debt securities | $25,707,000 | 3,974 |
| Structured notes |
| Amortized cost | $3,344,000 | 1,136 |
| Fair value | $3,300,000 | 1,138 |
| 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 | $25,841,000 | 4,007 |
| U.S. Government securities | $23,209,000 | 3,471 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,209,000 | 3,351 |
| Securities issued by states & political subdivisions | $2,483,000 | 4,064 |
| Other domestic debt securities | $149,000 | 3,315 |
| 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 | $149,000 | 2,858 |
| 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 | $4,865,000 | 4,662 |
| Mortgage-backed securities | $2,225,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $809,000 | 5,305 |
| Issued or guaranteed by U.S. | $809,000 | 5,292 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,416,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $1,416,000 | 2,206 |
| 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) | $24,776,000 | 823 |
| Available-for-sale securities (fair market value) | $1,065,000 | 7,824 |
| Total debt securities | $25,841,000 | 3,941 |
| Structured notes |
| Amortized cost | $3,343,000 | 1,159 |
| Fair value | $3,319,000 | 1,160 |
| 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 | $25,655,000 | 4,101 |
| U.S. Government securities | $23,037,000 | 3,569 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,037,000 | 3,446 |
| Securities issued by states & political subdivisions | $2,470,000 | 4,081 |
| Other domestic debt securities | $148,000 | 3,415 |
| 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 | $148,000 | 2,958 |
| 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 | $8,127,000 | 3,696 |
| Mortgage-backed securities | $889,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $889,000 | 5,316 |
| Issued or guaranteed by U.S. | $889,000 | 5,301 |
| 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) | $24,589,000 | 823 |
| Available-for-sale securities (fair market value) | $1,066,000 | 7,895 |
| Total debt securities | $25,656,000 | 4,033 |
| Structured notes |
| Amortized cost | $4,350,000 | 931 |
| Fair value | $4,213,000 | 931 |
| 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 | $25,994,000 | 4,051 |
| U.S. Government securities | $23,104,000 | 3,480 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,104,000 | 3,361 |
| Securities issued by states & political subdivisions | $2,492,000 | 4,067 |
| Other domestic debt securities | $398,000 | 3,149 |
| 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 | $398,000 | 2,733 |
| 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 | $6,592,000 | 4,015 |
| Mortgage-backed securities | $947,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,312 |
| Issued or guaranteed by U.S. | $947,000 | 5,294 |
| 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) | $24,873,000 | 808 |
| Available-for-sale securities (fair market value) | $1,121,000 | 7,898 |
| Total debt securities | $25,994,000 | 3,975 |
| Structured notes |
| Amortized cost | $4,350,000 | 785 |
| Fair value | $4,342,000 | 788 |
| 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 | $25,538,000 | 4,154 |
| U.S. Government securities | $22,658,000 | 3,590 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,658,000 | 3,464 |
| Securities issued by states & political subdivisions | $2,483,000 | 4,118 |
| Other domestic debt securities | $397,000 | 3,214 |
| 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 | $397,000 | 2,877 |
| 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 | $11,192,000 | 2,954 |
| Mortgage-backed securities | $1,031,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 5,257 |
| Issued or guaranteed by U.S. | $1,031,000 | 5,235 |
| 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) | $24,393,000 | 820 |
| Available-for-sale securities (fair market value) | $1,145,000 | 7,953 |
| Total debt securities | $25,539,000 | 4,079 |
| Structured notes |
| Amortized cost | $4,350,000 | 713 |
| Fair value | $4,253,000 | 717 |
| 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 | $22,978,000 | 4,376 |
| U.S. Government securities | $20,102,000 | 3,776 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $20,102,000 | 3,640 |
| Securities issued by states & political subdivisions | $2,480,000 | 4,135 |
| Other domestic debt securities | $396,000 | 3,338 |
| 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 | $396,000 | 2,983 |
| 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 | $4,069,000 | 4,804 |
| Mortgage-backed securities | $1,199,000 | 5,644 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 5,123 |
| Issued or guaranteed by U.S. | $1,199,000 | 5,102 |
| 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) | $21,813,000 | 874 |
| Available-for-sale securities (fair market value) | $1,165,000 | 7,971 |
| Total debt securities | $22,978,000 | 4,290 |
| Structured notes |
| Amortized cost | $2,350,000 | 947 |
| Fair value | $2,360,000 | 945 |
| 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 | $23,807,000 | 4,188 |
| U.S. Government securities | $20,868,000 | 3,593 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,868,000 | 3,449 |
| Securities issued by states & political subdivisions | $2,293,000 | 4,185 |
| Other domestic debt securities | $646,000 | 3,076 |
| 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 | $646,000 | 2,729 |
| 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 | $6,077,000 | 4,026 |
| Mortgage-backed securities | $1,604,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $1,604,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,604,000 | 4,892 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,403,000 | 826 |
| Available-for-sale securities (fair market value) | $1,404,000 | 7,921 |
| Total debt securities | $23,806,000 | 4,096 |
| Structured notes |
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,000,000 | 911 |
| 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 | $26,754,000 | 3,828 |
| U.S. Government securities | $25,065,000 | 3,118 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,065,000 | 2,985 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,090 |
| Other domestic debt securities | $645,000 | 3,110 |
| 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 | $645,000 | 2,758 |
| 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 | $7,584,000 | 3,594 |
| Mortgage-backed securities | $1,891,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $1,891,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,891,000 | 4,701 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,268,000 | 764 |
| Available-for-sale securities (fair market value) | $1,486,000 | 7,941 |
| Total debt securities | $26,754,000 | 3,752 |
| Structured notes |
| Amortized cost | $2,000,000 | 604 |
| Fair value | $1,986,000 | 702 |
| 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 | $27,689,000 | 3,724 |
| U.S. Government securities | $26,013,000 | 3,009 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $26,013,000 | 2,865 |
| Securities issued by states & political subdivisions | $1,031,000 | 5,124 |
| Other domestic debt securities | $645,000 | 3,117 |
| 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 | $645,000 | 2,758 |
| 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 | $10,157,000 | 3,040 |
| Mortgage-backed securities | $2,284,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $2,284,000 | 4,486 |
| Issued or guaranteed by U.S. | $2,284,000 | 4,472 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,945,000 | 752 |
| Available-for-sale securities (fair market value) | $1,744,000 | 7,892 |
| Total debt securities | $27,685,000 | 3,644 |
| Structured notes |
| Amortized cost | $2,000,000 | 482 |
| Fair value | $2,001,000 | 544 |
| 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 | $16,992,000 | 5,015 |
| U.S. Government securities | $16,350,000 | 4,123 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,350,000 | 3,930 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $642,000 | 3,210 |
| 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 | $642,000 | 2,761 |
| 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 | $4,270,000 | 4,699 |
| Mortgage-backed securities | $4,204,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $4,204,000 | 3,395 |
| Issued or guaranteed by U.S. | $4,204,000 | 3,381 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,537,000 | 1,192 |
| Available-for-sale securities (fair market value) | $2,455,000 | 7,794 |
| Total debt securities | $16,992,000 | 4,925 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $10,991,000 | 6,502 |
| U.S. Government securities | $10,034,000 | 5,838 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,034,000 | 5,513 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $640,000 | 2,770 |
| 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 | $640,000 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $317,000 | 4,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,750,000 | 4,745 |
| Mortgage-backed securities | $2,630,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $2,630,000 | 3,555 |
| Issued or guaranteed by U.S. | $2,630,000 | 3,541 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,390,000 | 2,249 |
| Available-for-sale securities (fair market value) | $3,601,000 | 7,679 |
| Total debt securities | $10,674,000 | 6,465 |
| 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 | $8,058,000 | 7,629 |
| U.S. Government securities | $7,250,000 | 7,073 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,250,000 | 6,541 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $747,000 | 2,590 |
| 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 | $747,000 | 2,193 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 7,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,750,000 | 5,871 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,997,000 | 2,409 |
| Available-for-sale securities (fair market value) | $61,000 | 9,430 |
| Total debt securities | $7,997,000 | 7,522 |
| 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 | $3,509,000 | 9,303 |
| U.S. Government securities | $3,499,000 | 8,756 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,499,000 | 7,952 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,500,000 | 6,597 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,499,000 | 3,977 |
| Available-for-sale securities (fair market value) | $10,000 | 9,737 |
| Total debt securities | $3,499,000 | 9,185 |
| 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 |
