| 2007-03-31 | Rank |
| Total securities | $28,246,000 | 3,595 |
| U.S. Government securities | $9,231,000 | 5,595 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,231,000 | 5,475 |
| Securities issued by states & political subdivisions | $19,015,000 | 1,082 |
| 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 | $8,277,000 | 3,733 |
| Mortgage-backed securities | $3,840,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $1,154,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,154,000 | 4,671 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,686,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $2,686,000 | 1,668 |
| 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) | $28,246,000 | 3,143 |
| Total debt securities | $28,246,000 | 3,557 |
| 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 | $27,363,000 | 3,688 |
| U.S. Government securities | $8,806,000 | 5,752 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,806,000 | 5,629 |
| Securities issued by states & political subdivisions | $18,557,000 | 1,095 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,755,000 | 3,868 |
| Mortgage-backed securities | $3,430,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,134 |
| Issued or guaranteed by U.S. | $641,000 | 5,115 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,789,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $2,789,000 | 1,658 |
| 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) | $27,363,000 | 3,233 |
| Total debt securities | $27,363,000 | 3,639 |
| 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 | $26,470,000 | 3,812 |
| U.S. Government securities | $9,871,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,871,000 | 5,432 |
| Securities issued by states & political subdivisions | $16,599,000 | 1,215 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,775,000 | 3,870 |
| Mortgage-backed securities | $3,616,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,078 |
| Issued or guaranteed by U.S. | $709,000 | 5,054 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,907,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 1,609 |
| 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) | $26,470,000 | 3,328 |
| Total debt securities | $26,471,000 | 3,753 |
| 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 | $26,151,000 | 3,838 |
| U.S. Government securities | $10,424,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,424,000 | 5,318 |
| Securities issued by states & political subdivisions | $15,727,000 | 1,262 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,016,000 | 4,043 |
| Mortgage-backed securities | $3,735,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $760,000 | 5,061 |
| Issued or guaranteed by U.S. | $760,000 | 5,039 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,975,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $2,975,000 | 1,582 |
| 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) | $26,151,000 | 3,346 |
| Total debt securities | $26,149,000 | 3,777 |
| 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 | $27,589,000 | 3,757 |
| U.S. Government securities | $11,658,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,658,000 | 5,082 |
| Securities issued by states & political subdivisions | $15,931,000 | 1,260 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,779,000 | 4,089 |
| Mortgage-backed securities | $3,946,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $820,000 | 5,042 |
| Issued or guaranteed by U.S. | $820,000 | 5,023 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,126,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,126,000 | 1,551 |
| 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) | $27,589,000 | 3,270 |
| Total debt securities | $27,589,000 | 3,707 |
| 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 | $28,641,000 | 3,682 |
| U.S. Government securities | $12,382,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,382,000 | 4,890 |
| Securities issued by states & political subdivisions | $16,259,000 | 1,236 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,784,000 | 3,832 |
| Mortgage-backed securities | $4,144,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $873,000 | 5,035 |
| Issued or guaranteed by U.S. | $873,000 | 5,016 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,271,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $3,271,000 | 1,531 |
| 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) | $28,641,000 | 3,187 |
| Total debt securities | $28,640,000 | 3,626 |
| 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 | $30,643,000 | 3,492 |
| U.S. Government securities | $14,570,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,570,000 | 4,438 |
| Securities issued by states & political subdivisions | $16,073,000 | 1,242 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,966,000 | 3,569 |
| Mortgage-backed securities | $2,354,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $961,000 | 4,994 |
| Issued or guaranteed by U.S. | $961,000 | 4,976 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,393,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,051 |
| 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) | $30,643,000 | 3,016 |
| Total debt securities | $30,643,000 | 3,427 |
| 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 | $28,372,000 | 3,728 |
| U.S. Government securities | $13,929,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,929,000 | 4,614 |
| Securities issued by states & political subdivisions | $13,357,000 | 1,478 |
| Other domestic debt securities | $1,086,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $1,086,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,870,000 | 3,207 |
| Mortgage-backed securities | $2,560,000 | 4,660 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 4,953 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $1,086,000 | 114 |
| Collaterized mortgage obligations | $1,474,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,474,000 | 2,066 |
| 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) | $28,372,000 | 3,230 |
| Total debt securities | $28,372,000 | 3,679 |
| 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 | $24,448,000 | 4,169 |
| U.S. Government securities | $12,828,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,828,000 | 4,883 |
| Securities issued by states & political subdivisions | $11,620,000 | 1,679 |
| 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 | $11,385,000 | 3,123 |
| Mortgage-backed securities | $2,691,000 | 4,685 |
| Certificates of participation in pools of residential mortgages | $1,196,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,196,000 | 4,924 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,495,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,495,000 | 2,108 |
| 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) | $24,448,000 | 3,609 |
| Total debt securities | $24,448,000 | 4,113 |
| 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 | $25,422,000 | 4,078 |
| U.S. Government securities | $13,566,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,566,000 | 4,750 |
| Securities issued by states & political subdivisions | $11,856,000 | 1,665 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,500,000 | 3,072 |
| Mortgage-backed securities | $2,851,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,890 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,876 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,537,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,537,000 | 2,141 |
| 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) | $25,422,000 | 3,525 |
| Total debt securities | $25,422,000 | 4,011 |
| 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 | $25,074,000 | 4,100 |
| U.S. Government securities | $14,032,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,032,000 | 4,658 |
| Securities issued by states & political subdivisions | $11,042,000 | 1,773 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,395,000 | 3,046 |
| Mortgage-backed securities | $3,000,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,439,000 | 4,824 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,561,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $1,561,000 | 2,142 |
| 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) | $25,074,000 | 3,544 |
| Total debt securities | $25,074,000 | 4,029 |
| 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 | $18,472,000 | 5,004 |
| U.S. Government securities | $10,672,000 | 5,624 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,672,000 | 5,465 |
| Securities issued by states & political subdivisions | $7,800,000 | 2,342 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,295,000 | 3,036 |
| Mortgage-backed securities | $2,075,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,660 |
| Issued or guaranteed by U.S. | $518,000 | 5,645 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,557,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,557,000 | 2,203 |
| 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) | $18,472,000 | 4,381 |
| Total debt securities | $18,472,000 | 4,938 |
| 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 | $19,339,000 | 4,866 |
| U.S. Government securities | $12,465,000 | 5,130 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,465,000 | 4,995 |
| Securities issued by states & political subdivisions | $6,874,000 | 2,561 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,695,000 | 2,975 |
| Mortgage-backed securities | $2,243,000 | 5,071 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,565 |
| Issued or guaranteed by U.S. | $641,000 | 5,547 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,602,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $1,602,000 | 2,239 |
| 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) | $19,339,000 | 4,256 |
| Total debt securities | $19,339,000 | 4,795 |
| 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 | $19,387,000 | 4,899 |
| U.S. Government securities | $12,301,000 | 5,246 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,301,000 | 5,084 |
| Securities issued by states & political subdivisions | $7,086,000 | 2,525 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,625,000 | 3,231 |
| Mortgage-backed securities | $2,373,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $770,000 | 5,470 |
| Issued or guaranteed by U.S. | $770,000 | 5,447 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,603,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $1,603,000 | 2,332 |
| 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) | $19,387,000 | 4,283 |
| Total debt securities | $19,387,000 | 4,821 |
| 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 | $20,776,000 | 4,627 |
| U.S. Government securities | $13,463,000 | 4,832 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,463,000 | 4,675 |
| Securities issued by states & political subdivisions | $7,313,000 | 2,463 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,615,000 | 3,159 |
| Mortgage-backed securities | $2,150,000 | 5,113 |
| Certificates of participation in pools of residential mortgages | $980,000 | 5,306 |
| Issued or guaranteed by U.S. | $980,000 | 5,281 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,170,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 2,562 |
| 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) | $20,776,000 | 4,023 |
| Total debt securities | $20,776,000 | 4,550 |
| 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 | $20,281,000 | 4,652 |
| U.S. Government securities | $13,548,000 | 4,784 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,548,000 | 4,621 |
| Securities issued by states & political subdivisions | $6,733,000 | 2,557 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,800,000 | 3,081 |
| Mortgage-backed securities | $1,639,000 | 5,507 |
| Certificates of participation in pools of residential mortgages | $1,399,000 | 5,043 |
| Issued or guaranteed by U.S. | $1,399,000 | 5,025 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $240,000 | 3,751 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 3,576 |
| 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) | $20,281,000 | 4,047 |
| Total debt securities | $20,281,000 | 4,560 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $18,045,000 | 4,972 |
| U.S. Government securities | $13,067,000 | 4,879 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,067,000 | 4,702 |
| Securities issued by states & political subdivisions | $4,978,000 | 2,961 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,050,000 | 3,073 |
| Mortgage-backed securities | $2,195,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,722 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $334,000 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $334,000 | 3,572 |
| 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) | $18,045,000 | 4,308 |
| Total debt securities | $18,045,000 | 4,869 |
| 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 | $19,559,000 | 4,706 |
| U.S. Government securities | $13,481,000 | 4,770 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,481,000 | 4,593 |
| Securities issued by states & political subdivisions | $6,078,000 | 2,611 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,380,000 | 3,641 |
| Mortgage-backed securities | $1,565,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $1,132,000 | 5,233 |
| Issued or guaranteed by U.S. | $1,132,000 | 5,214 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $433,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 3,534 |
| 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) | $19,559,000 | 4,066 |
| Total debt securities | $19,559,000 | 4,620 |
| 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 | $21,100,000 | 4,354 |
| U.S. Government securities | $15,421,000 | 4,283 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,421,000 | 4,086 |
| Securities issued by states & political subdivisions | $5,679,000 | 2,636 |
| 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 | $9,955,000 | 2,970 |
| Mortgage-backed securities | $3,242,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $2,524,000 | 4,156 |
| Issued or guaranteed by U.S. | $2,524,000 | 4,140 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $718,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 3,366 |
| 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) | $21,100,000 | 3,688 |
| Total debt securities | $21,100,000 | 4,271 |
| 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 | $22,034,000 | 4,337 |
| U.S. Government securities | $14,004,000 | 4,772 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,004,000 | 4,452 |
| Securities issued by states & political subdivisions | $7,410,000 | 2,103 |
| Other domestic debt securities | $38,000 | 3,771 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $582,000 | 3,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,590,000 | 4,412 |
| Mortgage-backed securities | $3,216,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 3,808 |
| Issued or guaranteed by U.S. | $2,234,000 | 3,792 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $982,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 2,769 |
| Privately issued | $38,000 | 1,110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,797,000 | 2,829 |
| Available-for-sale securities (fair market value) | $17,237,000 | 4,199 |
| Total debt securities | $21,452,000 | 4,299 |
| 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 | $13,792,000 | 6,082 |
| U.S. Government securities | $7,410,000 | 7,020 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,410,000 | 6,495 |
| Securities issued by states & political subdivisions | $5,590,000 | 2,724 |
| Other domestic debt securities | $210,000 | 3,302 |
| Privately issued residential mortgage-backed securities | $60,000 | 1,287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,916 |
| Foreign debt securities | NA | NA |
| Equity securities | $582,000 | 3,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,858,000 | 4,694 |
| Mortgage-backed securities | $2,268,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $812,000 | 5,277 |
| Issued or guaranteed by U.S. | $812,000 | 5,268 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,456,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $1,396,000 | 2,607 |
| Privately issued | $60,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,740,000 | 2,872 |
| Available-for-sale securities (fair market value) | $8,052,000 | 6,417 |
| Total debt securities | $13,210,000 | 6,120 |
| 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 | $14,316,000 | 5,952 |
| U.S. Government securities | $7,147,000 | 7,099 |
| U.S. Treasury securities | $201,000 | 6,587 |
| U.S. Government agency obligations | $6,946,000 | 6,340 |
| Securities issued by states & political subdivisions | $6,560,000 | 2,431 |
| Other domestic debt securities | $239,000 | 3,141 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,769 |
| Foreign debt securities | NA | NA |
| Equity securities | $370,000 | 4,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,180,000 | 4,193 |
| Mortgage-backed securities | $3,418,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $1,307,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,307,000 | 4,929 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,111,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 2,492 |
| Privately issued | $89,000 | 1,073 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,710,000 | 2,930 |
| Available-for-sale securities (fair market value) | $7,606,000 | 6,480 |
| Total debt securities | $13,946,000 | 5,921 |
| 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 | $16,871,000 | 5,568 |
| U.S. Government securities | $10,105,000 | 6,452 |
| U.S. Treasury securities | $1,698,000 | 5,513 |
| U.S. Government agency obligations | $8,407,000 | 5,805 |
| Securities issued by states & political subdivisions | $6,138,000 | 2,338 |
| Other domestic debt securities | $271,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $121,000 | 1,192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $357,000 | 4,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,955,000 | 5,052 |
| Mortgage-backed securities | $3,265,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 5,067 |
| Issued or guaranteed by U.S. | $1,242,000 | 5,049 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,023,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $1,902,000 | 2,663 |
| Privately issued | $121,000 | 976 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,288,000 | 3,712 |
| Available-for-sale securities (fair market value) | $10,583,000 | 5,567 |
| Total debt securities | $16,514,000 | 5,511 |
| 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 | $15,339,000 | 6,327 |
| U.S. Government securities | $8,562,000 | 7,587 |
| U.S. Treasury securities | $3,049,000 | 4,969 |
| U.S. Government agency obligations | $5,513,000 | 7,368 |
| Securities issued by states & political subdivisions | $5,984,000 | 2,453 |
| Other domestic debt securities | $299,000 | 3,101 |
| 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 | $299,000 | 2,389 |
| Foreign debt securities | NA | NA |
| Equity securities | $494,000 | 3,554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,380,000 | 5,591 |
| Mortgage-backed securities | $3,863,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $527,000 | 6,616 |
| Issued or guaranteed by U.S. | $527,000 | 6,599 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,336,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $3,336,000 | 2,319 |
| 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) | $6,133,000 | 4,249 |
| Available-for-sale securities (fair market value) | $9,206,000 | 6,230 |
| Total debt securities | $14,845,000 | 6,333 |
| 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 | $19,198,000 | 5,702 |
| U.S. Government securities | $12,156,000 | 6,532 |
| U.S. Treasury securities | $3,832,000 | 5,390 |
| U.S. Government agency obligations | $8,324,000 | 6,124 |
| Securities issued by states & political subdivisions | $6,187,000 | 2,364 |
| Other domestic debt securities | $366,000 | 3,509 |
| Privately issued residential mortgage-backed securities | $117,000 | 1,819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 3,035 |
| Foreign debt securities | NA | NA |
| Equity securities | $489,000 | 3,353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,500,000 | 6,396 |
| Mortgage-backed securities | $5,089,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $99,000 | 8,293 |
| Issued or guaranteed by U.S. | $99,000 | 8,258 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,990,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $4,873,000 | 2,090 |
| Privately issued | $117,000 | 1,514 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,356,000 | 4,456 |
| Available-for-sale securities (fair market value) | $12,842,000 | 5,339 |
| Total debt securities | $18,709,000 | 5,703 |
| Structured notes |
| Amortized cost | $200,000 | 4,276 |
| Fair value | $199,000 | 4,322 |
| 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 | $21,722,000 | 5,546 |
| U.S. Government securities | $15,423,000 | 5,943 |
| U.S. Treasury securities | $5,163,000 | 5,415 |
| U.S. Government agency obligations | $10,260,000 | 5,279 |
| Securities issued by states & political subdivisions | $5,294,000 | 2,803 |
| Other domestic debt securities | $659,000 | 3,212 |
| Privately issued residential mortgage-backed securities | $260,000 | 1,656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $399,000 | 3,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $346,000 | 3,782 |
| 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 | 6,737 |
| Mortgage-backed securities | $5,063,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $131,000 | 8,657 |
| Issued or guaranteed by U.S. | $131,000 | 8,627 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,932,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $4,672,000 | 2,277 |
| Privately issued | $260,000 | 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) | $17,651,000 | 3,803 |
| Available-for-sale securities (fair market value) | $4,071,000 | 7,400 |
| Total debt securities | $21,376,000 | 5,515 |
| 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 | $21,038,000 | 5,909 |
| U.S. Government securities | $13,764,000 | 6,615 |
| U.S. Treasury securities | $5,565,000 | 5,318 |
| U.S. Government agency obligations | $8,199,000 | 6,283 |
| Securities issued by states & political subdivisions | $5,757,000 | 2,655 |
| Other domestic debt securities | $987,000 | 3,405 |
| Privately issued residential mortgage-backed securities | $325,000 | 2,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $662,000 | 2,964 |
| Foreign debt securities | NA | NA |
| Equity securities | $530,000 | 2,947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,760,000 | 7,343 |
| Mortgage-backed securities | $3,005,000 | 6,425 |
| Certificates of participation in pools of residential mortgages | $225,000 | 8,908 |
| Issued or guaranteed by U.S. | $225,000 | 8,850 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,780,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 3,561 |
| Privately issued | $325,000 | 1,648 |
| 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 | $20,508,000 | 5,897 |
| 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 | $13,173,000 | 7,934 |
| U.S. Government securities | $8,328,000 | 8,844 |
| U.S. Treasury securities | $4,687,000 | 6,028 |
| U.S. Government agency obligations | $3,641,000 | 8,997 |
| Securities issued by states & political subdivisions | $3,070,000 | 4,002 |
| Other domestic debt securities | $1,480,000 | 3,443 |
| Privately issued residential mortgage-backed securities | $256,000 | 2,896 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,224,000 | 2,653 |
| Foreign debt securities | NA | NA |
| Equity securities | $295,000 | 3,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,005,000 | 7,096 |
| Mortgage-backed securities | $1,098,000 | 8,764 |
| Certificates of participation in pools of residential mortgages | $342,000 | 9,019 |
| Issued or guaranteed by U.S. | $342,000 | 8,949 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $756,000 | 5,448 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,438 |
| Privately issued | $256,000 | 2,463 |
| 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 | $12,878,000 | 7,925 |
| 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 |
