| 2012-12-31 | Rank |
| Total securities | $6,009,000 | 6,049 |
| U.S. Government securities | $4,682,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,682,000 | 5,507 |
| Securities issued by states & political subdivisions | $1,327,000 | 4,830 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,623,000 | 4,656 |
| Mortgage-backed securities | $4,682,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $3,399,000 | 3,912 |
| Issued or guaranteed by U.S. | $3,399,000 | 3,909 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,283,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $1,283,000 | 2,808 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,327,000 | 1,819 |
| Available-for-sale securities (fair market value) | $4,682,000 | 5,819 |
| Total debt securities | $6,009,000 | 6,018 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $6,533,000 | 6,076 |
| U.S. Government securities | $5,202,000 | 5,643 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,202,000 | 5,534 |
| Securities issued by states & political subdivisions | $1,331,000 | 4,838 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,002,000 | 4,608 |
| Mortgage-backed securities | $5,202,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $3,776,000 | 3,953 |
| Issued or guaranteed by U.S. | $3,776,000 | 3,951 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,426,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,836 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,331,000 | 1,849 |
| Available-for-sale securities (fair market value) | $5,202,000 | 5,838 |
| Total debt securities | $6,533,000 | 6,049 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $6,894,000 | 6,081 |
| U.S. Government securities | $5,559,000 | 5,659 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,559,000 | 5,554 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,821 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,308,000 | 4,548 |
| Mortgage-backed securities | $5,559,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $4,012,000 | 3,935 |
| Issued or guaranteed by U.S. | $4,012,000 | 3,933 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,547,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 2,796 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,335,000 | 1,859 |
| Available-for-sale securities (fair market value) | $5,559,000 | 5,846 |
| Total debt securities | $6,894,000 | 6,054 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $5,739,000 | 6,277 |
| U.S. Government securities | $4,400,000 | 5,976 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,400,000 | 5,877 |
| Securities issued by states & political subdivisions | $1,339,000 | 4,775 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,679,000 | 4,474 |
| Mortgage-backed securities | $4,400,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $2,725,000 | 4,285 |
| Issued or guaranteed by U.S. | $2,725,000 | 4,283 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,675,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $1,675,000 | 2,779 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,339,000 | 1,906 |
| Available-for-sale securities (fair market value) | $4,400,000 | 6,043 |
| Total debt securities | $5,739,000 | 6,247 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $6,279,000 | 6,227 |
| U.S. Government securities | $4,766,000 | 5,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,766,000 | 5,809 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,705 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,766,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $2,945,000 | 4,148 |
| Issued or guaranteed by U.S. | $2,945,000 | 4,141 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,821,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $1,821,000 | 2,624 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,498,000 | 1,937 |
| Available-for-sale securities (fair market value) | $4,781,000 | 5,988 |
| Total debt securities | $6,279,000 | 6,195 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $5,587,000 | 6,357 |
| U.S. Government securities | $5,134,000 | 5,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,134,000 | 5,754 |
| Securities issued by states & political subdivisions | $453,000 | 5,339 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,134,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 4,020 |
| Issued or guaranteed by U.S. | $3,182,000 | 4,006 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,952,000 | 2,783 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 2,564 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $436,000 | 2,399 |
| Available-for-sale securities (fair market value) | $5,151,000 | 5,976 |
| Total debt securities | $5,587,000 | 6,321 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $5,878,000 | 6,403 |
| U.S. Government securities | $5,421,000 | 5,929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,421,000 | 5,804 |
| Securities issued by states & political subdivisions | $457,000 | 5,316 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,421,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $3,414,000 | 3,927 |
| Issued or guaranteed by U.S. | $3,414,000 | 3,914 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,007,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $2,007,000 | 2,493 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $439,000 | 2,427 |
| Available-for-sale securities (fair market value) | $5,439,000 | 6,006 |
| Total debt securities | $5,878,000 | 6,374 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $4,617,000 | 6,625 |
| U.S. Government securities | $4,002,000 | 6,247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,002,000 | 6,119 |
| Securities issued by states & political subdivisions | $615,000 | 5,173 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,002,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,943,000 | 4,004 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,059,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,724 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $601,000 | 2,331 |
| Available-for-sale securities (fair market value) | $4,016,000 | 6,244 |
| Total debt securities | $4,617,000 | 6,589 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $6,036,000 | 6,353 |
| U.S. Government securities | $4,329,000 | 6,070 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,329,000 | 5,936 |
| Securities issued by states & political subdivisions | $1,707,000 | 4,543 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,329,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $3,178,000 | 3,837 |
| Issued or guaranteed by U.S. | $3,178,000 | 3,827 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,151,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $1,151,000 | 2,650 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,691,000 | 1,965 |
| Available-for-sale securities (fair market value) | $4,345,000 | 6,152 |
| Total debt securities | $6,036,000 | 6,322 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $6,548,000 | 6,274 |
| U.S. Government securities | $4,805,000 | 5,954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,805,000 | 5,827 |
| Securities issued by states & political subdivisions | $1,714,000 | 4,471 |
| Other domestic debt securities | $29,000 | 3,052 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,408 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,834,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $3,489,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,489,000 | 3,732 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,345,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $1,316,000 | 2,557 |
| Privately issued | $29,000 | 1,341 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,714,000 | 2,006 |
| Available-for-sale securities (fair market value) | $4,834,000 | 6,069 |
| Total debt securities | $6,548,000 | 6,234 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $5,516,000 | 6,539 |
| U.S. Government securities | $3,084,000 | 6,532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,084,000 | 6,407 |
| Securities issued by states & political subdivisions | $2,409,000 | 4,131 |
| Other domestic debt securities | $23,000 | 3,058 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,441 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,107,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $2,305,000 | 4,164 |
| Issued or guaranteed by U.S. | $2,305,000 | 4,155 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $802,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $779,000 | 2,721 |
| Privately issued | $23,000 | 1,375 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,409,000 | 1,914 |
| Available-for-sale securities (fair market value) | $3,107,000 | 6,479 |
| Total debt securities | $5,516,000 | 6,498 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $5,360,000 | 6,657 |
| U.S. Government securities | $3,326,000 | 6,583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,326,000 | 6,475 |
| Securities issued by states & political subdivisions | $2,005,000 | 4,296 |
| Other domestic debt securities | $29,000 | 3,105 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,465 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,355,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,553,000 | 4,192 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $802,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,683 |
| Privately issued | $29,000 | 1,402 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,807,000 | 1,851 |
| Available-for-sale securities (fair market value) | $2,553,000 | 6,643 |
| Total debt securities | $5,360,000 | 6,614 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $5,919,000 | 6,552 |
| U.S. Government securities | $2,971,000 | 6,681 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,971,000 | 6,583 |
| Securities issued by states & political subdivisions | $2,918,000 | 3,934 |
| Other domestic debt securities | $30,000 | 3,165 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,501 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,001,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $2,198,000 | 4,417 |
| Issued or guaranteed by U.S. | $2,198,000 | 4,411 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $803,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,680 |
| Privately issued | $30,000 | 1,428 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,527,000 | 1,743 |
| Available-for-sale securities (fair market value) | $2,392,000 | 6,710 |
| Total debt securities | $5,919,000 | 6,515 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $6,618,000 | 6,460 |
| U.S. Government securities | $3,472,000 | 6,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,472,000 | 6,499 |
| Securities issued by states & political subdivisions | $3,116,000 | 3,888 |
| Other domestic debt securities | $30,000 | 3,269 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,555 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,502,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $2,689,000 | 4,344 |
| Issued or guaranteed by U.S. | $2,689,000 | 4,337 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $813,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $783,000 | 2,665 |
| Privately issued | $30,000 | 1,479 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,929,000 | 1,749 |
| Available-for-sale securities (fair market value) | $2,689,000 | 6,704 |
| Total debt securities | $6,618,000 | 6,419 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $6,570,000 | 6,487 |
| U.S. Government securities | $2,914,000 | 6,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,914,000 | 6,681 |
| Securities issued by states & political subdivisions | $2,837,000 | 3,964 |
| Other domestic debt securities | $819,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $819,000 | 1,252 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,733,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $3,733,000 | 4,037 |
| Issued or guaranteed by U.S. | $2,914,000 | 4,314 |
| Privately issued | $819,000 | 113 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,656,000 | 1,793 |
| Available-for-sale securities (fair market value) | $2,914,000 | 6,685 |
| Total debt securities | $6,570,000 | 6,442 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $5,984,000 | 6,664 |
| U.S. Government securities | $3,242,000 | 6,782 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,242,000 | 6,689 |
| Securities issued by states & political subdivisions | $2,702,000 | 3,931 |
| Other domestic debt securities | $40,000 | 3,263 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,582 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,282,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $3,282,000 | 4,280 |
| Issued or guaranteed by U.S. | $3,242,000 | 4,277 |
| Privately issued | $40,000 | 170 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,742,000 | 1,993 |
| Available-for-sale securities (fair market value) | $3,242,000 | 6,664 |
| Total debt securities | $5,984,000 | 6,625 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $5,974,000 | 6,719 |
| U.S. Government securities | $3,221,000 | 6,911 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,221,000 | 6,815 |
| Securities issued by states & political subdivisions | $2,713,000 | 3,891 |
| Other domestic debt securities | $40,000 | 3,187 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,538 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,261,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $3,261,000 | 4,267 |
| Issued or guaranteed by U.S. | $3,221,000 | 4,267 |
| Privately issued | $40,000 | 167 |
| 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) | $2,753,000 | 1,997 |
| Available-for-sale securities (fair market value) | $3,221,000 | 6,726 |
| Total debt securities | $5,974,000 | 6,682 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $6,285,000 | 6,638 |
| U.S. Government securities | $3,402,000 | 6,874 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,402,000 | 6,776 |
| Securities issued by states & political subdivisions | $2,828,000 | 3,828 |
| Other domestic debt securities | $55,000 | 3,130 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 2,393 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,442,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $3,442,000 | 4,141 |
| Issued or guaranteed by U.S. | $3,402,000 | 4,136 |
| Privately issued | $40,000 | 167 |
| 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) | $2,883,000 | 1,993 |
| Available-for-sale securities (fair market value) | $3,402,000 | 6,695 |
| Total debt securities | $6,285,000 | 6,595 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $6,470,000 | 6,645 |
| U.S. Government securities | $3,580,000 | 6,875 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,580,000 | 6,774 |
| Securities issued by states & political subdivisions | $2,834,000 | 3,857 |
| Other domestic debt securities | $56,000 | 3,097 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 2,385 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,621,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $3,621,000 | 4,089 |
| Issued or guaranteed by U.S. | $3,580,000 | 4,083 |
| Privately issued | $41,000 | 181 |
| 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) | $3,636,000 | 1,849 |
| Available-for-sale securities (fair market value) | $2,834,000 | 6,887 |
| Total debt securities | $6,470,000 | 6,586 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $6,890,000 | 6,594 |
| U.S. Government securities | $3,996,000 | 6,784 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,996,000 | 6,680 |
| Securities issued by states & political subdivisions | $2,837,000 | 3,876 |
| Other domestic debt securities | $57,000 | 3,064 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,000 | 2,345 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,037,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,830 |
| Issued or guaranteed by U.S. | $3,996,000 | 3,825 |
| Privately issued | $41,000 | 183 |
| 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) | $2,924,000 | 2,017 |
| Available-for-sale securities (fair market value) | $3,966,000 | 6,660 |
| Total debt securities | $6,890,000 | 6,524 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $7,476,000 | 6,549 |
| U.S. Government securities | $4,333,000 | 6,803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,333,000 | 6,692 |
| Securities issued by states & political subdivisions | $3,102,000 | 3,750 |
| Other domestic debt securities | $41,000 | 2,914 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,367 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,374,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $4,374,000 | 3,410 |
| Issued or guaranteed by U.S. | $4,333,000 | 3,404 |
| Privately issued | $41,000 | 173 |
| 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) | $3,143,000 | 2,027 |
| Available-for-sale securities (fair market value) | $4,333,000 | 6,608 |
| Total debt securities | $7,476,000 | 6,490 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $7,727,000 | 6,547 |
| U.S. Government securities | $4,573,000 | 6,795 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,573,000 | 6,685 |
| Securities issued by states & political subdivisions | $3,107,000 | 3,748 |
| Other domestic debt securities | $47,000 | 2,871 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,326 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,620,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 3,176 |
| Issued or guaranteed by U.S. | $4,573,000 | 3,170 |
| Privately issued | $47,000 | 175 |
| 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) | $3,151,000 | 2,056 |
| Available-for-sale securities (fair market value) | $4,576,000 | 6,583 |
| Total debt securities | $7,727,000 | 6,491 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $8,032,000 | 6,494 |
| U.S. Government securities | $4,867,000 | 6,770 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,867,000 | 6,646 |
| Securities issued by states & political subdivisions | $3,118,000 | 3,739 |
| Other domestic debt securities | $47,000 | 2,825 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,282 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,914,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $4,914,000 | 3,026 |
| Issued or guaranteed by U.S. | $4,867,000 | 3,024 |
| Privately issued | $47,000 | 184 |
| 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) | $3,029,000 | 2,111 |
| Available-for-sale securities (fair market value) | $5,003,000 | 6,513 |
| Total debt securities | $8,032,000 | 6,437 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $7,265,000 | 6,719 |
| U.S. Government securities | $5,227,000 | 6,705 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,227,000 | 6,576 |
| Securities issued by states & political subdivisions | $1,990,000 | 4,280 |
| Other domestic debt securities | $48,000 | 2,852 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,248 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,274,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $5,274,000 | 2,935 |
| Issued or guaranteed by U.S. | $5,226,000 | 2,931 |
| Privately issued | $48,000 | 193 |
| 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) | $1,991,000 | 2,419 |
| Available-for-sale securities (fair market value) | $5,274,000 | 6,474 |
| Total debt securities | $7,265,000 | 6,661 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $6,771,000 | 6,859 |
| U.S. Government securities | $5,540,000 | 6,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,540,000 | 6,520 |
| Securities issued by states & political subdivisions | $1,170,000 | 4,841 |
| Other domestic debt securities | $61,000 | 2,880 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,225 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,601,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 2,864 |
| Issued or guaranteed by U.S. | $5,540,000 | 2,860 |
| Privately issued | $61,000 | 182 |
| 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) | $1,171,000 | 2,771 |
| Available-for-sale securities (fair market value) | $5,600,000 | 6,431 |
| Total debt securities | $6,771,000 | 6,806 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $7,094,000 | 6,861 |
| U.S. Government securities | $5,832,000 | 6,627 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,832,000 | 6,495 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,863 |
| Other domestic debt securities | $82,000 | 2,913 |
| Privately issued residential mortgage-backed securities | $82,000 | 1,197 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,914,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $5,914,000 | 2,791 |
| Issued or guaranteed by U.S. | $5,832,000 | 2,792 |
| Privately issued | $82,000 | 186 |
| 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) | $908,000 | 2,981 |
| Available-for-sale securities (fair market value) | $6,186,000 | 6,338 |
| Total debt securities | $7,094,000 | 6,806 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $7,360,000 | 6,807 |
| U.S. Government securities | $6,084,000 | 6,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,084,000 | 6,417 |
| Securities issued by states & political subdivisions | $1,191,000 | 4,879 |
| Other domestic debt securities | $85,000 | 2,980 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,179 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,169,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $6,169,000 | 2,752 |
| Issued or guaranteed by U.S. | $6,084,000 | 2,757 |
| Privately issued | $85,000 | 177 |
| 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) | $722,000 | 3,113 |
| Available-for-sale securities (fair market value) | $6,638,000 | 6,247 |
| Total debt securities | $7,360,000 | 6,748 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $7,798,000 | 6,775 |
| U.S. Government securities | $6,507,000 | 6,487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,507,000 | 6,349 |
| Securities issued by states & political subdivisions | $1,203,000 | 4,889 |
| Other domestic debt securities | $89,000 | 3,047 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,161 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,596,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $6,596,000 | 2,722 |
| Issued or guaranteed by U.S. | $6,507,000 | 2,714 |
| Privately issued | $89,000 | 173 |
| 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) | $764,000 | 3,138 |
| Available-for-sale securities (fair market value) | $7,034,000 | 6,212 |
| Total debt securities | $7,799,000 | 6,725 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $8,027,000 | 6,751 |
| U.S. Government securities | $6,945,000 | 6,362 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,945,000 | 6,226 |
| Securities issued by states & political subdivisions | $993,000 | 5,093 |
| Other domestic debt securities | $89,000 | 3,146 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,137 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,034,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $7,034,000 | 2,655 |
| Issued or guaranteed by U.S. | $6,945,000 | 2,661 |
| Privately issued | $89,000 | 179 |
| 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) | $937,000 | 3,113 |
| Available-for-sale securities (fair market value) | $7,090,000 | 6,235 |
| Total debt securities | $8,027,000 | 6,697 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $8,699,000 | 6,615 |
| U.S. Government securities | $7,584,000 | 6,187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,584,000 | 6,056 |
| Securities issued by states & political subdivisions | $1,018,000 | 5,074 |
| Other domestic debt securities | $97,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $97,000 | 1,119 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,681,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $7,681,000 | 2,537 |
| Issued or guaranteed by U.S. | $7,584,000 | 2,541 |
| Privately issued | $97,000 | 181 |
| 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) | $1,018,000 | 3,082 |
| Available-for-sale securities (fair market value) | $7,681,000 | 6,115 |
| Total debt securities | $8,699,000 | 6,562 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $9,811,000 | 6,409 |
| U.S. Government securities | $8,659,000 | 5,938 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,659,000 | 5,797 |
| Securities issued by states & political subdivisions | $1,021,000 | 5,058 |
| Other domestic debt securities | $131,000 | 3,161 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,061 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,283,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $8,283,000 | 2,498 |
| Issued or guaranteed by U.S. | $8,152,000 | 2,516 |
| Privately issued | $131,000 | 178 |
| 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) | $944,000 | 3,198 |
| Available-for-sale securities (fair market value) | $8,867,000 | 5,883 |
| Total debt securities | $9,811,000 | 6,345 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $11,586,000 | 6,137 |
| U.S. Government securities | $10,413,000 | 5,583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,413,000 | 5,437 |
| Securities issued by states & political subdivisions | $1,031,000 | 5,075 |
| Other domestic debt securities | $142,000 | 3,204 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,036 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,312,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $8,312,000 | 2,568 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,587 |
| Privately issued | $142,000 | 162 |
| 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) | $1,031,000 | 3,178 |
| Available-for-sale securities (fair market value) | $10,555,000 | 5,596 |
| Total debt securities | $11,586,000 | 6,068 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $12,487,000 | 5,975 |
| U.S. Government securities | $11,281,000 | 5,410 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,281,000 | 5,245 |
| Securities issued by states & political subdivisions | $944,000 | 5,167 |
| Other domestic debt securities | $262,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $167,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,000 | 2,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,188,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $9,188,000 | 2,480 |
| Issued or guaranteed by U.S. | $9,021,000 | 2,503 |
| Privately issued | $167,000 | 154 |
| 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) | $958,000 | 3,273 |
| Available-for-sale securities (fair market value) | $11,529,000 | 5,412 |
| Total debt securities | $12,487,000 | 5,905 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $11,507,000 | 6,199 |
| U.S. Government securities | $10,235,000 | 5,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,235,000 | 5,491 |
| Securities issued by states & political subdivisions | $948,000 | 5,191 |
| Other domestic debt securities | $324,000 | 3,004 |
| Privately issued residential mortgage-backed securities | $211,000 | 939 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,000 | 2,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,927,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $8,927,000 | 2,519 |
| Issued or guaranteed by U.S. | $8,716,000 | 2,537 |
| Privately issued | $211,000 | 154 |
| 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) | $953,000 | 3,338 |
| Available-for-sale securities (fair market value) | $10,554,000 | 5,621 |
| Total debt securities | $11,507,000 | 6,129 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $12,482,000 | 6,064 |
| U.S. Government securities | $11,163,000 | 5,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,163,000 | 5,356 |
| Securities issued by states & political subdivisions | $974,000 | 5,195 |
| Other domestic debt securities | $345,000 | 3,086 |
| Privately issued residential mortgage-backed securities | $235,000 | 917 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,000 | 2,974 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,389,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $9,389,000 | 2,483 |
| Issued or guaranteed by U.S. | $9,154,000 | 2,505 |
| Privately issued | $235,000 | 150 |
| 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) | $975,000 | 3,340 |
| Available-for-sale securities (fair market value) | $11,507,000 | 5,518 |
| Total debt securities | $12,482,000 | 5,990 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $12,493,000 | 6,024 |
| U.S. Government securities | $11,081,000 | 5,498 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,081,000 | 5,347 |
| Securities issued by states & political subdivisions | $1,094,000 | 5,074 |
| Other domestic debt securities | $318,000 | 3,219 |
| Privately issued residential mortgage-backed securities | $318,000 | 926 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,863,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $9,863,000 | 2,432 |
| Issued or guaranteed by U.S. | $9,545,000 | 2,471 |
| Privately issued | $318,000 | 154 |
| 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) | $984,000 | 3,357 |
| Available-for-sale securities (fair market value) | $11,509,000 | 5,527 |
| Total debt securities | $12,493,000 | 5,947 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $13,488,000 | 5,894 |
| U.S. Government securities | $12,047,000 | 5,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,047,000 | 5,140 |
| Securities issued by states & political subdivisions | $1,113,000 | 5,101 |
| Other domestic debt securities | $328,000 | 3,270 |
| Privately issued residential mortgage-backed securities | $328,000 | 802 |
| 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 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,849,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $10,849,000 | 2,306 |
| Issued or guaranteed by U.S. | $10,521,000 | 2,338 |
| Privately issued | $328,000 | 169 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $997,000 | 3,397 |
| Available-for-sale securities (fair market value) | $12,491,000 | 5,363 |
| Total debt securities | $13,488,000 | 5,800 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $12,468,000 | 6,021 |
| U.S. Government securities | $10,887,000 | 5,412 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,887,000 | 5,243 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,581,000 | 2,315 |
| Privately issued residential mortgage-backed securities | $396,000 | 834 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,185,000 | 2,215 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,754,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $9,485,000 | 2,478 |
| Issued or guaranteed by U.S. | $9,089,000 | 2,526 |
| Privately issued | $396,000 | 169 |
| Collaterized mortgage obligations | $269,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,342 |
| Privately issued | NA | NA |
| 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) | $1,022,000 | 3,390 |
| Available-for-sale securities (fair market value) | $11,446,000 | 5,514 |
| Total debt securities | $12,468,000 | 5,934 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $13,008,000 | 5,866 |
| U.S. Government securities | $11,055,000 | 5,300 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,055,000 | 5,137 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,953,000 | 2,220 |
| Privately issued residential mortgage-backed securities | $760,000 | 736 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,193,000 | 2,273 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,767,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $9,360,000 | 2,502 |
| Issued or guaranteed by U.S. | $8,600,000 | 2,594 |
| Privately issued | $760,000 | 138 |
| Collaterized mortgage obligations | $1,407,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $1,407,000 | 2,627 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,409,000 | 1,331 |
| Available-for-sale securities (fair market value) | $1,599,000 | 7,874 |
| Total debt securities | $13,008,000 | 5,774 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $14,583,000 | 5,562 |
| U.S. Government securities | $12,852,000 | 4,917 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,852,000 | 4,739 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,731,000 | 2,322 |
| Privately issued residential mortgage-backed securities | $983,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $748,000 | 2,684 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,800,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $11,306,000 | 2,197 |
| Issued or guaranteed by U.S. | $10,323,000 | 2,327 |
| Privately issued | $983,000 | 131 |
| Collaterized mortgage obligations | $1,494,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $1,494,000 | 2,705 |
| Privately issued | NA | NA |
| 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) | $695,000 | 3,757 |
| Available-for-sale securities (fair market value) | $13,888,000 | 4,970 |
| Total debt securities | $14,583,000 | 5,465 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $12,582,000 | 5,940 |
| U.S. Government securities | $10,940,000 | 5,363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,940,000 | 5,177 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,642,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $988,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $654,000 | 2,754 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,388,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $8,882,000 | 2,502 |
| Issued or guaranteed by U.S. | $7,894,000 | 2,665 |
| Privately issued | $988,000 | 126 |
| Collaterized mortgage obligations | $1,506,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $1,506,000 | 2,731 |
| Privately issued | NA | NA |
| 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) | $654,000 | 3,869 |
| Available-for-sale securities (fair market value) | $11,928,000 | 5,294 |
| Total debt securities | $12,582,000 | 5,845 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $10,000,000 | 6,522 |
| U.S. Government securities | $9,720,000 | 5,588 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,720,000 | 5,351 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $280,000 | 3,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $280,000 | 3,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,741,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $8,741,000 | 2,295 |
| Issued or guaranteed by U.S. | $8,741,000 | 2,280 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $340,000 | 4,470 |
| Available-for-sale securities (fair market value) | $9,660,000 | 5,711 |
| Total debt securities | $10,000,000 | 6,422 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $9,699,000 | 6,892 |
| U.S. Government securities | $9,699,000 | 5,946 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,699,000 | 5,625 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,530,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $4,530,000 | 2,786 |
| Issued or guaranteed by U.S. | $4,530,000 | 2,766 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $9,699,000 | 5,804 |
| Total debt securities | $9,699,000 | 6,752 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $11,336,000 | 6,696 |
| U.S. Government securities | $11,336,000 | 5,702 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,336,000 | 5,189 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,056,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $5,056,000 | 2,772 |
| Issued or guaranteed by U.S. | $5,056,000 | 2,760 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $11,336,000 | 5,521 |
| Total debt securities | $11,336,000 | 6,578 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $10,795,000 | 6,861 |
| U.S. Government securities | $10,795,000 | 5,847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,795,000 | 5,045 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,499,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $6,499,000 | 2,579 |
| Issued or guaranteed by U.S. | $6,499,000 | 2,564 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,600,000 | 4,390 |
| Available-for-sale securities (fair market value) | $8,195,000 | 6,293 |
| Total debt securities | $10,795,000 | 6,730 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $9,666,000 | 7,512 |
| U.S. Government securities | $9,666,000 | 6,589 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,666,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,964,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $3,646,000 | 3,413 |
| Issued or guaranteed by U.S. | $3,646,000 | 3,399 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,318,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 3,022 |
| Privately issued | NA | NA |
| 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) | $4,702,000 | 4,280 |
| Available-for-sale securities (fair market value) | $4,964,000 | 7,491 |
| Total debt securities | $9,666,000 | 7,402 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $15,463,000 | 6,298 |
| U.S. Government securities | $15,342,000 | 5,407 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,342,000 | 4,122 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-121,000 | 1,061 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,828,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $6,522,000 | 2,779 |
| Issued or guaranteed by U.S. | $6,522,000 | 2,758 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,306,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $1,306,000 | 3,408 |
| Privately issued | NA | NA |
| 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) | $6,106,000 | 4,259 |
| Available-for-sale securities (fair market value) | $9,357,000 | 6,178 |
| Total debt securities | $15,342,000 | 6,203 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $15,758,000 | 6,504 |
| U.S. Government securities | $14,193,000 | 5,916 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $14,193,000 | 4,353 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,400,000 | 2,121 |
| 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 | $1,400,000 | 1,648 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-165,000 | 1,157 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,603,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $12,253,000 | 1,894 |
| Issued or guaranteed by U.S. | $12,253,000 | 1,875 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $350,000 | 5,164 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 4,964 |
| Privately issued | NA | NA |
| 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) | $3,163,000 | 5,913 |
| Available-for-sale securities (fair market value) | $12,595,000 | 5,401 |
| Total debt securities | $15,593,000 | 6,417 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $23,274,000 | 5,264 |
| U.S. Government securities | $23,000,000 | 4,419 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $23,000,000 | 2,842 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-274,000 | 1,305 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,799,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $17,799,000 | 1,497 |
| Issued or guaranteed by U.S. | $17,799,000 | 1,478 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,166,000 | 4,737 |
| Available-for-sale securities (fair market value) | $10,108,000 | 4,725 |
| Total debt securities | $23,000,000 | 5,212 |
| 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 | $30,101,000 | 4,472 |
| U.S. Government securities | $29,748,000 | 3,615 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $29,748,000 | 2,311 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-353,000 | 1,435 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,260,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $24,260,000 | 1,295 |
| Issued or guaranteed by U.S. | $24,260,000 | 1,275 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $29,748,000 | 4,398 |
| 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 | $35,476,000 | 3,837 |
| U.S. Government securities | $35,947,000 | 2,991 |
| U.S. Treasury securities | $2,399,000 | 8,256 |
| U.S. Government agency obligations | $33,548,000 | 2,020 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $471,000 | 84 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,793,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $22,805,000 | 1,365 |
| Issued or guaranteed by U.S. | $22,805,000 | 1,331 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,988,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $4,988,000 | 2,410 |
| Privately issued | NA | NA |
| 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 | $35,947,000 | 3,709 |
| 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 |
