| 2010-12-31 | Rank |
| Total securities | $41,144,000 | 2,838 |
| U.S. Government securities | $21,897,000 | 3,286 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,897,000 | 3,183 |
| Securities issued by states & political subdivisions | $15,347,000 | 1,803 |
| Other domestic debt securities | $3,900,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,900,000 | 720 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,676,000 | 4,019 |
| Mortgage-backed securities | $4,990,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $4,990,000 | 3,353 |
| Issued or guaranteed by U.S. | $4,990,000 | 3,347 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $41,144,000 | 2,571 |
| Total debt securities | $41,144,000 | 2,814 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,005,000 | 1,873 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $37,894,000 | 2,979 |
| U.S. Government securities | $17,115,000 | 3,761 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,115,000 | 3,659 |
| Securities issued by states & political subdivisions | $16,579,000 | 1,639 |
| Other domestic debt securities | $4,200,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $4,200,000 | 680 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,757,000 | 4,036 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $37,894,000 | 2,695 |
| Total debt securities | $37,894,000 | 2,955 |
| Structured notes |
| Amortized cost | $2,998,000 | 1,606 |
| Fair value | $3,025,000 | 1,565 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $36,373,000 | 3,060 |
| U.S. Government securities | $15,723,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,723,000 | 3,893 |
| Securities issued by states & political subdivisions | $16,350,000 | 1,573 |
| Other domestic debt securities | $4,300,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,300,000 | 631 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,446,000 | 3,535 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $36,373,000 | 2,751 |
| Total debt securities | $36,373,000 | 3,029 |
| Structured notes |
| Amortized cost | $3,998,000 | 1,421 |
| Fair value | $4,012,000 | 1,417 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $34,273,000 | 3,210 |
| U.S. Government securities | $12,606,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,606,000 | 4,400 |
| Securities issued by states & political subdivisions | $17,367,000 | 1,464 |
| Other domestic debt securities | $4,300,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,300,000 | 654 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,732,000 | 4,469 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $34,273,000 | 2,892 |
| Total debt securities | $34,273,000 | 3,182 |
| Structured notes |
| Amortized cost | $2,100,000 | 1,714 |
| Fair value | $2,106,000 | 1,710 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $38,112,000 | 2,962 |
| U.S. Government securities | $15,587,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,587,000 | 3,953 |
| Securities issued by states & political subdivisions | $18,125,000 | 1,395 |
| Other domestic debt securities | $4,400,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,400,000 | 661 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,777,000 | 3,949 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $38,112,000 | 2,637 |
| Total debt securities | $38,112,000 | 2,937 |
| Structured notes |
| Amortized cost | $4,100,000 | 919 |
| Fair value | $4,110,000 | 916 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $38,569,000 | 2,938 |
| U.S. Government securities | $15,596,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,596,000 | 3,970 |
| Securities issued by states & political subdivisions | $18,573,000 | 1,357 |
| Other domestic debt securities | $4,400,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,400,000 | 702 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,839,000 | 3,749 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $38,569,000 | 2,610 |
| Total debt securities | $38,569,000 | 2,908 |
| Structured notes |
| Amortized cost | $4,100,000 | 660 |
| Fair value | $4,116,000 | 658 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $36,581,000 | 2,990 |
| U.S. Government securities | $14,876,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,876,000 | 4,038 |
| Securities issued by states & political subdivisions | $17,305,000 | 1,391 |
| Other domestic debt securities | $4,400,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $4,400,000 | 116 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $520,000 | 6,176 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,581,000 | 2,673 |
| Total debt securities | $36,581,000 | 2,958 |
| Structured notes |
| Amortized cost | $3,100,000 | 532 |
| Fair value | $3,111,000 | 528 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $36,671,000 | 3,004 |
| U.S. Government securities | $14,704,000 | 4,233 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,704,000 | 4,151 |
| Securities issued by states & political subdivisions | $17,567,000 | 1,315 |
| Other domestic debt securities | $4,400,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,400,000 | 722 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $502,000 | 6,248 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $36,671,000 | 2,685 |
| Total debt securities | $36,671,000 | 2,967 |
| Structured notes |
| Amortized cost | $2,000,000 | 582 |
| Fair value | $2,003,000 | 602 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $36,506,000 | 3,002 |
| U.S. Government securities | $16,248,000 | 4,061 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,248,000 | 3,988 |
| Securities issued by states & political subdivisions | $15,858,000 | 1,430 |
| Other domestic debt securities | $4,400,000 | 1,291 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,400,000 | 712 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $506,000 | 6,285 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $36,506,000 | 2,660 |
| Total debt securities | $36,506,000 | 2,963 |
| Structured notes |
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,002,000 | 1,026 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $30,533,000 | 3,350 |
| U.S. Government securities | $11,168,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,168,000 | 4,774 |
| Securities issued by states & political subdivisions | $14,965,000 | 1,479 |
| Other domestic debt securities | $4,400,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,400,000 | 687 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $502,000 | 6,317 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $30,533,000 | 2,972 |
| Total debt securities | $30,533,000 | 3,316 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $24,545,000 | 3,927 |
| U.S. Government securities | $8,646,000 | 5,416 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,646,000 | 5,338 |
| Securities issued by states & political subdivisions | $11,499,000 | 1,861 |
| Other domestic debt securities | $4,400,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,400,000 | 757 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $505,000 | 6,342 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $24,545,000 | 3,503 |
| Total debt securities | $24,545,000 | 3,875 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $21,691,000 | 4,212 |
| U.S. Government securities | $7,285,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,285,000 | 5,717 |
| Securities issued by states & political subdivisions | $10,006,000 | 2,062 |
| Other domestic debt securities | $4,400,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,400,000 | 760 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $509,000 | 6,335 |
| Mortgage-backed securities | $186,000 | 6,144 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,829 |
| Issued or guaranteed by U.S. | $186,000 | 5,799 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,691,000 | 3,777 |
| Total debt securities | $21,691,000 | 4,161 |
| Structured notes |
| Amortized cost | $500,000 | 1,489 |
| Fair value | $501,000 | 1,548 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $25,640,000 | 3,817 |
| U.S. Government securities | $10,815,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,815,000 | 4,978 |
| Securities issued by states & political subdivisions | $9,925,000 | 2,074 |
| Other domestic debt securities | $4,900,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,900,000 | 675 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 6,413 |
| Mortgage-backed securities | $236,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,632 |
| Issued or guaranteed by U.S. | $236,000 | 5,610 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $25,640,000 | 3,386 |
| Total debt securities | $25,640,000 | 3,761 |
| Structured notes |
| Amortized cost | $500,000 | 1,948 |
| Fair value | $501,000 | 1,966 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $28,067,000 | 3,593 |
| U.S. Government securities | $11,795,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,795,000 | 4,900 |
| Securities issued by states & political subdivisions | $9,872,000 | 2,051 |
| Other domestic debt securities | $6,400,000 | 951 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,400,000 | 557 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $496,000 | 6,473 |
| Mortgage-backed securities | $256,000 | 5,904 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,539 |
| Issued or guaranteed by U.S. | $256,000 | 5,517 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $28,067,000 | 3,174 |
| Total debt securities | $28,067,000 | 3,553 |
| Structured notes |
| Amortized cost | $500,000 | 2,161 |
| Fair value | $498,000 | 2,278 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $27,833,000 | 3,609 |
| U.S. Government securities | $12,675,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,675,000 | 4,740 |
| Securities issued by states & political subdivisions | $8,258,000 | 2,318 |
| Other domestic debt securities | $6,900,000 | 880 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,900,000 | 513 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $490,000 | 6,544 |
| Mortgage-backed securities | $278,000 | 5,892 |
| Certificates of participation in pools of residential mortgages | $278,000 | 5,523 |
| Issued or guaranteed by U.S. | $278,000 | 5,503 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,833,000 | 3,167 |
| Total debt securities | $27,833,000 | 3,569 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $989,000 | 1,897 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $26,715,000 | 3,727 |
| U.S. Government securities | $10,786,000 | 5,247 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,786,000 | 5,127 |
| Securities issued by states & political subdivisions | $9,029,000 | 2,193 |
| Other domestic debt securities | $6,900,000 | 889 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,900,000 | 530 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $492,000 | 6,574 |
| Mortgage-backed securities | $305,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,493 |
| Issued or guaranteed by U.S. | $305,000 | 5,468 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $26,715,000 | 3,267 |
| Total debt securities | $26,715,000 | 3,680 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $992,000 | 1,962 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $26,002,000 | 3,832 |
| U.S. Government securities | $9,796,000 | 5,520 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,796,000 | 5,398 |
| Securities issued by states & political subdivisions | $8,406,000 | 2,291 |
| Other domestic debt securities | $7,800,000 | 816 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,800,000 | 492 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $490,000 | 6,601 |
| Mortgage-backed securities | $320,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,483 |
| Issued or guaranteed by U.S. | $320,000 | 5,462 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $26,002,000 | 3,349 |
| Total debt securities | $26,002,000 | 3,781 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $988,000 | 2,074 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $23,536,000 | 4,136 |
| U.S. Government securities | $6,991,000 | 6,272 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,991,000 | 6,148 |
| Securities issued by states & political subdivisions | $8,404,000 | 2,282 |
| Other domestic debt securities | $8,141,000 | 791 |
| Privately issued residential mortgage-backed securities | $341,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,800,000 | 488 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $489,000 | 6,659 |
| Mortgage-backed securities | $341,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,478 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $341,000 | 151 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $23,536,000 | 3,596 |
| Total debt securities | $23,536,000 | 4,073 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,484,000 | 1,810 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $20,034,000 | 4,583 |
| U.S. Government securities | $4,411,000 | 7,077 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,411,000 | 6,939 |
| Securities issued by states & political subdivisions | $7,462,000 | 2,463 |
| Other domestic debt securities | $8,161,000 | 803 |
| Privately issued residential mortgage-backed securities | $361,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,800,000 | 504 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $480,000 | 6,704 |
| Mortgage-backed securities | $361,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,480 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $361,000 | 145 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $20,034,000 | 3,982 |
| Total debt securities | $20,034,000 | 4,522 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,465,000 | 1,882 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $18,173,000 | 4,868 |
| U.S. Government securities | $2,834,000 | 7,636 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,834,000 | 7,501 |
| Securities issued by states & political subdivisions | $7,339,000 | 2,470 |
| Other domestic debt securities | $8,000,000 | 836 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000,000 | 511 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $485,000 | 6,736 |
| Mortgage-backed securities | $391,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $391,000 | 5,466 |
| Issued or guaranteed by U.S. | $391,000 | 5,443 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,675 |
| Available-for-sale securities (fair market value) | $17,973,000 | 4,270 |
| Total debt securities | $18,173,000 | 4,815 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,470,000 | 1,884 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $18,327,000 | 4,859 |
| U.S. Government securities | $3,870,000 | 7,297 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,870,000 | 7,149 |
| Securities issued by states & political subdivisions | $7,457,000 | 2,440 |
| Other domestic debt securities | $7,000,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 587 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $490,000 | 6,763 |
| Mortgage-backed securities | $417,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,475 |
| Issued or guaranteed by U.S. | $417,000 | 5,449 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,746 |
| Available-for-sale securities (fair market value) | $18,127,000 | 4,230 |
| Total debt securities | $18,327,000 | 4,811 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,477,000 | 1,870 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $17,536,000 | 4,977 |
| U.S. Government securities | $3,422,000 | 7,494 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,422,000 | 7,349 |
| Securities issued by states & political subdivisions | $7,114,000 | 2,490 |
| Other domestic debt securities | $7,000,000 | 914 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 595 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $493,000 | 6,787 |
| Mortgage-backed securities | $455,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,468 |
| Issued or guaranteed by U.S. | $455,000 | 5,446 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,814 |
| Available-for-sale securities (fair market value) | $17,336,000 | 4,342 |
| Total debt securities | $17,536,000 | 4,926 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,480,000 | 1,848 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $17,674,000 | 4,995 |
| U.S. Government securities | $3,495,000 | 7,494 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,495,000 | 7,344 |
| Securities issued by states & political subdivisions | $7,179,000 | 2,449 |
| Other domestic debt securities | $7,000,000 | 923 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 601 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 6,757 |
| Mortgage-backed securities | $512,000 | 5,895 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,460 |
| Issued or guaranteed by U.S. | $512,000 | 5,433 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,858 |
| Available-for-sale securities (fair market value) | $17,474,000 | 4,383 |
| Total debt securities | $17,674,000 | 4,943 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,493,000 | 1,805 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $16,889,000 | 5,173 |
| U.S. Government securities | $3,506,000 | 7,568 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,506,000 | 7,401 |
| Securities issued by states & political subdivisions | $6,383,000 | 2,643 |
| Other domestic debt securities | $7,000,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 655 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $491,000 | 6,839 |
| Mortgage-backed securities | $558,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $558,000 | 5,478 |
| Issued or guaranteed by U.S. | $558,000 | 5,459 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,918 |
| Available-for-sale securities (fair market value) | $16,689,000 | 4,538 |
| Total debt securities | $16,889,000 | 5,114 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,471,000 | 1,819 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $16,882,000 | 5,190 |
| U.S. Government securities | $3,583,000 | 7,546 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,583,000 | 7,384 |
| Securities issued by states & political subdivisions | $6,299,000 | 2,691 |
| Other domestic debt securities | $7,000,000 | 972 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 683 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $502,000 | 6,811 |
| Mortgage-backed securities | $606,000 | 5,929 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,470 |
| Issued or guaranteed by U.S. | $606,000 | 5,451 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,976 |
| Available-for-sale securities (fair market value) | $16,682,000 | 4,563 |
| Total debt securities | $16,882,000 | 5,122 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,487,000 | 1,790 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $16,703,000 | 5,224 |
| U.S. Government securities | $3,163,000 | 7,706 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,163,000 | 7,556 |
| Securities issued by states & political subdivisions | $6,540,000 | 2,643 |
| Other domestic debt securities | $7,000,000 | 971 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 691 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $506,000 | 6,838 |
| Mortgage-backed securities | $662,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $662,000 | 5,445 |
| Issued or guaranteed by U.S. | $662,000 | 5,429 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 4,030 |
| Available-for-sale securities (fair market value) | $16,503,000 | 4,574 |
| Total debt securities | $16,703,000 | 5,150 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,002,000 | 2,011 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $18,619,000 | 4,987 |
| U.S. Government securities | $5,192,000 | 7,142 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,192,000 | 6,980 |
| Securities issued by states & political subdivisions | $6,427,000 | 2,654 |
| Other domestic debt securities | $7,000,000 | 994 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 720 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $503,000 | 6,872 |
| Mortgage-backed securities | $716,000 | 5,947 |
| Certificates of participation in pools of residential mortgages | $716,000 | 5,459 |
| Issued or guaranteed by U.S. | $716,000 | 5,442 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 4,077 |
| Available-for-sale securities (fair market value) | $18,419,000 | 4,392 |
| Total debt securities | $18,619,000 | 4,922 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $988,000 | 2,061 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $18,463,000 | 4,993 |
| U.S. Government securities | $5,391,000 | 7,054 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,391,000 | 6,884 |
| Securities issued by states & political subdivisions | $6,072,000 | 2,745 |
| Other domestic debt securities | $7,000,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 778 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $509,000 | 6,865 |
| Mortgage-backed securities | $830,000 | 5,908 |
| Certificates of participation in pools of residential mortgages | $830,000 | 5,397 |
| Issued or guaranteed by U.S. | $830,000 | 5,379 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 4,133 |
| Available-for-sale securities (fair market value) | $18,263,000 | 4,391 |
| Total debt securities | $18,463,000 | 4,918 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,013,000 | 1,774 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $17,711,000 | 5,144 |
| U.S. Government securities | $4,944,000 | 7,255 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,944,000 | 7,075 |
| Securities issued by states & political subdivisions | $5,767,000 | 2,858 |
| Other domestic debt securities | $7,000,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 832 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $515,000 | 6,849 |
| Mortgage-backed securities | $884,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $884,000 | 5,377 |
| Issued or guaranteed by U.S. | $884,000 | 5,355 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $17,711,000 | 4,495 |
| Total debt securities | $17,711,000 | 5,061 |
| Structured notes |
| Amortized cost | $500,000 | 2,031 |
| Fair value | $500,000 | 2,122 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $18,441,000 | 4,951 |
| U.S. Government securities | $8,038,000 | 6,158 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,038,000 | 5,971 |
| Securities issued by states & political subdivisions | $5,303,000 | 3,000 |
| Other domestic debt securities | $5,100,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,100,000 | 1,090 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 6,936 |
| Mortgage-backed securities | $940,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,351 |
| Issued or guaranteed by U.S. | $940,000 | 5,326 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $18,441,000 | 4,332 |
| Total debt securities | $18,441,000 | 4,866 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $15,622,000 | 5,368 |
| U.S. Government securities | $6,143,000 | 6,675 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,143,000 | 6,498 |
| Securities issued by states & political subdivisions | $4,379,000 | 3,253 |
| Other domestic debt securities | $5,100,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,100,000 | 1,117 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 6,949 |
| Mortgage-backed securities | $1,034,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $1,034,000 | 5,325 |
| Issued or guaranteed by U.S. | $1,034,000 | 5,303 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,622,000 | 4,691 |
| Total debt securities | $15,622,000 | 5,265 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $18,242,000 | 4,933 |
| U.S. Government securities | $9,152,000 | 5,801 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,152,000 | 5,624 |
| Securities issued by states & political subdivisions | $4,490,000 | 3,141 |
| Other domestic debt securities | $4,600,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,600,000 | 1,204 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 6,996 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $18,242,000 | 4,281 |
| Total debt securities | $18,242,000 | 4,835 |
| Structured notes |
| Amortized cost | $495,000 | 1,513 |
| Fair value | $493,000 | 1,513 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $21,338,000 | 4,451 |
| U.S. Government securities | $12,743,000 | 4,920 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,743,000 | 4,741 |
| Securities issued by states & political subdivisions | $4,495,000 | 3,113 |
| Other domestic debt securities | $4,100,000 | 1,557 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,100,000 | 1,310 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,030 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $21,338,000 | 3,828 |
| Total debt securities | $21,338,000 | 4,364 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $24,836,000 | 3,877 |
| U.S. Government securities | $21,149,000 | 3,364 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $21,149,000 | 3,195 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,382 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,209 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $24,836,000 | 3,276 |
| Total debt securities | $24,836,000 | 3,790 |
| Structured notes |
| Amortized cost | $3,000,000 | 118 |
| Fair value | $2,910,000 | 144 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $31,864,000 | 3,281 |
| U.S. Government securities | $27,471,000 | 2,841 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $27,471,000 | 2,645 |
| Securities issued by states & political subdivisions | $4,273,000 | 3,091 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $120,000 | 6,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $31,864,000 | 2,637 |
| Total debt securities | $31,744,000 | 3,198 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $26,398,000 | 3,976 |
| U.S. Government securities | $22,470,000 | 3,527 |
| U.S. Treasury securities | $1,003,000 | 3,549 |
| U.S. Government agency obligations | $21,467,000 | 3,269 |
| Securities issued by states & political subdivisions | $3,808,000 | 3,452 |
| 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 | $120,000 | 6,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,649 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $26,398,000 | 3,133 |
| Total debt securities | $26,278,000 | 3,882 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $21,213,000 | 4,654 |
| U.S. Government securities | $18,634,000 | 4,113 |
| U.S. Treasury securities | $2,531,000 | 3,439 |
| U.S. Government agency obligations | $16,103,000 | 3,899 |
| Securities issued by states & political subdivisions | $2,474,000 | 4,358 |
| 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 | $105,000 | 6,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 7,158 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $160,000 | 6,307 |
| Available-for-sale securities (fair market value) | $21,053,000 | 3,651 |
| Total debt securities | $21,108,000 | 4,546 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $29,683,000 | 3,667 |
| U.S. Government securities | $29,003,000 | 3,022 |
| U.S. Treasury securities | $2,529,000 | 4,618 |
| U.S. Government agency obligations | $26,474,000 | 2,549 |
| Securities issued by states & political subdivisions | $575,000 | 6,583 |
| 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 | $105,000 | 6,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $160,000 | 7,128 |
| Available-for-sale securities (fair market value) | $29,523,000 | 2,655 |
| Total debt securities | $29,578,000 | 3,581 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $34,220,000 | 3,529 |
| U.S. Government securities | $32,947,000 | 2,931 |
| U.S. Treasury securities | $4,528,000 | 4,031 |
| U.S. Government agency obligations | $28,419,000 | 2,495 |
| Securities issued by states & political subdivisions | $670,000 | 6,701 |
| Other domestic debt securities | $498,000 | 2,709 |
| 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 | $498,000 | 2,078 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 6,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,600,000 | 7,106 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $670,000 | 7,281 |
| Available-for-sale securities (fair market value) | $33,550,000 | 2,478 |
| Total debt securities | $34,115,000 | 3,432 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $35,203,000 | 3,597 |
| U.S. Government securities | $30,228,000 | 3,308 |
| U.S. Treasury securities | $3,001,000 | 6,067 |
| U.S. Government agency obligations | $27,227,000 | 2,560 |
| Securities issued by states & political subdivisions | $2,488,000 | 4,397 |
| Other domestic debt securities | $2,487,000 | 1,612 |
| 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 | $2,487,000 | 1,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,100,000 | 5,857 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,488,000 | 6,316 |
| Available-for-sale securities (fair market value) | $32,715,000 | 2,610 |
| Total debt securities | $35,203,000 | 3,499 |
| Structured notes |
| Amortized cost | $1,995,000 | 1,792 |
| Fair value | $1,992,000 | 1,666 |
| 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 | $37,397,000 | 3,516 |
| U.S. Government securities | $29,899,000 | 3,478 |
| U.S. Treasury securities | $5,808,000 | 5,083 |
| U.S. Government agency obligations | $24,091,000 | 2,736 |
| Securities issued by states & political subdivisions | $3,997,000 | 3,468 |
| Other domestic debt securities | $3,501,000 | 1,458 |
| 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 | $3,501,000 | 1,130 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,100,000 | 5,284 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,594,000 | 2,462 |
| Available-for-sale securities (fair market value) | $7,803,000 | 5,531 |
| Total debt securities | $37,397,000 | 3,431 |
| 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 | $35,633,000 | 3,850 |
| U.S. Government securities | $25,103,000 | 4,229 |
| U.S. Treasury securities | $6,008,000 | 5,107 |
| U.S. Government agency obligations | $19,095,000 | 3,435 |
| Securities issued by states & political subdivisions | $6,219,000 | 2,481 |
| Other domestic debt securities | $4,311,000 | 1,529 |
| 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 | $4,311,000 | 1,151 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,500,000 | 6,446 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $35,633,000 | 3,769 |
| 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 | $29,352,000 | 4,554 |
| U.S. Government securities | $20,533,000 | 4,969 |
| U.S. Treasury securities | $4,018,000 | 6,574 |
| U.S. Government agency obligations | $16,515,000 | 3,818 |
| Securities issued by states & political subdivisions | $5,389,000 | 2,587 |
| Other domestic debt securities | $3,430,000 | 2,156 |
| 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 | $3,430,000 | 1,516 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,500,000 | 6,501 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $29,352,000 | 4,442 |
| 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 |
