| 2010-12-31 | Rank |
| Total securities | $31,654,000 | 3,390 |
| U.S. Government securities | $13,196,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,196,000 | 4,235 |
| Securities issued by states & political subdivisions | $18,458,000 | 1,526 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,630,000 | 4,980 |
| Mortgage-backed securities | $2,989,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $2,989,000 | 3,894 |
| Issued or guaranteed by U.S. | $2,989,000 | 3,885 |
| 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) | $31,654,000 | 3,108 |
| Total debt securities | $31,653,000 | 3,363 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $999,000 | 2,422 |
| 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 | $28,516,000 | 3,588 |
| U.S. Government securities | $10,349,000 | 4,770 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,349,000 | 4,646 |
| Securities issued by states & political subdivisions | $18,167,000 | 1,509 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,972,000 | 4,927 |
| 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) | $28,516,000 | 3,286 |
| Total debt securities | $28,516,000 | 3,558 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,007,000 | 2,442 |
| 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 | $29,704,000 | 3,498 |
| U.S. Government securities | $11,426,000 | 4,666 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,426,000 | 4,563 |
| Securities issued by states & political subdivisions | $18,277,000 | 1,422 |
| Other domestic debt securities | $1,000 | 3,130 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,496 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,882,000 | 5,007 |
| Mortgage-backed securities | $1,000 | 6,207 |
| 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 | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,000 | 1,425 |
| 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) | $29,704,000 | 3,185 |
| Total debt securities | $29,704,000 | 3,468 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,001,000 | 2,607 |
| 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 | $28,105,000 | 3,638 |
| U.S. Government securities | $11,275,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,275,000 | 4,622 |
| Securities issued by states & political subdivisions | $16,829,000 | 1,512 |
| Other domestic debt securities | $1,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,529 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,145,000 | 4,971 |
| Mortgage-backed securities | $1,000 | 6,302 |
| 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 | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,000 | 1,460 |
| 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) | $28,105,000 | 3,304 |
| Total debt securities | $28,104,000 | 3,610 |
| Structured notes |
| Amortized cost | $2,900,000 | 1,505 |
| Fair value | $2,902,000 | 1,505 |
| 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 | $22,718,000 | 4,117 |
| U.S. Government securities | $8,050,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,050,000 | 5,270 |
| Securities issued by states & political subdivisions | $14,667,000 | 1,697 |
| Other domestic debt securities | $1,000 | 3,241 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,565 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,277,000 | 4,958 |
| Mortgage-backed securities | $1,000 | 6,357 |
| 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 | $1,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,000 | 1,486 |
| 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) | $22,718,000 | 3,734 |
| Total debt securities | $22,710,000 | 4,089 |
| Structured notes |
| Amortized cost | $4,900,000 | 835 |
| Fair value | $4,916,000 | 822 |
| 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 | $23,697,000 | 4,042 |
| U.S. Government securities | $8,485,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,485,000 | 5,200 |
| Securities issued by states & political subdivisions | $15,211,000 | 1,620 |
| Other domestic debt securities | $1,000 | 3,336 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $1,000 | 6,443 |
| 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 | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,000 | 1,537 |
| 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) | $23,697,000 | 3,653 |
| Total debt securities | $23,698,000 | 4,007 |
| Structured notes |
| Amortized cost | $4,900,000 | 600 |
| Fair value | $4,925,000 | 595 |
| 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 | $28,961,000 | 3,532 |
| U.S. Government securities | $14,482,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,482,000 | 4,090 |
| Securities issued by states & political subdivisions | $14,478,000 | 1,661 |
| Other domestic debt securities | $1,000 | 3,406 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,637 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $1,000 | 6,496 |
| 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 | $1,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,000 | 1,553 |
| 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) | $28,961,000 | 3,167 |
| Total debt securities | $28,961,000 | 3,493 |
| Structured notes |
| Amortized cost | $4,900,000 | 365 |
| Fair value | $4,919,000 | 359 |
| 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 | $25,792,000 | 3,818 |
| U.S. Government securities | $12,715,000 | 4,581 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,715,000 | 4,500 |
| Securities issued by states & political subdivisions | $13,076,000 | 1,733 |
| Other domestic debt securities | $1,000 | 3,328 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $1,000 | 6,548 |
| 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 | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,000 | 1,572 |
| 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) | $25,792,000 | 3,437 |
| Total debt securities | $25,792,000 | 3,783 |
| 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 | $24,947,000 | 3,897 |
| U.S. Government securities | $13,200,000 | 4,540 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,200,000 | 4,455 |
| Securities issued by states & political subdivisions | $11,746,000 | 1,843 |
| Other domestic debt securities | $1,000 | 3,252 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $1,000 | 6,587 |
| 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 | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,000 | 1,530 |
| 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) | $24,947,000 | 3,490 |
| Total debt securities | $24,947,000 | 3,860 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $27,202,000 | 3,617 |
| U.S. Government securities | $15,158,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,158,000 | 4,097 |
| Securities issued by states & political subdivisions | $12,043,000 | 1,777 |
| Other domestic debt securities | $1,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $1,000 | 6,611 |
| 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 | $1,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,000 | 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 | 3,569 |
| Available-for-sale securities (fair market value) | $27,202,000 | 3,205 |
| Total debt securities | $27,202,000 | 3,586 |
| 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 | $27,140,000 | 3,689 |
| U.S. Government securities | $15,258,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,258,000 | 4,105 |
| Securities issued by states & political subdivisions | $11,881,000 | 1,815 |
| Other domestic debt securities | $1,000 | 3,180 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $1,000 | 6,639 |
| 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 | $1,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,000 | 1,479 |
| 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) | $27,140,000 | 3,268 |
| Total debt securities | $27,140,000 | 3,651 |
| 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 | $26,423,000 | 3,743 |
| U.S. Government securities | $13,429,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,429,000 | 4,409 |
| Securities issued by states & political subdivisions | $12,993,000 | 1,690 |
| Other domestic debt securities | $1,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $1,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,000 | 1,465 |
| 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) | $26,423,000 | 3,346 |
| Total debt securities | $26,424,000 | 3,688 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $18,837,000 | 4,606 |
| U.S. Government securities | $6,762,000 | 6,070 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,762,000 | 5,954 |
| Securities issued by states & political subdivisions | $12,074,000 | 1,773 |
| Other domestic debt securities | $1,000 | 2,996 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $1,000 | 6,598 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,000 | 1,376 |
| 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) | $18,837,000 | 4,086 |
| Total debt securities | $18,837,000 | 4,552 |
| Structured notes |
| Amortized cost | $2,999,000 | 796 |
| Fair value | $2,996,000 | 800 |
| 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 | $18,589,000 | 4,664 |
| U.S. Government securities | $6,503,000 | 6,240 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,503,000 | 6,130 |
| Securities issued by states & political subdivisions | $12,085,000 | 1,741 |
| Other domestic debt securities | $1,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $1,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,000 | 1,348 |
| 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) | $18,589,000 | 4,128 |
| Total debt securities | $18,589,000 | 4,613 |
| Structured notes |
| Amortized cost | $2,999,000 | 960 |
| Fair value | $2,996,000 | 938 |
| 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 | $17,596,000 | 4,811 |
| U.S. Government securities | $6,464,000 | 6,292 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,464,000 | 6,173 |
| Securities issued by states & political subdivisions | $11,131,000 | 1,823 |
| Other domestic debt securities | $1,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $1,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,000 | 1,306 |
| 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) | $17,596,000 | 4,250 |
| Total debt securities | $17,596,000 | 4,768 |
| Structured notes |
| Amortized cost | $3,998,000 | 795 |
| Fair value | $3,977,000 | 771 |
| 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 | $18,084,000 | 4,769 |
| U.S. Government securities | $6,461,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,461,000 | 6,201 |
| Securities issued by states & political subdivisions | $11,622,000 | 1,770 |
| Other domestic debt securities | $1,000 | 2,956 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $1,000 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,263 |
| 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) | $18,084,000 | 4,208 |
| Total debt securities | $18,084,000 | 4,719 |
| Structured notes |
| Amortized cost | $3,998,000 | 844 |
| Fair value | $3,971,000 | 837 |
| 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 | $17,796,000 | 4,864 |
| U.S. Government securities | $6,447,000 | 6,393 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,447,000 | 6,255 |
| Securities issued by states & political subdivisions | $11,348,000 | 1,798 |
| Other domestic debt securities | $1,000 | 3,007 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,000 | 6,676 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,000 | 1,263 |
| 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) | $17,796,000 | 4,286 |
| Total debt securities | $17,797,000 | 4,819 |
| Structured notes |
| Amortized cost | $3,998,000 | 905 |
| Fair value | $3,960,000 | 897 |
| 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 | $17,814,000 | 4,896 |
| U.S. Government securities | $6,432,000 | 6,456 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,432,000 | 6,318 |
| Securities issued by states & political subdivisions | $11,381,000 | 1,770 |
| Other domestic debt securities | $1,000 | 3,060 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $1,000 | 6,729 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,000 | 1,240 |
| 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) | $17,814,000 | 4,293 |
| Total debt securities | $17,814,000 | 4,849 |
| Structured notes |
| Amortized cost | $3,998,000 | 974 |
| Fair value | $3,947,000 | 969 |
| 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 | $17,371,000 | 4,948 |
| U.S. Government securities | $6,339,000 | 6,482 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,339,000 | 6,346 |
| Securities issued by states & political subdivisions | $11,031,000 | 1,781 |
| Other domestic debt securities | $1,000 | 3,145 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,000 | 6,799 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,000 | 1,259 |
| 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) | $17,371,000 | 4,308 |
| Total debt securities | $17,370,000 | 4,899 |
| Structured notes |
| Amortized cost | $4,998,000 | 866 |
| Fair value | $4,862,000 | 863 |
| 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 | $17,466,000 | 4,992 |
| U.S. Government securities | $6,389,000 | 6,526 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,389,000 | 6,388 |
| Securities issued by states & political subdivisions | $11,075,000 | 1,781 |
| Other domestic debt securities | $2,000 | 3,199 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,000 | 6,807 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,000 | 1,230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $17,466,000 | 4,344 |
| Total debt securities | $17,466,000 | 4,934 |
| Structured notes |
| Amortized cost | $4,998,000 | 877 |
| Fair value | $4,899,000 | 874 |
| 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 | $17,228,000 | 5,021 |
| U.S. Government securities | $5,926,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,926,000 | 6,523 |
| Securities issued by states & political subdivisions | $11,300,000 | 1,751 |
| Other domestic debt securities | $2,000 | 3,295 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $2,000 | 6,888 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $17,228,000 | 4,357 |
| Total debt securities | $17,229,000 | 4,970 |
| Structured notes |
| Amortized cost | $5,498,000 | 795 |
| Fair value | $5,425,000 | 797 |
| 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 | $17,260,000 | 5,013 |
| U.S. Government securities | $6,950,000 | 6,370 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,950,000 | 6,244 |
| Securities issued by states & political subdivisions | $10,308,000 | 1,871 |
| Other domestic debt securities | $2,000 | 3,365 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $2,000 | 6,927 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,000 | 1,199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $17,260,000 | 4,349 |
| Total debt securities | $17,260,000 | 4,964 |
| Structured notes |
| Amortized cost | $6,497,000 | 660 |
| Fair value | $6,450,000 | 653 |
| 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 | $18,049,000 | 4,921 |
| U.S. Government securities | $6,988,000 | 6,418 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,988,000 | 6,287 |
| Securities issued by states & political subdivisions | $11,059,000 | 1,764 |
| Other domestic debt securities | $2,000 | 3,416 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,000 | 6,964 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $18,049,000 | 4,282 |
| Total debt securities | $18,049,000 | 4,869 |
| Structured notes |
| Amortized cost | $6,497,000 | 662 |
| Fair value | $6,486,000 | 654 |
| 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 | $20,437,000 | 4,657 |
| U.S. Government securities | $8,960,000 | 5,944 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,960,000 | 5,797 |
| Securities issued by states & political subdivisions | $11,475,000 | 1,698 |
| Other domestic debt securities | $2,000 | 3,470 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $2,000 | 7,050 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $20,437,000 | 4,038 |
| Total debt securities | $20,437,000 | 4,595 |
| Structured notes |
| Amortized cost | $6,497,000 | 665 |
| Fair value | $6,439,000 | 659 |
| 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 | $23,502,000 | 4,298 |
| U.S. Government securities | $11,049,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,049,000 | 5,305 |
| Securities issued by states & political subdivisions | $12,451,000 | 1,591 |
| Other domestic debt securities | $2,000 | 3,525 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $2,000 | 7,108 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,000 | 1,167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $23,502,000 | 3,732 |
| Total debt securities | $23,501,000 | 4,232 |
| Structured notes |
| Amortized cost | $7,496,000 | 553 |
| Fair value | $7,500,000 | 547 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $25,329,000 | 4,062 |
| U.S. Government securities | $12,737,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,737,000 | 4,933 |
| Securities issued by states & political subdivisions | $12,589,000 | 1,579 |
| Other domestic debt securities | $3,000 | 3,581 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $533,000 | 6,044 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,578 |
| Issued or guaranteed by U.S. | $530,000 | 5,562 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $3,000 | 1,116 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $25,329,000 | 3,521 |
| Total debt securities | $25,330,000 | 3,991 |
| Structured notes |
| Amortized cost | $5,497,000 | 769 |
| Fair value | $5,515,000 | 762 |
| 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 | $24,080,000 | 4,274 |
| U.S. Government securities | $11,838,000 | 5,351 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,838,000 | 5,193 |
| Securities issued by states & political subdivisions | $12,239,000 | 1,603 |
| Other domestic debt securities | $3,000 | 3,682 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $600,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $597,000 | 5,570 |
| Issued or guaranteed by U.S. | $597,000 | 5,554 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $3,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,080,000 | 3,708 |
| Total debt securities | $24,080,000 | 4,200 |
| Structured notes |
| Amortized cost | $2,996,000 | 1,244 |
| Fair value | $3,005,000 | 1,174 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $25,465,000 | 4,106 |
| U.S. Government securities | $12,650,000 | 5,087 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,650,000 | 4,950 |
| Securities issued by states & political subdivisions | $12,812,000 | 1,540 |
| Other domestic debt securities | $3,000 | 3,783 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $723,000 | 5,989 |
| Certificates of participation in pools of residential mortgages | $720,000 | 5,494 |
| Issued or guaranteed by U.S. | $720,000 | 5,475 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,000 | 3,954 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $3,000 | 1,178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $25,465,000 | 3,574 |
| Total debt securities | $25,464,000 | 4,033 |
| Structured notes |
| Amortized cost | $2,994,000 | 1,097 |
| Fair value | $3,053,000 | 1,028 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $25,049,000 | 4,211 |
| U.S. Government securities | $12,268,000 | 5,260 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,268,000 | 5,096 |
| Securities issued by states & political subdivisions | $12,778,000 | 1,543 |
| Other domestic debt securities | $3,000 | 3,833 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $826,000 | 5,915 |
| Certificates of participation in pools of residential mortgages | $823,000 | 5,431 |
| Issued or guaranteed by U.S. | $823,000 | 5,408 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 4,017 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $3,000 | 1,011 |
| 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) | $25,049,000 | 3,632 |
| Total debt securities | $25,048,000 | 4,141 |
| Structured notes |
| Amortized cost | $2,498,000 | 1,093 |
| Fair value | $2,543,000 | 1,057 |
| 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 | $23,200,000 | 4,355 |
| U.S. Government securities | $10,377,000 | 5,534 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,377,000 | 5,376 |
| Securities issued by states & political subdivisions | $12,819,000 | 1,553 |
| Other domestic debt securities | $4,000 | 3,935 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,014,000 | 5,790 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 5,275 |
| Issued or guaranteed by U.S. | $1,010,000 | 5,251 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,000 | 4,101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $4,000 | 1,078 |
| 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) | $23,200,000 | 3,765 |
| Total debt securities | $23,201,000 | 4,268 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,004 |
| Fair value | $2,044,000 | 992 |
| 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 | $24,235,000 | 4,131 |
| U.S. Government securities | $11,277,000 | 5,249 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,277,000 | 5,083 |
| Securities issued by states & political subdivisions | $12,954,000 | 1,496 |
| Other domestic debt securities | $4,000 | 3,987 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,333,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 5,085 |
| Issued or guaranteed by U.S. | $1,329,000 | 5,067 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,000 | 4,268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $4,000 | 1,136 |
| 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) | $24,235,000 | 3,570 |
| Total debt securities | $24,235,000 | 4,045 |
| Structured notes |
| Amortized cost | $2,500,000 | 717 |
| Fair value | $2,558,000 | 712 |
| 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 | $22,936,000 | 4,279 |
| U.S. Government securities | $11,084,000 | 5,351 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,084,000 | 5,168 |
| Securities issued by states & political subdivisions | $11,848,000 | 1,567 |
| Other domestic debt securities | $4,000 | 4,053 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,734,000 | 5,480 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,813 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,000 | 4,352 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $4,000 | 1,167 |
| 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) | $22,936,000 | 3,676 |
| Total debt securities | $22,935,000 | 4,191 |
| Structured notes |
| Amortized cost | $2,500,000 | 519 |
| Fair value | $2,566,000 | 518 |
| 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 | $21,592,000 | 4,415 |
| U.S. Government securities | $10,315,000 | 5,494 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,315,000 | 5,304 |
| Securities issued by states & political subdivisions | $11,272,000 | 1,609 |
| Other domestic debt securities | $5,000 | 4,087 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $2,164,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 4,568 |
| Issued or guaranteed by U.S. | $2,159,000 | 4,551 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,000 | 4,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $5,000 | 1,185 |
| 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) | $21,592,000 | 3,792 |
| Total debt securities | $21,592,000 | 4,327 |
| Structured notes |
| Amortized cost | $2,500,000 | 409 |
| Fair value | $2,874,000 | 383 |
| 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 | $20,826,000 | 4,396 |
| U.S. Government securities | $10,840,000 | 5,299 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,840,000 | 5,072 |
| Securities issued by states & political subdivisions | $9,980,000 | 1,728 |
| Other domestic debt securities | $6,000 | 4,157 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,434 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $3,038,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,032,000 | 3,847 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,000 | 4,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $6,000 | 1,288 |
| 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) | $20,826,000 | 3,720 |
| Total debt securities | $20,826,000 | 4,313 |
| Structured notes |
| Amortized cost | $500,000 | 530 |
| Fair value | $500,000 | 582 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $22,477,000 | 4,265 |
| U.S. Government securities | $15,380,000 | 4,451 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,380,000 | 4,141 |
| Securities issued by states & political subdivisions | $6,590,000 | 2,299 |
| Other domestic debt securities | $8,000 | 3,899 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,434 |
| 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 | $499,000 | 3,838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,391,000 | 6,045 |
| Mortgage-backed securities | $1,003,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $979,000 | 4,820 |
| Issued or guaranteed by U.S. | $979,000 | 4,805 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $24,000 | 4,129 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,950 |
| Privately issued | $8,000 | 1,248 |
| 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) | $22,477,000 | 3,463 |
| Total debt securities | $21,978,000 | 4,213 |
| Structured notes |
| Amortized cost | $500,000 | 526 |
| Fair value | $500,000 | 536 |
| 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 | $22,833,000 | 4,416 |
| U.S. Government securities | $16,264,000 | 4,512 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,264,000 | 4,068 |
| Securities issued by states & political subdivisions | $6,222,000 | 2,521 |
| Other domestic debt securities | $11,000 | 3,852 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,516 |
| 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 | $336,000 | 4,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,398,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 4,965 |
| Issued or guaranteed by U.S. | $1,057,000 | 4,952 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $341,000 | 3,770 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 3,616 |
| Privately issued | $11,000 | 1,325 |
| 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) | $22,833,000 | 3,521 |
| Total debt securities | $22,497,000 | 4,335 |
| Structured notes |
| Amortized cost | $993,000 | 614 |
| Fair value | $983,000 | 516 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $14,823,000 | 5,849 |
| U.S. Government securities | $9,698,000 | 6,198 |
| U.S. Treasury securities | $963,000 | 5,309 |
| U.S. Government agency obligations | $8,735,000 | 5,664 |
| Securities issued by states & political subdivisions | $4,637,000 | 3,110 |
| Other domestic debt securities | $157,000 | 3,302 |
| Privately issued residential mortgage-backed securities | $157,000 | 1,141 |
| 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 | $331,000 | 4,423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,073,000 | 6,070 |
| Mortgage-backed securities | $726,000 | 6,396 |
| Certificates of participation in pools of residential mortgages | $126,000 | 6,883 |
| Issued or guaranteed by U.S. | $126,000 | 6,865 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $600,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 3,720 |
| Privately issued | $157,000 | 978 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $14,823,000 | 4,679 |
| Total debt securities | $14,492,000 | 5,779 |
| 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 | $12,898,000 | 6,578 |
| U.S. Government securities | $7,794,000 | 7,349 |
| U.S. Treasury securities | $1,460,000 | 5,830 |
| U.S. Government agency obligations | $6,334,000 | 6,668 |
| Securities issued by states & political subdivisions | $3,287,000 | 3,630 |
| Other domestic debt securities | $1,206,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $206,000 | 1,037 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $611,000 | 3,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,647,000 | 4,675 |
| Mortgage-backed securities | $1,382,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $140,000 | 7,116 |
| Issued or guaranteed by U.S. | $140,000 | 7,090 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,242,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000 | 3,224 |
| Privately issued | $206,000 | 840 |
| 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) | $4,493,000 | 4,359 |
| Available-for-sale securities (fair market value) | $8,405,000 | 6,238 |
| Total debt securities | $12,287,000 | 6,596 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $15,868,000 | 6,207 |
| U.S. Government securities | $10,678,000 | 6,762 |
| U.S. Treasury securities | $3,665,000 | 4,572 |
| U.S. Government agency obligations | $7,013,000 | 6,696 |
| Securities issued by states & political subdivisions | $2,723,000 | 4,162 |
| Other domestic debt securities | $1,861,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $338,000 | 1,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,523,000 | 1,267 |
| Foreign debt securities | NA | NA |
| Equity securities | $606,000 | 3,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,106,000 | 5,762 |
| Mortgage-backed securities | $1,997,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $182,000 | 7,528 |
| Issued or guaranteed by U.S. | $182,000 | 7,509 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,815,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $1,477,000 | 3,284 |
| Privately issued | $338,000 | 892 |
| 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) | $4,584,000 | 4,883 |
| Available-for-sale securities (fair market value) | $11,284,000 | 5,604 |
| Total debt securities | $15,262,000 | 6,222 |
| Structured notes |
| Amortized cost | $300,000 | 3,044 |
| Fair value | $300,000 | 3,048 |
| 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 | $15,964,000 | 6,445 |
| U.S. Government securities | $10,367,000 | 7,165 |
| U.S. Treasury securities | $6,308,000 | 3,887 |
| U.S. Government agency obligations | $4,059,000 | 8,288 |
| Securities issued by states & political subdivisions | $1,781,000 | 5,156 |
| Other domestic debt securities | $3,552,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $452,000 | 1,237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,100,000 | 1,060 |
| Foreign debt securities | NA | NA |
| Equity securities | $264,000 | 4,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,503,000 | 6,389 |
| Mortgage-backed securities | $2,380,000 | 5,947 |
| Certificates of participation in pools of residential mortgages | $229,000 | 7,747 |
| Issued or guaranteed by U.S. | $229,000 | 7,717 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,151,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $1,699,000 | 3,514 |
| Privately issued | $452,000 | 980 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,333,000 | 4,861 |
| Available-for-sale securities (fair market value) | $10,631,000 | 5,970 |
| Total debt securities | $15,700,000 | 6,383 |
| Structured notes |
| Amortized cost | $300,000 | 3,978 |
| Fair value | $298,000 | 4,025 |
| 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 | $19,091,000 | 6,080 |
| U.S. Government securities | $11,902,000 | 7,005 |
| U.S. Treasury securities | $7,017,000 | 4,423 |
| U.S. Government agency obligations | $4,885,000 | 7,775 |
| Securities issued by states & political subdivisions | $1,610,000 | 5,690 |
| Other domestic debt securities | $5,421,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $568,000 | 1,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,853,000 | 912 |
| Foreign debt securities | NA | NA |
| Equity securities | $158,000 | 5,222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,430,000 | 7,799 |
| Mortgage-backed securities | $2,801,000 | 5,997 |
| Certificates of participation in pools of residential mortgages | $276,000 | 8,055 |
| Issued or guaranteed by U.S. | $276,000 | 8,030 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,525,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $1,957,000 | 3,509 |
| Privately issued | $568,000 | 965 |
| 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) | $9,683,000 | 5,783 |
| Available-for-sale securities (fair market value) | $9,408,000 | 4,952 |
| Total debt securities | $18,933,000 | 6,015 |
| 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 | $23,055,000 | 5,538 |
| U.S. Government securities | $14,794,000 | 6,324 |
| U.S. Treasury securities | $8,596,000 | 3,941 |
| U.S. Government agency obligations | $6,198,000 | 7,240 |
| Securities issued by states & political subdivisions | $1,158,000 | 6,515 |
| Other domestic debt securities | $7,057,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $748,000 | 1,403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,309,000 | 885 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,000 | 6,882 |
| 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 | 9,505 |
| Mortgage-backed securities | $4,993,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $555,000 | 7,926 |
| Issued or guaranteed by U.S. | $555,000 | 7,874 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,438,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $3,690,000 | 2,939 |
| Privately issued | $748,000 | 1,093 |
| 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 | $23,009,000 | 5,413 |
| 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 | $22,933,000 | 5,529 |
| U.S. Government securities | $13,601,000 | 6,686 |
| U.S. Treasury securities | $7,803,000 | 4,289 |
| U.S. Government agency obligations | $5,798,000 | 7,498 |
| Securities issued by states & political subdivisions | $1,228,000 | 6,156 |
| Other domestic debt securities | $8,090,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $1,076,000 | 1,697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,014,000 | 924 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 7,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,999,000 | 7,167 |
| Mortgage-backed securities | $5,374,000 | 5,292 |
| Certificates of participation in pools of residential mortgages | $822,000 | 7,861 |
| Issued or guaranteed by U.S. | $822,000 | 7,799 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,552,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $3,476,000 | 2,921 |
| Privately issued | $1,076,000 | 1,371 |
| 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 | $22,919,000 | 5,422 |
| 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 |
