| 2010-12-31 | Rank |
| Total securities | $30,311,000 | 3,478 |
| U.S. Government securities | $15,563,000 | 3,990 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,563,000 | 3,873 |
| Securities issued by states & political subdivisions | $14,748,000 | 1,863 |
| 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 | $9,003,000 | 3,346 |
| Mortgage-backed securities | $3,916,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $3,916,000 | 3,622 |
| Issued or guaranteed by U.S. | $3,916,000 | 3,612 |
| 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) | $30,311,000 | 3,187 |
| Total debt securities | $30,311,000 | 3,448 |
| 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 | $25,766,000 | 3,794 |
| U.S. Government securities | $13,308,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,308,000 | 4,166 |
| Securities issued by states & political subdivisions | $12,458,000 | 2,051 |
| 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 | $10,973,000 | 3,059 |
| Mortgage-backed securities | $1,006,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $1,006,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,006,000 | 4,694 |
| 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) | $25,766,000 | 3,478 |
| Total debt securities | $25,766,000 | 3,755 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,022,000 | 1,881 |
| 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 | $28,055,000 | 3,629 |
| U.S. Government securities | $15,459,000 | 4,031 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,459,000 | 3,928 |
| Securities issued by states & political subdivisions | $12,596,000 | 1,942 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $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 | $11,054,000 | 3,067 |
| Mortgage-backed securities | $1,069,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 4,706 |
| Issued or guaranteed by U.S. | $1,069,000 | 4,699 |
| 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) | $28,055,000 | 3,313 |
| Total debt securities | $28,055,000 | 3,597 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,615 |
| Fair value | $3,009,000 | 1,662 |
| 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 | $24,456,000 | 3,965 |
| U.S. Government securities | $10,918,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,918,000 | 4,699 |
| Securities issued by states & political subdivisions | $13,538,000 | 1,811 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $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 | $9,043,000 | 3,489 |
| Mortgage-backed securities | $1,132,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $1,132,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,132,000 | 4,795 |
| 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) | $24,456,000 | 3,602 |
| Total debt securities | $24,456,000 | 3,934 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,000,000 | 2,329 |
| 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 | $24,418,000 | 3,938 |
| U.S. Government securities | $10,563,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,563,000 | 4,766 |
| Securities issued by states & political subdivisions | $13,855,000 | 1,768 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $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 | $14,385,000 | 2,743 |
| Mortgage-backed securities | $1,195,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,195,000 | 4,847 |
| 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) | $24,418,000 | 3,568 |
| Total debt securities | $24,418,000 | 3,907 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,007,000 | 1,980 |
| 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 | $20,993,000 | 4,322 |
| U.S. Government securities | $8,116,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,116,000 | 5,279 |
| Securities issued by states & political subdivisions | $12,877,000 | 1,900 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $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 | $10,966,000 | 3,196 |
| Mortgage-backed securities | $1,300,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $1,300,000 | 4,909 |
| Issued or guaranteed by U.S. | $1,300,000 | 4,896 |
| 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) | $20,993,000 | 3,914 |
| Total debt securities | $20,993,000 | 4,283 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,019,000 | 1,525 |
| 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 | $22,767,000 | 4,098 |
| U.S. Government securities | $9,295,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,295,000 | 5,016 |
| Securities issued by states & political subdivisions | $13,472,000 | 1,773 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $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 | $13,067,000 | 2,912 |
| Mortgage-backed securities | $1,364,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,932 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,919 |
| 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) | $22,767,000 | 3,695 |
| Total debt securities | $22,767,000 | 4,056 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,030,000 | 1,120 |
| 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 | $25,713,000 | 3,826 |
| U.S. Government securities | $9,819,000 | 5,115 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,819,000 | 5,032 |
| Securities issued by states & political subdivisions | $15,894,000 | 1,449 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $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 | $13,399,000 | 2,901 |
| Mortgage-backed securities | $1,472,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 4,955 |
| Issued or guaranteed by U.S. | $1,472,000 | 4,938 |
| 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) | $25,713,000 | 3,441 |
| Total debt securities | $25,713,000 | 3,790 |
| Structured notes |
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,037,000 | 882 |
| 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 | $27,772,000 | 3,628 |
| U.S. Government securities | $11,457,000 | 4,879 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,457,000 | 4,785 |
| Securities issued by states & political subdivisions | $16,315,000 | 1,388 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $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 | $8,905,000 | 3,628 |
| Mortgage-backed securities | $1,531,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,531,000 | 4,911 |
| 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) | $27,772,000 | 3,244 |
| Total debt securities | $27,772,000 | 3,586 |
| Structured notes |
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,048,000 | 930 |
| 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 | $30,564,000 | 3,342 |
| U.S. Government securities | $15,383,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,383,000 | 4,069 |
| Securities issued by states & political subdivisions | $15,181,000 | 1,461 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $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 | $10,700,000 | 3,340 |
| Mortgage-backed securities | $1,564,000 | 5,318 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 4,884 |
| Issued or guaranteed by U.S. | $1,564,000 | 4,868 |
| 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) | $30,564,000 | 2,969 |
| Total debt securities | $30,564,000 | 3,307 |
| Structured notes |
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,024,000 | 924 |
| 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 | $34,803,000 | 3,078 |
| U.S. Government securities | $19,000,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,000,000 | 3,595 |
| Securities issued by states & political subdivisions | $15,803,000 | 1,405 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $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 | $10,231,000 | 3,341 |
| Mortgage-backed securities | $1,607,000 | 5,318 |
| Certificates of participation in pools of residential mortgages | $1,607,000 | 4,869 |
| Issued or guaranteed by U.S. | $1,607,000 | 4,849 |
| 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) | $34,803,000 | 2,755 |
| Total debt securities | $34,803,000 | 3,047 |
| Structured notes |
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,027,000 | 977 |
| 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 | $31,118,000 | 3,355 |
| U.S. Government securities | $14,161,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,161,000 | 4,294 |
| Securities issued by states & political subdivisions | $16,957,000 | 1,329 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $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 | $8,864,000 | 3,564 |
| Mortgage-backed securities | $1,737,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,737,000 | 4,722 |
| 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) | $31,118,000 | 2,976 |
| Total debt securities | $31,118,000 | 3,305 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,049,000 | 1,048 |
| 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 | $34,598,000 | 3,106 |
| U.S. Government securities | $18,255,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,255,000 | 3,751 |
| Securities issued by states & political subdivisions | $16,343,000 | 1,346 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $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 | $7,045,000 | 3,986 |
| Mortgage-backed securities | $1,786,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,483 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,466 |
| 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) | $34,598,000 | 2,733 |
| Total debt securities | $34,598,000 | 3,060 |
| Structured notes |
| Amortized cost | $3,965,000 | 632 |
| Fair value | $3,987,000 | 628 |
| 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 | $36,971,000 | 2,945 |
| U.S. Government securities | $23,187,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,187,000 | 3,197 |
| Securities issued by states & political subdivisions | $13,784,000 | 1,548 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $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 | $10,488,000 | 3,350 |
| Mortgage-backed securities | $1,835,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,298 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,286 |
| 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) | $36,971,000 | 2,575 |
| Total debt securities | $36,971,000 | 2,894 |
| Structured notes |
| Amortized cost | $6,461,000 | 488 |
| Fair value | $6,470,000 | 484 |
| 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 | $37,605,000 | 2,900 |
| U.S. Government securities | $23,479,000 | 3,238 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,479,000 | 3,161 |
| Securities issued by states & political subdivisions | $14,126,000 | 1,497 |
| Other domestic debt securities | $0 | 2,951 |
| 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 | $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 | $9,891,000 | 3,435 |
| Mortgage-backed securities | $1,893,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $1,893,000 | 4,243 |
| Issued or guaranteed by U.S. | $1,893,000 | 4,230 |
| 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) | $37,605,000 | 2,536 |
| Total debt securities | $37,605,000 | 2,857 |
| Structured notes |
| Amortized cost | $6,961,000 | 489 |
| Fair value | $6,909,000 | 480 |
| 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 | $38,634,000 | 2,871 |
| U.S. Government securities | $23,819,000 | 3,241 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $23,819,000 | 3,148 |
| Securities issued by states & political subdivisions | $14,815,000 | 1,411 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,967,000 | 3,432 |
| Mortgage-backed securities | $2,029,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $2,029,000 | 4,162 |
| Issued or guaranteed by U.S. | $2,029,000 | 4,145 |
| 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) | $38,634,000 | 2,494 |
| Total debt securities | $38,634,000 | 2,823 |
| Structured notes |
| Amortized cost | $6,961,000 | 526 |
| Fair value | $6,975,000 | 513 |
| 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 | $39,385,000 | 2,843 |
| U.S. Government securities | $24,808,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,808,000 | 3,091 |
| Securities issued by states & political subdivisions | $14,577,000 | 1,436 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,881,000 | 3,440 |
| Mortgage-backed securities | $2,123,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $2,123,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,123,000 | 4,098 |
| 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) | $39,385,000 | 2,464 |
| Total debt securities | $39,385,000 | 2,797 |
| Structured notes |
| Amortized cost | $8,459,000 | 445 |
| Fair value | $8,387,000 | 440 |
| 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 | $36,604,000 | 3,047 |
| U.S. Government securities | $23,096,000 | 3,369 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,096,000 | 3,272 |
| Securities issued by states & political subdivisions | $13,508,000 | 1,523 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,847,000 | 3,451 |
| Mortgage-backed securities | $2,217,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $2,217,000 | 4,052 |
| Issued or guaranteed by U.S. | $2,217,000 | 4,031 |
| Privately issued | $0 | 214 |
| 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) | $36,604,000 | 2,633 |
| Total debt securities | $36,604,000 | 3,007 |
| Structured notes |
| Amortized cost | $8,705,000 | 464 |
| Fair value | $8,597,000 | 464 |
| 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 | $35,693,000 | 3,094 |
| U.S. Government securities | $22,672,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $22,672,000 | 3,322 |
| Securities issued by states & political subdivisions | $13,021,000 | 1,552 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,680,000 | 3,480 |
| Mortgage-backed securities | $2,264,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 4,023 |
| Issued or guaranteed by U.S. | $2,264,000 | 4,008 |
| Privately issued | $0 | 211 |
| 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) | $35,693,000 | 2,665 |
| Total debt securities | $35,693,000 | 3,055 |
| Structured notes |
| Amortized cost | $13,244,000 | 311 |
| Fair value | $12,879,000 | 311 |
| 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 | $34,207,000 | 3,209 |
| U.S. Government securities | $22,046,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,046,000 | 3,413 |
| Securities issued by states & political subdivisions | $12,161,000 | 1,636 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,270,000 | 3,547 |
| Mortgage-backed securities | $2,430,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,430,000 | 3,981 |
| Issued or guaranteed by U.S. | $2,430,000 | 3,966 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $34,207,000 | 2,768 |
| Total debt securities | $34,207,000 | 3,158 |
| Structured notes |
| Amortized cost | $13,244,000 | 325 |
| Fair value | $12,989,000 | 326 |
| 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 | $29,664,000 | 3,588 |
| U.S. Government securities | $21,211,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $21,211,000 | 3,496 |
| Securities issued by states & political subdivisions | $8,453,000 | 2,238 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,823,000 | 3,410 |
| Mortgage-backed securities | $1,480,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,568 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,549 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $29,664,000 | 3,101 |
| Total debt securities | $29,664,000 | 3,530 |
| Structured notes |
| Amortized cost | $15,242,000 | 270 |
| Fair value | $15,051,000 | 268 |
| 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 | $29,342,000 | 3,606 |
| U.S. Government securities | $21,391,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,391,000 | 3,443 |
| Securities issued by states & political subdivisions | $7,951,000 | 2,314 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,959,000 | 4,305 |
| Mortgage-backed securities | $478,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $478,000 | 5,430 |
| Issued or guaranteed by U.S. | $478,000 | 5,408 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $29,342,000 | 3,120 |
| Total debt securities | $29,342,000 | 3,550 |
| Structured notes |
| Amortized cost | $18,971,000 | 196 |
| Fair value | $18,826,000 | 195 |
| 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 | $33,054,000 | 3,338 |
| U.S. Government securities | $25,066,000 | 3,229 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,066,000 | 3,109 |
| Securities issued by states & political subdivisions | $7,988,000 | 2,269 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $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 | $5,494,000 | 4,430 |
| Mortgage-backed securities | $535,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $535,000 | 5,424 |
| Issued or guaranteed by U.S. | $535,000 | 5,398 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $33,054,000 | 2,873 |
| Total debt securities | $33,054,000 | 3,288 |
| Structured notes |
| Amortized cost | $18,472,000 | 204 |
| Fair value | $18,423,000 | 203 |
| 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 | $31,215,000 | 3,515 |
| U.S. Government securities | $24,954,000 | 3,292 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,954,000 | 3,161 |
| Securities issued by states & political subdivisions | $6,261,000 | 2,670 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,480,000 | 4,473 |
| Mortgage-backed securities | $609,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,421 |
| Issued or guaranteed by U.S. | $609,000 | 5,403 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $31,215,000 | 3,031 |
| Total debt securities | $31,215,000 | 3,464 |
| Structured notes |
| Amortized cost | $18,472,000 | 205 |
| Fair value | $18,255,000 | 204 |
| 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 | $30,675,000 | 3,571 |
| U.S. Government securities | $27,528,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,528,000 | 2,933 |
| Securities issued by states & political subdivisions | $3,147,000 | 3,757 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,524,000 | 4,429 |
| Mortgage-backed securities | $691,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $691,000 | 5,377 |
| Issued or guaranteed by U.S. | $691,000 | 5,360 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $30,675,000 | 3,086 |
| Total debt securities | $30,675,000 | 3,510 |
| Structured notes |
| Amortized cost | $16,222,000 | 248 |
| Fair value | $16,179,000 | 247 |
| 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 | $30,679,000 | 3,564 |
| U.S. Government securities | $27,385,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,385,000 | 2,939 |
| Securities issued by states & political subdivisions | $3,294,000 | 3,686 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,558,000 | 4,409 |
| Mortgage-backed securities | $1,755,000 | 5,209 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,755,000 | 4,642 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $30,679,000 | 3,081 |
| Total debt securities | $30,679,000 | 3,503 |
| Structured notes |
| Amortized cost | $12,627,000 | 330 |
| Fair value | $12,604,000 | 331 |
| 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 | $36,192,000 | 3,181 |
| U.S. Government securities | $32,893,000 | 2,652 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $32,893,000 | 2,554 |
| Securities issued by states & political subdivisions | $3,299,000 | 3,701 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,528,000 | 4,405 |
| Mortgage-backed securities | $1,945,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $1,945,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,945,000 | 4,592 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $36,192,000 | 2,742 |
| Total debt securities | $36,192,000 | 3,113 |
| Structured notes |
| Amortized cost | $12,627,000 | 316 |
| Fair value | $12,432,000 | 314 |
| 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 | $38,671,000 | 3,013 |
| U.S. Government securities | $34,275,000 | 2,543 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $34,275,000 | 2,462 |
| Securities issued by states & political subdivisions | $4,396,000 | 3,293 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,678,000 | 4,318 |
| Mortgage-backed securities | $2,389,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $2,389,000 | 4,410 |
| Issued or guaranteed by U.S. | $2,389,000 | 4,396 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $38,671,000 | 2,595 |
| Total debt securities | $38,671,000 | 2,949 |
| Structured notes |
| Amortized cost | $11,586,000 | 293 |
| Fair value | $11,680,000 | 294 |
| 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 | $34,685,000 | 3,340 |
| U.S. Government securities | $30,302,000 | 2,886 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,302,000 | 2,780 |
| Securities issued by states & political subdivisions | $4,383,000 | 3,304 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $2,777,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $2,777,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,777,000 | 4,184 |
| 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) | $34,685,000 | 2,869 |
| Total debt securities | $34,685,000 | 3,281 |
| Structured notes |
| Amortized cost | $8,589,000 | 375 |
| Fair value | $8,556,000 | 374 |
| 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 | $33,535,000 | 3,351 |
| U.S. Government securities | $29,128,000 | 2,887 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $29,128,000 | 2,780 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,275 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $3,262,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $3,262,000 | 3,993 |
| Issued or guaranteed by U.S. | $3,262,000 | 3,979 |
| 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) | $33,535,000 | 2,891 |
| Total debt securities | $33,535,000 | 3,287 |
| Structured notes |
| Amortized cost | $6,467,000 | 399 |
| Fair value | $6,428,000 | 396 |
| 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 | $31,924,000 | 3,392 |
| U.S. Government securities | $27,626,000 | 2,917 |
| U.S. Treasury securities | $302,000 | 2,030 |
| U.S. Government agency obligations | $27,324,000 | 2,820 |
| Securities issued by states & political subdivisions | $4,298,000 | 3,287 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $4,528,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $4,528,000 | 3,579 |
| Issued or guaranteed by U.S. | $4,528,000 | 3,569 |
| 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) | $31,924,000 | 2,940 |
| Total debt securities | $31,924,000 | 3,312 |
| Structured notes |
| Amortized cost | $5,002,000 | 387 |
| Fair value | $5,041,000 | 395 |
| 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 | $32,313,000 | 3,333 |
| U.S. Government securities | $27,762,000 | 2,878 |
| U.S. Treasury securities | $305,000 | 2,077 |
| U.S. Government agency obligations | $27,457,000 | 2,781 |
| Securities issued by states & political subdivisions | $4,551,000 | 3,122 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $5,792,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $5,792,000 | 3,192 |
| Issued or guaranteed by U.S. | $5,792,000 | 3,180 |
| 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) | $32,313,000 | 2,881 |
| Total debt securities | $32,313,000 | 3,251 |
| Structured notes |
| Amortized cost | $4,248,000 | 338 |
| Fair value | $4,278,000 | 336 |
| 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 | $25,698,000 | 3,925 |
| U.S. Government securities | $21,033,000 | 3,555 |
| U.S. Treasury securities | $309,000 | 2,203 |
| U.S. Government agency obligations | $20,724,000 | 3,434 |
| Securities issued by states & political subdivisions | $4,665,000 | 3,037 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $301,000 | 7,178 |
| Mortgage-backed securities | $6,789,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $6,789,000 | 2,900 |
| Issued or guaranteed by U.S. | $6,789,000 | 2,891 |
| 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) | $25,698,000 | 3,367 |
| Total debt securities | $25,698,000 | 3,843 |
| Structured notes |
| Amortized cost | $2,502,000 | 408 |
| Fair value | $2,536,000 | 411 |
| 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 | $10,753,000 | 6,326 |
| U.S. Government securities | $6,503,000 | 6,643 |
| U.S. Treasury securities | $314,000 | 2,721 |
| U.S. Government agency obligations | $6,189,000 | 6,516 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,156 |
| 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 | $1,206,000 | 6,545 |
| 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) | $4,250,000 | 2,445 |
| Available-for-sale securities (fair market value) | $6,503,000 | 6,542 |
| Total debt securities | $10,753,000 | 6,230 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $15,201,000 | 5,528 |
| U.S. Government securities | $9,978,000 | 5,855 |
| U.S. Treasury securities | $854,000 | 2,942 |
| U.S. Government agency obligations | $9,124,000 | 5,792 |
| Securities issued by states & political subdivisions | $4,973,000 | 2,808 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 5,362 |
| 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 | 6,295 |
| 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) | $4,973,000 | 2,782 |
| Available-for-sale securities (fair market value) | $10,228,000 | 5,673 |
| Total debt securities | $14,951,000 | 5,446 |
| 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 | $17,960,000 | 5,192 |
| U.S. Government securities | $12,674,000 | 5,337 |
| U.S. Treasury securities | $2,049,000 | 2,612 |
| U.S. Government agency obligations | $10,625,000 | 5,396 |
| Securities issued by states & political subdivisions | $5,110,000 | 2,876 |
| 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 | $176,000 | 5,929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,453,000 | 6,790 |
| 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) | $6,508,000 | 2,690 |
| Available-for-sale securities (fair market value) | $11,452,000 | 5,480 |
| Total debt securities | $17,784,000 | 5,120 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $15,997,000 | 5,596 |
| U.S. Government securities | $11,508,000 | 5,639 |
| U.S. Treasury securities | $4,633,000 | 2,368 |
| U.S. Government agency obligations | $6,875,000 | 6,366 |
| Securities issued by states & political subdivisions | $4,482,000 | 3,168 |
| 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 | $7,000 | 7,943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,498,000 | 6,624 |
| 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) | $7,532,000 | 2,751 |
| Available-for-sale securities (fair market value) | $8,465,000 | 6,218 |
| Total debt securities | $15,990,000 | 5,465 |
| 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 | $18,927,000 | 5,118 |
| U.S. Government securities | $14,782,000 | 5,098 |
| U.S. Treasury securities | $5,133,000 | 3,092 |
| U.S. Government agency obligations | $9,649,000 | 5,351 |
| Securities issued by states & political subdivisions | $4,138,000 | 3,136 |
| 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 | $7,000 | 8,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,220,000 | 6,254 |
| 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) | $11,441,000 | 2,554 |
| Available-for-sale securities (fair market value) | $7,486,000 | 6,537 |
| Total debt securities | $18,920,000 | 5,004 |
| 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 | $22,393,000 | 4,913 |
| U.S. Government securities | $18,562,000 | 4,682 |
| U.S. Treasury securities | $7,277,000 | 2,884 |
| U.S. Government agency obligations | $11,285,000 | 5,124 |
| Securities issued by states & political subdivisions | $3,824,000 | 3,375 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,154 |
| 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 | 8,521 |
| 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) | $13,184,000 | 2,617 |
| Available-for-sale securities (fair market value) | $9,209,000 | 6,228 |
| Total debt securities | $22,386,000 | 4,811 |
| 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 | $20,851,000 | 5,392 |
| U.S. Government securities | $17,957,000 | 5,032 |
| U.S. Treasury securities | $6,482,000 | 3,836 |
| U.S. Government agency obligations | $11,475,000 | 5,025 |
| Securities issued by states & political subdivisions | $2,887,000 | 4,070 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,280 |
| 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 | 8,838 |
| 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) | $11,693,000 | 3,051 |
| Available-for-sale securities (fair market value) | $9,158,000 | 6,403 |
| Total debt securities | $20,844,000 | 5,295 |
| Structured notes |
| Amortized cost | $500,000 | 3,409 |
| Fair value | $495,000 | 3,613 |
| 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 | $15,883,000 | 6,864 |
| U.S. Government securities | $13,748,000 | 6,399 |
| U.S. Treasury securities | $3,923,000 | 6,365 |
| U.S. Government agency obligations | $9,825,000 | 5,446 |
| Securities issued by states & political subdivisions | $2,128,000 | 5,036 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,434 |
| 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 | 9,205 |
| 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) | $11,174,000 | 5,299 |
| Available-for-sale securities (fair market value) | $4,709,000 | 7,053 |
| Total debt securities | $15,876,000 | 6,759 |
| 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 | $16,082,000 | 7,076 |
| U.S. Government securities | $14,465,000 | 6,412 |
| U.S. Treasury securities | $7,242,000 | 4,460 |
| U.S. Government agency obligations | $7,223,000 | 6,709 |
| Securities issued by states & political subdivisions | $1,285,000 | 6,318 |
| Other domestic debt securities | $325,000 | 4,752 |
| 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 | $325,000 | 3,691 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,464 |
| 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 | $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 | $16,075,000 | 6,943 |
| 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 | $12,428,000 | 8,221 |
| U.S. Government securities | $10,528,000 | 7,821 |
| U.S. Treasury securities | $6,830,000 | 4,716 |
| U.S. Government agency obligations | $3,698,000 | 8,963 |
| Securities issued by states & political subdivisions | $1,315,000 | 5,993 |
| Other domestic debt securities | $578,000 | 4,871 |
| 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 | $578,000 | 3,619 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,397 |
| 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 | 9,719 |
| Mortgage-backed securities | $277,000 | 10,275 |
| 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 | $277,000 | 6,400 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 5,951 |
| 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 | $12,421,000 | 8,099 |
| 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 |
