| 2008-03-31 | Rank |
| Total securities | $9,116,000 | 6,110 |
| U.S. Government securities | $6,002,000 | 6,155 |
| U.S. Treasury securities | $705,000 | 747 |
| U.S. Government agency obligations | $5,297,000 | 6,293 |
| Securities issued by states & political subdivisions | $3,114,000 | 3,747 |
| 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 | $5,680,000 | 4,281 |
| Mortgage-backed securities | $80,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,981 |
| Issued or guaranteed by U.S. | $80,000 | 5,951 |
| 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) | $9,116,000 | 5,568 |
| Total debt securities | $9,116,000 | 6,036 |
| Structured notes |
| Amortized cost | $500,000 | 1,489 |
| Fair value | $533,000 | 1,472 |
| 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 | $10,682,000 | 5,905 |
| U.S. Government securities | $6,900,000 | 6,029 |
| U.S. Treasury securities | $699,000 | 848 |
| U.S. Government agency obligations | $6,201,000 | 6,127 |
| Securities issued by states & political subdivisions | $3,782,000 | 3,481 |
| 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 | $6,785,000 | 4,048 |
| Mortgage-backed securities | $89,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,872 |
| Issued or guaranteed by U.S. | $89,000 | 5,851 |
| 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) | $10,682,000 | 5,332 |
| Total debt securities | $10,682,000 | 5,839 |
| Structured notes |
| Amortized cost | $500,000 | 1,948 |
| Fair value | $516,000 | 1,943 |
| 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 | $10,824,000 | 5,928 |
| U.S. Government securities | $6,838,000 | 6,137 |
| U.S. Treasury securities | $699,000 | 902 |
| U.S. Government agency obligations | $6,139,000 | 6,234 |
| Securities issued by states & political subdivisions | $3,986,000 | 3,411 |
| 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 | $6,723,000 | 4,078 |
| Mortgage-backed securities | $98,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,804 |
| Issued or guaranteed by U.S. | $98,000 | 5,781 |
| 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) | $10,824,000 | 5,332 |
| Total debt securities | $10,824,000 | 5,869 |
| Structured notes |
| Amortized cost | $500,000 | 2,161 |
| Fair value | $506,000 | 2,162 |
| 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 | $10,684,000 | 5,979 |
| U.S. Government securities | $6,235,000 | 6,366 |
| U.S. Treasury securities | $698,000 | 1,010 |
| U.S. Government agency obligations | $5,537,000 | 6,432 |
| Securities issued by states & political subdivisions | $4,449,000 | 3,242 |
| 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 | $6,276,000 | 4,189 |
| Mortgage-backed securities | $104,000 | 6,135 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,809 |
| Issued or guaranteed by U.S. | $104,000 | 5,788 |
| 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) | $10,684,000 | 5,365 |
| Total debt securities | $10,684,000 | 5,925 |
| Structured notes |
| Amortized cost | $500,000 | 2,252 |
| Fair value | $495,000 | 2,348 |
| 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 | $8,052,000 | 6,526 |
| U.S. Government securities | $3,477,000 | 7,214 |
| U.S. Treasury securities | $596,000 | 1,106 |
| U.S. Government agency obligations | $2,881,000 | 7,263 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,209 |
| 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 | $3,621,000 | 5,050 |
| Mortgage-backed securities | $111,000 | 6,138 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,808 |
| Issued or guaranteed by U.S. | $111,000 | 5,784 |
| 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) | $8,052,000 | 5,868 |
| Total debt securities | $8,052,000 | 6,471 |
| Structured notes |
| Amortized cost | $500,000 | 2,315 |
| Fair value | $503,000 | 2,318 |
| 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 | $8,496,000 | 6,478 |
| U.S. Government securities | $3,476,000 | 7,250 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,476,000 | 7,121 |
| Securities issued by states & political subdivisions | $5,020,000 | 3,113 |
| 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 | $3,613,000 | 5,059 |
| Mortgage-backed securities | $117,000 | 6,150 |
| Certificates of participation in pools of residential mortgages | $117,000 | 5,811 |
| Issued or guaranteed by U.S. | $117,000 | 5,787 |
| 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) | $8,496,000 | 5,823 |
| Total debt securities | $8,496,000 | 6,418 |
| Structured notes |
| Amortized cost | $500,000 | 2,419 |
| Fair value | $503,000 | 2,415 |
| 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 | $8,773,000 | 6,473 |
| U.S. Government securities | $3,470,000 | 7,331 |
| U.S. Treasury securities | $596,000 | 1,210 |
| U.S. Government agency obligations | $2,874,000 | 7,381 |
| Securities issued by states & political subdivisions | $5,303,000 | 2,992 |
| 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 | $3,764,000 | 5,030 |
| Mortgage-backed securities | $123,000 | 6,170 |
| Certificates of participation in pools of residential mortgages | $123,000 | 5,832 |
| Issued or guaranteed by U.S. | $123,000 | 5,803 |
| 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) | $8,773,000 | 5,782 |
| Total debt securities | $8,773,000 | 6,417 |
| Structured notes |
| Amortized cost | $500,000 | 2,538 |
| Fair value | $502,000 | 2,536 |
| 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 | $9,821,000 | 6,270 |
| U.S. Government securities | $3,325,000 | 7,416 |
| U.S. Treasury securities | $594,000 | 1,250 |
| U.S. Government agency obligations | $2,731,000 | 7,461 |
| Securities issued by states & political subdivisions | $5,294,000 | 2,986 |
| Other domestic debt securities | $105,000 | 2,908 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,163 |
| 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 | $1,097,000 | 76 |
| 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 | $3,654,000 | 5,091 |
| Mortgage-backed securities | $130,000 | 6,208 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,861 |
| Issued or guaranteed by U.S. | $25,000 | 6,207 |
| Privately issued | $105,000 | 173 |
| 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) | $9,821,000 | 5,581 |
| Total debt securities | $9,821,000 | 6,212 |
| Structured notes |
| Amortized cost | $500,000 | 2,594 |
| Fair value | $487,000 | 2,732 |
| 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 | $9,825,000 | 6,323 |
| U.S. Government securities | $3,265,000 | 7,483 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,265,000 | 7,343 |
| Securities issued by states & political subdivisions | $5,463,000 | 2,933 |
| Other domestic debt securities | $1,097,000 | 1,930 |
| 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 | $1,097,000 | 1,419 |
| 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 | $3,579,000 | 5,125 |
| Mortgage-backed securities | $145,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,859 |
| Issued or guaranteed by U.S. | $145,000 | 5,835 |
| 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) | $9,825,000 | 5,625 |
| Total debt securities | $9,825,000 | 6,263 |
| Structured notes |
| Amortized cost | $500,000 | 2,585 |
| Fair value | $492,000 | 2,685 |
| 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 | $10,224,000 | 6,276 |
| U.S. Government securities | $3,092,000 | 7,557 |
| U.S. Treasury securities | $197,000 | 1,635 |
| U.S. Government agency obligations | $2,895,000 | 7,505 |
| Securities issued by states & political subdivisions | $6,035,000 | 2,758 |
| Other domestic debt securities | $1,097,000 | 2,002 |
| 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 | $1,097,000 | 1,516 |
| 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 | $3,090,000 | 5,326 |
| Mortgage-backed securities | $157,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,895 |
| Issued or guaranteed by U.S. | $157,000 | 5,870 |
| 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) | $10,224,000 | 5,562 |
| Total debt securities | $10,224,000 | 6,217 |
| Structured notes |
| Amortized cost | $500,000 | 2,581 |
| Fair value | $494,000 | 2,652 |
| 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 | $10,094,000 | 6,300 |
| U.S. Government securities | $2,924,000 | 7,653 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,924,000 | 7,518 |
| Securities issued by states & political subdivisions | $6,073,000 | 2,727 |
| Other domestic debt securities | $1,097,000 | 2,025 |
| 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 | $1,097,000 | 1,562 |
| 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 | $2,883,000 | 5,451 |
| Mortgage-backed securities | $175,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,893 |
| Issued or guaranteed by U.S. | $175,000 | 5,873 |
| 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) | $10,094,000 | 5,581 |
| Total debt securities | $10,094,000 | 6,235 |
| Structured notes |
| Amortized cost | $500,000 | 2,532 |
| Fair value | $496,000 | 2,618 |
| 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 | $10,586,000 | 6,248 |
| U.S. Government securities | $2,968,000 | 7,681 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,968,000 | 7,535 |
| Securities issued by states & political subdivisions | $6,505,000 | 2,606 |
| Other domestic debt securities | $1,113,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,097,000 | 1,637 |
| 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 | $2,937,000 | 5,402 |
| Mortgage-backed securities | $206,000 | 6,278 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,917 |
| Issued or guaranteed by U.S. | $190,000 | 5,888 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $16,000 | 1,091 |
| 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) | $10,586,000 | 5,508 |
| Total debt securities | $10,586,000 | 6,179 |
| Structured notes |
| Amortized cost | $500,000 | 2,519 |
| Fair value | $499,000 | 2,554 |
| 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 | $10,566,000 | 6,338 |
| U.S. Government securities | $2,993,000 | 7,731 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,993,000 | 7,572 |
| Securities issued by states & political subdivisions | $6,475,000 | 2,608 |
| Other domestic debt securities | $1,098,000 | 2,146 |
| 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 | $1,098,000 | 1,721 |
| 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 | $2,943,000 | 5,441 |
| Mortgage-backed securities | $254,000 | 6,265 |
| Certificates of participation in pools of residential mortgages | $202,000 | 5,962 |
| Issued or guaranteed by U.S. | $202,000 | 5,939 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $52,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,227 |
| 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) | $10,566,000 | 5,592 |
| Total debt securities | $10,566,000 | 6,271 |
| Structured notes |
| Amortized cost | $500,000 | 2,494 |
| Fair value | $491,000 | 2,623 |
| 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 | $11,013,000 | 6,277 |
| U.S. Government securities | $3,010,000 | 7,731 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,010,000 | 7,569 |
| Securities issued by states & political subdivisions | $6,817,000 | 2,548 |
| Other domestic debt securities | $1,186,000 | 2,165 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,073 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,098,000 | 1,787 |
| 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 | $3,040,000 | 5,392 |
| Mortgage-backed securities | $309,000 | 6,235 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,961 |
| Issued or guaranteed by U.S. | $221,000 | 5,944 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $88,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $88,000 | 988 |
| 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) | $11,013,000 | 5,520 |
| Total debt securities | $11,013,000 | 6,210 |
| Structured notes |
| Amortized cost | $500,000 | 2,430 |
| Fair value | $496,000 | 2,574 |
| 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 | $11,171,000 | 6,261 |
| U.S. Government securities | $2,984,000 | 7,782 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,984,000 | 7,625 |
| Securities issued by states & political subdivisions | $6,894,000 | 2,541 |
| Other domestic debt securities | $1,293,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $195,000 | 952 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,098,000 | 1,847 |
| 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 | $3,112,000 | 5,360 |
| Mortgage-backed securities | $378,000 | 6,210 |
| Certificates of participation in pools of residential mortgages | $251,000 | 5,946 |
| Issued or guaranteed by U.S. | $56,000 | 6,410 |
| Privately issued | $195,000 | 160 |
| Collaterized mortgage obligations | $127,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,148 |
| 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) | $11,171,000 | 5,502 |
| Total debt securities | $11,171,000 | 6,192 |
| Structured notes |
| Amortized cost | $500,000 | 2,417 |
| Fair value | $497,000 | 2,575 |
| 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 | $11,719,000 | 6,220 |
| U.S. Government securities | $3,188,000 | 7,789 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,188,000 | 7,632 |
| Securities issued by states & political subdivisions | $7,432,000 | 2,426 |
| Other domestic debt securities | $1,099,000 | 2,317 |
| 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 | $1,099,000 | 1,940 |
| 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 | $1,337,000 | 6,330 |
| Mortgage-backed securities | $437,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,980 |
| Issued or guaranteed by U.S. | $274,000 | 5,968 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $163,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,164 |
| 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) | $11,719,000 | 5,477 |
| Total debt securities | $11,719,000 | 6,146 |
| Structured notes |
| Amortized cost | $500,000 | 2,383 |
| Fair value | $484,000 | 2,556 |
| 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 | $12,165,000 | 6,095 |
| U.S. Government securities | $3,376,000 | 7,684 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,376,000 | 7,522 |
| Securities issued by states & political subdivisions | $7,690,000 | 2,392 |
| Other domestic debt securities | $1,099,000 | 2,416 |
| 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 | $1,099,000 | 2,041 |
| 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 | $1,457,000 | 6,243 |
| Mortgage-backed securities | $548,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,955 |
| Issued or guaranteed by U.S. | $309,000 | 5,937 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $239,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,145 |
| 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) | $12,165,000 | 5,374 |
| Total debt securities | $12,165,000 | 6,016 |
| Structured notes |
| Amortized cost | $500,000 | 2,158 |
| Fair value | $502,000 | 2,237 |
| 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 | $12,148,000 | 6,183 |
| U.S. Government securities | $3,434,000 | 7,742 |
| U.S. Treasury securities | $504,000 | 1,768 |
| U.S. Government agency obligations | $2,930,000 | 7,749 |
| Securities issued by states & political subdivisions | $7,612,000 | 2,412 |
| Other domestic debt securities | $1,102,000 | 2,461 |
| 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 | $1,102,000 | 2,155 |
| 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 | $1,544,000 | 6,138 |
| Mortgage-backed securities | $619,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,956 |
| Issued or guaranteed by U.S. | $342,000 | 5,934 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $277,000 | 3,424 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,255 |
| 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) | $12,148,000 | 5,454 |
| Total debt securities | $12,148,000 | 6,099 |
| Structured notes |
| Amortized cost | $501,000 | 2,026 |
| Fair value | $501,000 | 2,099 |
| 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 | $11,647,000 | 6,196 |
| U.S. Government securities | $3,580,000 | 7,613 |
| U.S. Treasury securities | $507,000 | 1,818 |
| U.S. Government agency obligations | $3,073,000 | 7,610 |
| Securities issued by states & political subdivisions | $6,957,000 | 2,551 |
| Other domestic debt securities | $1,110,000 | 2,561 |
| 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 | $1,110,000 | 2,252 |
| 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 | $1,555,000 | 6,122 |
| Mortgage-backed securities | $752,000 | 6,023 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,885 |
| Issued or guaranteed by U.S. | $433,000 | 5,858 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $319,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 3,273 |
| 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) | $6,957,000 | 1,791 |
| Available-for-sale securities (fair market value) | $4,690,000 | 7,034 |
| Total debt securities | $11,647,000 | 6,107 |
| Structured notes |
| Amortized cost | $500,000 | 1,773 |
| Fair value | $503,000 | 1,828 |
| 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 | $11,017,000 | 6,244 |
| U.S. Government securities | $2,848,000 | 7,899 |
| U.S. Treasury securities | $511,000 | 1,837 |
| U.S. Government agency obligations | $2,337,000 | 7,894 |
| Securities issued by states & political subdivisions | $7,079,000 | 2,476 |
| Other domestic debt securities | $1,090,000 | 2,662 |
| 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 | $1,090,000 | 2,343 |
| 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 | $1,572,000 | 6,107 |
| Mortgage-backed securities | $1,000,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $536,000 | 5,803 |
| Issued or guaranteed by U.S. | $536,000 | 5,784 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $464,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 3,338 |
| 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) | $7,079,000 | 1,767 |
| Available-for-sale securities (fair market value) | $3,938,000 | 7,220 |
| Total debt securities | $11,017,000 | 6,163 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $11,111,000 | 6,272 |
| U.S. Government securities | $2,961,000 | 7,917 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,961,000 | 7,732 |
| Securities issued by states & political subdivisions | $7,075,000 | 2,398 |
| Other domestic debt securities | $1,075,000 | 2,705 |
| 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 | $1,075,000 | 2,366 |
| 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 | $1,028,000 | 6,564 |
| Mortgage-backed securities | $1,132,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $630,000 | 5,716 |
| Issued or guaranteed by U.S. | $630,000 | 5,699 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $502,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 3,385 |
| 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) | $7,075,000 | 1,806 |
| Available-for-sale securities (fair market value) | $4,036,000 | 7,216 |
| Total debt securities | $11,111,000 | 6,186 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $11,206,000 | 6,240 |
| U.S. Government securities | $3,059,000 | 7,912 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,059,000 | 7,698 |
| Securities issued by states & political subdivisions | $7,072,000 | 2,372 |
| Other domestic debt securities | $1,075,000 | 2,729 |
| 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 | $1,075,000 | 2,389 |
| 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 | $1,030,000 | 6,567 |
| Mortgage-backed securities | $726,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $726,000 | 5,611 |
| Issued or guaranteed by U.S. | $726,000 | 5,594 |
| 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) | $7,072,000 | 1,856 |
| Available-for-sale securities (fair market value) | $4,134,000 | 7,192 |
| Total debt securities | $11,206,000 | 6,137 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $11,500,000 | 6,137 |
| U.S. Government securities | $3,341,000 | 7,920 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,341,000 | 7,677 |
| Securities issued by states & political subdivisions | $7,059,000 | 2,288 |
| Other domestic debt securities | $1,100,000 | 2,785 |
| 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 | $1,100,000 | 2,393 |
| 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 | $1,010,000 | 6,727 |
| Mortgage-backed securities | $454,000 | 6,411 |
| Certificates of participation in pools of residential mortgages | $454,000 | 5,784 |
| Issued or guaranteed by U.S. | $454,000 | 5,761 |
| 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) | $7,059,000 | 1,909 |
| Available-for-sale securities (fair market value) | $4,441,000 | 7,149 |
| Total debt securities | $11,500,000 | 6,044 |
| 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 | $13,872,000 | 5,798 |
| U.S. Government securities | $6,356,000 | 7,176 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,356,000 | 6,821 |
| Securities issued by states & political subdivisions | $7,047,000 | 2,189 |
| 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 | $469,000 | 3,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,240,000 | 6,109 |
| Mortgage-backed securities | $734,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $734,000 | 5,096 |
| Issued or guaranteed by U.S. | $734,000 | 5,082 |
| 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) | $7,047,000 | 2,314 |
| Available-for-sale securities (fair market value) | $6,825,000 | 6,652 |
| Total debt securities | $13,403,000 | 5,774 |
| 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 | $9,158,000 | 7,331 |
| U.S. Government securities | $6,912,000 | 7,211 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,912,000 | 6,685 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,753 |
| 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 | $398,000 | 4,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,130,000 | 6,240 |
| 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) | $1,848,000 | 4,341 |
| Available-for-sale securities (fair market value) | $7,310,000 | 6,665 |
| Total debt securities | $8,760,000 | 7,325 |
| 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 | $8,741,000 | 7,478 |
| U.S. Government securities | $8,571,000 | 6,539 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,571,000 | 5,706 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $170,000 | 5,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,007,000 | 7,121 |
| Mortgage-backed securities | $582,000 | 6,562 |
| Certificates of participation in pools of residential mortgages | $582,000 | 5,835 |
| Issued or guaranteed by U.S. | $582,000 | 5,821 |
| 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) | $136,000 | 6,339 |
| Available-for-sale securities (fair market value) | $8,605,000 | 6,168 |
| Total debt securities | $8,571,000 | 7,383 |
| 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 | $5,964,000 | 8,833 |
| U.S. Government securities | $5,687,000 | 8,218 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,687,000 | 6,967 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $277,000 | 2,726 |
| 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 | $277,000 | 2,178 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $185,000 | 8,664 |
| Mortgage-backed securities | $422,000 | 7,133 |
| Certificates of participation in pools of residential mortgages | $422,000 | 6,328 |
| Issued or guaranteed by U.S. | $422,000 | 6,308 |
| 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) | $1,932,000 | 5,670 |
| Available-for-sale securities (fair market value) | $4,032,000 | 7,893 |
| Total debt securities | $5,964,000 | 8,708 |
| Structured notes |
| Amortized cost | $250,000 | 2,431 |
| Fair value | $247,000 | 2,554 |
| 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 | $8,600,000 | 8,405 |
| U.S. Government securities | $8,600,000 | 7,569 |
| U.S. Treasury securities | $502,000 | 7,995 |
| U.S. Government agency obligations | $8,098,000 | 6,204 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,909,000 | 6,837 |
| Mortgage-backed securities | $605,000 | 7,356 |
| Certificates of participation in pools of residential mortgages | $605,000 | 6,452 |
| Issued or guaranteed by U.S. | $605,000 | 6,436 |
| 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) | $1,355,000 | 6,745 |
| Available-for-sale securities (fair market value) | $7,245,000 | 6,895 |
| Total debt securities | $8,600,000 | 8,277 |
| Structured notes |
| Amortized cost | $250,000 | 3,178 |
| Fair value | $250,000 | 3,193 |
| 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 | $8,225,000 | 8,906 |
| U.S. Government securities | $8,225,000 | 8,077 |
| U.S. Treasury securities | $1,710,000 | 7,490 |
| U.S. Government agency obligations | $6,515,000 | 6,933 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 9,277 |
| Mortgage-backed securities | $724,000 | 7,670 |
| Certificates of participation in pools of residential mortgages | $724,000 | 6,559 |
| Issued or guaranteed by U.S. | $724,000 | 6,527 |
| 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) | $1,474,000 | 7,068 |
| Available-for-sale securities (fair market value) | $6,751,000 | 7,255 |
| Total debt securities | $8,225,000 | 8,792 |
| Structured notes |
| Amortized cost | $250,000 | 4,119 |
| Fair value | $248,000 | 4,189 |
| 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 | $3,896,000 | 11,298 |
| U.S. Government securities | $3,896,000 | 10,742 |
| U.S. Treasury securities | $1,675,000 | 8,688 |
| U.S. Government agency obligations | $2,221,000 | 9,717 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,000 | 9,820 |
| Mortgage-backed securities | $524,000 | 8,468 |
| Certificates of participation in pools of residential mortgages | $524,000 | 7,324 |
| Issued or guaranteed by U.S. | $524,000 | 7,297 |
| 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) | $1,575,000 | 10,344 |
| Available-for-sale securities (fair market value) | $2,321,000 | 8,608 |
| Total debt securities | $3,896,000 | 11,203 |
| 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 | $2,184,000 | 12,499 |
| U.S. Government securities | $2,184,000 | 12,118 |
| U.S. Treasury securities | $599,000 | 10,652 |
| U.S. Government agency obligations | $1,585,000 | 10,620 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,000 | 10,200 |
| Mortgage-backed securities | $735,000 | 8,827 |
| Certificates of participation in pools of residential mortgages | $735,000 | 7,546 |
| Issued or guaranteed by U.S. | $735,000 | 7,498 |
| 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 | $2,184,000 | 12,374 |
| 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 | $3,325,000 | 12,428 |
| U.S. Government securities | $3,261,000 | 11,924 |
| U.S. Treasury securities | $599,000 | 11,109 |
| U.S. Government agency obligations | $2,662,000 | 9,860 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $64,000 | 6,970 |
| Privately issued residential mortgage-backed securities | $64,000 | 3,699 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $271,000 | 10,288 |
| Certificates of participation in pools of residential mortgages | $207,000 | 9,428 |
| Issued or guaranteed by U.S. | $207,000 | 9,353 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $64,000 | 7,089 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $64,000 | 3,179 |
| 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 | $3,325,000 | 12,310 |
| 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 |
