| 2017-09-30 | Rank |
| Total securities | $43,869,000 | 2,549 |
| U.S. Government securities | $28,588,000 | 2,322 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $28,588,000 | 2,225 |
| Securities issued by states & political subdivisions | $12,039,000 | 2,481 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,242,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,900,000 | 1,736 |
| Mortgage-backed securities | $28,588,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $28,588,000 | 1,120 |
| Issued or guaranteed by U.S. | $28,588,000 | 1,119 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $43,869,000 | 2,343 |
| Total debt securities | $40,627,000 | 2,636 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $47,870,000 | 2,439 |
| U.S. Government securities | $30,941,000 | 2,242 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $30,941,000 | 2,144 |
| Securities issued by states & political subdivisions | $13,712,000 | 2,352 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,217,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,813,000 | 1,860 |
| Mortgage-backed securities | $30,941,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $30,941,000 | 1,090 |
| Issued or guaranteed by U.S. | $30,941,000 | 1,089 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $47,870,000 | 2,230 |
| Total debt securities | $44,653,000 | 2,529 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $51,878,000 | 2,325 |
| U.S. Government securities | $33,756,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $33,756,000 | 2,043 |
| Securities issued by states & political subdivisions | $14,941,000 | 2,249 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,181,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,939,000 | 1,870 |
| Mortgage-backed securities | $33,756,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $33,756,000 | 1,040 |
| Issued or guaranteed by U.S. | $33,756,000 | 1,040 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $51,878,000 | 2,128 |
| Total debt securities | $48,697,000 | 2,414 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $56,003,000 | 2,192 |
| U.S. Government securities | $46,775,000 | 1,683 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $46,775,000 | 1,598 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $6,058,000 | 780 |
| Privately issued residential mortgage-backed securities | $6,058,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,170,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,746,000 | 1,920 |
| Mortgage-backed securities | $52,833,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $52,833,000 | 749 |
| Issued or guaranteed by U.S. | $46,775,000 | 826 |
| Privately issued | $6,058,000 | 15 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $56,003,000 | 2,006 |
| Total debt securities | $52,833,000 | 2,254 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $59,730,000 | 2,094 |
| U.S. Government securities | $39,818,000 | 1,881 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $39,818,000 | 1,796 |
| Securities issued by states & political subdivisions | $16,672,000 | 2,135 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,240,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,164,000 | 2,022 |
| Mortgage-backed securities | $39,818,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $39,818,000 | 925 |
| Issued or guaranteed by U.S. | $39,818,000 | 925 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $59,730,000 | 1,919 |
| Total debt securities | $56,490,000 | 2,140 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $62,355,000 | 2,059 |
| U.S. Government securities | $43,361,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $43,361,000 | 1,727 |
| Securities issued by states & political subdivisions | $16,812,000 | 2,126 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,182,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,681,000 | 2,233 |
| Mortgage-backed securities | $43,361,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $43,361,000 | 888 |
| Issued or guaranteed by U.S. | $43,361,000 | 885 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $62,355,000 | 1,864 |
| Total debt securities | $60,173,000 | 2,085 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $67,405,000 | 1,971 |
| U.S. Government securities | $47,312,000 | 1,735 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $47,312,000 | 1,661 |
| Securities issued by states & political subdivisions | $17,936,000 | 2,008 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,157,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,637,000 | 2,333 |
| Mortgage-backed securities | $47,312,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $47,312,000 | 836 |
| Issued or guaranteed by U.S. | $47,312,000 | 835 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $67,405,000 | 1,783 |
| Total debt securities | $65,248,000 | 2,000 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $73,188,000 | 1,861 |
| U.S. Government securities | $50,812,000 | 1,669 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $50,812,000 | 1,586 |
| Securities issued by states & political subdivisions | $20,265,000 | 1,852 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,111,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,118,000 | 2,364 |
| Mortgage-backed securities | $50,812,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $50,812,000 | 790 |
| Issued or guaranteed by U.S. | $50,812,000 | 789 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $73,188,000 | 1,683 |
| Total debt securities | $71,077,000 | 1,885 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $77,016,000 | 1,772 |
| U.S. Government securities | $54,126,000 | 1,595 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $54,126,000 | 1,526 |
| Securities issued by states & political subdivisions | $20,766,000 | 1,821 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,124,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,338,000 | 2,289 |
| Mortgage-backed securities | $54,126,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $54,126,000 | 733 |
| Issued or guaranteed by U.S. | $54,126,000 | 733 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $77,016,000 | 1,598 |
| Total debt securities | $74,892,000 | 1,792 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $81,836,000 | 1,721 |
| U.S. Government securities | $58,222,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $58,222,000 | 1,472 |
| Securities issued by states & political subdivisions | $21,521,000 | 1,749 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,093,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,579,000 | 2,238 |
| Mortgage-backed securities | $58,222,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $58,222,000 | 713 |
| Issued or guaranteed by U.S. | $58,222,000 | 713 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $81,836,000 | 1,540 |
| Total debt securities | $79,743,000 | 1,736 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $87,984,000 | 1,618 |
| U.S. Government securities | $62,549,000 | 1,484 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $62,549,000 | 1,424 |
| Securities issued by states & political subdivisions | $23,327,000 | 1,612 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,108,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,853,000 | 2,178 |
| Mortgage-backed securities | $62,549,000 | 976 |
| Certificates of participation in pools of residential mortgages | $62,549,000 | 681 |
| Issued or guaranteed by U.S. | $62,549,000 | 680 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $87,984,000 | 1,442 |
| Total debt securities | $85,876,000 | 1,630 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $95,743,000 | 1,507 |
| U.S. Government securities | $70,417,000 | 1,335 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $70,417,000 | 1,276 |
| Securities issued by states & political subdivisions | $23,260,000 | 1,610 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,066,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,450,000 | 2,136 |
| Mortgage-backed securities | $70,417,000 | 897 |
| Certificates of participation in pools of residential mortgages | $70,417,000 | 633 |
| Issued or guaranteed by U.S. | $70,417,000 | 631 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $95,743,000 | 1,331 |
| Total debt securities | $93,677,000 | 1,520 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $99,877,000 | 1,471 |
| U.S. Government securities | $73,684,000 | 1,320 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $73,684,000 | 1,253 |
| Securities issued by states & political subdivisions | $24,144,000 | 1,569 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,049,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,908,000 | 1,882 |
| Mortgage-backed securities | $73,684,000 | 871 |
| Certificates of participation in pools of residential mortgages | $73,684,000 | 611 |
| Issued or guaranteed by U.S. | $73,684,000 | 610 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $99,877,000 | 1,297 |
| Total debt securities | $97,828,000 | 1,484 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $95,759,000 | 1,551 |
| U.S. Government securities | $71,125,000 | 1,371 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $71,125,000 | 1,312 |
| Securities issued by states & political subdivisions | $22,590,000 | 1,658 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,044,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,305,000 | 1,934 |
| Mortgage-backed securities | $71,125,000 | 913 |
| Certificates of participation in pools of residential mortgages | $71,125,000 | 633 |
| Issued or guaranteed by U.S. | $71,125,000 | 631 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $95,759,000 | 1,381 |
| Total debt securities | $93,715,000 | 1,559 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $93,932,000 | 1,590 |
| U.S. Government securities | $68,213,000 | 1,445 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $68,213,000 | 1,389 |
| Securities issued by states & political subdivisions | $23,712,000 | 1,590 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,007,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,086,000 | 2,115 |
| Mortgage-backed securities | $68,213,000 | 955 |
| Certificates of participation in pools of residential mortgages | $68,213,000 | 663 |
| Issued or guaranteed by U.S. | $68,213,000 | 662 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $93,932,000 | 1,408 |
| Total debt securities | $91,925,000 | 1,608 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $98,228,000 | 1,505 |
| U.S. Government securities | $71,394,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $71,394,000 | 1,319 |
| Securities issued by states & political subdivisions | $24,847,000 | 1,526 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,987,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,420,000 | 2,141 |
| Mortgage-backed securities | $71,394,000 | 916 |
| Certificates of participation in pools of residential mortgages | $71,394,000 | 634 |
| Issued or guaranteed by U.S. | $71,394,000 | 632 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $98,228,000 | 1,336 |
| Total debt securities | $96,241,000 | 1,517 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $99,222,000 | 1,510 |
| U.S. Government securities | $71,940,000 | 1,369 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $71,940,000 | 1,326 |
| Securities issued by states & political subdivisions | $25,280,000 | 1,502 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,002,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,223,000 | 1,805 |
| Mortgage-backed securities | $71,940,000 | 910 |
| Certificates of participation in pools of residential mortgages | $71,940,000 | 624 |
| Issued or guaranteed by U.S. | $71,940,000 | 622 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $99,222,000 | 1,349 |
| Total debt securities | $97,220,000 | 1,521 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $90,385,000 | 1,646 |
| U.S. Government securities | $62,959,000 | 1,540 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $62,959,000 | 1,492 |
| Securities issued by states & political subdivisions | $25,427,000 | 1,473 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,999,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,300,000 | 1,887 |
| Mortgage-backed securities | $62,959,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $62,959,000 | 706 |
| Issued or guaranteed by U.S. | $62,959,000 | 704 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $90,385,000 | 1,479 |
| Total debt securities | $88,386,000 | 1,662 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $101,887,000 | 1,491 |
| U.S. Government securities | $74,205,000 | 1,361 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $74,205,000 | 1,317 |
| Securities issued by states & political subdivisions | $25,627,000 | 1,448 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,055,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,210,000 | 1,984 |
| Mortgage-backed securities | $74,205,000 | 927 |
| Certificates of participation in pools of residential mortgages | $74,205,000 | 623 |
| Issued or guaranteed by U.S. | $74,205,000 | 622 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $101,887,000 | 1,348 |
| Total debt securities | $99,832,000 | 1,498 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $94,563,000 | 1,568 |
| U.S. Government securities | $66,719,000 | 1,471 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $66,719,000 | 1,432 |
| Securities issued by states & political subdivisions | $25,785,000 | 1,400 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,059,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,991,000 | 1,906 |
| Mortgage-backed securities | $66,719,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $66,719,000 | 655 |
| Issued or guaranteed by U.S. | $66,719,000 | 653 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $94,563,000 | 1,417 |
| Total debt securities | $92,504,000 | 1,578 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $99,888,000 | 1,492 |
| U.S. Government securities | $71,470,000 | 1,411 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $71,470,000 | 1,369 |
| Securities issued by states & political subdivisions | $26,361,000 | 1,346 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,057,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,666,000 | 1,821 |
| Mortgage-backed securities | $71,470,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $71,470,000 | 644 |
| Issued or guaranteed by U.S. | $71,470,000 | 643 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $99,888,000 | 1,348 |
| Total debt securities | $97,831,000 | 1,498 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $111,914,000 | 1,358 |
| U.S. Government securities | $84,058,000 | 1,234 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $84,058,000 | 1,197 |
| Securities issued by states & political subdivisions | $25,827,000 | 1,337 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,029,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,999,000 | 1,938 |
| Mortgage-backed securities | $84,058,000 | 879 |
| Certificates of participation in pools of residential mortgages | $84,058,000 | 574 |
| Issued or guaranteed by U.S. | $84,058,000 | 574 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $111,914,000 | 1,237 |
| Total debt securities | $109,885,000 | 1,364 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $113,386,000 | 1,351 |
| U.S. Government securities | $86,301,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $86,301,000 | 1,195 |
| Securities issued by states & political subdivisions | $25,095,000 | 1,323 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,990,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,181,000 | 2,015 |
| Mortgage-backed securities | $86,301,000 | 879 |
| Certificates of participation in pools of residential mortgages | $86,301,000 | 561 |
| Issued or guaranteed by U.S. | $86,301,000 | 561 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $113,386,000 | 1,232 |
| Total debt securities | $111,396,000 | 1,359 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $115,120,000 | 1,288 |
| U.S. Government securities | $87,177,000 | 1,166 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $87,177,000 | 1,126 |
| Securities issued by states & political subdivisions | $25,971,000 | 1,250 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,972,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,150,000 | 2,006 |
| Mortgage-backed securities | $87,177,000 | 839 |
| Certificates of participation in pools of residential mortgages | $87,177,000 | 526 |
| Issued or guaranteed by U.S. | $87,177,000 | 524 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $115,120,000 | 1,157 |
| Total debt securities | $113,148,000 | 1,290 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $106,473,000 | 1,347 |
| U.S. Government securities | $82,593,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $82,593,000 | 1,154 |
| Securities issued by states & political subdivisions | $21,924,000 | 1,435 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,956,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,025,000 | 1,391 |
| Mortgage-backed securities | $82,593,000 | 854 |
| Certificates of participation in pools of residential mortgages | $82,593,000 | 527 |
| Issued or guaranteed by U.S. | $82,593,000 | 524 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $106,473,000 | 1,206 |
| Total debt securities | $104,517,000 | 1,358 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $86,637,000 | 1,606 |
| U.S. Government securities | $64,909,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $64,909,000 | 1,465 |
| Securities issued by states & political subdivisions | $19,835,000 | 1,512 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,893,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,040,000 | 1,651 |
| Mortgage-backed securities | $64,909,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $64,909,000 | 651 |
| Issued or guaranteed by U.S. | $64,909,000 | 648 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $86,637,000 | 1,450 |
| Total debt securities | $84,744,000 | 1,615 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $79,722,000 | 1,703 |
| U.S. Government securities | $58,481,000 | 1,627 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $58,481,000 | 1,577 |
| Securities issued by states & political subdivisions | $19,389,000 | 1,491 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,852,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,269,000 | 1,682 |
| Mortgage-backed securities | $58,481,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $58,481,000 | 687 |
| Issued or guaranteed by U.S. | $58,481,000 | 684 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $79,722,000 | 1,543 |
| Total debt securities | $77,870,000 | 1,720 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $81,774,000 | 1,597 |
| U.S. Government securities | $61,095,000 | 1,493 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $61,095,000 | 1,433 |
| Securities issued by states & political subdivisions | $20,046,000 | 1,425 |
| 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 | $633,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,868,000 | 1,521 |
| Mortgage-backed securities | $61,095,000 | 987 |
| Certificates of participation in pools of residential mortgages | $61,095,000 | 626 |
| Issued or guaranteed by U.S. | $61,095,000 | 621 |
| 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) | $81,774,000 | 1,433 |
| Total debt securities | $81,140,000 | 1,591 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $87,893,000 | 1,485 |
| U.S. Government securities | $68,131,000 | 1,322 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $68,131,000 | 1,268 |
| Securities issued by states & political subdivisions | $19,120,000 | 1,436 |
| 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 | $642,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,363,000 | 1,587 |
| Mortgage-backed securities | $66,280,000 | 911 |
| Certificates of participation in pools of residential mortgages | $66,280,000 | 568 |
| Issued or guaranteed by U.S. | $66,280,000 | 563 |
| 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) | $87,893,000 | 1,324 |
| Total debt securities | $87,251,000 | 1,473 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $84,208,000 | 1,538 |
| U.S. Government securities | $66,485,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $66,485,000 | 1,316 |
| Securities issued by states & political subdivisions | $17,091,000 | 1,511 |
| 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 | $632,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,467,000 | 1,826 |
| Mortgage-backed securities | $64,590,000 | 917 |
| Certificates of participation in pools of residential mortgages | $64,590,000 | 577 |
| Issued or guaranteed by U.S. | $64,590,000 | 570 |
| 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) | $84,208,000 | 1,368 |
| Total debt securities | $83,576,000 | 1,530 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $91,597,000 | 1,430 |
| U.S. Government securities | $74,499,000 | 1,254 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $74,499,000 | 1,205 |
| Securities issued by states & political subdivisions | $16,488,000 | 1,548 |
| 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 | $610,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,199,000 | 2,140 |
| Mortgage-backed securities | $72,552,000 | 851 |
| Certificates of participation in pools of residential mortgages | $72,552,000 | 540 |
| Issued or guaranteed by U.S. | $72,552,000 | 538 |
| 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) | $91,597,000 | 1,269 |
| Total debt securities | $90,987,000 | 1,421 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $85,996,000 | 1,494 |
| U.S. Government securities | $70,293,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $70,293,000 | 1,247 |
| Securities issued by states & political subdivisions | $15,098,000 | 1,657 |
| 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 | $605,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,695,000 | 2,001 |
| Mortgage-backed securities | $68,265,000 | 895 |
| Certificates of participation in pools of residential mortgages | $68,265,000 | 586 |
| Issued or guaranteed by U.S. | $68,265,000 | 582 |
| 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) | $6,393,000 | 1,374 |
| Available-for-sale securities (fair market value) | $79,603,000 | 1,406 |
| Total debt securities | $85,391,000 | 1,479 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $89,573,000 | 1,425 |
| U.S. Government securities | $73,655,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $73,655,000 | 1,155 |
| Securities issued by states & political subdivisions | $15,310,000 | 1,609 |
| 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 | $608,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,839,000 | 1,921 |
| Mortgage-backed securities | $71,573,000 | 878 |
| Certificates of participation in pools of residential mortgages | $71,573,000 | 579 |
| Issued or guaranteed by U.S. | $71,573,000 | 574 |
| 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) | $6,393,000 | 1,425 |
| Available-for-sale securities (fair market value) | $83,180,000 | 1,325 |
| Total debt securities | $88,965,000 | 1,406 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $94,742,000 | 1,329 |
| U.S. Government securities | $79,704,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $79,704,000 | 1,044 |
| Securities issued by states & political subdivisions | $14,444,000 | 1,664 |
| 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 | $594,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,186,000 | 2,218 |
| Mortgage-backed securities | $77,519,000 | 822 |
| Certificates of participation in pools of residential mortgages | $77,519,000 | 548 |
| Issued or guaranteed by U.S. | $77,519,000 | 542 |
| 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) | $6,394,000 | 1,436 |
| Available-for-sale securities (fair market value) | $88,348,000 | 1,246 |
| Total debt securities | $94,148,000 | 1,318 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $103,948,000 | 1,205 |
| U.S. Government securities | $92,009,000 | 940 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $92,009,000 | 909 |
| Securities issued by states & political subdivisions | $11,350,000 | 1,939 |
| 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 | $589,000 | 902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,467,000 | 2,505 |
| Mortgage-backed securities | $86,721,000 | 756 |
| Certificates of participation in pools of residential mortgages | $83,043,000 | 536 |
| Issued or guaranteed by U.S. | $83,043,000 | 529 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,678,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $3,678,000 | 1,736 |
| 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) | $6,395,000 | 1,470 |
| Available-for-sale securities (fair market value) | $97,553,000 | 1,110 |
| Total debt securities | $103,358,000 | 1,178 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| 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 | $103,721,000 | 1,170 |
| U.S. Government securities | $94,777,000 | 899 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $94,777,000 | 877 |
| Securities issued by states & political subdivisions | $8,367,000 | 2,359 |
| 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 | $577,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,869,000 | 2,383 |
| Mortgage-backed securities | $89,418,000 | 719 |
| Certificates of participation in pools of residential mortgages | $85,605,000 | 511 |
| Issued or guaranteed by U.S. | $85,605,000 | 506 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,813,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $3,813,000 | 1,694 |
| 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) | $6,396,000 | 1,467 |
| Available-for-sale securities (fair market value) | $97,325,000 | 1,093 |
| Total debt securities | $103,145,000 | 1,163 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $96,308,000 | 1,239 |
| U.S. Government securities | $89,060,000 | 926 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $89,060,000 | 904 |
| Securities issued by states & political subdivisions | $6,684,000 | 2,681 |
| 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 | $564,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,189,000 | 1,447 |
| Mortgage-backed securities | $82,649,000 | 729 |
| Certificates of participation in pools of residential mortgages | $78,807,000 | 514 |
| Issued or guaranteed by U.S. | $78,807,000 | 509 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,842,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $3,842,000 | 1,596 |
| 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) | $6,397,000 | 1,464 |
| Available-for-sale securities (fair market value) | $89,911,000 | 1,140 |
| Total debt securities | $95,743,000 | 1,223 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $99,882,000 | 1,214 |
| U.S. Government securities | $92,627,000 | 904 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $92,627,000 | 881 |
| Securities issued by states & political subdivisions | $6,696,000 | 2,684 |
| 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 | $559,000 | 1,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,695,000 | 1,789 |
| Mortgage-backed securities | $81,181,000 | 734 |
| Certificates of participation in pools of residential mortgages | $77,263,000 | 522 |
| Issued or guaranteed by U.S. | $77,263,000 | 517 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,918,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $3,918,000 | 1,589 |
| 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) | $6,398,000 | 1,460 |
| Available-for-sale securities (fair market value) | $93,484,000 | 1,122 |
| Total debt securities | $99,323,000 | 1,186 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $107,115,000 | 1,140 |
| U.S. Government securities | $99,855,000 | 841 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $99,855,000 | 821 |
| Securities issued by states & political subdivisions | $6,702,000 | 2,705 |
| 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 | $558,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,955,000 | 1,958 |
| Mortgage-backed securities | $87,275,000 | 674 |
| Certificates of participation in pools of residential mortgages | $83,033,000 | 480 |
| Issued or guaranteed by U.S. | $83,033,000 | 474 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,242,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $4,242,000 | 1,524 |
| 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) | $6,399,000 | 1,476 |
| Available-for-sale securities (fair market value) | $100,716,000 | 1,059 |
| Total debt securities | $106,557,000 | 1,113 |
| Structured notes |
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,001,000 | 760 |
| 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 | $104,375,000 | 1,155 |
| U.S. Government securities | $93,794,000 | 894 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $93,794,000 | 868 |
| Securities issued by states & political subdivisions | $10,027,000 | 2,063 |
| 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 | $554,000 | 1,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,726,000 | 1,881 |
| Mortgage-backed securities | $76,201,000 | 693 |
| Certificates of participation in pools of residential mortgages | $68,984,000 | 513 |
| Issued or guaranteed by U.S. | $68,984,000 | 509 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,217,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $7,217,000 | 1,120 |
| 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) | $6,400,000 | 1,522 |
| Available-for-sale securities (fair market value) | $97,975,000 | 1,076 |
| Total debt securities | $103,821,000 | 1,140 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $1,983,000 | 1,124 |
| 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 | $125,775,000 | 943 |
| U.S. Government securities | $115,227,000 | 738 |
| U.S. Treasury securities | $1,000,000 | 774 |
| U.S. Government agency obligations | $114,227,000 | 728 |
| Securities issued by states & political subdivisions | $10,009,000 | 2,018 |
| 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 | $539,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,427,000 | 1,322 |
| Mortgage-backed securities | $80,186,000 | 637 |
| Certificates of participation in pools of residential mortgages | $72,822,000 | 469 |
| Issued or guaranteed by U.S. | $72,822,000 | 464 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,364,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $7,364,000 | 1,067 |
| 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) | $6,401,000 | 1,573 |
| Available-for-sale securities (fair market value) | $119,374,000 | 861 |
| Total debt securities | $125,236,000 | 925 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,213 |
| Fair value | $1,953,000 | 1,316 |
| 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 | $130,527,000 | 912 |
| U.S. Government securities | $120,037,000 | 708 |
| U.S. Treasury securities | $1,997,000 | 647 |
| U.S. Government agency obligations | $118,040,000 | 701 |
| Securities issued by states & political subdivisions | $9,963,000 | 2,006 |
| 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 | $527,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,419,000 | 1,786 |
| Mortgage-backed securities | $83,931,000 | 611 |
| Certificates of participation in pools of residential mortgages | $76,350,000 | 457 |
| Issued or guaranteed by U.S. | $76,350,000 | 452 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,581,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $7,581,000 | 1,025 |
| 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) | $6,402,000 | 1,587 |
| Available-for-sale securities (fair market value) | $124,125,000 | 818 |
| Total debt securities | $130,000,000 | 894 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,912,000 | 1,393 |
| 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 | $141,528,000 | 840 |
| U.S. Government securities | $130,977,000 | 654 |
| U.S. Treasury securities | $3,987,000 | 477 |
| U.S. Government agency obligations | $126,990,000 | 654 |
| Securities issued by states & political subdivisions | $10,020,000 | 2,007 |
| 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 | $531,000 | 1,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,308,000 | 1,751 |
| Mortgage-backed securities | $85,292,000 | 603 |
| Certificates of participation in pools of residential mortgages | $80,327,000 | 437 |
| Issued or guaranteed by U.S. | $80,327,000 | 432 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,965,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $4,965,000 | 1,286 |
| 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) | $6,403,000 | 1,600 |
| Available-for-sale securities (fair market value) | $135,125,000 | 740 |
| Total debt securities | $140,995,000 | 824 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,328 |
| Fair value | $1,939,000 | 1,457 |
| 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 | $139,415,000 | 879 |
| U.S. Government securities | $128,864,000 | 694 |
| U.S. Treasury securities | $4,972,000 | 448 |
| U.S. Government agency obligations | $123,892,000 | 699 |
| Securities issued by states & political subdivisions | $10,028,000 | 2,008 |
| 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 | $523,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,776,000 | 1,732 |
| Mortgage-backed securities | $82,102,000 | 630 |
| Certificates of participation in pools of residential mortgages | $82,102,000 | 428 |
| Issued or guaranteed by U.S. | $82,102,000 | 423 |
| 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) | $6,404,000 | 1,651 |
| Available-for-sale securities (fair market value) | $133,011,000 | 778 |
| Total debt securities | $138,893,000 | 864 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,933,000 | 1,556 |
| 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 | $139,678,000 | 895 |
| U.S. Government securities | $129,122,000 | 712 |
| U.S. Treasury securities | $6,952,000 | 371 |
| U.S. Government agency obligations | $122,170,000 | 719 |
| Securities issued by states & political subdivisions | $10,038,000 | 2,005 |
| 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 | $518,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,726,000 | 1,700 |
| Mortgage-backed securities | $69,911,000 | 732 |
| Certificates of participation in pools of residential mortgages | $69,911,000 | 509 |
| Issued or guaranteed by U.S. | $69,911,000 | 502 |
| 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) | $6,405,000 | 1,704 |
| Available-for-sale securities (fair market value) | $133,273,000 | 784 |
| Total debt securities | $139,160,000 | 877 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,926,000 | 1,648 |
| 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 | $143,898,000 | 863 |
| U.S. Government securities | $131,793,000 | 706 |
| U.S. Treasury securities | $7,908,000 | 360 |
| U.S. Government agency obligations | $123,885,000 | 712 |
| Securities issued by states & political subdivisions | $11,605,000 | 1,702 |
| 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 | $500,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,795,000 | 1,614 |
| Mortgage-backed securities | $71,816,000 | 715 |
| Certificates of participation in pools of residential mortgages | $71,816,000 | 503 |
| Issued or guaranteed by U.S. | $71,816,000 | 496 |
| 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) | $6,405,000 | 1,725 |
| Available-for-sale securities (fair market value) | $137,493,000 | 759 |
| Total debt securities | $143,398,000 | 849 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,875,000 | 1,694 |
| 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 | $151,353,000 | 826 |
| U.S. Government securities | $139,220,000 | 673 |
| U.S. Treasury securities | $9,907,000 | 336 |
| U.S. Government agency obligations | $129,313,000 | 702 |
| Securities issued by states & political subdivisions | $11,632,000 | 1,705 |
| 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 | $501,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,909,000 | 1,867 |
| Mortgage-backed securities | $76,920,000 | 680 |
| Certificates of participation in pools of residential mortgages | $76,920,000 | 480 |
| Issued or guaranteed by U.S. | $76,920,000 | 474 |
| 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) | $6,406,000 | 1,735 |
| Available-for-sale securities (fair market value) | $144,947,000 | 722 |
| Total debt securities | $150,852,000 | 814 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,904,000 | 1,700 |
| 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 | $159,835,000 | 799 |
| U.S. Government securities | $146,988,000 | 651 |
| U.S. Treasury securities | $9,915,000 | 347 |
| U.S. Government agency obligations | $137,073,000 | 670 |
| Securities issued by states & political subdivisions | $12,342,000 | 1,608 |
| 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 | $505,000 | 1,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,244,000 | 1,654 |
| Mortgage-backed securities | $84,505,000 | 636 |
| Certificates of participation in pools of residential mortgages | $84,505,000 | 462 |
| Issued or guaranteed by U.S. | $84,505,000 | 457 |
| 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) | $6,407,000 | 1,766 |
| Available-for-sale securities (fair market value) | $153,428,000 | 690 |
| Total debt securities | $159,330,000 | 778 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,939,000 | 1,678 |
| 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 | $109,747,000 | 1,130 |
| U.S. Government securities | $103,274,000 | 880 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $103,274,000 | 856 |
| Securities issued by states & political subdivisions | $5,970,000 | 2,760 |
| 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 | $503,000 | 1,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,115,000 | 2,606 |
| Mortgage-backed securities | $80,205,000 | 668 |
| Certificates of participation in pools of residential mortgages | $80,205,000 | 486 |
| Issued or guaranteed by U.S. | $80,205,000 | 478 |
| 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) | $109,747,000 | 950 |
| Total debt securities | $109,244,000 | 1,102 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,954,000 | 1,655 |
| 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 | $118,623,000 | 1,045 |
| U.S. Government securities | $112,578,000 | 812 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $112,578,000 | 785 |
| Securities issued by states & political subdivisions | $5,537,000 | 2,859 |
| 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 | $508,000 | 1,382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,417,000 | 2,951 |
| Mortgage-backed securities | $89,320,000 | 624 |
| Certificates of participation in pools of residential mortgages | $89,320,000 | 454 |
| Issued or guaranteed by U.S. | $89,320,000 | 444 |
| 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) | $118,623,000 | 875 |
| Total debt securities | $118,114,000 | 1,023 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,983,000 | 1,601 |
| 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 | $111,254,000 | 1,136 |
| U.S. Government securities | $105,994,000 | 888 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $105,994,000 | 854 |
| Securities issued by states & political subdivisions | $5,260,000 | 2,960 |
| 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 | $9,364,000 | 3,497 |
| Mortgage-backed securities | $92,895,000 | 627 |
| Certificates of participation in pools of residential mortgages | $92,895,000 | 456 |
| Issued or guaranteed by U.S. | $92,895,000 | 451 |
| 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) | $111,254,000 | 966 |
| Total debt securities | $111,255,000 | 1,103 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,949,000 | 1,619 |
| 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 | $118,109,000 | 1,090 |
| U.S. Government securities | $112,477,000 | 853 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $112,477,000 | 819 |
| Securities issued by states & political subdivisions | $5,632,000 | 2,876 |
| 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 | $12,215,000 | 2,952 |
| Mortgage-backed securities | $99,156,000 | 613 |
| Certificates of participation in pools of residential mortgages | $99,156,000 | 446 |
| Issued or guaranteed by U.S. | $99,156,000 | 442 |
| 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) | $118,109,000 | 925 |
| Total debt securities | $118,109,000 | 1,062 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,463 |
| Fair value | $1,976,000 | 1,573 |
| 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 | $115,106,000 | 1,117 |
| U.S. Government securities | $105,205,000 | 889 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $105,205,000 | 861 |
| Securities issued by states & political subdivisions | $5,646,000 | 2,886 |
| Other domestic debt securities | $4,255,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $4,255,000 | 467 |
| 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 | $11,800,000 | 2,979 |
| Mortgage-backed securities | $96,191,000 | 637 |
| Certificates of participation in pools of residential mortgages | $91,936,000 | 483 |
| Issued or guaranteed by U.S. | $91,936,000 | 480 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,255,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $4,255,000 | 437 |
| 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) | $115,106,000 | 942 |
| Total debt securities | $115,104,000 | 1,078 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $1,970,000 | 1,607 |
| 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 | $111,479,000 | 1,163 |
| U.S. Government securities | $101,626,000 | 954 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $101,626,000 | 916 |
| Securities issued by states & political subdivisions | $5,485,000 | 2,916 |
| Other domestic debt securities | $4,368,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $4,368,000 | 456 |
| 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 | $12,445,000 | 2,871 |
| Mortgage-backed securities | $92,924,000 | 653 |
| Certificates of participation in pools of residential mortgages | $88,556,000 | 505 |
| Issued or guaranteed by U.S. | $88,556,000 | 502 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,368,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $4,368,000 | 431 |
| 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) | $111,479,000 | 993 |
| Total debt securities | $111,479,000 | 1,125 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,911,000 | 1,582 |
| 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 | $106,622,000 | 1,235 |
| U.S. Government securities | $97,370,000 | 983 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $97,370,000 | 943 |
| Securities issued by states & political subdivisions | $4,506,000 | 3,252 |
| Other domestic debt securities | $4,746,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $4,746,000 | 463 |
| 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 | $12,118,000 | 2,898 |
| Mortgage-backed securities | $90,645,000 | 692 |
| Certificates of participation in pools of residential mortgages | $85,899,000 | 527 |
| Issued or guaranteed by U.S. | $85,899,000 | 519 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,746,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $4,746,000 | 432 |
| 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) | $106,622,000 | 1,051 |
| Total debt securities | $106,623,000 | 1,193 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $100,415,000 | 1,355 |
| U.S. Government securities | $94,983,000 | 1,051 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $94,983,000 | 1,006 |
| Securities issued by states & political subdivisions | $607,000 | 5,639 |
| Other domestic debt securities | $4,825,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $4,825,000 | 382 |
| 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 | $12,429,000 | 2,751 |
| Mortgage-backed securities | $88,551,000 | 710 |
| Certificates of participation in pools of residential mortgages | $83,600,000 | 547 |
| Issued or guaranteed by U.S. | $83,600,000 | 540 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,951,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,467 |
| Privately issued | $4,825,000 | 334 |
| 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) | $100,415,000 | 1,156 |
| Total debt securities | $100,414,000 | 1,311 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $112,765,000 | 1,182 |
| U.S. Government securities | $106,148,000 | 934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $106,148,000 | 898 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,676 |
| Other domestic debt securities | $4,980,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $4,980,000 | 380 |
| 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 | $13,004,000 | 2,575 |
| Mortgage-backed securities | $99,771,000 | 649 |
| Certificates of participation in pools of residential mortgages | $94,115,000 | 504 |
| Issued or guaranteed by U.S. | $94,115,000 | 499 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,656,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,909 |
| Privately issued | $4,980,000 | 338 |
| 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) | $112,765,000 | 1,011 |
| Total debt securities | $112,765,000 | 1,146 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $76,536,000 | 1,640 |
| U.S. Government securities | $74,885,000 | 1,237 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $74,885,000 | 1,190 |
| Securities issued by states & political subdivisions | $1,651,000 | 4,625 |
| 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 | $11,117,000 | 2,840 |
| Mortgage-backed securities | $71,387,000 | 822 |
| Certificates of participation in pools of residential mortgages | $68,797,000 | 594 |
| Issued or guaranteed by U.S. | $68,797,000 | 591 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,590,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $2,590,000 | 2,163 |
| 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) | $2,000,000 | 2,898 |
| Available-for-sale securities (fair market value) | $74,536,000 | 1,444 |
| Total debt securities | $76,536,000 | 1,587 |
| Structured notes |
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,005,000 | 889 |
| 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 | $84,831,000 | 1,476 |
| U.S. Government securities | $83,199,000 | 1,117 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $83,199,000 | 1,073 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,564 |
| 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 | $9,757,000 | 3,131 |
| Mortgage-backed securities | $80,193,000 | 750 |
| Certificates of participation in pools of residential mortgages | $75,770,000 | 550 |
| Issued or guaranteed by U.S. | $75,770,000 | 546 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,423,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $4,423,000 | 1,775 |
| 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) | $2,000,000 | 2,960 |
| Available-for-sale securities (fair market value) | $82,831,000 | 1,286 |
| Total debt securities | $84,829,000 | 1,439 |
| Structured notes |
| Amortized cost | $3,000,000 | 454 |
| Fair value | $3,022,000 | 465 |
| 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 | $89,441,000 | 1,383 |
| U.S. Government securities | $85,190,000 | 1,070 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $85,190,000 | 1,019 |
| Securities issued by states & political subdivisions | $4,251,000 | 3,205 |
| 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 | $11,683,000 | 2,780 |
| Mortgage-backed securities | $79,163,000 | 738 |
| Certificates of participation in pools of residential mortgages | $73,180,000 | 542 |
| Issued or guaranteed by U.S. | $73,180,000 | 539 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,983,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $5,983,000 | 1,583 |
| 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) | $2,000,000 | 3,019 |
| Available-for-sale securities (fair market value) | $87,441,000 | 1,190 |
| Total debt securities | $89,442,000 | 1,336 |
| Structured notes |
| Amortized cost | $3,000,000 | 337 |
| Fair value | $3,044,000 | 347 |
| 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 | $73,049,000 | 1,531 |
| U.S. Government securities | $68,375,000 | 1,182 |
| U.S. Treasury securities | $306,000 | 2,744 |
| U.S. Government agency obligations | $68,069,000 | 1,117 |
| Securities issued by states & political subdivisions | $4,674,000 | 2,989 |
| 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 | $11,828,000 | 2,664 |
| Mortgage-backed securities | $65,034,000 | 779 |
| Certificates of participation in pools of residential mortgages | $43,776,000 | 706 |
| Issued or guaranteed by U.S. | $43,776,000 | 701 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $21,258,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $21,258,000 | 730 |
| 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) | $2,000,000 | 3,196 |
| Available-for-sale securities (fair market value) | $71,049,000 | 1,318 |
| Total debt securities | $73,048,000 | 1,481 |
| Structured notes |
| Amortized cost | $3,000,000 | 118 |
| Fair value | $3,081,000 | 117 |
| 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 | $61,380,000 | 1,785 |
| U.S. Government securities | $51,880,000 | 1,542 |
| U.S. Treasury securities | $2,315,000 | 1,773 |
| U.S. Government agency obligations | $49,565,000 | 1,492 |
| Securities issued by states & political subdivisions | $8,746,000 | 1,854 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $754,000 | 3,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,286,000 | 3,595 |
| Mortgage-backed securities | $36,156,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $36,156,000 | 691 |
| Issued or guaranteed by U.S. | $36,156,000 | 684 |
| 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) | $3,776,000 | 3,124 |
| Available-for-sale securities (fair market value) | $57,604,000 | 1,483 |
| Total debt securities | $60,626,000 | 1,727 |
| Structured notes |
| Amortized cost | $3,000,000 | 126 |
| Fair value | $2,853,000 | 137 |
| 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 | $47,936,000 | 2,367 |
| U.S. Government securities | $32,650,000 | 2,546 |
| U.S. Treasury securities | $6,813,000 | 1,222 |
| U.S. Government agency obligations | $25,837,000 | 2,826 |
| Securities issued by states & political subdivisions | $14,668,000 | 1,139 |
| 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 | $0 | 343 |
| Equity securities | $618,000 | 3,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,745,000 | 3,456 |
| Mortgage-backed securities | $877,000 | 5,985 |
| Certificates of participation in pools of residential mortgages | $877,000 | 5,195 |
| Issued or guaranteed by U.S. | $877,000 | 5,185 |
| 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) | $9,775,000 | 2,146 |
| Available-for-sale securities (fair market value) | $38,161,000 | 2,267 |
| Total debt securities | $47,318,000 | 2,312 |
| Structured notes |
| Amortized cost | $8,999,000 | 60 |
| Fair value | $8,746,000 | 59 |
| 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 | $50,761,000 | 2,272 |
| U.S. Government securities | $34,649,000 | 2,469 |
| U.S. Treasury securities | $7,968,000 | 1,608 |
| U.S. Government agency obligations | $26,681,000 | 2,629 |
| Securities issued by states & political subdivisions | $15,523,000 | 1,061 |
| 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 | $0 | 363 |
| Equity securities | $589,000 | 3,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,459,000 | 2,922 |
| Mortgage-backed securities | $1,154,000 | 5,941 |
| Certificates of participation in pools of residential mortgages | $1,154,000 | 5,089 |
| Issued or guaranteed by U.S. | $1,154,000 | 5,073 |
| 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) | $12,974,000 | 1,950 |
| Available-for-sale securities (fair market value) | $37,787,000 | 2,253 |
| Total debt securities | $50,172,000 | 2,211 |
| Structured notes |
| Amortized cost | $11,129,000 | 63 |
| Fair value | $10,881,000 | 64 |
| 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 | $57,690,000 | 2,006 |
| U.S. Government securities | $41,543,000 | 2,171 |
| U.S. Treasury securities | $9,931,000 | 1,876 |
| U.S. Government agency obligations | $31,612,000 | 2,184 |
| Securities issued by states & political subdivisions | $15,596,000 | 892 |
| 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 | $0 | 390 |
| Equity securities | $551,000 | 3,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,369,000 | 3,061 |
| Mortgage-backed securities | $1,634,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,693 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,677 |
| 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) | $22,170,000 | 1,532 |
| Available-for-sale securities (fair market value) | $35,520,000 | 2,248 |
| Total debt securities | $57,139,000 | 1,958 |
| Structured notes |
| Amortized cost | $14,497,000 | 85 |
| Fair value | $13,929,000 | 87 |
| 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 | $63,883,000 | 1,896 |
| U.S. Government securities | $47,758,000 | 2,033 |
| U.S. Treasury securities | $8,364,000 | 2,607 |
| U.S. Government agency obligations | $39,394,000 | 1,851 |
| Securities issued by states & political subdivisions | $15,608,000 | 877 |
| 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 | $0 | 466 |
| Equity securities | $517,000 | 3,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,347,000 | 2,847 |
| Mortgage-backed securities | $2,154,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 4,634 |
| Issued or guaranteed by U.S. | $2,154,000 | 4,611 |
| 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) | $22,508,000 | 1,726 |
| Available-for-sale securities (fair market value) | $41,375,000 | 1,996 |
| Total debt securities | $63,366,000 | 1,857 |
| Structured notes |
| Amortized cost | $17,496,000 | 80 |
| Fair value | $16,576,000 | 81 |
| 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 | $63,783,000 | 1,955 |
| U.S. Government securities | $48,924,000 | 2,061 |
| U.S. Treasury securities | $10,619,000 | 2,533 |
| U.S. Government agency obligations | $38,305,000 | 1,843 |
| Securities issued by states & political subdivisions | $14,417,000 | 944 |
| 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 | $0 | 553 |
| Equity securities | $442,000 | 3,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,568,000 | 2,617 |
| Mortgage-backed securities | $2,535,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 4,489 |
| Issued or guaranteed by U.S. | $2,535,000 | 4,464 |
| 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) | $22,132,000 | 1,837 |
| Available-for-sale securities (fair market value) | $41,651,000 | 2,030 |
| Total debt securities | $63,341,000 | 1,913 |
| Structured notes |
| Amortized cost | $18,495,000 | 124 |
| Fair value | $17,748,000 | 128 |
| 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 | $61,896,000 | 2,130 |
| U.S. Government securities | $47,957,000 | 2,191 |
| U.S. Treasury securities | $16,503,000 | 2,134 |
| U.S. Government agency obligations | $31,454,000 | 2,161 |
| Securities issued by states & political subdivisions | $13,496,000 | 1,031 |
| Other domestic debt securities | $5,000 | 5,739 |
| 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 | $5,000 | 4,437 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $438,000 | 3,327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,227,000 | 3,436 |
| Mortgage-backed securities | $3,056,000 | 5,821 |
| Certificates of participation in pools of residential mortgages | $3,056,000 | 4,340 |
| Issued or guaranteed by U.S. | $3,056,000 | 4,315 |
| 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) | $33,755,000 | 2,181 |
| Available-for-sale securities (fair market value) | $28,141,000 | 2,042 |
| Total debt securities | $61,458,000 | 2,093 |
| 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 | $56,898,000 | 2,418 |
| U.S. Government securities | $43,710,000 | 2,518 |
| U.S. Treasury securities | $6,226,000 | 4,936 |
| U.S. Government agency obligations | $37,484,000 | 1,872 |
| Securities issued by states & political subdivisions | $13,173,000 | 1,094 |
| Other domestic debt securities | $15,000 | 6,405 |
| Privately issued residential mortgage-backed securities | $5,000 | 3,371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 5,012 |
| Foreign debt securities | $0 | 649 |
| 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 | $8,846,000 | 3,045 |
| Mortgage-backed securities | $10,503,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $3,356,000 | 4,636 |
| Issued or guaranteed by U.S. | $3,356,000 | 4,595 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,147,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $7,142,000 | 1,975 |
| Privately issued | $5,000 | 2,877 |
| 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 | $56,898,000 | 2,353 |
| 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 | $50,858,000 | 2,691 |
| U.S. Government securities | $44,354,000 | 2,451 |
| U.S. Treasury securities | $15,309,000 | 2,423 |
| U.S. Government agency obligations | $29,045,000 | 2,347 |
| Securities issued by states & political subdivisions | $6,192,000 | 2,258 |
| Other domestic debt securities | $310,000 | 5,688 |
| Privately issued residential mortgage-backed securities | $41,000 | 3,846 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 4,465 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,105,000 | 2,455 |
| Mortgage-backed securities | $14,579,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $5,138,000 | 3,911 |
| Issued or guaranteed by U.S. | $5,138,000 | 3,855 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,441,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $9,400,000 | 1,587 |
| Privately issued | $41,000 | 3,306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $50,856,000 | 2,619 |
| 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 |
