| 2006-06-30 | Rank |
| Total securities | $32,070,000 | 3,333 |
| U.S. Government securities | $27,290,000 | 2,976 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,290,000 | 2,882 |
| Securities issued by states & political subdivisions | $2,532,000 | 4,005 |
| Other domestic debt securities | $2,148,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $2,148,000 | 678 |
| 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 | $100,000 | 180 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,445,000 | 1,702 |
| Mortgage-backed securities | $19,721,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $6,049,000 | 2,775 |
| Issued or guaranteed by U.S. | $6,049,000 | 2,762 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,672,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $11,524,000 | 772 |
| Privately issued | $2,148,000 | 635 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $32,070,000 | 2,885 |
| Total debt securities | $32,070,000 | 3,291 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $35,113,000 | 3,148 |
| U.S. Government securities | $29,175,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $29,175,000 | 2,779 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,999 |
| Other domestic debt securities | $3,240,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $2,240,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,488 |
| Foreign debt securities | $100,000 | 186 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,030,000 | 1,612 |
| Mortgage-backed securities | $21,659,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $6,494,000 | 2,730 |
| Issued or guaranteed by U.S. | $6,494,000 | 2,716 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,165,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $12,925,000 | 726 |
| Privately issued | $2,240,000 | 622 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,113,000 | 2,721 |
| Total debt securities | $35,113,000 | 3,100 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $39,058,000 | 2,886 |
| U.S. Government securities | $32,805,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,805,000 | 2,499 |
| Securities issued by states & political subdivisions | $2,686,000 | 3,971 |
| Other domestic debt securities | $3,467,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $2,363,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,104,000 | 1,510 |
| Foreign debt securities | $100,000 | 182 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,717,000 | 1,739 |
| Mortgage-backed securities | $23,371,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $6,798,000 | 2,692 |
| Issued or guaranteed by U.S. | $6,798,000 | 2,682 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $16,573,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $14,210,000 | 686 |
| Privately issued | $2,363,000 | 603 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $39,058,000 | 2,482 |
| Total debt securities | $39,058,000 | 2,839 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $44,517,000 | 2,590 |
| U.S. Government securities | $36,557,000 | 2,341 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $36,557,000 | 2,274 |
| Securities issued by states & political subdivisions | $997,000 | 5,098 |
| Other domestic debt securities | $6,863,000 | 922 |
| Privately issued residential mortgage-backed securities | $973,000 | 809 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,288,000 | 110 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $602,000 | 1,953 |
| Foreign debt securities | $100,000 | 187 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,874,000 | 1,536 |
| Mortgage-backed securities | $20,162,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $5,075,000 | 3,120 |
| Issued or guaranteed by U.S. | $5,075,000 | 3,107 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,087,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $14,114,000 | 696 |
| Privately issued | $973,000 | 756 |
| 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) | $44,517,000 | 2,209 |
| Total debt securities | $44,516,000 | 2,547 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $41,855,000 | 2,736 |
| U.S. Government securities | $37,174,000 | 2,339 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $37,174,000 | 2,262 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,581,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,980,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $601,000 | 2,040 |
| Foreign debt securities | $100,000 | 190 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,379,000 | 1,751 |
| Mortgage-backed securities | $18,764,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $3,263,000 | 3,784 |
| Issued or guaranteed by U.S. | $3,263,000 | 3,769 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,501,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $15,501,000 | 674 |
| 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) | $41,855,000 | 2,331 |
| Total debt securities | $41,855,000 | 2,692 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $39,358,000 | 2,924 |
| U.S. Government securities | $31,682,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,682,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $7,576,000 | 911 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,374,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,202,000 | 1,681 |
| Foreign debt securities | $100,000 | 195 |
| 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 | $23,518,000 | 1,835 |
| Mortgage-backed securities | $17,271,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $3,516,000 | 3,783 |
| Issued or guaranteed by U.S. | $3,516,000 | 3,774 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,755,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $13,755,000 | 760 |
| 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) | $47,000 | 4,219 |
| Available-for-sale securities (fair market value) | $39,311,000 | 2,502 |
| Total debt securities | $39,358,000 | 2,866 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $32,370,000 | 3,431 |
| U.S. Government securities | $31,068,000 | 2,786 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,068,000 | 2,674 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,202,000 | 2,159 |
| 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 | $1,202,000 | 1,756 |
| Foreign debt securities | $100,000 | 195 |
| 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 | $26,360,000 | 1,648 |
| Mortgage-backed securities | $16,957,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | $3,730,000 | 3,739 |
| Issued or guaranteed by U.S. | $3,730,000 | 3,731 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,227,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $13,227,000 | 794 |
| 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) | $48,000 | 4,284 |
| Available-for-sale securities (fair market value) | $32,322,000 | 2,961 |
| Total debt securities | $32,370,000 | 3,372 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $29,904,000 | 3,634 |
| U.S. Government securities | $29,804,000 | 2,854 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,804,000 | 2,744 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $100,000 | 198 |
| 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 | $28,097,000 | 1,522 |
| Mortgage-backed securities | $12,683,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $4,066,000 | 3,637 |
| Issued or guaranteed by U.S. | $4,066,000 | 3,629 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,617,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $8,617,000 | 1,035 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,000 | 4,317 |
| Available-for-sale securities (fair market value) | $29,846,000 | 3,146 |
| Total debt securities | $29,904,000 | 3,567 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $33,085,000 | 3,399 |
| U.S. Government securities | $31,107,000 | 2,787 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $31,107,000 | 2,680 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,878,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,878,000 | 1,602 |
| Foreign debt securities | $100,000 | 197 |
| 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 | $19,600,000 | 2,060 |
| Mortgage-backed securities | $13,938,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $4,317,000 | 3,620 |
| Issued or guaranteed by U.S. | $4,317,000 | 3,611 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,621,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $9,621,000 | 991 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,000 | 4,366 |
| Available-for-sale securities (fair market value) | $33,027,000 | 2,932 |
| Total debt securities | $33,084,000 | 3,337 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $33,725,000 | 3,348 |
| U.S. Government securities | $31,547,000 | 2,702 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $31,547,000 | 2,617 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,078,000 | 1,958 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,078,000 | 1,609 |
| Foreign debt securities | $100,000 | 205 |
| 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 | $8,163,000 | 3,635 |
| Mortgage-backed securities | $14,146,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $4,834,000 | 3,485 |
| Issued or guaranteed by U.S. | $4,834,000 | 3,472 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,312,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $9,312,000 | 1,047 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,000 | 4,374 |
| Available-for-sale securities (fair market value) | $33,642,000 | 2,903 |
| Total debt securities | $33,725,000 | 3,278 |
| 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 | $32,484,000 | 3,494 |
| U.S. Government securities | $32,384,000 | 2,754 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $32,384,000 | 2,660 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $100,000 | 217 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,305,000 | 6,280 |
| Mortgage-backed securities | $14,971,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $5,136,000 | 3,378 |
| Issued or guaranteed by U.S. | $5,136,000 | 3,367 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,835,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $9,835,000 | 1,066 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,000 | 4,431 |
| Available-for-sale securities (fair market value) | $32,401,000 | 3,024 |
| Total debt securities | $32,484,000 | 3,433 |
| 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 | $26,532,000 | 3,978 |
| U.S. Government securities | $26,432,000 | 3,091 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $26,432,000 | 2,981 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $100,000 | 223 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,001,000 | 6,548 |
| Mortgage-backed securities | $10,116,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $5,549,000 | 3,262 |
| Issued or guaranteed by U.S. | $5,549,000 | 3,247 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,567,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $4,567,000 | 1,575 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,000 | 4,397 |
| Available-for-sale securities (fair market value) | $26,423,000 | 3,453 |
| Total debt securities | $26,531,000 | 3,893 |
| 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 | $28,246,000 | 3,704 |
| U.S. Government securities | $28,146,000 | 2,877 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $28,146,000 | 2,770 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $100,000 | 222 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,004,000 | 6,563 |
| Mortgage-backed securities | $16,880,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $6,601,000 | 3,022 |
| Issued or guaranteed by U.S. | $6,601,000 | 3,011 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,279,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $10,279,000 | 1,117 |
| 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) | $144,000 | 4,364 |
| Available-for-sale securities (fair market value) | $28,102,000 | 3,216 |
| Total debt securities | $28,246,000 | 3,624 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $27,543,000 | 3,761 |
| U.S. Government securities | $27,443,000 | 2,912 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,443,000 | 2,785 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $100,000 | 218 |
| 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 | $503,000 | 6,985 |
| Mortgage-backed securities | $16,170,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $4,184,000 | 3,700 |
| Issued or guaranteed by U.S. | $4,184,000 | 3,689 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,986,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $11,986,000 | 1,043 |
| 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) | $144,000 | 4,435 |
| Available-for-sale securities (fair market value) | $27,399,000 | 3,255 |
| Total debt securities | $27,543,000 | 3,682 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $20,728,000 | 4,536 |
| U.S. Government securities | $20,628,000 | 3,613 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,628,000 | 3,445 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $100,000 | 223 |
| 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 | $501,000 | 7,024 |
| Mortgage-backed securities | $13,608,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $2,529,000 | 4,364 |
| Issued or guaranteed by U.S. | $2,529,000 | 4,349 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $11,079,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $11,079,000 | 1,111 |
| 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) | $166,000 | 4,470 |
| Available-for-sale securities (fair market value) | $20,562,000 | 3,923 |
| Total debt securities | $20,728,000 | 4,444 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $20,062,000 | 4,519 |
| U.S. Government securities | $19,962,000 | 3,523 |
| U.S. Treasury securities | $1,023,000 | 1,936 |
| U.S. Government agency obligations | $18,939,000 | 3,502 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $100,000 | 228 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $15,881,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $2,415,000 | 4,221 |
| Issued or guaranteed by U.S. | $2,415,000 | 4,205 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,466,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $13,466,000 | 993 |
| 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) | $2,290,000 | 3,060 |
| Available-for-sale securities (fair market value) | $17,772,000 | 4,154 |
| Total debt securities | $20,062,000 | 4,429 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $20,203,000 | 4,589 |
| U.S. Government securities | $20,094,000 | 3,654 |
| U.S. Treasury securities | $2,017,000 | 1,893 |
| U.S. Government agency obligations | $18,077,000 | 3,697 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $100,000 | 3,590 |
| 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 | $100,000 | 3,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,000 | 7,762 |
| Mortgage-backed securities | $2,952,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $1,168,000 | 4,622 |
| Issued or guaranteed by U.S. | $1,168,000 | 4,606 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,784,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 2,248 |
| 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) | $2,422,000 | 3,666 |
| Available-for-sale securities (fair market value) | $17,781,000 | 4,121 |
| Total debt securities | $20,194,000 | 4,463 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $9,507,000 | 7,223 |
| U.S. Government securities | $9,398,000 | 6,305 |
| U.S. Treasury securities | $1,985,000 | 2,838 |
| U.S. Government agency obligations | $7,413,000 | 6,493 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $100,000 | 3,509 |
| 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 | $100,000 | 2,969 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $492,000 | 6,470 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,759 |
| Issued or guaranteed by U.S. | $492,000 | 5,744 |
| 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) | $2,479,000 | 3,990 |
| Available-for-sale securities (fair market value) | $7,028,000 | 6,752 |
| Total debt securities | $9,498,000 | 7,111 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $3,046,000 | 9,473 |
| U.S. Government securities | $3,037,000 | 8,968 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,037,000 | 8,199 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,046,000 | 8,074 |
| Total debt securities | $3,037,000 | 9,352 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
