| 2016-09-30 | Rank |
| Total securities | $93,324,000 | 1,458 |
| U.S. Government securities | $70,137,000 | 1,205 |
| U.S. Treasury securities | $2,080,000 | 726 |
| U.S. Government agency obligations | $68,057,000 | 1,184 |
| Securities issued by states & political subdivisions | $22,687,000 | 1,713 |
| Other domestic debt securities | $500,000 | 1,853 |
| 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 | $500,000 | 1,515 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,239,000 | 4,117 |
| Mortgage-backed securities | $38,685,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $16,575,000 | 1,735 |
| Issued or guaranteed by U.S. | $16,575,000 | 1,735 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,110,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $22,110,000 | 667 |
| 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) | $93,324,000 | 1,298 |
| Total debt securities | $93,324,000 | 1,437 |
| 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 | $93,982,000 | 1,462 |
| U.S. Government securities | $77,384,000 | 1,128 |
| U.S. Treasury securities | $2,087,000 | 757 |
| U.S. Government agency obligations | $75,297,000 | 1,104 |
| Securities issued by states & political subdivisions | $16,098,000 | 2,191 |
| Other domestic debt securities | $500,000 | 1,880 |
| 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 | $500,000 | 1,518 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,741,000 | 4,097 |
| Mortgage-backed securities | $41,526,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $17,694,000 | 1,675 |
| Issued or guaranteed by U.S. | $17,694,000 | 1,670 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $23,832,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $23,832,000 | 648 |
| 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) | $93,982,000 | 1,303 |
| Total debt securities | $93,982,000 | 1,440 |
| 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 | $94,758,000 | 1,466 |
| U.S. Government securities | $78,448,000 | 1,150 |
| U.S. Treasury securities | $2,068,000 | 766 |
| U.S. Government agency obligations | $76,380,000 | 1,124 |
| Securities issued by states & political subdivisions | $15,810,000 | 2,191 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,520 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,360,000 | 3,632 |
| Mortgage-backed securities | $43,809,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $18,631,000 | 1,625 |
| Issued or guaranteed by U.S. | $18,631,000 | 1,624 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $25,178,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $25,178,000 | 631 |
| 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) | $94,758,000 | 1,304 |
| Total debt securities | $94,758,000 | 1,445 |
| 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 | $88,774,000 | 1,561 |
| U.S. Government securities | $72,797,000 | 1,244 |
| U.S. Treasury securities | $2,036,000 | 815 |
| U.S. Government agency obligations | $70,761,000 | 1,215 |
| Securities issued by states & political subdivisions | $15,477,000 | 2,239 |
| Other domestic debt securities | $500,000 | 1,873 |
| 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 | $500,000 | 1,508 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,355,000 | 3,653 |
| Mortgage-backed securities | $38,441,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $15,448,000 | 1,838 |
| Issued or guaranteed by U.S. | $15,448,000 | 1,836 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,993,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $22,993,000 | 675 |
| 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) | $88,774,000 | 1,393 |
| Total debt securities | $88,774,000 | 1,546 |
| 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 | $91,342,000 | 1,533 |
| U.S. Government securities | $75,113,000 | 1,219 |
| U.S. Treasury securities | $2,058,000 | 773 |
| U.S. Government agency obligations | $73,055,000 | 1,173 |
| Securities issued by states & political subdivisions | $15,729,000 | 2,212 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,514 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,821,000 | 3,616 |
| Mortgage-backed securities | $40,512,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $16,406,000 | 1,785 |
| Issued or guaranteed by U.S. | $16,406,000 | 1,785 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $24,106,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $24,106,000 | 670 |
| 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) | $91,342,000 | 1,360 |
| Total debt securities | $91,342,000 | 1,513 |
| 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 | $96,888,000 | 1,474 |
| U.S. Government securities | $80,661,000 | 1,187 |
| U.S. Treasury securities | $2,029,000 | 794 |
| U.S. Government agency obligations | $78,632,000 | 1,153 |
| Securities issued by states & political subdivisions | $15,727,000 | 2,194 |
| Other domestic debt securities | $500,000 | 1,896 |
| 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 | $500,000 | 1,525 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,817,000 | 3,661 |
| Mortgage-backed securities | $42,807,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $17,354,000 | 1,785 |
| Issued or guaranteed by U.S. | $17,354,000 | 1,784 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,453,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $25,453,000 | 674 |
| 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) | $96,888,000 | 1,307 |
| Total debt securities | $96,888,000 | 1,458 |
| 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 | $94,448,000 | 1,523 |
| U.S. Government securities | $78,568,000 | 1,232 |
| U.S. Treasury securities | $2,059,000 | 774 |
| U.S. Government agency obligations | $76,509,000 | 1,186 |
| Securities issued by states & political subdivisions | $15,380,000 | 2,214 |
| Other domestic debt securities | $500,000 | 1,965 |
| 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 | $500,000 | 1,570 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,567,000 | 3,425 |
| Mortgage-backed securities | $39,992,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $18,553,000 | 1,736 |
| Issued or guaranteed by U.S. | $18,553,000 | 1,734 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $21,439,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $21,439,000 | 783 |
| 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) | $94,448,000 | 1,355 |
| Total debt securities | $94,448,000 | 1,505 |
| 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 | $90,314,000 | 1,589 |
| U.S. Government securities | $72,314,000 | 1,305 |
| U.S. Treasury securities | $13,921,000 | 311 |
| U.S. Government agency obligations | $58,393,000 | 1,512 |
| Securities issued by states & political subdivisions | $16,993,000 | 2,072 |
| Other domestic debt securities | $1,007,000 | 1,673 |
| 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 | $1,007,000 | 1,324 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,248,000 | 3,329 |
| Mortgage-backed securities | $26,231,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $15,657,000 | 1,977 |
| Issued or guaranteed by U.S. | $15,657,000 | 1,974 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,574,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $10,574,000 | 1,220 |
| 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) | $90,314,000 | 1,407 |
| Total debt securities | $90,313,000 | 1,571 |
| 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 | $103,019,000 | 1,421 |
| U.S. Government securities | $78,321,000 | 1,243 |
| U.S. Treasury securities | $13,797,000 | 301 |
| U.S. Government agency obligations | $64,524,000 | 1,425 |
| Securities issued by states & political subdivisions | $23,688,000 | 1,594 |
| Other domestic debt securities | $1,010,000 | 1,726 |
| 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 | $1,010,000 | 1,356 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,110,000 | 2,556 |
| Mortgage-backed securities | $27,427,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $16,412,000 | 1,984 |
| Issued or guaranteed by U.S. | $16,412,000 | 1,983 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,015,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $11,015,000 | 1,211 |
| 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) | $103,019,000 | 1,250 |
| Total debt securities | $103,019,000 | 1,402 |
| 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 | $104,200,000 | 1,424 |
| U.S. Government securities | $79,758,000 | 1,250 |
| U.S. Treasury securities | $13,788,000 | 283 |
| U.S. Government agency obligations | $65,970,000 | 1,420 |
| Securities issued by states & political subdivisions | $23,430,000 | 1,610 |
| Other domestic debt securities | $1,012,000 | 1,772 |
| 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 | $1,012,000 | 1,387 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,738,000 | 2,507 |
| Mortgage-backed securities | $28,853,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $17,284,000 | 1,936 |
| Issued or guaranteed by U.S. | $17,284,000 | 1,936 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,569,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $11,569,000 | 1,199 |
| 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) | $104,200,000 | 1,257 |
| Total debt securities | $104,200,000 | 1,407 |
| 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 | $104,113,000 | 1,435 |
| U.S. Government securities | $79,582,000 | 1,259 |
| U.S. Treasury securities | $11,694,000 | 291 |
| U.S. Government agency obligations | $67,888,000 | 1,395 |
| Securities issued by states & political subdivisions | $23,518,000 | 1,601 |
| Other domestic debt securities | $1,013,000 | 1,817 |
| 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 | $1,013,000 | 1,427 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,484,000 | 2,539 |
| Mortgage-backed securities | $30,034,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $18,108,000 | 1,889 |
| Issued or guaranteed by U.S. | $18,108,000 | 1,888 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,926,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $11,926,000 | 1,175 |
| 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) | $104,113,000 | 1,272 |
| Total debt securities | $104,114,000 | 1,412 |
| 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 | $94,755,000 | 1,564 |
| U.S. Government securities | $68,545,000 | 1,399 |
| U.S. Treasury securities | $1,896,000 | 703 |
| U.S. Government agency obligations | $66,649,000 | 1,391 |
| Securities issued by states & political subdivisions | $23,745,000 | 1,590 |
| Other domestic debt securities | $2,465,000 | 1,379 |
| 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 | $2,465,000 | 1,048 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,416,000 | 2,452 |
| Mortgage-backed securities | $28,303,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $16,160,000 | 2,054 |
| Issued or guaranteed by U.S. | $16,160,000 | 2,053 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,143,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $12,143,000 | 1,166 |
| 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) | $94,755,000 | 1,386 |
| Total debt securities | $94,754,000 | 1,543 |
| 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 | $96,152,000 | 1,562 |
| U.S. Government securities | $70,851,000 | 1,397 |
| U.S. Treasury securities | $2,928,000 | 569 |
| U.S. Government agency obligations | $67,923,000 | 1,413 |
| Securities issued by states & political subdivisions | $22,837,000 | 1,654 |
| Other domestic debt securities | $2,464,000 | 1,417 |
| 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 | $2,464,000 | 1,082 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,539,000 | 2,335 |
| Mortgage-backed securities | $23,304,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $17,044,000 | 1,993 |
| Issued or guaranteed by U.S. | $17,044,000 | 1,989 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,260,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $6,260,000 | 1,629 |
| 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) | $96,152,000 | 1,392 |
| Total debt securities | $96,152,000 | 1,541 |
| 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 | $98,483,000 | 1,518 |
| U.S. Government securities | $73,470,000 | 1,347 |
| U.S. Treasury securities | $2,930,000 | 579 |
| U.S. Government agency obligations | $70,540,000 | 1,359 |
| Securities issued by states & political subdivisions | $22,550,000 | 1,655 |
| Other domestic debt securities | $2,463,000 | 1,458 |
| 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 | $2,463,000 | 1,108 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,300,000 | 2,256 |
| Mortgage-backed securities | $21,546,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $14,878,000 | 2,144 |
| Issued or guaranteed by U.S. | $14,878,000 | 2,141 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,668,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $6,668,000 | 1,609 |
| 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) | $98,483,000 | 1,360 |
| Total debt securities | $98,483,000 | 1,499 |
| 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 | $89,343,000 | 1,691 |
| U.S. Government securities | $69,292,000 | 1,445 |
| U.S. Treasury securities | $3,014,000 | 586 |
| U.S. Government agency obligations | $66,278,000 | 1,452 |
| Securities issued by states & political subdivisions | $19,035,000 | 1,899 |
| Other domestic debt securities | $1,016,000 | 1,972 |
| 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 | $1,016,000 | 1,504 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,143,000 | 2,452 |
| Mortgage-backed securities | $20,831,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $13,744,000 | 2,267 |
| Issued or guaranteed by U.S. | $13,744,000 | 2,267 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,087,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $7,087,000 | 1,619 |
| 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) | $89,343,000 | 1,541 |
| Total debt securities | $89,342,000 | 1,669 |
| 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 | $78,413,000 | 1,868 |
| U.S. Government securities | $58,976,000 | 1,642 |
| U.S. Treasury securities | $1,036,000 | 803 |
| U.S. Government agency obligations | $57,940,000 | 1,604 |
| Securities issued by states & political subdivisions | $18,419,000 | 1,928 |
| Other domestic debt securities | $1,018,000 | 1,962 |
| 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 | $1,018,000 | 1,477 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,418,000 | 2,407 |
| Mortgage-backed securities | $20,475,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $13,050,000 | 2,311 |
| Issued or guaranteed by U.S. | $13,050,000 | 2,310 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,425,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $7,425,000 | 1,613 |
| 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) | $78,413,000 | 1,688 |
| Total debt securities | $78,412,000 | 1,842 |
| 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 | $78,265,000 | 1,863 |
| U.S. Government securities | $57,710,000 | 1,701 |
| U.S. Treasury securities | $1,039,000 | 768 |
| U.S. Government agency obligations | $56,671,000 | 1,680 |
| Securities issued by states & political subdivisions | $19,010,000 | 1,835 |
| Other domestic debt securities | $1,545,000 | 1,768 |
| 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 | $1,545,000 | 1,333 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,908,000 | 2,036 |
| Mortgage-backed securities | $22,155,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $14,529,000 | 2,292 |
| Issued or guaranteed by U.S. | $14,529,000 | 2,291 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,626,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $7,626,000 | 1,673 |
| 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) | $78,265,000 | 1,696 |
| Total debt securities | $78,266,000 | 1,840 |
| 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 | $77,543,000 | 1,868 |
| U.S. Government securities | $56,799,000 | 1,736 |
| U.S. Treasury securities | $2,038,000 | 605 |
| U.S. Government agency obligations | $54,761,000 | 1,732 |
| Securities issued by states & political subdivisions | $19,206,000 | 1,766 |
| Other domestic debt securities | $1,538,000 | 1,781 |
| 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 | $1,538,000 | 1,336 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,498,000 | 2,035 |
| Mortgage-backed securities | $21,537,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $15,786,000 | 2,208 |
| Issued or guaranteed by U.S. | $15,786,000 | 2,207 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,751,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $5,751,000 | 1,913 |
| 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) | $77,543,000 | 1,706 |
| Total debt securities | $77,543,000 | 1,851 |
| 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 | $73,965,000 | 1,945 |
| U.S. Government securities | $52,081,000 | 1,902 |
| U.S. Treasury securities | $2,028,000 | 656 |
| U.S. Government agency obligations | $50,053,000 | 1,917 |
| Securities issued by states & political subdivisions | $20,348,000 | 1,625 |
| Other domestic debt securities | $1,536,000 | 1,769 |
| 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 | $1,536,000 | 1,317 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,960,000 | 2,023 |
| Mortgage-backed securities | $18,192,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $14,367,000 | 2,333 |
| Issued or guaranteed by U.S. | $14,367,000 | 2,329 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,825,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $3,825,000 | 2,235 |
| 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) | $73,965,000 | 1,776 |
| Total debt securities | $73,965,000 | 1,928 |
| 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 | $66,644,000 | 2,069 |
| U.S. Government securities | $44,121,000 | 2,086 |
| U.S. Treasury securities | $1,011,000 | 784 |
| U.S. Government agency obligations | $43,110,000 | 2,075 |
| Securities issued by states & political subdivisions | $20,479,000 | 1,574 |
| Other domestic debt securities | $2,044,000 | 1,576 |
| 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 | $2,044,000 | 1,103 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,302,000 | 1,890 |
| Mortgage-backed securities | $15,222,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $13,331,000 | 2,333 |
| Issued or guaranteed by U.S. | $13,331,000 | 2,329 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,891,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $1,891,000 | 2,603 |
| 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) | $66,644,000 | 1,880 |
| Total debt securities | $66,643,000 | 2,048 |
| 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 | $68,306,000 | 1,972 |
| U.S. Government securities | $45,372,000 | 1,980 |
| U.S. Treasury securities | $3,024,000 | 538 |
| U.S. Government agency obligations | $42,348,000 | 2,043 |
| Securities issued by states & political subdivisions | $20,882,000 | 1,489 |
| Other domestic debt securities | $2,052,000 | 1,570 |
| 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 | $2,052,000 | 1,069 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,351,000 | 1,784 |
| Mortgage-backed securities | $14,295,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $12,359,000 | 2,369 |
| Issued or guaranteed by U.S. | $12,359,000 | 2,364 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,936,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $1,936,000 | 2,572 |
| 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) | $68,306,000 | 1,793 |
| Total debt securities | $68,308,000 | 1,953 |
| 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 | $63,380,000 | 2,091 |
| U.S. Government securities | $40,693,000 | 2,195 |
| U.S. Treasury securities | $3,049,000 | 595 |
| U.S. Government agency obligations | $37,644,000 | 2,275 |
| Securities issued by states & political subdivisions | $20,627,000 | 1,460 |
| Other domestic debt securities | $2,060,000 | 1,525 |
| 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 | $2,060,000 | 998 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,633,000 | 1,872 |
| Mortgage-backed securities | $8,764,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $8,764,000 | 2,808 |
| Issued or guaranteed by U.S. | $8,764,000 | 2,800 |
| 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) | $63,380,000 | 1,880 |
| Total debt securities | $63,381,000 | 2,067 |
| 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 | $53,468,000 | 2,406 |
| U.S. Government securities | $31,350,000 | 2,686 |
| U.S. Treasury securities | $3,072,000 | 613 |
| U.S. Government agency obligations | $28,278,000 | 2,822 |
| Securities issued by states & political subdivisions | $20,053,000 | 1,446 |
| Other domestic debt securities | $2,065,000 | 1,555 |
| 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 | $2,065,000 | 1,010 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,391,000 | 1,824 |
| Mortgage-backed securities | $8,044,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $8,044,000 | 2,858 |
| Issued or guaranteed by U.S. | $8,044,000 | 2,851 |
| 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) | $53,468,000 | 2,177 |
| Total debt securities | $53,468,000 | 2,384 |
| 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 | $53,611,000 | 2,290 |
| U.S. Government securities | $31,315,000 | 2,558 |
| U.S. Treasury securities | $3,094,000 | 617 |
| U.S. Government agency obligations | $28,221,000 | 2,692 |
| Securities issued by states & political subdivisions | $20,228,000 | 1,414 |
| Other domestic debt securities | $2,068,000 | 1,655 |
| 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 | $2,068,000 | 1,012 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,136,000 | 1,662 |
| Mortgage-backed securities | $8,948,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $8,948,000 | 2,598 |
| Issued or guaranteed by U.S. | $8,948,000 | 2,593 |
| 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) | $53,611,000 | 2,065 |
| Total debt securities | $53,609,000 | 2,262 |
| 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 | $52,605,000 | 2,277 |
| U.S. Government securities | $29,642,000 | 2,654 |
| U.S. Treasury securities | $3,120,000 | 568 |
| U.S. Government agency obligations | $26,522,000 | 2,779 |
| Securities issued by states & political subdivisions | $20,885,000 | 1,328 |
| Other domestic debt securities | $2,078,000 | 1,702 |
| 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 | $2,078,000 | 1,011 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,724,000 | 1,663 |
| Mortgage-backed securities | $10,081,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $10,081,000 | 2,396 |
| Issued or guaranteed by U.S. | $10,081,000 | 2,392 |
| 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) | $52,605,000 | 2,044 |
| Total debt securities | $52,604,000 | 2,254 |
| 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 | $53,873,000 | 2,233 |
| U.S. Government securities | $31,994,000 | 2,553 |
| U.S. Treasury securities | $3,135,000 | 550 |
| U.S. Government agency obligations | $28,859,000 | 2,669 |
| Securities issued by states & political subdivisions | $21,379,000 | 1,210 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,879,000 | 2,329 |
| Mortgage-backed securities | $11,154,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $11,154,000 | 2,278 |
| Issued or guaranteed by U.S. | $11,154,000 | 2,272 |
| 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) | $53,873,000 | 1,996 |
| Total debt securities | $53,874,000 | 2,204 |
| 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 | $53,873,000 | 2,247 |
| U.S. Government securities | $29,704,000 | 2,728 |
| U.S. Treasury securities | $2,123,000 | 634 |
| U.S. Government agency obligations | $27,581,000 | 2,794 |
| Securities issued by states & political subdivisions | $23,669,000 | 1,052 |
| Other domestic debt securities | $500,000 | 2,616 |
| 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 | $500,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,988,000 | 1,743 |
| Mortgage-backed securities | $12,031,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $12,031,000 | 2,272 |
| Issued or guaranteed by U.S. | $12,031,000 | 2,267 |
| 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) | $53,873,000 | 2,005 |
| Total debt securities | $53,874,000 | 2,220 |
| 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 | $53,686,000 | 2,239 |
| U.S. Government securities | $25,142,000 | 3,022 |
| U.S. Treasury securities | $2,141,000 | 584 |
| U.S. Government agency obligations | $23,001,000 | 3,150 |
| Securities issued by states & political subdivisions | $28,044,000 | 874 |
| Other domestic debt securities | $500,000 | 2,671 |
| 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 | $500,000 | 1,718 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,731,000 | 1,589 |
| Mortgage-backed securities | $13,071,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $13,071,000 | 2,238 |
| Issued or guaranteed by U.S. | $13,071,000 | 2,230 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $53,686,000 | 1,994 |
| Total debt securities | $53,687,000 | 2,218 |
| 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 | $55,805,000 | 2,174 |
| U.S. Government securities | $26,055,000 | 2,936 |
| U.S. Treasury securities | $2,146,000 | 539 |
| U.S. Government agency obligations | $23,909,000 | 3,047 |
| Securities issued by states & political subdivisions | $29,250,000 | 826 |
| Other domestic debt securities | $500,000 | 2,773 |
| 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 | $500,000 | 1,813 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,720,000 | 1,334 |
| Mortgage-backed securities | $13,933,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $13,933,000 | 2,215 |
| Issued or guaranteed by U.S. | $13,933,000 | 2,205 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $55,805,000 | 1,920 |
| Total debt securities | $55,804,000 | 2,147 |
| 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 | $55,534,000 | 2,138 |
| U.S. Government securities | $27,097,000 | 2,823 |
| U.S. Treasury securities | $2,149,000 | 503 |
| U.S. Government agency obligations | $24,948,000 | 2,935 |
| Securities issued by states & political subdivisions | $27,937,000 | 829 |
| Other domestic debt securities | $500,000 | 2,808 |
| 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 | $500,000 | 1,846 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,350,000 | 1,788 |
| Mortgage-backed securities | $14,957,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $14,957,000 | 2,167 |
| Issued or guaranteed by U.S. | $14,957,000 | 2,156 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $55,534,000 | 1,875 |
| Total debt securities | $55,533,000 | 2,114 |
| 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 | $49,887,000 | 2,334 |
| U.S. Government securities | $24,376,000 | 3,074 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,376,000 | 3,017 |
| Securities issued by states & political subdivisions | $25,011,000 | 885 |
| Other domestic debt securities | $500,000 | 2,720 |
| 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 | $500,000 | 1,912 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,293,000 | 1,720 |
| Mortgage-backed securities | $16,477,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $16,477,000 | 2,077 |
| Issued or guaranteed by U.S. | $16,477,000 | 2,063 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $49,887,000 | 2,051 |
| Total debt securities | $49,886,000 | 2,305 |
| 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 | $46,935,000 | 2,444 |
| U.S. Government securities | $22,597,000 | 3,250 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $22,597,000 | 3,187 |
| Securities issued by states & political subdivisions | $23,838,000 | 913 |
| Other domestic debt securities | $500,000 | 2,669 |
| 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 | $500,000 | 1,872 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,402,000 | 1,717 |
| Mortgage-backed securities | $15,743,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $15,743,000 | 2,080 |
| Issued or guaranteed by U.S. | $15,743,000 | 2,065 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $46,935,000 | 2,158 |
| Total debt securities | $46,935,000 | 2,411 |
| 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 | $50,363,000 | 2,230 |
| U.S. Government securities | $26,350,000 | 2,858 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,350,000 | 2,807 |
| Securities issued by states & political subdivisions | $23,513,000 | 911 |
| Other domestic debt securities | $500,000 | 2,622 |
| 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 | $500,000 | 1,841 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,067,000 | 1,711 |
| Mortgage-backed securities | $15,966,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $15,966,000 | 1,994 |
| Issued or guaranteed by U.S. | $15,966,000 | 1,983 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $50,363,000 | 1,953 |
| Total debt securities | $50,362,000 | 2,206 |
| 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 | $50,805,000 | 2,281 |
| U.S. Government securities | $26,760,000 | 2,867 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,760,000 | 2,821 |
| Securities issued by states & political subdivisions | $23,545,000 | 931 |
| Other domestic debt securities | $500,000 | 2,597 |
| 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 | $500,000 | 1,863 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,071,000 | 3,965 |
| Mortgage-backed securities | $16,360,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $16,360,000 | 1,941 |
| Issued or guaranteed by U.S. | $16,360,000 | 1,931 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $50,805,000 | 2,009 |
| Total debt securities | $50,806,000 | 2,233 |
| 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 | $47,509,000 | 2,412 |
| U.S. Government securities | $23,474,000 | 3,148 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,474,000 | 3,096 |
| Securities issued by states & political subdivisions | $23,535,000 | 915 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,417,000 | 3,866 |
| Mortgage-backed securities | $13,967,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $13,967,000 | 2,087 |
| Issued or guaranteed by U.S. | $13,967,000 | 2,076 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $47,509,000 | 2,132 |
| Total debt securities | $47,508,000 | 2,363 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $47,203,000 | 2,413 |
| U.S. Government securities | $23,879,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,879,000 | 3,106 |
| Securities issued by states & political subdivisions | $22,824,000 | 927 |
| Other domestic debt securities | $500,000 | 2,391 |
| 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 | $500,000 | 1,719 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,000,000 | 3,777 |
| Mortgage-backed securities | $14,516,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $14,516,000 | 1,807 |
| Issued or guaranteed by U.S. | $14,516,000 | 1,797 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $47,203,000 | 2,104 |
| Total debt securities | $47,203,000 | 2,371 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $35,475,000 | 3,034 |
| U.S. Government securities | $16,979,000 | 4,066 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,979,000 | 3,980 |
| Securities issued by states & political subdivisions | $17,996,000 | 1,186 |
| Other domestic debt securities | $500,000 | 2,328 |
| 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 | $500,000 | 1,687 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $6,688,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $6,688,000 | 2,668 |
| Issued or guaranteed by U.S. | $6,688,000 | 2,655 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $35,475,000 | 2,656 |
| Total debt securities | $35,475,000 | 2,992 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $34,395,000 | 3,122 |
| U.S. Government securities | $15,418,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,418,000 | 4,224 |
| Securities issued by states & political subdivisions | $18,477,000 | 1,129 |
| Other domestic debt securities | $500,000 | 2,274 |
| 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 | $500,000 | 1,652 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,000 | 6,772 |
| Mortgage-backed securities | $4,798,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $4,798,000 | 3,060 |
| Issued or guaranteed by U.S. | $4,798,000 | 3,046 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $34,395,000 | 2,722 |
| Total debt securities | $34,395,000 | 3,080 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $32,775,000 | 3,240 |
| U.S. Government securities | $13,897,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,897,000 | 4,505 |
| Securities issued by states & political subdivisions | $18,378,000 | 1,128 |
| Other domestic debt securities | $500,000 | 2,283 |
| 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 | $500,000 | 1,690 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $3,277,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $3,277,000 | 3,594 |
| Issued or guaranteed by U.S. | $3,277,000 | 3,576 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $32,775,000 | 2,812 |
| Total debt securities | $32,775,000 | 3,202 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $34,494,000 | 3,142 |
| U.S. Government securities | $18,009,000 | 3,998 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,009,000 | 3,902 |
| Securities issued by states & political subdivisions | $15,479,000 | 1,351 |
| Other domestic debt securities | $1,006,000 | 1,906 |
| 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 | $1,006,000 | 1,357 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $3,405,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $3,405,000 | 3,555 |
| Issued or guaranteed by U.S. | $3,405,000 | 3,543 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $34,494,000 | 2,733 |
| Total debt securities | $34,494,000 | 3,105 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $34,164,000 | 3,203 |
| U.S. Government securities | $19,036,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,036,000 | 3,797 |
| Securities issued by states & political subdivisions | $14,119,000 | 1,457 |
| Other domestic debt securities | $1,009,000 | 1,909 |
| 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 | $1,009,000 | 1,366 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,492,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 3,923 |
| Issued or guaranteed by U.S. | $2,492,000 | 3,901 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $34,164,000 | 2,774 |
| Total debt securities | $34,164,000 | 3,162 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $34,944,000 | 3,134 |
| U.S. Government securities | $20,008,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,008,000 | 3,653 |
| Securities issued by states & political subdivisions | $13,925,000 | 1,454 |
| Other domestic debt securities | $1,011,000 | 1,932 |
| 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 | $1,011,000 | 1,402 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $2,599,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $2,599,000 | 3,864 |
| Issued or guaranteed by U.S. | $2,599,000 | 3,849 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $34,944,000 | 2,708 |
| Total debt securities | $34,944,000 | 3,097 |
| 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 | $37,831,000 | 2,982 |
| U.S. Government securities | $23,237,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $23,237,000 | 3,306 |
| Securities issued by states & political subdivisions | $13,580,000 | 1,492 |
| Other domestic debt securities | $511,000 | 2,384 |
| 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 | $511,000 | 1,838 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $503,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,753,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $2,753,000 | 3,829 |
| Issued or guaranteed by U.S. | $2,753,000 | 3,812 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $37,831,000 | 2,570 |
| Total debt securities | $37,328,000 | 2,967 |
| 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 | $33,293,000 | 3,277 |
| U.S. Government securities | $19,931,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,931,000 | 3,667 |
| Securities issued by states & political subdivisions | $12,342,000 | 1,608 |
| Other domestic debt securities | $517,000 | 2,461 |
| 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 | $517,000 | 1,945 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $503,000 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $51,000 | 6,523 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,186 |
| Issued or guaranteed by U.S. | $51,000 | 6,164 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $33,293,000 | 2,830 |
| Total debt securities | $32,790,000 | 3,269 |
| 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 | $35,210,000 | 3,112 |
| U.S. Government securities | $20,079,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,079,000 | 3,618 |
| Securities issued by states & political subdivisions | $13,603,000 | 1,470 |
| Other domestic debt securities | $1,026,000 | 2,070 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,026,000 | 1,605 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $502,000 | 1,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $56,000 | 6,537 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,200 |
| Issued or guaranteed by U.S. | $56,000 | 6,181 |
| 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) | $35,210,000 | 2,676 |
| Total debt securities | $34,707,000 | 3,089 |
| 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 | $39,891,000 | 2,844 |
| U.S. Government securities | $23,158,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,158,000 | 3,312 |
| Securities issued by states & political subdivisions | $15,194,000 | 1,307 |
| Other domestic debt securities | $1,035,000 | 2,127 |
| 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 | $1,035,000 | 1,675 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $504,000 | 1,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $59,000 | 6,573 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,243 |
| Issued or guaranteed by U.S. | $59,000 | 6,224 |
| 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) | $39,891,000 | 2,437 |
| Total debt securities | $39,387,000 | 2,826 |
| 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 | $44,397,000 | 2,641 |
| U.S. Government securities | $27,061,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,061,000 | 2,959 |
| Securities issued by states & political subdivisions | $15,792,000 | 1,232 |
| Other domestic debt securities | $1,042,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,042,000 | 1,757 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $502,000 | 1,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,073,000 | 2,476 |
| Mortgage-backed securities | $63,000 | 6,640 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,314 |
| Issued or guaranteed by U.S. | $63,000 | 6,296 |
| 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) | $44,397,000 | 2,230 |
| Total debt securities | $43,896,000 | 2,617 |
| 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 | $46,247,000 | 2,577 |
| U.S. Government securities | $27,288,000 | 3,060 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,288,000 | 2,948 |
| Securities issued by states & political subdivisions | $17,395,000 | 1,093 |
| Other domestic debt securities | $1,060,000 | 2,220 |
| 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 | $1,060,000 | 1,814 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $504,000 | 1,463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,028,000 | 2,339 |
| Mortgage-backed securities | $65,000 | 6,687 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,356 |
| Issued or guaranteed by U.S. | $65,000 | 6,342 |
| 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) | $46,247,000 | 2,181 |
| Total debt securities | $45,742,000 | 2,555 |
| 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 | $51,549,000 | 2,344 |
| U.S. Government securities | $29,564,000 | 2,871 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,564,000 | 2,760 |
| Securities issued by states & political subdivisions | $20,403,000 | 931 |
| Other domestic debt securities | $1,079,000 | 2,240 |
| 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 | $1,079,000 | 1,862 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $503,000 | 1,484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,415,000 | 1,471 |
| Mortgage-backed securities | $68,000 | 6,724 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,377 |
| Issued or guaranteed by U.S. | $68,000 | 6,363 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $51,549,000 | 1,985 |
| Total debt securities | $51,045,000 | 2,320 |
| 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 | $53,936,000 | 2,285 |
| U.S. Government securities | $30,802,000 | 2,808 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $30,802,000 | 2,693 |
| Securities issued by states & political subdivisions | $21,274,000 | 882 |
| Other domestic debt securities | $1,356,000 | 2,184 |
| 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 | $1,356,000 | 1,825 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $504,000 | 1,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,730,000 | 1,397 |
| Mortgage-backed securities | $72,000 | 6,786 |
| Certificates of participation in pools of residential mortgages | $72,000 | 6,434 |
| Issued or guaranteed by U.S. | $72,000 | 6,418 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $53,936,000 | 1,937 |
| Total debt securities | $53,432,000 | 2,254 |
| 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 | $57,561,000 | 2,149 |
| U.S. Government securities | $31,362,000 | 2,716 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $31,362,000 | 2,632 |
| Securities issued by states & political subdivisions | $23,807,000 | 792 |
| Other domestic debt securities | $1,888,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,888,000 | 1,699 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $504,000 | 1,558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,007,000 | 1,374 |
| Mortgage-backed securities | $75,000 | 6,801 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,441 |
| Issued or guaranteed by U.S. | $75,000 | 6,421 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $57,561,000 | 1,839 |
| Total debt securities | $57,057,000 | 2,105 |
| 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 | $59,325,000 | 2,153 |
| U.S. Government securities | $33,329,000 | 2,685 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $33,329,000 | 2,596 |
| Securities issued by states & political subdivisions | $23,586,000 | 798 |
| Other domestic debt securities | $1,906,000 | 2,065 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,906,000 | 1,792 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $504,000 | 1,563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,047,000 | 1,290 |
| Mortgage-backed securities | $83,000 | 6,823 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,472 |
| Issued or guaranteed by U.S. | $83,000 | 6,450 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $59,325,000 | 1,815 |
| Total debt securities | $58,821,000 | 2,109 |
| 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 | $64,015,000 | 1,968 |
| U.S. Government securities | $36,297,000 | 2,440 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $36,297,000 | 2,359 |
| Securities issued by states & political subdivisions | $23,778,000 | 787 |
| Other domestic debt securities | $3,437,000 | 1,651 |
| 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 | $3,437,000 | 1,377 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $503,000 | 1,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $130,000 | 6,747 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,376 |
| Issued or guaranteed by U.S. | $130,000 | 6,348 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $64,015,000 | 1,666 |
| Total debt securities | $63,511,000 | 1,928 |
| 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 | $65,640,000 | 1,885 |
| U.S. Government securities | $36,673,000 | 2,329 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $36,673,000 | 2,248 |
| Securities issued by states & political subdivisions | $25,533,000 | 704 |
| Other domestic debt securities | $2,930,000 | 1,876 |
| 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 | $2,930,000 | 1,589 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $504,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $202,000 | 6,682 |
| Certificates of participation in pools of residential mortgages | $202,000 | 6,259 |
| Issued or guaranteed by U.S. | $202,000 | 6,237 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $65,640,000 | 1,602 |
| Total debt securities | $65,135,000 | 1,835 |
| 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 | $59,684,000 | 2,027 |
| U.S. Government securities | $32,964,000 | 2,506 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $32,964,000 | 2,406 |
| Securities issued by states & political subdivisions | $22,760,000 | 771 |
| Other domestic debt securities | $3,960,000 | 1,603 |
| 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 | $3,960,000 | 1,337 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $283,000 | 6,590 |
| Certificates of participation in pools of residential mortgages | $283,000 | 6,131 |
| Issued or guaranteed by U.S. | $283,000 | 6,113 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $59,684,000 | 1,714 |
| Total debt securities | $59,684,000 | 1,959 |
| 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 | $47,591,000 | 2,438 |
| U.S. Government securities | $21,996,000 | 3,444 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $21,996,000 | 3,292 |
| Securities issued by states & political subdivisions | $17,934,000 | 1,001 |
| Other domestic debt securities | $7,661,000 | 1,099 |
| 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 | $7,661,000 | 873 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $380,000 | 6,489 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,981 |
| Issued or guaranteed by U.S. | $380,000 | 5,962 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $47,591,000 | 2,060 |
| Total debt securities | $47,591,000 | 2,376 |
| 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 | $39,716,000 | 2,670 |
| U.S. Government securities | $17,622,000 | 3,903 |
| U.S. Treasury securities | $1,023,000 | 1,936 |
| U.S. Government agency obligations | $16,599,000 | 3,872 |
| Securities issued by states & political subdivisions | $15,168,000 | 1,112 |
| Other domestic debt securities | $6,926,000 | 1,169 |
| 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 | $6,926,000 | 926 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $965,000 | 5,934 |
| Certificates of participation in pools of residential mortgages | $965,000 | 5,236 |
| Issued or guaranteed by U.S. | $965,000 | 5,214 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $39,716,000 | 2,225 |
| Total debt securities | $39,716,000 | 2,599 |
| 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 | $35,498,000 | 2,997 |
| U.S. Government securities | $17,859,000 | 3,993 |
| U.S. Treasury securities | $1,011,000 | 2,584 |
| U.S. Government agency obligations | $16,848,000 | 3,875 |
| Securities issued by states & political subdivisions | $9,775,000 | 1,689 |
| Other domestic debt securities | $6,336,000 | 1,056 |
| 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 | $6,336,000 | 873 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,528,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,032,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 4,757 |
| Issued or guaranteed by U.S. | $1,032,000 | 4,741 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $35,498,000 | 2,388 |
| Total debt securities | $33,970,000 | 3,008 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $17,490,000 | 5,273 |
| U.S. Government securities | $6,664,000 | 7,307 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,664,000 | 6,783 |
| Securities issued by states & political subdivisions | $6,540,000 | 2,430 |
| Other domestic debt securities | $3,599,000 | 1,421 |
| 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 | $3,599,000 | 1,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $687,000 | 3,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,096,000 | 4,583 |
| Mortgage-backed securities | $186,000 | 7,027 |
| Certificates of participation in pools of residential mortgages | $186,000 | 6,430 |
| Issued or guaranteed by U.S. | $186,000 | 6,413 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $17,490,000 | 4,265 |
| Total debt securities | $16,803,000 | 5,312 |
| 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 | $16,442,000 | 5,491 |
| U.S. Government securities | $5,263,000 | 7,914 |
| U.S. Treasury securities | $503,000 | 5,959 |
| U.S. Government agency obligations | $4,760,000 | 7,338 |
| Securities issued by states & political subdivisions | $6,345,000 | 2,497 |
| Other domestic debt securities | $4,147,000 | 1,221 |
| 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 | $4,147,000 | 987 |
| Foreign debt securities | NA | NA |
| Equity securities | $687,000 | 2,973 |
| 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 | $957,000 | 6,160 |
| Certificates of participation in pools of residential mortgages | $957,000 | 5,329 |
| Issued or guaranteed by U.S. | $957,000 | 5,313 |
| 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) | $6,355,000 | 3,024 |
| Available-for-sale securities (fair market value) | $10,087,000 | 5,747 |
| Total debt securities | $15,755,000 | 5,517 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $14,115,000 | 6,198 |
| U.S. Government securities | $7,166,000 | 7,589 |
| U.S. Treasury securities | $1,509,000 | 5,671 |
| U.S. Government agency obligations | $5,657,000 | 6,981 |
| Securities issued by states & political subdivisions | $2,630,000 | 4,096 |
| Other domestic debt securities | $3,632,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,605,000 | 796 |
| Foreign debt securities | NA | NA |
| Equity securities | $687,000 | 2,986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $1,391,000 | 5,928 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,953 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,934 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $27,000 | 5,001 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $27,000 | 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) | $6,235,000 | 3,726 |
| Available-for-sale securities (fair market value) | $7,880,000 | 6,395 |
| Total debt securities | $13,428,000 | 6,272 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $15,906,000 | 6,189 |
| U.S. Government securities | $9,184,000 | 7,330 |
| U.S. Treasury securities | $1,507,000 | 6,515 |
| U.S. Government agency obligations | $7,677,000 | 6,406 |
| Securities issued by states & political subdivisions | $1,929,000 | 4,877 |
| Other domestic debt securities | $4,173,000 | 999 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,078,000 | 715 |
| Foreign debt securities | NA | NA |
| Equity securities | $620,000 | 3,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,021,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $1,926,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,926,000 | 4,786 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $95,000 | 5,265 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $95,000 | 1,314 |
| 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) | $6,007,000 | 4,297 |
| Available-for-sale securities (fair market value) | $9,899,000 | 6,043 |
| Total debt securities | $15,286,000 | 6,216 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $18,607,000 | 5,833 |
| U.S. Government securities | $9,248,000 | 7,609 |
| U.S. Treasury securities | $4,013,000 | 5,230 |
| U.S. Government agency obligations | $5,235,000 | 7,577 |
| Securities issued by states & political subdivisions | $1,919,000 | 4,999 |
| Other domestic debt securities | $6,820,000 | 883 |
| Privately issued residential mortgage-backed securities | $192,000 | 1,612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,628,000 | 660 |
| Foreign debt securities | NA | NA |
| Equity securities | $620,000 | 2,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $253,000 | 9,263 |
| Mortgage-backed securities | $1,429,000 | 6,800 |
| Certificates of participation in pools of residential mortgages | $755,000 | 6,500 |
| Issued or guaranteed by U.S. | $755,000 | 6,468 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $674,000 | 4,643 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 4,782 |
| Privately issued | $192,000 | 1,318 |
| 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) | $8,547,000 | 3,764 |
| Available-for-sale securities (fair market value) | $10,060,000 | 6,134 |
| Total debt securities | $17,987,000 | 5,851 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $20,712,000 | 5,729 |
| U.S. Government securities | $9,650,000 | 7,897 |
| U.S. Treasury securities | $7,826,000 | 4,108 |
| U.S. Government agency obligations | $1,824,000 | 10,102 |
| Securities issued by states & political subdivisions | $1,920,000 | 5,307 |
| Other domestic debt securities | $8,664,000 | 824 |
| Privately issued residential mortgage-backed securities | $329,000 | 1,534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,335,000 | 610 |
| Foreign debt securities | NA | NA |
| Equity securities | $478,000 | 3,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $247,000 | 9,770 |
| Mortgage-backed securities | $1,641,000 | 7,005 |
| Certificates of participation in pools of residential mortgages | $833,000 | 6,712 |
| Issued or guaranteed by U.S. | $833,000 | 6,689 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $808,000 | 4,811 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 5,084 |
| Privately issued | $329,000 | 1,261 |
| 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) | $10,255,000 | 5,589 |
| Available-for-sale securities (fair market value) | $10,457,000 | 4,627 |
| Total debt securities | $20,234,000 | 5,731 |
| 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 | $24,812,000 | 5,239 |
| U.S. Government securities | $12,782,000 | 6,920 |
| U.S. Treasury securities | $5,054,000 | 5,653 |
| U.S. Government agency obligations | $7,728,000 | 6,495 |
| Securities issued by states & political subdivisions | $2,163,000 | 5,111 |
| Other domestic debt securities | $9,455,000 | 913 |
| Privately issued residential mortgage-backed securities | $944,000 | 1,272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,511,000 | 706 |
| Foreign debt securities | NA | NA |
| Equity securities | $412,000 | 3,371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,907,000 | 5,321 |
| Mortgage-backed securities | $2,604,000 | 6,741 |
| Certificates of participation in pools of residential mortgages | $1,660,000 | 6,130 |
| Issued or guaranteed by U.S. | $1,660,000 | 6,077 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $944,000 | 5,106 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $944,000 | 977 |
| 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 | $24,400,000 | 5,199 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $22,875,000 | 5,540 |
| U.S. Government securities | $15,444,000 | 6,111 |
| U.S. Treasury securities | $6,580,000 | 4,819 |
| U.S. Government agency obligations | $8,864,000 | 5,975 |
| Securities issued by states & political subdivisions | $1,158,000 | 6,276 |
| Other domestic debt securities | $5,899,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $2,771,000 | 981 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,128,000 | 1,587 |
| Foreign debt securities | NA | NA |
| Equity securities | $374,000 | 3,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 10,365 |
| Mortgage-backed securities | $3,425,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $654,000 | 8,208 |
| Issued or guaranteed by U.S. | $654,000 | 8,146 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,771,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $2,771,000 | 726 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,501,000 | 5,509 |
| 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 |
