| 2007-12-31 | Rank |
| Total securities | $1,760,000 | 7,832 |
| U.S. Government securities | $1,488,000 | 7,659 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,488,000 | 7,552 |
| Securities issued by states & political subdivisions | $272,000 | 5,583 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,508,000 | 5,905 |
| Mortgage-backed securities | $580,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,251 |
| Issued or guaranteed by U.S. | $580,000 | 5,231 |
| 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) | $1,760,000 | 7,175 |
| Total debt securities | $1,761,000 | 7,782 |
| 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 | $1,949,000 | 7,845 |
| U.S. Government securities | $1,669,000 | 7,657 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,669,000 | 7,548 |
| Securities issued by states & political subdivisions | $280,000 | 5,614 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $761,000 | 6,302 |
| Mortgage-backed securities | $568,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,167 |
| Issued or guaranteed by U.S. | $568,000 | 5,148 |
| 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) | $1,949,000 | 7,172 |
| Total debt securities | $1,949,000 | 7,797 |
| Structured notes |
| Amortized cost | $500,000 | 2,161 |
| Fair value | $498,000 | 2,278 |
| 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 | $1,972,000 | 7,891 |
| U.S. Government securities | $1,700,000 | 7,702 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,700,000 | 7,588 |
| Securities issued by states & political subdivisions | $272,000 | 5,660 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $798,000 | 6,342 |
| Mortgage-backed securities | $623,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $623,000 | 5,125 |
| Issued or guaranteed by U.S. | $623,000 | 5,108 |
| 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) | $1,972,000 | 7,199 |
| Total debt securities | $1,972,000 | 7,842 |
| Structured notes |
| Amortized cost | $500,000 | 2,252 |
| Fair value | $491,000 | 2,413 |
| 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 | $2,044,000 | 7,896 |
| U.S. Government securities | $1,767,000 | 7,728 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,767,000 | 7,607 |
| Securities issued by states & political subdivisions | $277,000 | 5,704 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $447,000 | 6,603 |
| Mortgage-backed securities | $671,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $671,000 | 5,100 |
| Issued or guaranteed by U.S. | $671,000 | 5,081 |
| 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) | $2,044,000 | 7,187 |
| Total debt securities | $2,044,000 | 7,845 |
| Structured notes |
| Amortized cost | $500,000 | 2,315 |
| Fair value | $494,000 | 2,467 |
| 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 | $1,980,000 | 7,972 |
| U.S. Government securities | $1,693,000 | 7,792 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,693,000 | 7,668 |
| Securities issued by states & political subdivisions | $287,000 | 5,736 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $451,000 | 6,627 |
| Mortgage-backed securities | $701,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $701,000 | 5,075 |
| Issued or guaranteed by U.S. | $701,000 | 5,055 |
| 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) | $1,980,000 | 7,242 |
| Total debt securities | $1,979,000 | 7,918 |
| Structured notes |
| Amortized cost | $700,000 | 2,328 |
| Fair value | $691,000 | 2,336 |
| 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 | $2,058,000 | 8,025 |
| U.S. Government securities | $1,720,000 | 7,862 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,720,000 | 7,735 |
| Securities issued by states & political subdivisions | $338,000 | 5,720 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $553,000 | 6,575 |
| Mortgage-backed securities | $747,000 | 5,486 |
| Certificates of participation in pools of residential mortgages | $747,000 | 5,033 |
| Issued or guaranteed by U.S. | $747,000 | 5,009 |
| 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) | $2,058,000 | 7,271 |
| Total debt securities | $2,058,000 | 7,976 |
| Structured notes |
| Amortized cost | $985,000 | 2,278 |
| Fair value | $973,000 | 2,267 |
| 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 | $2,099,000 | 8,068 |
| U.S. Government securities | $1,758,000 | 7,902 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,758,000 | 7,770 |
| Securities issued by states & political subdivisions | $341,000 | 5,740 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $573,000 | 6,601 |
| Mortgage-backed securities | $802,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $802,000 | 5,026 |
| Issued or guaranteed by U.S. | $802,000 | 5,004 |
| 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) | $2,099,000 | 7,292 |
| Total debt securities | $2,099,000 | 8,021 |
| Structured notes |
| Amortized cost | $985,000 | 2,362 |
| Fair value | $956,000 | 2,349 |
| 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 | $2,203,000 | 8,085 |
| U.S. Government securities | $1,854,000 | 7,929 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,854,000 | 7,800 |
| Securities issued by states & political subdivisions | $349,000 | 5,754 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $454,000 | 6,756 |
| Mortgage-backed securities | $970,000 | 5,390 |
| Certificates of participation in pools of residential mortgages | $970,000 | 4,914 |
| Issued or guaranteed by U.S. | $970,000 | 4,895 |
| 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) | $2,203,000 | 7,308 |
| Total debt securities | $2,203,000 | 8,041 |
| Structured notes |
| Amortized cost | $985,000 | 2,360 |
| Fair value | $965,000 | 2,353 |
| 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 | $2,094,000 | 8,156 |
| U.S. Government securities | $1,738,000 | 8,002 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,738,000 | 7,875 |
| Securities issued by states & political subdivisions | $356,000 | 5,767 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $467,000 | 6,789 |
| Mortgage-backed securities | $972,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $972,000 | 4,948 |
| Issued or guaranteed by U.S. | $972,000 | 4,929 |
| 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) | $2,094,000 | 7,380 |
| Total debt securities | $2,094,000 | 8,107 |
| 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 | $2,419,000 | 8,112 |
| U.S. Government securities | $1,861,000 | 7,974 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,861,000 | 7,851 |
| Securities issued by states & political subdivisions | $359,000 | 5,788 |
| Other domestic debt securities | $199,000 | 3,037 |
| 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 | $199,000 | 2,508 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 6,748 |
| Mortgage-backed securities | $1,091,000 | 5,388 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,893 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,876 |
| 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) | $2,419,000 | 7,331 |
| Total debt securities | $2,419,000 | 8,053 |
| 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 | $2,809,000 | 8,058 |
| U.S. Government securities | $2,042,000 | 7,943 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,042,000 | 7,804 |
| Securities issued by states & political subdivisions | $362,000 | 5,790 |
| Other domestic debt securities | $405,000 | 2,803 |
| 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 | $405,000 | 2,328 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,338,000 | 6,229 |
| Mortgage-backed securities | $1,265,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,265,000 | 4,809 |
| 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) | $2,809,000 | 7,283 |
| Total debt securities | $2,809,000 | 8,006 |
| 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 | $2,971,000 | 8,090 |
| U.S. Government securities | $2,195,000 | 7,966 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,195,000 | 7,813 |
| Securities issued by states & political subdivisions | $365,000 | 5,815 |
| Other domestic debt securities | $411,000 | 2,853 |
| 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 | $411,000 | 2,398 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,439,000 | 6,219 |
| Mortgage-backed securities | $1,425,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $1,425,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,425,000 | 4,784 |
| 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) | $2,971,000 | 7,286 |
| Total debt securities | $2,971,000 | 8,040 |
| 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 | $3,197,000 | 8,094 |
| U.S. Government securities | $2,401,000 | 7,938 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,401,000 | 7,789 |
| Securities issued by states & political subdivisions | $379,000 | 5,842 |
| Other domestic debt securities | $417,000 | 2,885 |
| 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 | $417,000 | 2,447 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,572,000 | 6,113 |
| Mortgage-backed securities | $1,619,000 | 5,265 |
| Certificates of participation in pools of residential mortgages | $1,619,000 | 4,704 |
| Issued or guaranteed by U.S. | $1,619,000 | 4,688 |
| 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) | $3,197,000 | 7,288 |
| Total debt securities | $3,197,000 | 8,033 |
| 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 | $3,197,000 | 8,119 |
| U.S. Government securities | $2,517,000 | 7,934 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,517,000 | 7,778 |
| Securities issued by states & political subdivisions | $254,000 | 6,104 |
| Other domestic debt securities | $426,000 | 2,916 |
| 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 | $426,000 | 2,504 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,915,000 | 5,985 |
| Mortgage-backed securities | $1,434,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $1,434,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,434,000 | 4,828 |
| 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) | $3,197,000 | 7,311 |
| Total debt securities | $3,197,000 | 8,055 |
| 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 | $3,435,000 | 8,127 |
| U.S. Government securities | $2,759,000 | 7,950 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,759,000 | 7,776 |
| Securities issued by states & political subdivisions | $251,000 | 6,145 |
| Other domestic debt securities | $425,000 | 3,009 |
| 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 | $425,000 | 2,613 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,490,000 | 6,250 |
| Mortgage-backed securities | $1,684,000 | 5,317 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,757 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,744 |
| 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) | $3,435,000 | 7,327 |
| Total debt securities | $3,435,000 | 8,063 |
| 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 | $3,194,000 | 8,175 |
| U.S. Government securities | $2,498,000 | 8,000 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,498,000 | 7,836 |
| Securities issued by states & political subdivisions | $262,000 | 6,125 |
| Other domestic debt securities | $434,000 | 3,103 |
| 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 | $434,000 | 2,690 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $668,000 | 6,737 |
| Mortgage-backed securities | $2,011,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $2,011,000 | 4,605 |
| Issued or guaranteed by U.S. | $2,011,000 | 4,587 |
| 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) | $3,194,000 | 7,361 |
| Total debt securities | $3,194,000 | 8,107 |
| 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 | $2,887,000 | 8,335 |
| U.S. Government securities | $2,093,000 | 8,199 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,093,000 | 8,037 |
| Securities issued by states & political subdivisions | $333,000 | 6,051 |
| Other domestic debt securities | $461,000 | 3,158 |
| 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 | $461,000 | 2,828 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $982,000 | 6,573 |
| Mortgage-backed securities | $1,313,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 5,036 |
| Issued or guaranteed by U.S. | $1,313,000 | 5,017 |
| 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) | $2,887,000 | 7,510 |
| Total debt securities | $2,887,000 | 8,262 |
| 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 | $2,946,000 | 8,325 |
| U.S. Government securities | $1,973,000 | 8,222 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,973,000 | 8,067 |
| Securities issued by states & political subdivisions | $335,000 | 6,086 |
| Other domestic debt securities | $638,000 | 3,003 |
| 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 | $638,000 | 2,674 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,165,000 | 6,407 |
| Mortgage-backed securities | $1,673,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,816 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,795 |
| 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) | $2,946,000 | 7,489 |
| Total debt securities | $2,946,000 | 8,246 |
| 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 | $3,461,000 | 8,187 |
| U.S. Government securities | $2,482,000 | 8,019 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,482,000 | 7,845 |
| Securities issued by states & political subdivisions | $339,000 | 6,082 |
| Other domestic debt securities | $640,000 | 3,086 |
| 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 | $640,000 | 2,738 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $790,000 | 6,716 |
| Mortgage-backed securities | $2,181,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $2,181,000 | 4,563 |
| Issued or guaranteed by U.S. | $2,181,000 | 4,545 |
| 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) | $3,461,000 | 7,341 |
| Total debt securities | $3,461,000 | 8,110 |
| 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 | $4,026,000 | 8,079 |
| U.S. Government securities | $3,082,000 | 7,853 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,082,000 | 7,662 |
| Securities issued by states & political subdivisions | $336,000 | 6,078 |
| Other domestic debt securities | $608,000 | 3,134 |
| 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 | $608,000 | 2,774 |
| 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 | $877,000 | 6,702 |
| Mortgage-backed securities | $2,781,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $2,781,000 | 4,279 |
| Issued or guaranteed by U.S. | $2,781,000 | 4,263 |
| 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) | $4,026,000 | 7,224 |
| Total debt securities | $4,026,000 | 7,993 |
| 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 | $3,709,000 | 8,220 |
| U.S. Government securities | $2,946,000 | 7,977 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,946,000 | 7,765 |
| Securities issued by states & political subdivisions | $354,000 | 6,053 |
| Other domestic debt securities | $409,000 | 3,461 |
| 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 | $409,000 | 3,056 |
| 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 | $962,000 | 6,684 |
| Mortgage-backed securities | $2,641,000 | 5,029 |
| Certificates of participation in pools of residential mortgages | $2,641,000 | 4,311 |
| Issued or guaranteed by U.S. | $2,641,000 | 4,294 |
| 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) | $3,709,000 | 7,325 |
| Total debt securities | $3,710,000 | 8,135 |
| 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 | $4,435,000 | 8,109 |
| U.S. Government securities | $3,823,000 | 7,732 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,823,000 | 7,478 |
| Securities issued by states & political subdivisions | $361,000 | 6,169 |
| Other domestic debt securities | $251,000 | 3,708 |
| 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 | $251,000 | 3,217 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,837,000 | 6,064 |
| Mortgage-backed securities | $3,246,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $3,246,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,246,000 | 3,759 |
| 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) | $4,435,000 | 7,153 |
| Total debt securities | $4,435,000 | 8,005 |
| 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 | $3,262,000 | 8,930 |
| U.S. Government securities | $2,849,000 | 8,666 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,849,000 | 8,333 |
| Securities issued by states & political subdivisions | $377,000 | 6,307 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,778,000 | 6,453 |
| Mortgage-backed securities | $2,122,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,122,000 | 3,866 |
| 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) | $3,262,000 | 7,792 |
| Total debt securities | $3,226,000 | 8,834 |
| 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 | $4,059,000 | 8,995 |
| U.S. Government securities | $3,518,000 | 8,720 |
| U.S. Treasury securities | $400,000 | 4,759 |
| U.S. Government agency obligations | $3,118,000 | 8,402 |
| Securities issued by states & political subdivisions | $507,000 | 6,371 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,375,000 | 6,842 |
| Mortgage-backed securities | $2,212,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 4,061 |
| Issued or guaranteed by U.S. | $2,212,000 | 4,045 |
| 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) | $4,059,000 | 7,727 |
| Total debt securities | $4,025,000 | 8,899 |
| 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 | $4,475,000 | 8,945 |
| U.S. Government securities | $3,982,000 | 8,540 |
| U.S. Treasury securities | $205,000 | 6,546 |
| U.S. Government agency obligations | $3,777,000 | 7,813 |
| Securities issued by states & political subdivisions | $460,000 | 6,681 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 7,370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,470,000 | 6,646 |
| Mortgage-backed securities | $2,625,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $2,625,000 | 4,021 |
| Issued or guaranteed by U.S. | $2,625,000 | 4,001 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $4,475,000 | 7,554 |
| Total debt securities | $4,442,000 | 8,820 |
| 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 | $4,233,000 | 9,512 |
| U.S. Government securities | $3,756,000 | 9,203 |
| U.S. Treasury securities | $405,000 | 7,395 |
| U.S. Government agency obligations | $3,351,000 | 8,197 |
| Securities issued by states & political subdivisions | $442,000 | 6,851 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,260,000 | 7,217 |
| Mortgage-backed securities | $2,549,000 | 5,042 |
| Certificates of participation in pools of residential mortgages | $2,549,000 | 4,012 |
| Issued or guaranteed by U.S. | $2,549,000 | 3,997 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,233,000 | 7,786 |
| Total debt securities | $4,198,000 | 9,419 |
| 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 | $5,048,000 | 9,753 |
| U.S. Government securities | $4,352,000 | 9,484 |
| U.S. Treasury securities | $505,000 | 7,966 |
| U.S. Government agency obligations | $3,847,000 | 8,313 |
| Securities issued by states & political subdivisions | $563,000 | 6,916 |
| Other domestic debt securities | $102,000 | 3,756 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 2,880 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $899,000 | 8,057 |
| Mortgage-backed securities | $2,864,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $2,864,000 | 4,175 |
| Issued or guaranteed by U.S. | $2,864,000 | 4,154 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $5,048,000 | 7,746 |
| Total debt securities | $5,017,000 | 9,650 |
| 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 | $5,727,000 | 9,888 |
| U.S. Government securities | $5,060,000 | 9,529 |
| U.S. Treasury securities | $1,009,000 | 8,444 |
| U.S. Government agency obligations | $4,051,000 | 8,294 |
| Securities issued by states & political subdivisions | $567,000 | 7,171 |
| Other domestic debt securities | $100,000 | 4,419 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,009,000 | 8,078 |
| Mortgage-backed securities | $2,325,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 4,657 |
| Issued or guaranteed by U.S. | $2,325,000 | 4,631 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,727,000 | 7,698 |
| Total debt securities | $5,727,000 | 9,781 |
| Structured notes |
| Amortized cost | $200,000 | 4,276 |
| Fair value | $199,000 | 4,322 |
| 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 | $5,115,000 | 10,802 |
| U.S. Government securities | $4,564,000 | 10,403 |
| U.S. Treasury securities | $2,349,000 | 7,844 |
| U.S. Government agency obligations | $2,215,000 | 9,724 |
| Securities issued by states & political subdivisions | $551,000 | 7,552 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $963,000 | 8,543 |
| Mortgage-backed securities | $1,645,000 | 7,003 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 5,591 |
| Issued or guaranteed by U.S. | $1,645,000 | 5,564 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,107,000 | 9,934 |
| Available-for-sale securities (fair market value) | $3,008,000 | 8,109 |
| Total debt securities | $5,115,000 | 10,683 |
| 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 | $5,918,000 | 10,827 |
| U.S. Government securities | $5,419,000 | 10,277 |
| U.S. Treasury securities | $2,914,000 | 7,481 |
| U.S. Government agency obligations | $2,505,000 | 9,804 |
| Securities issued by states & political subdivisions | $499,000 | 7,901 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $808,000 | 8,907 |
| Mortgage-backed securities | $2,076,000 | 7,195 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 5,661 |
| Issued or guaranteed by U.S. | $2,076,000 | 5,618 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,918,000 | 10,675 |
| 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 | $5,444,000 | 11,365 |
| U.S. Government securities | $5,188,000 | 10,660 |
| U.S. Treasury securities | $2,367,000 | 8,290 |
| U.S. Government agency obligations | $2,821,000 | 9,700 |
| Securities issued by states & political subdivisions | $256,000 | 8,522 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,414,000 | 7,979 |
| Mortgage-backed securities | $1,583,000 | 8,131 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 6,671 |
| Issued or guaranteed by U.S. | $1,583,000 | 6,610 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,444,000 | 11,223 |
| 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 |
