| 2014-06-30 | Rank |
| Total securities | $125,870,000 | 1,197 |
| U.S. Government securities | $70,451,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $70,451,000 | 1,328 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $54,696,000 | 204 |
| 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 | $54,696,000 | 130 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $723,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,425,000 | 1,134 |
| Mortgage-backed securities | $70,451,000 | 919 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $70,451,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $70,451,000 | 354 |
| 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) | $28,453,000 | 637 |
| Available-for-sale securities (fair market value) | $97,417,000 | 1,349 |
| Total debt securities | $125,147,000 | 1,191 |
| 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 | $158,083,000 | 983 |
| U.S. Government securities | $74,863,000 | 1,328 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $74,863,000 | 1,282 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $60,067,000 | 197 |
| 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 | $60,067,000 | 120 |
| Foreign debt securities | $22,439,000 | 49 |
| Equity securities | $714,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,901,000 | 1,074 |
| Mortgage-backed securities | $74,863,000 | 885 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $74,863,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $74,863,000 | 332 |
| 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) | $29,853,000 | 610 |
| Available-for-sale securities (fair market value) | $128,230,000 | 1,047 |
| Total debt securities | $157,369,000 | 976 |
| 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 | $181,300,000 | 841 |
| U.S. Government securities | $84,074,000 | 1,176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $84,074,000 | 1,134 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $66,776,000 | 183 |
| 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 | $66,776,000 | 111 |
| Foreign debt securities | $29,740,000 | 44 |
| Equity securities | $710,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,737,000 | 851 |
| Mortgage-backed securities | $84,074,000 | 798 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $84,074,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $84,074,000 | 309 |
| 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) | $30,925,000 | 578 |
| Available-for-sale securities (fair market value) | $150,375,000 | 885 |
| Total debt securities | $180,590,000 | 832 |
| 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 | $251,387,000 | 613 |
| U.S. Government securities | $87,320,000 | 1,145 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $87,320,000 | 1,100 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $91,866,000 | 154 |
| 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 | $91,866,000 | 90 |
| Foreign debt securities | $71,481,000 | 33 |
| Equity securities | $720,000 | 691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,031,000 | 821 |
| Mortgage-backed securities | $87,320,000 | 779 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $87,320,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $87,320,000 | 298 |
| 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) | $28,749,000 | 596 |
| Available-for-sale securities (fair market value) | $222,638,000 | 614 |
| Total debt securities | $250,666,000 | 604 |
| 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 | $266,891,000 | 580 |
| U.S. Government securities | $105,865,000 | 968 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $105,865,000 | 935 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $91,653,000 | 160 |
| 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 | $91,653,000 | 92 |
| Foreign debt securities | $68,650,000 | 34 |
| Equity securities | $723,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,952,000 | 731 |
| Mortgage-backed securities | $105,865,000 | 662 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $105,865,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $105,865,000 | 262 |
| 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) | $29,891,000 | 532 |
| Available-for-sale securities (fair market value) | $237,000,000 | 575 |
| Total debt securities | $266,168,000 | 573 |
| 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 | $188,822,000 | 822 |
| U.S. Government securities | $47,591,000 | 1,980 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $47,591,000 | 1,921 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $73,809,000 | 183 |
| 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 | $73,809,000 | 107 |
| Foreign debt securities | $66,674,000 | 31 |
| Equity securities | $748,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,591,000 | 1,185 |
| Mortgage-backed securities | $47,591,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $47,591,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $47,591,000 | 495 |
| 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) | $188,822,000 | 732 |
| Total debt securities | $188,074,000 | 811 |
| 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 | $121,922,000 | 1,237 |
| U.S. Government securities | $29,769,000 | 2,747 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $29,769,000 | 2,683 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $54,555,000 | 222 |
| 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 | $54,555,000 | 124 |
| Foreign debt securities | $36,845,000 | 38 |
| Equity securities | $753,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,336,000 | 1,699 |
| Mortgage-backed securities | $29,769,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $29,769,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $29,769,000 | 708 |
| 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) | $121,922,000 | 1,114 |
| Total debt securities | $121,169,000 | 1,227 |
| 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 | $154,692,000 | 1,003 |
| U.S. Government securities | $40,708,000 | 2,245 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $40,708,000 | 2,193 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $54,673,000 | 228 |
| 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 | $54,673,000 | 130 |
| Foreign debt securities | $58,549,000 | 33 |
| Equity securities | $762,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,007,000 | 1,420 |
| Mortgage-backed securities | $40,708,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $40,708,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $40,708,000 | 591 |
| 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) | $154,692,000 | 893 |
| Total debt securities | $153,930,000 | 998 |
| 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 | $163,372,000 | 946 |
| U.S. Government securities | $44,252,000 | 2,104 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $44,252,000 | 2,054 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $56,981,000 | 220 |
| 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 | $56,981,000 | 125 |
| Foreign debt securities | $61,383,000 | 34 |
| Equity securities | $756,000 | 667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,167,000 | 1,324 |
| Mortgage-backed securities | $44,252,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,252,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $44,252,000 | 554 |
| 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) | $163,372,000 | 838 |
| Total debt securities | $162,616,000 | 940 |
| 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 | $144,934,000 | 1,078 |
| U.S. Government securities | $47,623,000 | 2,038 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $47,623,000 | 1,993 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $40,688,000 | 279 |
| 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 | $40,688,000 | 162 |
| Foreign debt securities | $55,876,000 | 31 |
| Equity securities | $747,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,588,000 | 1,304 |
| Mortgage-backed securities | $47,623,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $47,623,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $47,623,000 | 549 |
| 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) | $144,934,000 | 957 |
| Total debt securities | $144,187,000 | 1,072 |
| 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 | $102,372,000 | 1,429 |
| U.S. Government securities | $41,801,000 | 2,165 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $41,801,000 | 2,114 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $23,347,000 | 425 |
| 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 | $23,347,000 | 237 |
| Foreign debt securities | $36,476,000 | 33 |
| Equity securities | $748,000 | 633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,609,000 | 1,404 |
| Mortgage-backed securities | $41,801,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $41,801,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $41,801,000 | 568 |
| 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) | $102,372,000 | 1,295 |
| Total debt securities | $101,624,000 | 1,422 |
| 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 | $69,232,000 | 1,944 |
| U.S. Government securities | $38,427,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,427,000 | 2,184 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,175,000 | 1,529 |
| 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 | $2,175,000 | 1,035 |
| Foreign debt securities | $27,878,000 | 41 |
| Equity securities | $752,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,388,000 | 1,739 |
| Mortgage-backed securities | $38,427,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $38,427,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $38,427,000 | 606 |
| 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) | $69,232,000 | 1,765 |
| Total debt securities | $68,480,000 | 1,944 |
| 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 | $61,955,000 | 2,135 |
| U.S. Government securities | $30,176,000 | 2,798 |
| U.S. Treasury securities | $10,000,000 | 309 |
| U.S. Government agency obligations | $20,176,000 | 3,546 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $31,779,000 | 34 |
| 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 | $26,974,000 | 1,738 |
| Mortgage-backed securities | $20,176,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $20,176,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $20,176,000 | 908 |
| 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) | $61,955,000 | 1,920 |
| Total debt securities | $61,955,000 | 2,114 |
| 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 | $82,233,000 | 1,659 |
| U.S. Government securities | $30,572,000 | 2,746 |
| U.S. Treasury securities | $5,000,000 | 505 |
| U.S. Government agency obligations | $25,572,000 | 3,037 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $51,661,000 | 33 |
| 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 | $28,935,000 | 1,651 |
| Mortgage-backed securities | $25,572,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $25,572,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $25,572,000 | 744 |
| 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) | $82,233,000 | 1,495 |
| Total debt securities | $82,233,000 | 1,642 |
| 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 | $38,607,000 | 2,973 |
| U.S. Government securities | $36,773,000 | 2,254 |
| U.S. Treasury securities | $9,999,000 | 333 |
| U.S. Government agency obligations | $26,774,000 | 2,778 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $1,834,000 | 67 |
| 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 | $30,836,000 | 1,555 |
| Mortgage-backed securities | $26,774,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,774,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $26,774,000 | 708 |
| 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) | $38,607,000 | 2,698 |
| Total debt securities | $38,607,000 | 2,950 |
| 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 | $42,967,000 | 2,710 |
| U.S. Government securities | $42,467,000 | 1,977 |
| U.S. Treasury securities | $14,997,000 | 234 |
| U.S. Government agency obligations | $27,470,000 | 2,712 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $500,000 | 86 |
| 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 | $39,468,000 | 1,280 |
| Mortgage-backed securities | $27,470,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,470,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $27,470,000 | 698 |
| 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) | $42,967,000 | 2,430 |
| Total debt securities | $42,967,000 | 2,676 |
| 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 | $43,521,000 | 2,669 |
| U.S. Government securities | $43,021,000 | 2,005 |
| U.S. Treasury securities | $14,997,000 | 234 |
| U.S. Government agency obligations | $28,024,000 | 2,717 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $500,000 | 82 |
| 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 | $40,024,000 | 1,275 |
| Mortgage-backed securities | $28,024,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,912 |
| Issued or guaranteed by U.S. | $2,000 | 5,899 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $28,022,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $28,022,000 | 650 |
| 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) | $43,521,000 | 2,386 |
| Total debt securities | $43,521,000 | 2,643 |
| 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 | $36,182,000 | 3,090 |
| U.S. Government securities | $35,682,000 | 2,375 |
| U.S. Treasury securities | $35,252,000 | 126 |
| U.S. Government agency obligations | $430,000 | 7,273 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $500,000 | 89 |
| 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 | $35,681,000 | 1,468 |
| Mortgage-backed securities | $430,000 | 5,670 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,949 |
| Issued or guaranteed by U.S. | $7,000 | 5,938 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $423,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,911 |
| 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) | $36,182,000 | 2,769 |
| Total debt securities | $36,182,000 | 3,059 |
| 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 | $36,651,000 | 3,044 |
| U.S. Government securities | $35,398,000 | 2,346 |
| U.S. Treasury securities | $15,259,000 | 198 |
| U.S. Government agency obligations | $20,139,000 | 3,429 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $500,000 | 86 |
| Equity securities | $753,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,747,000 | 1,717 |
| Mortgage-backed securities | $20,139,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,951 |
| Issued or guaranteed by U.S. | $14,000 | 5,937 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,125,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $20,125,000 | 765 |
| 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) | $15,259,000 | 856 |
| Available-for-sale securities (fair market value) | $21,392,000 | 3,865 |
| Total debt securities | $35,898,000 | 3,061 |
| 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 | $48,664,000 | 2,430 |
| U.S. Government securities | $47,401,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $47,401,000 | 1,739 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $500,000 | 90 |
| Equity securities | $763,000 | 795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,809,000 | 1,415 |
| Mortgage-backed securities | $47,401,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $9,485,000 | 2,740 |
| Issued or guaranteed by U.S. | $9,485,000 | 2,731 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $37,916,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $37,916,000 | 477 |
| 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) | $48,664,000 | 2,155 |
| Total debt securities | $47,901,000 | 2,437 |
| 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 | $50,124,000 | 2,325 |
| U.S. Government securities | $48,872,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $48,872,000 | 1,656 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $500,000 | 91 |
| Equity securities | $752,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,774,000 | 1,216 |
| Mortgage-backed securities | $48,872,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $10,096,000 | 2,700 |
| Issued or guaranteed by U.S. | $10,096,000 | 2,689 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $38,776,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $38,776,000 | 442 |
| 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) | $50,124,000 | 2,046 |
| Total debt securities | $49,374,000 | 2,313 |
| 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 | $48,409,000 | 2,399 |
| U.S. Government securities | $47,155,000 | 1,774 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $47,155,000 | 1,730 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $500,000 | 82 |
| Equity securities | $754,000 | 851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,155,000 | 1,396 |
| Mortgage-backed securities | $47,155,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 4,416 |
| Issued or guaranteed by U.S. | $2,943,000 | 4,405 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $44,212,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $44,212,000 | 378 |
| 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) | $48,409,000 | 2,109 |
| Total debt securities | $47,655,000 | 2,402 |
| 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 | $51,182,000 | 2,264 |
| U.S. Government securities | $49,936,000 | 1,709 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $49,936,000 | 1,682 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $500,000 | 76 |
| Equity securities | $746,000 | 832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,976,000 | 1,446 |
| Mortgage-backed securities | $49,936,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $6,679,000 | 3,327 |
| Issued or guaranteed by U.S. | $6,679,000 | 3,314 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $43,257,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $43,257,000 | 375 |
| 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) | $51,182,000 | 1,987 |
| Total debt securities | $50,430,000 | 2,267 |
| 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 | $58,123,000 | 1,994 |
| U.S. Government securities | $56,886,000 | 1,471 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $56,886,000 | 1,445 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $500,000 | 80 |
| Equity securities | $737,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,974,000 | 1,145 |
| Mortgage-backed securities | $56,886,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $14,313,000 | 2,136 |
| Issued or guaranteed by U.S. | $14,313,000 | 2,125 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $42,573,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $42,573,000 | 358 |
| 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) | $58,123,000 | 1,752 |
| Total debt securities | $57,385,000 | 1,993 |
| 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 | $59,044,000 | 2,009 |
| U.S. Government securities | $57,808,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $57,808,000 | 1,434 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $500,000 | 85 |
| Equity securities | $736,000 | 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 | $54,257,000 | 970 |
| Mortgage-backed securities | $57,808,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $15,201,000 | 2,043 |
| Issued or guaranteed by U.S. | $15,201,000 | 2,032 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $42,607,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $42,607,000 | 347 |
| 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) | $59,044,000 | 1,757 |
| Total debt securities | $58,308,000 | 1,997 |
| 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 | $64,058,000 | 1,849 |
| U.S. Government securities | $62,806,000 | 1,336 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $62,806,000 | 1,309 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $500,000 | 98 |
| Equity securities | $752,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,832,000 | 1,171 |
| Mortgage-backed securities | $62,806,000 | 906 |
| Certificates of participation in pools of residential mortgages | $18,768,000 | 1,700 |
| Issued or guaranteed by U.S. | $18,768,000 | 1,691 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $44,038,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $44,038,000 | 334 |
| 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) | $64,058,000 | 1,629 |
| Total debt securities | $63,306,000 | 1,823 |
| 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 | $67,483,000 | 1,733 |
| U.S. Government securities | $66,236,000 | 1,273 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $66,236,000 | 1,250 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $500,000 | 98 |
| Equity securities | $747,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,863,000 | 1,018 |
| Mortgage-backed securities | $66,236,000 | 773 |
| Certificates of participation in pools of residential mortgages | $16,456,000 | 1,633 |
| Issued or guaranteed by U.S. | $16,456,000 | 1,622 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $49,780,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $49,780,000 | 301 |
| 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) | $67,483,000 | 1,505 |
| Total debt securities | $66,736,000 | 1,711 |
| 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 | $68,395,000 | 1,727 |
| U.S. Government securities | $67,160,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $67,160,000 | 1,249 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $500,000 | 101 |
| Equity securities | $735,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,839,000 | 1,090 |
| Mortgage-backed securities | $67,160,000 | 736 |
| Certificates of participation in pools of residential mortgages | $12,011,000 | 1,899 |
| Issued or guaranteed by U.S. | $12,011,000 | 1,891 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $55,149,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $55,149,000 | 278 |
| 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) | $68,395,000 | 1,495 |
| Total debt securities | $67,661,000 | 1,707 |
| 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 | $60,958,000 | 1,883 |
| U.S. Government securities | $59,731,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $59,731,000 | 1,402 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $500,000 | 98 |
| Equity securities | $727,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,141,000 | 1,283 |
| Mortgage-backed securities | $59,731,000 | 805 |
| Certificates of participation in pools of residential mortgages | $2,214,000 | 4,059 |
| Issued or guaranteed by U.S. | $2,214,000 | 4,047 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $57,517,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $57,517,000 | 276 |
| 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) | $60,958,000 | 1,627 |
| Total debt securities | $60,231,000 | 1,867 |
| 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 | $64,441,000 | 1,817 |
| U.S. Government securities | $63,201,000 | 1,359 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $63,201,000 | 1,330 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $500,000 | 102 |
| Equity securities | $740,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,111,000 | 1,059 |
| Mortgage-backed securities | $63,201,000 | 757 |
| Certificates of participation in pools of residential mortgages | $2,465,000 | 3,945 |
| Issued or guaranteed by U.S. | $2,465,000 | 3,927 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $60,736,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $60,736,000 | 258 |
| 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) | $64,441,000 | 1,562 |
| Total debt securities | $63,701,000 | 1,798 |
| 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 | $61,384,000 | 1,930 |
| U.S. Government securities | $60,146,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $60,146,000 | 1,425 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $500,000 | 102 |
| Equity securities | $738,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,396,000 | 918 |
| Mortgage-backed securities | $60,146,000 | 801 |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 3,874 |
| Issued or guaranteed by U.S. | $2,628,000 | 3,862 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $57,518,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $57,518,000 | 273 |
| 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) | $61,384,000 | 1,654 |
| Total debt securities | $60,647,000 | 1,912 |
| 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 | $63,493,000 | 1,877 |
| U.S. Government securities | $62,254,000 | 1,440 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $62,254,000 | 1,404 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $500,000 | 105 |
| Equity securities | $739,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,312,000 | 877 |
| Mortgage-backed securities | $62,254,000 | 789 |
| Certificates of participation in pools of residential mortgages | $2,848,000 | 3,766 |
| Issued or guaranteed by U.S. | $2,848,000 | 3,744 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $59,406,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $59,406,000 | 273 |
| 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) | $63,493,000 | 1,606 |
| Total debt securities | $62,754,000 | 1,859 |
| 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 | $66,034,000 | 1,812 |
| U.S. Government securities | $64,814,000 | 1,385 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $64,814,000 | 1,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $500,000 | 112 |
| Equity securities | $720,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,546,000 | 957 |
| Mortgage-backed securities | $64,814,000 | 766 |
| Certificates of participation in pools of residential mortgages | $3,051,000 | 3,686 |
| Issued or guaranteed by U.S. | $3,051,000 | 3,671 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $61,763,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $61,763,000 | 260 |
| 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) | $66,034,000 | 1,544 |
| Total debt securities | $65,314,000 | 1,798 |
| 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 | $68,876,000 | 1,772 |
| U.S. Government securities | $65,390,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $65,390,000 | 1,348 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $2,756,000 | 51 |
| Equity securities | $730,000 | 1,210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,259,000 | 1,063 |
| Mortgage-backed securities | $65,390,000 | 761 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 3,585 |
| Issued or guaranteed by U.S. | $3,357,000 | 3,570 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $62,033,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $62,033,000 | 262 |
| 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) | $68,876,000 | 1,508 |
| Total debt securities | $68,146,000 | 1,748 |
| 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 | $66,973,000 | 1,806 |
| U.S. Government securities | $63,479,000 | 1,439 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $63,479,000 | 1,383 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $2,750,000 | 51 |
| Equity securities | $744,000 | 1,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,208,000 | 1,080 |
| Mortgage-backed securities | $63,479,000 | 784 |
| Certificates of participation in pools of residential mortgages | $3,632,000 | 3,504 |
| Issued or guaranteed by U.S. | $3,632,000 | 3,488 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $59,847,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $59,847,000 | 277 |
| 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) | $66,973,000 | 1,544 |
| Total debt securities | $66,229,000 | 1,787 |
| 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 | $67,318,000 | 1,794 |
| U.S. Government securities | $63,286,000 | 1,430 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $63,286,000 | 1,376 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $3,538,000 | 47 |
| Equity securities | $494,000 | 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 | $46,076,000 | 1,024 |
| Mortgage-backed securities | $63,286,000 | 786 |
| Certificates of participation in pools of residential mortgages | $4,021,000 | 3,415 |
| Issued or guaranteed by U.S. | $4,021,000 | 3,400 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $59,265,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $59,265,000 | 275 |
| 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) | $67,318,000 | 1,510 |
| Total debt securities | $66,824,000 | 1,763 |
| 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 | $67,296,000 | 1,809 |
| U.S. Government securities | $63,254,000 | 1,445 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $63,254,000 | 1,392 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $3,538,000 | 48 |
| 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 | $38,042,000 | 1,184 |
| Mortgage-backed securities | $63,254,000 | 797 |
| Certificates of participation in pools of residential mortgages | $964,000 | 5,060 |
| Issued or guaranteed by U.S. | $964,000 | 5,041 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $62,290,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $62,290,000 | 277 |
| 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) | $67,296,000 | 1,529 |
| Total debt securities | $66,792,000 | 1,778 |
| 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 | $69,614,000 | 1,778 |
| U.S. Government securities | $62,588,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $62,588,000 | 1,416 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $6,526,000 | 39 |
| Equity securities | $500,000 | 1,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,696,000 | 1,100 |
| Mortgage-backed securities | $62,588,000 | 836 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 5,005 |
| Issued or guaranteed by U.S. | $1,089,000 | 4,991 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $61,499,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $61,499,000 | 293 |
| 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) | $69,614,000 | 1,502 |
| Total debt securities | $69,114,000 | 1,752 |
| 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 | $68,659,000 | 1,816 |
| U.S. Government securities | $61,656,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $61,656,000 | 1,449 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $6,503,000 | 37 |
| Equity securities | $500,000 | 1,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,393,000 | 998 |
| Mortgage-backed securities | $61,656,000 | 870 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,250,000 | 4,918 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $60,406,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $60,406,000 | 298 |
| 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) | $68,659,000 | 1,537 |
| Total debt securities | $68,159,000 | 1,781 |
| 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 | $63,507,000 | 1,944 |
| U.S. Government securities | $62,486,000 | 1,490 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $62,486,000 | 1,432 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $1,021,000 | 92 |
| 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 | $53,205,000 | 888 |
| Mortgage-backed securities | $62,486,000 | 865 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 4,851 |
| Issued or guaranteed by U.S. | $1,406,000 | 4,841 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $61,080,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $61,080,000 | 300 |
| 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) | $63,507,000 | 1,632 |
| Total debt securities | $63,507,000 | 1,888 |
| 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 | $62,729,000 | 1,992 |
| U.S. Government securities | $62,229,000 | 1,515 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $62,229,000 | 1,456 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $500,000 | 122 |
| 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 | $39,549,000 | 1,119 |
| Mortgage-backed securities | $62,229,000 | 878 |
| Certificates of participation in pools of residential mortgages | $1,573,000 | 4,822 |
| Issued or guaranteed by U.S. | $1,573,000 | 4,809 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $60,656,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $60,656,000 | 312 |
| 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) | $62,729,000 | 1,683 |
| Total debt securities | $62,729,000 | 1,938 |
| 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 | $62,162,000 | 2,006 |
| U.S. Government securities | $61,662,000 | 1,528 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $61,662,000 | 1,470 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $500,000 | 131 |
| 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 | $44,443,000 | 1,006 |
| Mortgage-backed securities | $61,662,000 | 899 |
| Certificates of participation in pools of residential mortgages | $1,791,000 | 4,734 |
| Issued or guaranteed by U.S. | $1,791,000 | 4,717 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $59,871,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $59,871,000 | 328 |
| 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) | $62,162,000 | 1,718 |
| Total debt securities | $62,162,000 | 1,949 |
| 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 | $60,175,000 | 2,124 |
| U.S. Government securities | $59,675,000 | 1,625 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $59,675,000 | 1,565 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $500,000 | 137 |
| 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 | $46,827,000 | 953 |
| Mortgage-backed securities | $59,675,000 | 945 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,591 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $57,688,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $57,688,000 | 361 |
| 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) | $60,175,000 | 1,783 |
| Total debt securities | $60,175,000 | 2,064 |
| 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 | $63,413,000 | 1,996 |
| U.S. Government securities | $62,913,000 | 1,507 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $62,913,000 | 1,447 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $500,000 | 142 |
| 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 | $43,737,000 | 965 |
| Mortgage-backed securities | $62,913,000 | 888 |
| Certificates of participation in pools of residential mortgages | $2,261,000 | 4,447 |
| Issued or guaranteed by U.S. | $2,261,000 | 4,424 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $60,652,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $60,652,000 | 359 |
| 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) | $63,413,000 | 1,687 |
| Total debt securities | $63,413,000 | 1,935 |
| 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 | $60,990,000 | 2,029 |
| U.S. Government securities | $60,490,000 | 1,516 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $60,490,000 | 1,457 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $500,000 | 140 |
| 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 | $36,340,000 | 1,094 |
| Mortgage-backed securities | $60,490,000 | 921 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,671,000 | 4,275 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $57,819,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $57,819,000 | 388 |
| 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) | $60,990,000 | 1,716 |
| Total debt securities | $60,990,000 | 1,960 |
| 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 | $64,548,000 | 1,892 |
| U.S. Government securities | $64,048,000 | 1,425 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $64,048,000 | 1,368 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $500,000 | 138 |
| 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 | $47,536,000 | 871 |
| Mortgage-backed securities | $64,048,000 | 872 |
| Certificates of participation in pools of residential mortgages | $8,752,000 | 2,568 |
| Issued or guaranteed by U.S. | $8,752,000 | 2,553 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $55,296,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $55,296,000 | 390 |
| 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) | $64,548,000 | 1,601 |
| Total debt securities | $64,548,000 | 1,831 |
| 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 | $59,081,000 | 2,025 |
| U.S. Government securities | $58,581,000 | 1,509 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $58,581,000 | 1,446 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $500,000 | 138 |
| 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 | $50,323,000 | 806 |
| Mortgage-backed securities | $58,581,000 | 905 |
| Certificates of participation in pools of residential mortgages | $12,007,000 | 2,076 |
| Issued or guaranteed by U.S. | $12,007,000 | 2,066 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $46,574,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $46,574,000 | 444 |
| 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) | $59,081,000 | 1,697 |
| Total debt securities | $59,081,000 | 1,951 |
| 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 | $39,070,000 | 2,709 |
| U.S. Government securities | $38,570,000 | 2,043 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $38,570,000 | 1,927 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $500,000 | 154 |
| 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 | $31,308,000 | 1,179 |
| Mortgage-backed securities | $38,570,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $32,384,000 | 896 |
| Issued or guaranteed by U.S. | $32,384,000 | 889 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,186,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $6,186,000 | 1,558 |
| 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) | $39,070,000 | 2,251 |
| Total debt securities | $39,070,000 | 2,640 |
| 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 | $70,424,000 | 1,553 |
| U.S. Government securities | $68,190,000 | 1,173 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $68,190,000 | 1,099 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $496,000 | 158 |
| Equity securities | $1,738,000 | 1,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $67,840,000 | 612 |
| Mortgage-backed securities | $68,190,000 | 624 |
| Certificates of participation in pools of residential mortgages | $50,223,000 | 536 |
| Issued or guaranteed by U.S. | $50,223,000 | 532 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $17,967,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $17,967,000 | 649 |
| 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) | $70,424,000 | 1,218 |
| Total debt securities | $68,686,000 | 1,515 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $76,379,000 | 1,502 |
| U.S. Government securities | $68,557,000 | 1,248 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $68,557,000 | 1,134 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,749,000 | 1,960 |
| 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 | $1,749,000 | 1,637 |
| Foreign debt securities | $4,335,000 | 60 |
| Equity securities | $1,738,000 | 1,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,494,000 | 711 |
| Mortgage-backed securities | $68,557,000 | 698 |
| Certificates of participation in pools of residential mortgages | $54,606,000 | 556 |
| Issued or guaranteed by U.S. | $54,606,000 | 548 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $13,951,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $13,951,000 | 804 |
| 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) | $76,379,000 | 1,149 |
| Total debt securities | $74,641,000 | 1,474 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $101,360,000 | 1,137 |
| U.S. Government securities | $91,961,000 | 974 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $91,961,000 | 850 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $7,903,000 | 47 |
| Equity securities | $1,496,000 | 1,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,620,000 | 736 |
| Mortgage-backed securities | $91,961,000 | 569 |
| Certificates of participation in pools of residential mortgages | $85,838,000 | 424 |
| Issued or guaranteed by U.S. | $85,838,000 | 415 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,123,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $6,123,000 | 1,488 |
| 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) | $101,360,000 | 861 |
| Total debt securities | $99,864,000 | 1,118 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $91,354,000 | 1,260 |
| U.S. Government securities | $89,043,000 | 1,038 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $89,043,000 | 852 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $1,275,000 | 96 |
| Equity securities | $1,036,000 | 2,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,485,000 | 470 |
| Mortgage-backed securities | $86,080,000 | 601 |
| Certificates of participation in pools of residential mortgages | $73,916,000 | 489 |
| Issued or guaranteed by U.S. | $73,916,000 | 478 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $12,164,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $12,164,000 | 918 |
| 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) | $91,354,000 | 905 |
| Total debt securities | $90,318,000 | 1,229 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $85,859,000 | 1,402 |
| U.S. Government securities | $82,407,000 | 1,180 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $82,407,000 | 932 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $2,275,000 | 99 |
| Equity securities | $1,177,000 | 2,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,152,000 | 600 |
| Mortgage-backed securities | $77,266,000 | 698 |
| Certificates of participation in pools of residential mortgages | $51,664,000 | 662 |
| Issued or guaranteed by U.S. | $51,664,000 | 648 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $25,602,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $25,602,000 | 569 |
| 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) | $85,859,000 | 960 |
| Total debt securities | $84,682,000 | 1,378 |
| 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 | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $85,836,000 | 1,462 |
| U.S. Government securities | $80,930,000 | 1,260 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $80,930,000 | 939 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $3,813,000 | 89 |
| Equity securities | $1,093,000 | 2,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,400,000 | 1,095 |
| Mortgage-backed securities | $73,630,000 | 746 |
| Certificates of participation in pools of residential mortgages | $50,786,000 | 680 |
| Issued or guaranteed by U.S. | $50,786,000 | 657 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $22,844,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $22,844,000 | 682 |
| 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) | $85,836,000 | 982 |
| Total debt securities | $84,743,000 | 1,431 |
| 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 | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $84,583,000 | 1,521 |
| U.S. Government securities | $60,708,000 | 1,758 |
| U.S. Treasury securities | $9,093,000 | 3,681 |
| U.S. Government agency obligations | $51,615,000 | 1,358 |
| Securities issued by states & political subdivisions | $245,000 | 8,500 |
| Other domestic debt securities | $6,613,000 | 978 |
| Privately issued residential mortgage-backed securities | $6,613,000 | 367 |
| 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 | $1,026,000 | 168 |
| Equity securities | $15,991,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,164,000 | 666 |
| Mortgage-backed securities | $54,825,000 | 949 |
| Certificates of participation in pools of residential mortgages | $33,095,000 | 939 |
| Issued or guaranteed by U.S. | $33,095,000 | 923 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $21,730,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $15,117,000 | 1,038 |
| Privately issued | $6,613,000 | 251 |
| 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) | $60,566,000 | 1,223 |
| Available-for-sale securities (fair market value) | $24,017,000 | 2,363 |
| Total debt securities | $68,592,000 | 1,866 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,622,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $65,216,000 | 2,101 |
| U.S. Government securities | $45,754,000 | 2,398 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $45,754,000 | 1,527 |
| Securities issued by states & political subdivisions | $244,000 | 8,708 |
| Other domestic debt securities | $293,000 | 4,899 |
| Privately issued residential mortgage-backed securities | $293,000 | 2,069 |
| 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 | $1,435,000 | 159 |
| Equity securities | $17,490,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,335,000 | 969 |
| Mortgage-backed securities | $39,500,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $17,796,000 | 1,628 |
| Issued or guaranteed by U.S. | $17,796,000 | 1,604 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $21,704,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $21,411,000 | 916 |
| Privately issued | $293,000 | 1,711 |
| 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 | $47,726,000 | 2,839 |
| 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 | $59,214,000 | 2,277 |
| U.S. Government securities | $48,794,000 | 2,187 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $48,794,000 | 1,415 |
| Securities issued by states & political subdivisions | $1,793,000 | 5,292 |
| Other domestic debt securities | $5,374,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $3,380,000 | 868 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,994,000 | 2,093 |
| Foreign debt securities | $1,867,000 | 138 |
| Equity securities | $1,386,000 | 1,564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,776,000 | 998 |
| Mortgage-backed securities | $34,917,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $34,917,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $31,537,000 | 638 |
| Privately issued | $3,380,000 | 625 |
| 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 | $57,828,000 | 2,276 |
| 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 |
