| 2010-09-30 | Rank |
| Total securities | $87,427,000 | 1,490 |
| U.S. Government securities | $71,673,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $71,673,000 | 1,211 |
| Securities issued by states & political subdivisions | $533,000 | 5,210 |
| Other domestic debt securities | $15,221,000 | 588 |
| Privately issued residential mortgage-backed securities | $15,221,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $6,899,000 | 3,772 |
| Mortgage-backed securities | $84,882,000 | 744 |
| Certificates of participation in pools of residential mortgages | $27,039,000 | 1,233 |
| Issued or guaranteed by U.S. | $27,039,000 | 1,224 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $57,843,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $42,622,000 | 512 |
| Privately issued | $15,221,000 | 311 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $87,427,000 | 1,329 |
| Total debt securities | $87,427,000 | 1,471 |
| 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 | $95,928,000 | 1,374 |
| U.S. Government securities | $81,921,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $81,921,000 | 1,097 |
| Securities issued by states & political subdivisions | $538,000 | 5,173 |
| Other domestic debt securities | $13,469,000 | 640 |
| Privately issued residential mortgage-backed securities | $13,469,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $29,725,000 | 1,621 |
| Mortgage-backed securities | $86,853,000 | 727 |
| Certificates of participation in pools of residential mortgages | $31,310,000 | 1,084 |
| Issued or guaranteed by U.S. | $31,310,000 | 1,077 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $55,543,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $42,074,000 | 490 |
| Privately issued | $13,469,000 | 340 |
| 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) | $95,928,000 | 1,219 |
| Total debt securities | $95,928,000 | 1,355 |
| 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 | $81,856,000 | 1,585 |
| U.S. Government securities | $70,823,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $70,823,000 | 1,264 |
| Securities issued by states & political subdivisions | $531,000 | 5,207 |
| Other domestic debt securities | $10,502,000 | 772 |
| Privately issued residential mortgage-backed securities | $10,502,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $26,079,000 | 1,848 |
| Mortgage-backed securities | $68,753,000 | 901 |
| Certificates of participation in pools of residential mortgages | $30,223,000 | 1,182 |
| Issued or guaranteed by U.S. | $30,223,000 | 1,175 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $38,530,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $28,028,000 | 641 |
| Privately issued | $10,502,000 | 427 |
| 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) | $81,856,000 | 1,401 |
| Total debt securities | $81,856,000 | 1,564 |
| 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 | $72,920,000 | 1,728 |
| U.S. Government securities | $57,358,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $57,358,000 | 1,500 |
| Securities issued by states & political subdivisions | $1,976,000 | 4,351 |
| Other domestic debt securities | $13,586,000 | 683 |
| Privately issued residential mortgage-backed securities | $13,586,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,280,000 | 2,272 |
| Mortgage-backed securities | $63,680,000 | 958 |
| Certificates of participation in pools of residential mortgages | $32,088,000 | 1,156 |
| Issued or guaranteed by U.S. | $32,088,000 | 1,148 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $31,592,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $18,006,000 | 825 |
| Privately issued | $13,586,000 | 381 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $72,920,000 | 1,524 |
| Total debt securities | $72,920,000 | 1,706 |
| 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 | $63,251,000 | 1,957 |
| U.S. Government securities | $42,709,000 | 1,981 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $42,709,000 | 1,924 |
| Securities issued by states & political subdivisions | $2,675,000 | 4,043 |
| Other domestic debt securities | $17,867,000 | 617 |
| Privately issued residential mortgage-backed securities | $17,867,000 | 368 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,763,000 | 3,069 |
| Mortgage-backed securities | $50,143,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $50,143,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $32,276,000 | 534 |
| Privately issued | $17,867,000 | 353 |
| 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) | $63,251,000 | 1,723 |
| Total debt securities | $63,251,000 | 1,925 |
| 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 | $67,614,000 | 1,817 |
| U.S. Government securities | $44,386,000 | 1,859 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $44,386,000 | 1,819 |
| Securities issued by states & political subdivisions | $2,649,000 | 4,031 |
| Other domestic debt securities | $20,579,000 | 591 |
| Privately issued residential mortgage-backed securities | $20,579,000 | 342 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,128,000 | 3,168 |
| Mortgage-backed securities | $52,325,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $356,000 | 5,546 |
| Issued or guaranteed by U.S. | $356,000 | 5,529 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $51,969,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $31,390,000 | 507 |
| Privately issued | $20,579,000 | 329 |
| 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) | $67,614,000 | 1,587 |
| Total debt securities | $67,614,000 | 1,796 |
| 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 | $70,737,000 | 1,736 |
| U.S. Government securities | $45,369,000 | 1,845 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $45,369,000 | 1,802 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,274 |
| Other domestic debt securities | $23,383,000 | 515 |
| Privately issued residential mortgage-backed securities | $23,383,000 | 330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,057,000 | 4,180 |
| Mortgage-backed securities | $54,712,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,584 |
| Issued or guaranteed by U.S. | $393,000 | 5,569 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $54,319,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $30,936,000 | 497 |
| Privately issued | $23,383,000 | 317 |
| 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) | $70,737,000 | 1,521 |
| Total debt securities | $70,737,000 | 1,711 |
| 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 | $64,757,000 | 1,843 |
| U.S. Government securities | $45,245,000 | 1,862 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $45,245,000 | 1,831 |
| Securities issued by states & political subdivisions | $526,000 | 5,195 |
| Other domestic debt securities | $18,986,000 | 543 |
| Privately issued residential mortgage-backed securities | $18,986,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,795,000 | 3,316 |
| Mortgage-backed securities | $34,751,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,568 |
| Issued or guaranteed by U.S. | $414,000 | 5,552 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $34,337,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $15,351,000 | 802 |
| Privately issued | $18,986,000 | 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 | 3,539 |
| Available-for-sale securities (fair market value) | $64,757,000 | 1,609 |
| Total debt securities | $64,757,000 | 1,823 |
| 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 | $44,746,000 | 2,495 |
| U.S. Government securities | $29,864,000 | 2,600 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,864,000 | 2,544 |
| Securities issued by states & political subdivisions | $528,000 | 5,192 |
| Other domestic debt securities | $14,354,000 | 657 |
| Privately issued residential mortgage-backed securities | $14,354,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,260,000 | 2,615 |
| Mortgage-backed securities | $17,949,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,567 |
| Issued or guaranteed by U.S. | $412,000 | 5,550 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $17,537,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $3,183,000 | 1,725 |
| Privately issued | $14,354,000 | 402 |
| 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) | $44,746,000 | 2,196 |
| Total debt securities | $44,746,000 | 2,460 |
| Structured notes |
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,024,000 | 924 |
| 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 | $46,501,000 | 2,467 |
| U.S. Government securities | $31,156,000 | 2,549 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,156,000 | 2,500 |
| Securities issued by states & political subdivisions | $530,000 | 5,241 |
| Other domestic debt securities | $14,815,000 | 682 |
| Privately issued residential mortgage-backed securities | $14,815,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,342,000 | 2,547 |
| Mortgage-backed securities | $17,548,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,566 |
| Issued or guaranteed by U.S. | $431,000 | 5,542 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $17,117,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $2,302,000 | 1,934 |
| Privately issued | $14,815,000 | 397 |
| 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) | $46,501,000 | 2,170 |
| Total debt securities | $46,501,000 | 2,415 |
| Structured notes |
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,024,000 | 981 |
| 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 | $51,626,000 | 2,249 |
| U.S. Government securities | $36,819,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,819,000 | 2,170 |
| Securities issued by states & political subdivisions | $526,000 | 5,260 |
| Other domestic debt securities | $14,281,000 | 684 |
| Privately issued residential mortgage-backed securities | $14,281,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,511,000 | 2,839 |
| Mortgage-backed securities | $17,238,000 | 2,383 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,506 |
| Issued or guaranteed by U.S. | $467,000 | 5,477 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,771,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $2,490,000 | 1,864 |
| Privately issued | $14,281,000 | 392 |
| 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) | $51,626,000 | 1,978 |
| Total debt securities | $51,626,000 | 2,200 |
| Structured notes |
| Amortized cost | $3,999,000 | 376 |
| Fair value | $4,049,000 | 371 |
| 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 | $72,541,000 | 1,625 |
| U.S. Government securities | $57,847,000 | 1,458 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $57,847,000 | 1,428 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $14,694,000 | 624 |
| Privately issued residential mortgage-backed securities | $14,694,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,648,000 | 2,246 |
| Mortgage-backed securities | $17,819,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,342 |
| Issued or guaranteed by U.S. | $485,000 | 5,321 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,334,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $2,640,000 | 1,747 |
| Privately issued | $14,694,000 | 346 |
| 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) | $72,541,000 | 1,413 |
| Total debt securities | $72,541,000 | 1,582 |
| Structured notes |
| Amortized cost | $9,998,000 | 225 |
| Fair value | $10,036,000 | 221 |
| 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 | $108,388,000 | 1,110 |
| U.S. Government securities | $89,120,000 | 946 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $89,120,000 | 917 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $19,268,000 | 502 |
| Privately issued residential mortgage-backed securities | $19,268,000 | 310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,211,000 | 2,252 |
| Mortgage-backed securities | $21,976,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $21,976,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $2,708,000 | 1,681 |
| Privately issued | $19,268,000 | 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 | 3,749 |
| Available-for-sale securities (fair market value) | $108,388,000 | 970 |
| Total debt securities | $108,388,000 | 1,084 |
| Structured notes |
| Amortized cost | $12,998,000 | 193 |
| Fair value | $12,992,000 | 192 |
| 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 | $98,911,000 | 1,226 |
| U.S. Government securities | $80,436,000 | 1,082 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $80,436,000 | 1,050 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $18,475,000 | 500 |
| Privately issued residential mortgage-backed securities | $18,475,000 | 310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,077,000 | 2,174 |
| Mortgage-backed securities | $21,236,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,236,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $2,761,000 | 1,652 |
| Privately issued | $18,475,000 | 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 | 3,791 |
| Available-for-sale securities (fair market value) | $98,911,000 | 1,062 |
| Total debt securities | $98,911,000 | 1,201 |
| Structured notes |
| Amortized cost | $19,995,000 | 118 |
| Fair value | $19,903,000 | 117 |
| 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 | $94,611,000 | 1,280 |
| U.S. Government securities | $78,836,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $78,836,000 | 1,078 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $15,775,000 | 550 |
| Privately issued residential mortgage-backed securities | $15,775,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,098,000 | 2,108 |
| Mortgage-backed securities | $18,648,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,648,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $2,873,000 | 1,618 |
| Privately issued | $15,775,000 | 305 |
| 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) | $94,611,000 | 1,105 |
| Total debt securities | $94,611,000 | 1,243 |
| Structured notes |
| Amortized cost | $24,992,000 | 103 |
| Fair value | $24,886,000 | 100 |
| 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 | $85,985,000 | 1,417 |
| U.S. Government securities | $71,664,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $71,664,000 | 1,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $14,321,000 | 577 |
| Privately issued residential mortgage-backed securities | $14,321,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,007,000 | 2,042 |
| Mortgage-backed securities | $16,246,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $16,246,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 1,867 |
| Privately issued | $14,321,000 | 308 |
| 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) | $85,985,000 | 1,229 |
| Total debt securities | $85,985,000 | 1,387 |
| Structured notes |
| Amortized cost | $27,988,000 | 94 |
| Fair value | $27,763,000 | 91 |
| 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 | $78,469,000 | 1,552 |
| U.S. Government securities | $64,676,000 | 1,380 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $64,676,000 | 1,340 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $13,793,000 | 591 |
| Privately issued residential mortgage-backed securities | $13,793,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,950,000 | 1,818 |
| Mortgage-backed securities | $15,763,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $15,763,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $1,970,000 | 1,830 |
| Privately issued | $13,793,000 | 322 |
| 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) | $78,469,000 | 1,341 |
| Total debt securities | $78,469,000 | 1,517 |
| Structured notes |
| Amortized cost | $32,987,000 | 77 |
| Fair value | $32,680,000 | 77 |
| 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 | $48,189,000 | 2,412 |
| U.S. Government securities | $43,867,000 | 1,994 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $43,867,000 | 1,930 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,322,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $4,322,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,766,000 | 2,096 |
| Mortgage-backed securities | $4,855,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,855,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,518 |
| Privately issued | $4,322,000 | 505 |
| 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) | $48,189,000 | 2,061 |
| Total debt securities | $48,189,000 | 2,365 |
| Structured notes |
| Amortized cost | $32,137,000 | 94 |
| Fair value | $31,523,000 | 92 |
| 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 | $47,562,000 | 2,472 |
| U.S. Government securities | $43,016,000 | 2,072 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $43,016,000 | 1,999 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,546,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $4,546,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,848,000 | 2,454 |
| Mortgage-backed securities | $5,125,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,125,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,480 |
| Privately issued | $4,546,000 | 502 |
| 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) | $47,562,000 | 2,120 |
| Total debt securities | $47,562,000 | 2,421 |
| Structured notes |
| Amortized cost | $31,136,000 | 102 |
| Fair value | $30,595,000 | 103 |
| 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 | $45,697,000 | 2,559 |
| U.S. Government securities | $41,003,000 | 2,141 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $41,003,000 | 2,061 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $4,694,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $4,694,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,714,000 | 2,350 |
| Mortgage-backed securities | $5,311,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,311,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,465 |
| Privately issued | $4,694,000 | 483 |
| 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) | $45,697,000 | 2,202 |
| Total debt securities | $45,697,000 | 2,515 |
| Structured notes |
| Amortized cost | $29,988,000 | 111 |
| Fair value | $29,512,000 | 112 |
| 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 | $36,217,000 | 3,047 |
| U.S. Government securities | $31,182,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $31,182,000 | 2,575 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $5,035,000 | 1,071 |
| Privately issued residential mortgage-backed securities | $5,035,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,766,000 | 2,309 |
| Mortgage-backed securities | $5,718,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,718,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,439 |
| Privately issued | $5,035,000 | 458 |
| 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) | $36,217,000 | 2,612 |
| Total debt securities | $36,217,000 | 2,996 |
| Structured notes |
| Amortized cost | $25,988,000 | 124 |
| Fair value | $25,588,000 | 124 |
| 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 | $37,057,000 | 3,034 |
| U.S. Government securities | $31,489,000 | 2,696 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $31,489,000 | 2,598 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,568,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $5,568,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,863,000 | 2,092 |
| Mortgage-backed securities | $6,331,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,331,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,451 |
| Privately issued | $5,568,000 | 433 |
| 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) | $37,057,000 | 2,599 |
| Total debt securities | $37,057,000 | 2,985 |
| Structured notes |
| Amortized cost | $25,987,000 | 124 |
| Fair value | $25,782,000 | 124 |
| 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 | $37,276,000 | 3,059 |
| U.S. Government securities | $31,362,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,362,000 | 2,639 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,914,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $5,914,000 | 449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,734,000 | 2,106 |
| Mortgage-backed securities | $6,747,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,747,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $833,000 | 2,475 |
| Privately issued | $5,914,000 | 417 |
| 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) | $37,276,000 | 2,614 |
| Total debt securities | $37,276,000 | 3,009 |
| Structured notes |
| Amortized cost | $25,986,000 | 123 |
| Fair value | $25,612,000 | 122 |
| 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 | $38,060,000 | 3,023 |
| U.S. Government securities | $31,742,000 | 2,742 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,742,000 | 2,632 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $6,318,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $6,318,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,951,000 | 2,067 |
| Mortgage-backed securities | $7,192,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,192,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $874,000 | 2,495 |
| Privately issued | $6,318,000 | 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 | 4,483 |
| Available-for-sale securities (fair market value) | $38,060,000 | 2,595 |
| Total debt securities | $38,060,000 | 2,972 |
| Structured notes |
| Amortized cost | $25,985,000 | 121 |
| Fair value | $25,902,000 | 121 |
| 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 | $46,924,000 | 2,540 |
| U.S. Government securities | $39,882,000 | 2,213 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $39,882,000 | 2,136 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $7,042,000 | 966 |
| Privately issued residential mortgage-backed securities | $7,042,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,014,000 | 1,880 |
| Mortgage-backed securities | $7,948,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,948,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,487 |
| Privately issued | $7,042,000 | 366 |
| 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) | $46,924,000 | 2,165 |
| Total debt securities | $46,924,000 | 2,484 |
| Structured notes |
| Amortized cost | $31,980,000 | 91 |
| Fair value | $31,990,000 | 91 |
| 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 | $47,273,000 | 2,572 |
| U.S. Government securities | $39,617,000 | 2,279 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $39,617,000 | 2,192 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $7,656,000 | 940 |
| Privately issued residential mortgage-backed securities | $7,656,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,867,000 | 1,956 |
| Mortgage-backed securities | $8,591,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,591,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 2,526 |
| Privately issued | $7,656,000 | 348 |
| 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) | $47,273,000 | 2,184 |
| Total debt securities | $47,273,000 | 2,511 |
| Structured notes |
| Amortized cost | $31,981,000 | 90 |
| Fair value | $31,719,000 | 84 |
| 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 | $40,695,000 | 2,889 |
| U.S. Government securities | $32,041,000 | 2,670 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $32,041,000 | 2,587 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $8,654,000 | 944 |
| Privately issued residential mortgage-backed securities | $8,654,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,094,000 | 2,497 |
| Mortgage-backed securities | $9,627,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,627,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,572 |
| Privately issued | $8,654,000 | 344 |
| 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) | $40,695,000 | 2,482 |
| Total debt securities | $40,695,000 | 2,828 |
| Structured notes |
| Amortized cost | $23,989,000 | 106 |
| Fair value | $24,053,000 | 108 |
| 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 | $33,959,000 | 3,397 |
| U.S. Government securities | $29,005,000 | 2,987 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $29,005,000 | 2,880 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $4,954,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $4,954,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,072,000 | 2,207 |
| Mortgage-backed securities | $5,938,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,938,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,683 |
| Privately issued | $4,954,000 | 330 |
| 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) | $33,959,000 | 2,921 |
| Total debt securities | $33,959,000 | 3,343 |
| Structured notes |
| Amortized cost | $20,985,000 | 121 |
| Fair value | $21,018,000 | 120 |
| 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 | $24,596,000 | 4,188 |
| U.S. Government securities | $21,033,000 | 3,664 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $21,033,000 | 3,526 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,563,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $3,563,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,177,000 | 2,219 |
| Mortgage-backed securities | $3,563,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,563,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $3,563,000 | 387 |
| 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) | $24,596,000 | 3,608 |
| Total debt securities | $24,596,000 | 4,099 |
| Structured notes |
| Amortized cost | $16,988,000 | 126 |
| Fair value | $17,037,000 | 125 |
| 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 | $22,525,000 | 4,345 |
| U.S. Government securities | $17,081,000 | 4,111 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $17,081,000 | 3,957 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $5,444,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $5,444,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,350,000 | 2,649 |
| Mortgage-backed securities | $5,444,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,444,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $5,444,000 | 345 |
| 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) | $22,525,000 | 3,765 |
| Total debt securities | $22,525,000 | 4,261 |
| Structured notes |
| Amortized cost | $10,993,000 | 148 |
| Fair value | $11,059,000 | 149 |
| 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 | $26,515,000 | 3,847 |
| U.S. Government securities | $21,655,000 | 3,496 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,655,000 | 3,338 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,860,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $4,860,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,980,000 | 2,203 |
| Mortgage-backed securities | $4,860,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,860,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $4,860,000 | 361 |
| 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) | $26,515,000 | 3,321 |
| Total debt securities | $26,515,000 | 3,770 |
| Structured notes |
| Amortized cost | $10,494,000 | 116 |
| Fair value | $10,587,000 | 113 |
| 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 | $29,109,000 | 3,595 |
| U.S. Government securities | $25,754,000 | 3,041 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $25,754,000 | 2,895 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,355,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $3,355,000 | 453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,196,000 | 1,687 |
| Mortgage-backed securities | $3,355,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,355,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $3,355,000 | 406 |
| 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) | $29,109,000 | 3,074 |
| Total debt securities | $29,109,000 | 3,523 |
| Structured notes |
| Amortized cost | $7,497,000 | 138 |
| Fair value | $7,628,000 | 137 |
| 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 | $32,140,000 | 3,176 |
| U.S. Government securities | $31,048,000 | 2,470 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $31,048,000 | 2,335 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,092,000 | 2,789 |
| Privately issued residential mortgage-backed securities | $889,000 | 846 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $203,000 | 453 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,934,000 | 1,543 |
| Mortgage-backed securities | $889,000 | 5,995 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $889,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $889,000 | 764 |
| 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) | $32,140,000 | 2,651 |
| Total debt securities | $32,140,000 | 3,118 |
| Structured notes |
| Amortized cost | $7,495,000 | 47 |
| Fair value | $7,441,000 | 46 |
| 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 | $62,418,000 | 1,758 |
| U.S. Government securities | $58,947,000 | 1,353 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $58,947,000 | 1,252 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $892,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $892,000 | 776 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,579,000 | 1,333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,846,000 | 1,775 |
| Mortgage-backed securities | $1,637,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $745,000 | 5,079 |
| Issued or guaranteed by U.S. | $745,000 | 5,065 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $892,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $892,000 | 683 |
| 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) | $62,418,000 | 1,372 |
| Total debt securities | $59,839,000 | 1,753 |
| Structured notes |
| Amortized cost | $2,742,000 | 148 |
| Fair value | $2,737,000 | 144 |
| 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 | $39,990,000 | 2,799 |
| U.S. Government securities | $36,628,000 | 2,292 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $36,628,000 | 2,045 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $864,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $864,000 | 813 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,498,000 | 1,330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $2,815,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 4,238 |
| Issued or guaranteed by U.S. | $1,951,000 | 4,218 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $864,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $864,000 | 719 |
| 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) | $39,990,000 | 2,171 |
| Total debt securities | $37,492,000 | 2,886 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $31,297,000 | 3,499 |
| U.S. Government securities | $26,932,000 | 3,110 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $26,932,000 | 2,603 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,954,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $950,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,816 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,411,000 | 1,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $3,334,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,384,000 | 4,113 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $950,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $950,000 | 651 |
| 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) | $31,297,000 | 2,692 |
| Total debt securities | $28,886,000 | 3,646 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $31,799,000 | 3,463 |
| U.S. Government securities | $24,632,000 | 3,479 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $24,632,000 | 2,726 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,708,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $1,708,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $5,459,000 | 746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $5,238,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $3,530,000 | 3,470 |
| Issued or guaranteed by U.S. | $3,530,000 | 3,457 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,708,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $1,708,000 | 372 |
| 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) | $31,799,000 | 2,483 |
| Total debt securities | $26,340,000 | 3,932 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $21,189,000 | 5,107 |
| U.S. Government securities | $6,986,000 | 8,258 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $6,986,000 | 6,716 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $4,657,000 | 939 |
| Privately issued residential mortgage-backed securities | $4,657,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $9,546,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $4,657,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,657,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $4,657,000 | 261 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $21,189,000 | 3,654 |
| Total debt securities | $11,643,000 | 7,266 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $20,274,000 | 5,495 |
| U.S. Government securities | $9,347,000 | 7,567 |
| U.S. Treasury securities | $992,000 | 8,711 |
| U.S. Government agency obligations | $8,355,000 | 6,102 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,096,000 | 1,748 |
| 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 | $2,096,000 | 1,342 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,831,000 | 451 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,355,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $8,355,000 | 1,564 |
| CMOs issued by government agencies or sponsored agencies | $8,355,000 | 1,503 |
| Privately issued | NA | NA |
| 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) | $20,274,000 | 3,916 |
| Total debt securities | $11,443,000 | 7,654 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $26,677,000 | 4,726 |
| U.S. Government securities | $17,945,000 | 5,362 |
| U.S. Treasury securities | $2,930,000 | 7,236 |
| U.S. Government agency obligations | $15,015,000 | 3,993 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $85,000 | 5,194 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,000 | 4,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,647,000 | 400 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,015,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $15,015,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $15,015,000 | 1,042 |
| Privately issued | NA | NA |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $26,677,000 | 2,157 |
| Total debt securities | $18,030,000 | 6,220 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $37,513,000 | 3,665 |
| U.S. Government securities | $23,520,000 | 4,490 |
| U.S. Treasury securities | $998,000 | 10,092 |
| U.S. Government agency obligations | $22,522,000 | 2,982 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,249,000 | 3,006 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,249,000 | 2,301 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,744,000 | 305 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,522,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $22,522,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $22,522,000 | 877 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,769,000 | 5,127 |
| 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 | $27,446,000 | 4,814 |
| U.S. Government securities | $17,476,000 | 5,603 |
| U.S. Treasury securities | $3,624,000 | 6,897 |
| U.S. Government agency obligations | $13,852,000 | 4,364 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,823,000 | 3,086 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,823,000 | 2,173 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,147,000 | 417 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,852,000 | 3,002 |
| 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 | $13,852,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $13,852,000 | 1,166 |
| Privately issued | NA | NA |
| 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 | $19,299,000 | 6,138 |
| 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 |
