| 2006-06-30 | Rank |
| Total securities | $279,359,000 | 473 |
| U.S. Government securities | $114,507,000 | 785 |
| U.S. Treasury securities | $29,272,000 | 138 |
| U.S. Government agency obligations | $85,235,000 | 1,030 |
| Securities issued by states & political subdivisions | $123,887,000 | 111 |
| Other domestic debt securities | $40,965,000 | 315 |
| 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 | $40,965,000 | 153 |
| 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 | $114,502,000 | 479 |
| Mortgage-backed securities | $2,671,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $2,653,000 | 3,848 |
| Issued or guaranteed by U.S. | $2,653,000 | 3,833 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,202 |
| 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) | $279,359,000 | 401 |
| Total debt securities | $279,360,000 | 462 |
| Structured notes |
| Amortized cost | $5,228,000 | 814 |
| Fair value | $5,179,000 | 812 |
| 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 | $287,463,000 | 473 |
| U.S. Government securities | $113,901,000 | 805 |
| U.S. Treasury securities | $29,457,000 | 149 |
| U.S. Government agency obligations | $84,444,000 | 1,043 |
| Securities issued by states & political subdivisions | $129,749,000 | 105 |
| Other domestic debt securities | $43,813,000 | 310 |
| 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 | $43,813,000 | 149 |
| 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 | $111,882,000 | 493 |
| Mortgage-backed securities | $3,023,000 | 4,295 |
| Certificates of participation in pools of residential mortgages | $2,998,000 | 3,733 |
| Issued or guaranteed by U.S. | $2,998,000 | 3,718 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,181 |
| 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) | $287,463,000 | 397 |
| Total debt securities | $287,462,000 | 462 |
| Structured notes |
| Amortized cost | $4,247,000 | 984 |
| Fair value | $4,243,000 | 980 |
| 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 | $288,663,000 | 476 |
| U.S. Government securities | $104,724,000 | 877 |
| U.S. Treasury securities | $32,626,000 | 131 |
| U.S. Government agency obligations | $72,098,000 | 1,211 |
| Securities issued by states & political subdivisions | $136,930,000 | 99 |
| Other domestic debt securities | $47,009,000 | 309 |
| 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 | $47,009,000 | 146 |
| 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 | $114,908,000 | 476 |
| Mortgage-backed securities | $3,701,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $3,668,000 | 3,493 |
| Issued or guaranteed by U.S. | $3,668,000 | 3,477 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $33,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,176 |
| 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) | $288,663,000 | 401 |
| Total debt securities | $288,664,000 | 465 |
| 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 | $289,801,000 | 472 |
| U.S. Government securities | $101,233,000 | 898 |
| U.S. Treasury securities | $34,835,000 | 129 |
| U.S. Government agency obligations | $66,398,000 | 1,301 |
| Securities issued by states & political subdivisions | $140,354,000 | 94 |
| Other domestic debt securities | $48,214,000 | 299 |
| 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 | $48,214,000 | 140 |
| 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 | $110,942,000 | 487 |
| Mortgage-backed securities | $4,331,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,327 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,313 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $41,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,167 |
| 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) | $289,801,000 | 396 |
| Total debt securities | $289,801,000 | 463 |
| 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 | $285,364,000 | 478 |
| U.S. Government securities | $100,941,000 | 912 |
| U.S. Treasury securities | $35,158,000 | 131 |
| U.S. Government agency obligations | $65,783,000 | 1,345 |
| Securities issued by states & political subdivisions | $136,281,000 | 92 |
| Other domestic debt securities | $48,142,000 | 306 |
| 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 | $48,142,000 | 139 |
| 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 | $110,726,000 | 470 |
| Mortgage-backed securities | $5,187,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $5,137,000 | 3,162 |
| Issued or guaranteed by U.S. | $5,137,000 | 3,152 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $50,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,183 |
| 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) | $285,364,000 | 408 |
| Total debt securities | $285,365,000 | 469 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,996,000 | 1,529 |
| 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 | $282,901,000 | 484 |
| U.S. Government securities | $100,762,000 | 930 |
| U.S. Treasury securities | $34,936,000 | 137 |
| U.S. Government agency obligations | $65,826,000 | 1,361 |
| Securities issued by states & political subdivisions | $133,273,000 | 98 |
| Other domestic debt securities | $48,866,000 | 302 |
| 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 | $48,866,000 | 142 |
| 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 | $112,484,000 | 456 |
| Mortgage-backed securities | $5,793,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $5,731,000 | 3,111 |
| Issued or guaranteed by U.S. | $5,731,000 | 3,101 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $62,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,204 |
| 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) | $282,901,000 | 411 |
| Total debt securities | $282,903,000 | 475 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $2,000,000 | 1,486 |
| 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 | $290,468,000 | 483 |
| U.S. Government securities | $105,668,000 | 908 |
| U.S. Treasury securities | $35,610,000 | 142 |
| U.S. Government agency obligations | $70,058,000 | 1,286 |
| Securities issued by states & political subdivisions | $134,652,000 | 96 |
| Other domestic debt securities | $50,148,000 | 293 |
| 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 | $50,148,000 | 136 |
| 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 | $108,553,000 | 478 |
| Mortgage-backed securities | $6,559,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $6,485,000 | 2,952 |
| Issued or guaranteed by U.S. | $6,485,000 | 2,943 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $74,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,211 |
| 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) | $290,468,000 | 411 |
| Total debt securities | $290,469,000 | 467 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,463 |
| Fair value | $2,007,000 | 1,461 |
| 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 | $288,961,000 | 485 |
| U.S. Government securities | $105,259,000 | 887 |
| U.S. Treasury securities | $33,037,000 | 153 |
| U.S. Government agency obligations | $72,222,000 | 1,242 |
| Securities issued by states & political subdivisions | $134,490,000 | 97 |
| Other domestic debt securities | $49,212,000 | 295 |
| 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 | $49,212,000 | 141 |
| 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 | $111,490,000 | 470 |
| Mortgage-backed securities | $7,203,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $7,117,000 | 2,861 |
| Issued or guaranteed by U.S. | $7,117,000 | 2,853 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $86,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,207 |
| 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) | $288,961,000 | 415 |
| Total debt securities | $288,962,000 | 465 |
| Structured notes |
| Amortized cost | $4,000,000 | 984 |
| Fair value | $4,016,000 | 982 |
| 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 | $286,606,000 | 498 |
| U.S. Government securities | $105,117,000 | 920 |
| U.S. Treasury securities | $32,678,000 | 161 |
| U.S. Government agency obligations | $72,439,000 | 1,255 |
| Securities issued by states & political subdivisions | $132,667,000 | 97 |
| Other domestic debt securities | $48,822,000 | 298 |
| 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 | $48,822,000 | 147 |
| 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 | $108,282,000 | 473 |
| Mortgage-backed securities | $8,317,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $8,214,000 | 2,672 |
| Issued or guaranteed by U.S. | $8,214,000 | 2,665 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $103,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,254 |
| 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) | $286,606,000 | 421 |
| Total debt securities | $286,606,000 | 481 |
| Structured notes |
| Amortized cost | $4,000,000 | 967 |
| Fair value | $4,036,000 | 949 |
| 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 | $284,533,000 | 521 |
| U.S. Government securities | $106,281,000 | 906 |
| U.S. Treasury securities | $29,818,000 | 169 |
| U.S. Government agency obligations | $76,463,000 | 1,191 |
| Securities issued by states & political subdivisions | $127,778,000 | 103 |
| Other domestic debt securities | $50,474,000 | 308 |
| 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 | $50,474,000 | 157 |
| 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 | $104,505,000 | 470 |
| Mortgage-backed securities | $9,763,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $9,639,000 | 2,466 |
| Issued or guaranteed by U.S. | $9,639,000 | 2,458 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $124,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,281 |
| 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) | $284,533,000 | 444 |
| Total debt securities | $284,532,000 | 502 |
| Structured notes |
| Amortized cost | $4,000,000 | 833 |
| Fair value | $4,083,000 | 823 |
| 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 | $276,259,000 | 532 |
| U.S. Government securities | $109,403,000 | 917 |
| U.S. Treasury securities | $29,532,000 | 179 |
| U.S. Government agency obligations | $79,871,000 | 1,190 |
| Securities issued by states & political subdivisions | $120,551,000 | 108 |
| Other domestic debt securities | $46,305,000 | 297 |
| 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 | $46,305,000 | 186 |
| 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 | $103,970,000 | 484 |
| Mortgage-backed securities | $10,555,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $10,413,000 | 2,369 |
| Issued or guaranteed by U.S. | $10,413,000 | 2,357 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $142,000 | 3,618 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 3,446 |
| 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) | $276,259,000 | 466 |
| Total debt securities | $276,257,000 | 514 |
| Structured notes |
| Amortized cost | $7,749,000 | 412 |
| Fair value | $7,853,000 | 408 |
| 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 | $250,937,000 | 561 |
| U.S. Government securities | $102,395,000 | 958 |
| U.S. Treasury securities | $25,646,000 | 199 |
| U.S. Government agency obligations | $76,749,000 | 1,228 |
| Securities issued by states & political subdivisions | $102,487,000 | 126 |
| Other domestic debt securities | $46,055,000 | 305 |
| 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 | $46,055,000 | 199 |
| 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 | $102,760,000 | 468 |
| Mortgage-backed securities | $12,521,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $12,283,000 | 2,127 |
| Issued or guaranteed by U.S. | $12,283,000 | 2,118 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $238,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,394 |
| 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) | $250,937,000 | 492 |
| Total debt securities | $250,938,000 | 542 |
| Structured notes |
| Amortized cost | $7,749,000 | 335 |
| Fair value | $7,901,000 | 327 |
| 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 | $234,036,000 | 590 |
| U.S. Government securities | $106,027,000 | 902 |
| U.S. Treasury securities | $26,195,000 | 198 |
| U.S. Government agency obligations | $79,832,000 | 1,127 |
| Securities issued by states & political subdivisions | $85,388,000 | 155 |
| Other domestic debt securities | $42,621,000 | 336 |
| 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 | $42,621,000 | 213 |
| 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 | $99,932,000 | 460 |
| Mortgage-backed securities | $15,804,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $15,143,000 | 1,839 |
| Issued or guaranteed by U.S. | $15,143,000 | 1,827 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $661,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 3,129 |
| 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) | $234,036,000 | 512 |
| Total debt securities | $234,037,000 | 573 |
| Structured notes |
| Amortized cost | $7,749,000 | 246 |
| Fair value | $7,986,000 | 244 |
| 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 | $231,614,000 | 591 |
| U.S. Government securities | $117,061,000 | 810 |
| U.S. Treasury securities | $25,856,000 | 208 |
| U.S. Government agency obligations | $91,205,000 | 990 |
| Securities issued by states & political subdivisions | $76,182,000 | 167 |
| Other domestic debt securities | $38,371,000 | 371 |
| 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 | $38,371,000 | 242 |
| 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 | $98,068,000 | 452 |
| Mortgage-backed securities | $25,683,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $17,773,000 | 1,627 |
| Issued or guaranteed by U.S. | $17,773,000 | 1,621 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,910,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $7,910,000 | 1,335 |
| 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) | $231,614,000 | 507 |
| Total debt securities | $231,614,000 | 570 |
| Structured notes |
| Amortized cost | $7,749,000 | 171 |
| Fair value | $7,954,000 | 168 |
| 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 | $218,994,000 | 599 |
| U.S. Government securities | $116,197,000 | 800 |
| U.S. Treasury securities | $13,587,000 | 344 |
| U.S. Government agency obligations | $102,610,000 | 852 |
| Securities issued by states & political subdivisions | $68,947,000 | 183 |
| Other domestic debt securities | $33,850,000 | 402 |
| 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 | $33,850,000 | 268 |
| 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 | $97,071,000 | 458 |
| Mortgage-backed securities | $38,153,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $23,042,000 | 1,315 |
| Issued or guaranteed by U.S. | $23,042,000 | 1,311 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $15,111,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $15,111,000 | 915 |
| 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) | $218,994,000 | 514 |
| Total debt securities | $218,992,000 | 579 |
| Structured notes |
| Amortized cost | $7,748,000 | 134 |
| Fair value | $8,080,000 | 127 |
| 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 | $211,472,000 | 573 |
| U.S. Government securities | $98,234,000 | 836 |
| U.S. Treasury securities | $1,084,000 | 1,791 |
| U.S. Government agency obligations | $97,150,000 | 806 |
| Securities issued by states & political subdivisions | $81,404,000 | 142 |
| Other domestic debt securities | $31,834,000 | 454 |
| 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 | $31,834,000 | 296 |
| 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 | $67,572,000 | 612 |
| Mortgage-backed securities | $30,831,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $12,168,000 | 1,845 |
| Issued or guaranteed by U.S. | $12,168,000 | 1,834 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $18,663,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $18,663,000 | 790 |
| 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) | $211,472,000 | 484 |
| Total debt securities | $210,512,000 | 555 |
| 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 | $239,232,000 | 495 |
| U.S. Government securities | $118,700,000 | 722 |
| U.S. Treasury securities | $5,071,000 | 1,034 |
| U.S. Government agency obligations | $113,629,000 | 692 |
| Securities issued by states & political subdivisions | $81,081,000 | 140 |
| Other domestic debt securities | $37,728,000 | 341 |
| 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 | $37,728,000 | 249 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,723,000 | 1,760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $106,898,000 | 403 |
| Mortgage-backed securities | $6,992,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $6,496,000 | 2,271 |
| Issued or guaranteed by U.S. | $6,496,000 | 2,259 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $496,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,176 |
| 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) | $239,232,000 | 397 |
| Total debt securities | $237,509,000 | 480 |
| 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 | $222,926,000 | 548 |
| U.S. Government securities | $105,767,000 | 851 |
| U.S. Treasury securities | $5,005,000 | 1,546 |
| U.S. Government agency obligations | $100,762,000 | 807 |
| Securities issued by states & political subdivisions | $86,294,000 | 127 |
| Other domestic debt securities | $29,438,000 | 430 |
| 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 | $29,438,000 | 317 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,427,000 | 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 | $75,361,000 | 572 |
| Mortgage-backed securities | $5,457,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $4,979,000 | 2,798 |
| Issued or guaranteed by U.S. | $4,979,000 | 2,786 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $478,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 3,419 |
| 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) | $222,926,000 | 441 |
| Total debt securities | $221,499,000 | 539 |
| 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 | $177,501,000 | 685 |
| U.S. Government securities | $77,247,000 | 1,142 |
| U.S. Treasury securities | $8,301,000 | 1,529 |
| U.S. Government agency obligations | $68,946,000 | 1,102 |
| Securities issued by states & political subdivisions | $71,482,000 | 165 |
| Other domestic debt securities | $27,241,000 | 409 |
| 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 | $27,241,000 | 284 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,531,000 | 1,793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,431,000 | 766 |
| Mortgage-backed securities | $7,511,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $7,015,000 | 2,465 |
| Issued or guaranteed by U.S. | $7,015,000 | 2,449 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $496,000 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 3,628 |
| 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) | $177,501,000 | 540 |
| Total debt securities | $175,970,000 | 661 |
| 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 | $152,450,000 | 784 |
| U.S. Government securities | $80,495,000 | 1,148 |
| U.S. Treasury securities | $11,691,000 | 1,601 |
| U.S. Government agency obligations | $68,804,000 | 1,057 |
| Securities issued by states & political subdivisions | $43,102,000 | 245 |
| Other domestic debt securities | $28,189,000 | 293 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,162,000 | 186 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $664,000 | 3,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,356,000 | 743 |
| Mortgage-backed securities | $10,664,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $10,374,000 | 1,894 |
| Issued or guaranteed by U.S. | $10,374,000 | 1,880 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $290,000 | 4,328 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 4,208 |
| Privately issued | $27,000 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $152,450,000 | 563 |
| Total debt securities | $151,786,000 | 758 |
| 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 | $140,155,000 | 885 |
| U.S. Government securities | $72,776,000 | 1,321 |
| U.S. Treasury securities | $11,069,000 | 2,029 |
| U.S. Government agency obligations | $61,707,000 | 1,200 |
| Securities issued by states & political subdivisions | $42,438,000 | 241 |
| Other domestic debt securities | $24,938,000 | 312 |
| Privately issued residential mortgage-backed securities | $315,000 | 1,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,623,000 | 176 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,000 | 8,333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,784,000 | 1,016 |
| Mortgage-backed securities | $11,844,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $10,858,000 | 2,040 |
| Issued or guaranteed by U.S. | $10,858,000 | 2,022 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $986,000 | 3,852 |
| CMOs issued by government agencies or sponsored agencies | $671,000 | 4,054 |
| Privately issued | $315,000 | 919 |
| 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) | $140,155,000 | 623 |
| Total debt securities | $140,152,000 | 849 |
| 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 | $122,019,000 | 1,022 |
| U.S. Government securities | $61,571,000 | 1,641 |
| U.S. Treasury securities | $7,095,000 | 3,560 |
| U.S. Government agency obligations | $54,476,000 | 1,324 |
| Securities issued by states & political subdivisions | $35,961,000 | 305 |
| Other domestic debt securities | $24,484,000 | 387 |
| Privately issued residential mortgage-backed securities | $536,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,948,000 | 235 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,000 | 8,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,633,000 | 998 |
| Mortgage-backed securities | $15,548,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $13,698,000 | 1,756 |
| Issued or guaranteed by U.S. | $13,698,000 | 1,734 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,850,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $1,314,000 | 3,809 |
| Privately issued | $536,000 | 883 |
| 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) | $122,019,000 | 721 |
| Total debt securities | $122,016,000 | 989 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $138,370,000 | 954 |
| U.S. Government securities | $74,624,000 | 1,431 |
| U.S. Treasury securities | $10,619,000 | 3,224 |
| U.S. Government agency obligations | $64,005,000 | 1,120 |
| Securities issued by states & political subdivisions | $35,454,000 | 301 |
| Other domestic debt securities | $28,289,000 | 369 |
| Privately issued residential mortgage-backed securities | $765,000 | 1,054 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,524,000 | 232 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,000 | 8,658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,630,000 | 765 |
| Mortgage-backed securities | $19,707,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $16,952,000 | 1,548 |
| Issued or guaranteed by U.S. | $16,952,000 | 1,526 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,755,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 3,477 |
| Privately issued | $765,000 | 833 |
| 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) | $74,415,000 | 1,024 |
| Available-for-sale securities (fair market value) | $63,955,000 | 899 |
| Total debt securities | $138,367,000 | 934 |
| 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 | $143,672,000 | 965 |
| U.S. Government securities | $65,750,000 | 1,694 |
| U.S. Treasury securities | $6,950,000 | 4,622 |
| U.S. Government agency obligations | $58,800,000 | 1,244 |
| Securities issued by states & political subdivisions | $46,615,000 | 222 |
| Other domestic debt securities | $31,307,000 | 415 |
| Privately issued residential mortgage-backed securities | $1,266,000 | 1,076 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,041,000 | 262 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,915,000 | 1,044 |
| Mortgage-backed securities | $27,989,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $21,579,000 | 1,403 |
| Issued or guaranteed by U.S. | $21,579,000 | 1,383 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,410,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $5,144,000 | 2,426 |
| Privately issued | $1,266,000 | 808 |
| 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 | $143,672,000 | 928 |
| 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 | $151,006,000 | 899 |
| U.S. Government securities | $68,125,000 | 1,588 |
| U.S. Treasury securities | $7,935,000 | 4,256 |
| U.S. Government agency obligations | $60,190,000 | 1,195 |
| Securities issued by states & political subdivisions | $46,297,000 | 207 |
| Other domestic debt securities | $36,584,000 | 402 |
| Privately issued residential mortgage-backed securities | $1,648,000 | 1,353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,936,000 | 258 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,170,000 | 959 |
| Mortgage-backed securities | $24,601,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $22,953,000 | 1,358 |
| Issued or guaranteed by U.S. | $22,953,000 | 1,324 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,648,000 | 4,336 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $1,648,000 | 1,051 |
| 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 | $150,772,000 | 880 |
| 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 |
