| 2013-03-31 | Rank |
| Total securities | $53,754,000 | 2,548 |
| U.S. Government securities | $22,908,000 | 3,275 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,908,000 | 3,196 |
| Securities issued by states & political subdivisions | $24,983,000 | 1,484 |
| Other domestic debt securities | $5,088,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,088,000 | 719 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $775,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,562,000 | 1,435 |
| Mortgage-backed securities | $4,505,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $519,000 | 4,914 |
| Issued or guaranteed by U.S. | $519,000 | 4,912 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,986,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $3,986,000 | 2,042 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $53,754,000 | 2,345 |
| Total debt securities | $52,969,000 | 2,566 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $55,722,000 | 2,427 |
| U.S. Government securities | $15,781,000 | 3,933 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,781,000 | 3,833 |
| Securities issued by states & political subdivisions | $34,082,000 | 1,087 |
| Other domestic debt securities | $5,100,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,100,000 | 701 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $759,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,550,000 | 1,576 |
| Mortgage-backed securities | $4,694,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $607,000 | 4,901 |
| Issued or guaranteed by U.S. | $607,000 | 4,900 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,087,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $4,087,000 | 2,091 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $55,722,000 | 2,222 |
| Total debt securities | $54,963,000 | 2,438 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $78,852,000 | 1,852 |
| U.S. Government securities | $19,675,000 | 3,612 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,675,000 | 3,534 |
| Securities issued by states & political subdivisions | $42,664,000 | 822 |
| Other domestic debt securities | $15,766,000 | 544 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $15,766,000 | 350 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $747,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,190,000 | 942 |
| Mortgage-backed securities | $798,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $798,000 | 4,912 |
| Issued or guaranteed by U.S. | $798,000 | 4,909 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $78,852,000 | 1,687 |
| Total debt securities | $78,105,000 | 1,845 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $79,932,000 | 1,825 |
| U.S. Government securities | $35,385,000 | 2,538 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,385,000 | 2,486 |
| Securities issued by states & political subdivisions | $38,795,000 | 880 |
| Other domestic debt securities | $5,019,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,019,000 | 753 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $733,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,358,000 | 1,120 |
| Mortgage-backed securities | $921,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,880 |
| Issued or guaranteed by U.S. | $921,000 | 4,877 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $79,932,000 | 1,667 |
| Total debt securities | $79,199,000 | 1,813 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $60,895,000 | 2,298 |
| U.S. Government securities | $35,574,000 | 2,557 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $35,574,000 | 2,503 |
| Securities issued by states & political subdivisions | $19,549,000 | 1,684 |
| Other domestic debt securities | $5,044,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,044,000 | 739 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $728,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,083,000 | 1,129 |
| Mortgage-backed securities | $1,096,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $1,096,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,096,000 | 4,823 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $60,895,000 | 2,097 |
| Total debt securities | $60,169,000 | 2,300 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $62,978,000 | 2,171 |
| U.S. Government securities | $35,558,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $35,558,000 | 2,388 |
| Securities issued by states & political subdivisions | $21,648,000 | 1,485 |
| Other domestic debt securities | $5,046,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,046,000 | 687 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $726,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,640,000 | 1,032 |
| Mortgage-backed securities | $1,347,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,347,000 | 4,658 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $33,233,000 | 481 |
| Available-for-sale securities (fair market value) | $29,745,000 | 3,408 |
| Total debt securities | $62,253,000 | 2,173 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $45,107,000 | 2,731 |
| U.S. Government securities | $23,257,000 | 3,255 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $23,257,000 | 3,171 |
| Securities issued by states & political subdivisions | $21,142,000 | 1,477 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $708,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,784,000 | 1,314 |
| Mortgage-backed securities | $1,559,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,568 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,556 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $29,497,000 | 509 |
| Available-for-sale securities (fair market value) | $15,610,000 | 4,590 |
| Total debt securities | $44,399,000 | 2,747 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $52,467,000 | 2,451 |
| U.S. Government securities | $27,750,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,750,000 | 2,877 |
| Securities issued by states & political subdivisions | $24,013,000 | 1,238 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $704,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,306,000 | 1,201 |
| Mortgage-backed securities | $1,802,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,802,000 | 4,445 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $30,167,000 | 503 |
| Available-for-sale securities (fair market value) | $22,300,000 | 3,976 |
| Total debt securities | $51,764,000 | 2,454 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $63,577,000 | 2,087 |
| U.S. Government securities | $37,941,000 | 2,294 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $37,941,000 | 2,226 |
| Securities issued by states & political subdivisions | $24,955,000 | 1,150 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $681,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,002,000 | 1,245 |
| Mortgage-backed securities | $2,375,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $1,990,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,990,000 | 4,325 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $385,000 | 3,388 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 3,100 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $40,565,000 | 401 |
| Available-for-sale securities (fair market value) | $23,012,000 | 3,880 |
| Total debt securities | $62,897,000 | 2,087 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $17,235,000 | 4,746 |
| U.S. Government securities | $10,396,000 | 4,794 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,396,000 | 4,675 |
| Securities issued by states & political subdivisions | $6,839,000 | 3,012 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,798,000 | 2,663 |
| Mortgage-backed securities | $3,206,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $2,295,000 | 4,132 |
| Issued or guaranteed by U.S. | $2,295,000 | 4,124 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $911,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 2,778 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $4,763,000 | 1,445 |
| Available-for-sale securities (fair market value) | $12,472,000 | 4,928 |
| Total debt securities | $17,232,000 | 4,716 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $13,203,000 | 5,208 |
| U.S. Government securities | $5,285,000 | 5,844 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,285,000 | 5,717 |
| Securities issued by states & political subdivisions | $7,918,000 | 2,724 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $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 | $8,852,000 | 3,415 |
| Mortgage-backed securities | $4,286,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $2,578,000 | 4,012 |
| Issued or guaranteed by U.S. | $2,578,000 | 4,002 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,708,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,432 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $4,336,000 | 1,531 |
| Available-for-sale securities (fair market value) | $8,867,000 | 5,394 |
| Total debt securities | $13,203,000 | 5,171 |
| 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 | $20,384,000 | 4,344 |
| U.S. Government securities | $6,499,000 | 5,691 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,499,000 | 5,579 |
| Securities issued by states & political subdivisions | $8,857,000 | 2,440 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,028,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,230,000 | 3,372 |
| Mortgage-backed securities | $5,500,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 3,963 |
| Issued or guaranteed by U.S. | $2,872,000 | 3,955 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,628,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $2,628,000 | 2,095 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,334,000 | 1,583 |
| Available-for-sale securities (fair market value) | $16,050,000 | 4,442 |
| Total debt securities | $15,356,000 | 4,912 |
| 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 | $22,140,000 | 4,201 |
| U.S. Government securities | $8,202,000 | 5,379 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,202,000 | 5,266 |
| Securities issued by states & political subdivisions | $8,684,000 | 2,454 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,254,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,905,000 | 3,517 |
| Mortgage-backed securities | $7,303,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $3,195,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,195,000 | 3,978 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,108,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $4,108,000 | 1,744 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,031,000 | 1,656 |
| Available-for-sale securities (fair market value) | $18,109,000 | 4,227 |
| Total debt securities | $16,880,000 | 4,765 |
| 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 | $21,923,000 | 4,208 |
| U.S. Government securities | $8,295,000 | 5,315 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,295,000 | 5,217 |
| Securities issued by states & political subdivisions | $8,703,000 | 2,449 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,925,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,445,000 | 3,433 |
| Mortgage-backed securities | $8,295,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $3,562,000 | 3,946 |
| Issued or guaranteed by U.S. | $3,562,000 | 3,938 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,733,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $4,733,000 | 1,618 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,130,000 | 1,807 |
| Available-for-sale securities (fair market value) | $18,793,000 | 4,114 |
| Total debt securities | $16,998,000 | 4,723 |
| 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 | $28,044,000 | 3,651 |
| U.S. Government securities | $14,372,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,372,000 | 4,148 |
| Securities issued by states & political subdivisions | $8,900,000 | 2,439 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $4,772,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,613,000 | 2,599 |
| Mortgage-backed securities | $9,374,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $3,991,000 | 3,897 |
| Issued or guaranteed by U.S. | $3,991,000 | 3,888 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,383,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $5,383,000 | 1,488 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $8,290,000 | 1,250 |
| Available-for-sale securities (fair market value) | $19,754,000 | 4,045 |
| Total debt securities | $23,272,000 | 4,050 |
| 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 | $29,125,000 | 3,519 |
| U.S. Government securities | $15,500,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,500,000 | 3,956 |
| Securities issued by states & political subdivisions | $9,269,000 | 2,318 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,356,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,287,000 | 2,655 |
| Mortgage-backed securities | $10,503,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $4,334,000 | 3,848 |
| Issued or guaranteed by U.S. | $4,334,000 | 3,838 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,169,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $6,169,000 | 1,376 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $8,287,000 | 1,273 |
| Available-for-sale securities (fair market value) | $20,838,000 | 3,902 |
| Total debt securities | $24,769,000 | 3,859 |
| 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 | $28,572,000 | 3,596 |
| U.S. Government securities | $16,754,000 | 3,922 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,754,000 | 3,850 |
| Securities issued by states & political subdivisions | $8,736,000 | 2,336 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,082,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,014,000 | 2,952 |
| Mortgage-backed securities | $11,756,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $4,763,000 | 3,836 |
| Issued or guaranteed by U.S. | $4,763,000 | 3,823 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,993,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $6,993,000 | 1,281 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,738,000 | 1,322 |
| Available-for-sale securities (fair market value) | $20,834,000 | 3,911 |
| Total debt securities | $25,490,000 | 3,814 |
| 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 | $25,276,000 | 3,867 |
| U.S. Government securities | $12,600,000 | 4,647 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,600,000 | 4,562 |
| Securities issued by states & political subdivisions | $8,668,000 | 2,310 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,008,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,052,000 | 2,470 |
| Mortgage-backed securities | $12,600,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $5,059,000 | 3,726 |
| Issued or guaranteed by U.S. | $5,059,000 | 3,711 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,541,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $7,541,000 | 1,213 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,738,000 | 2,002 |
| Available-for-sale securities (fair market value) | $22,538,000 | 3,701 |
| Total debt securities | $21,268,000 | 4,269 |
| 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 | $32,457,000 | 3,207 |
| U.S. Government securities | $18,526,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,526,000 | 3,623 |
| Securities issued by states & political subdivisions | $9,700,000 | 2,090 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,231,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,728,000 | 2,376 |
| Mortgage-backed securities | $13,532,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $5,414,000 | 3,533 |
| Issued or guaranteed by U.S. | $5,414,000 | 3,521 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,118,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $8,118,000 | 1,105 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,795,000 | 1,333 |
| Available-for-sale securities (fair market value) | $24,662,000 | 3,435 |
| Total debt securities | $28,227,000 | 3,507 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $39,090,000 | 2,836 |
| U.S. Government securities | $24,516,000 | 3,048 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,516,000 | 2,989 |
| Securities issued by states & political subdivisions | $9,694,000 | 2,128 |
| Other domestic debt securities | $4,880,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,880,000 | 712 |
| 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 | $24,309,000 | 1,942 |
| Mortgage-backed securities | $14,503,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $5,707,000 | 3,441 |
| Issued or guaranteed by U.S. | $5,707,000 | 3,425 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,796,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $8,796,000 | 1,062 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,793,000 | 1,322 |
| Available-for-sale securities (fair market value) | $31,297,000 | 2,974 |
| Total debt securities | $39,092,000 | 2,793 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $41,262,000 | 2,684 |
| U.S. Government securities | $26,285,000 | 2,903 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,285,000 | 2,850 |
| Securities issued by states & political subdivisions | $9,827,000 | 2,099 |
| Other domestic debt securities | $5,150,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,150,000 | 684 |
| 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 | $20,876,000 | 2,137 |
| Mortgage-backed securities | $16,246,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $6,289,000 | 3,202 |
| Issued or guaranteed by U.S. | $6,289,000 | 3,188 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,957,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $9,957,000 | 980 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,790,000 | 1,338 |
| Available-for-sale securities (fair market value) | $33,472,000 | 2,826 |
| Total debt securities | $41,262,000 | 2,646 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $42,093,000 | 2,653 |
| U.S. Government securities | $32,338,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,338,000 | 2,455 |
| Securities issued by states & political subdivisions | $9,755,000 | 2,106 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,566,000 | 1,775 |
| Mortgage-backed securities | $17,337,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $6,614,000 | 2,848 |
| Issued or guaranteed by U.S. | $6,614,000 | 2,834 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,723,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $10,723,000 | 879 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,792,000 | 1,386 |
| Available-for-sale securities (fair market value) | $34,301,000 | 2,753 |
| Total debt securities | $42,094,000 | 2,609 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $46,160,000 | 2,459 |
| U.S. Government securities | $36,135,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $36,135,000 | 2,215 |
| Securities issued by states & political subdivisions | $10,025,000 | 2,015 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,244,000 | 1,712 |
| Mortgage-backed securities | $18,321,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $6,941,000 | 2,613 |
| Issued or guaranteed by U.S. | $6,941,000 | 2,600 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,380,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $11,380,000 | 809 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,563,000 | 1,213 |
| Available-for-sale securities (fair market value) | $35,597,000 | 2,647 |
| Total debt securities | $46,161,000 | 2,414 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $47,453,000 | 2,387 |
| U.S. Government securities | $37,500,000 | 2,202 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $37,500,000 | 2,142 |
| Securities issued by states & political subdivisions | $9,953,000 | 2,009 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,119,000 | 1,645 |
| Mortgage-backed securities | $19,762,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $7,286,000 | 2,490 |
| Issued or guaranteed by U.S. | $7,286,000 | 2,478 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,476,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $12,476,000 | 732 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,561,000 | 1,221 |
| Available-for-sale securities (fair market value) | $36,892,000 | 2,576 |
| Total debt securities | $47,450,000 | 2,351 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $49,520,000 | 2,328 |
| U.S. Government securities | $39,475,000 | 2,127 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $39,475,000 | 2,066 |
| Securities issued by states & political subdivisions | $10,045,000 | 2,003 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,398,000 | 1,593 |
| Mortgage-backed securities | $21,747,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $7,922,000 | 2,363 |
| Issued or guaranteed by U.S. | $7,922,000 | 2,354 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,825,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $13,825,000 | 682 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,559,000 | 1,238 |
| Available-for-sale securities (fair market value) | $38,961,000 | 2,474 |
| Total debt securities | $49,519,000 | 2,288 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $51,273,000 | 2,277 |
| U.S. Government securities | $41,209,000 | 2,071 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $41,209,000 | 2,012 |
| Securities issued by states & political subdivisions | $10,064,000 | 1,998 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,340,000 | 1,558 |
| Mortgage-backed securities | $23,504,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $8,334,000 | 2,317 |
| Issued or guaranteed by U.S. | $8,334,000 | 2,305 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $15,170,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $15,170,000 | 661 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,556,000 | 1,268 |
| Available-for-sale securities (fair market value) | $40,717,000 | 2,408 |
| Total debt securities | $51,273,000 | 2,232 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $53,752,000 | 2,201 |
| U.S. Government securities | $43,289,000 | 2,012 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $43,289,000 | 1,949 |
| Securities issued by states & political subdivisions | $10,463,000 | 1,926 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,356,000 | 1,478 |
| Mortgage-backed securities | $25,605,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $8,866,000 | 2,262 |
| Issued or guaranteed by U.S. | $8,866,000 | 2,247 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,739,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $16,739,000 | 615 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,614,000 | 1,301 |
| Available-for-sale securities (fair market value) | $43,138,000 | 2,286 |
| Total debt securities | $53,751,000 | 2,159 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $55,131,000 | 2,130 |
| U.S. Government securities | $44,910,000 | 1,952 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $44,910,000 | 1,887 |
| Securities issued by states & political subdivisions | $10,207,000 | 1,921 |
| Other domestic debt securities | $14,000 | 3,070 |
| 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 | $14,000 | 2,402 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,991,000 | 1,443 |
| Mortgage-backed securities | $27,350,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $9,100,000 | 2,225 |
| Issued or guaranteed by U.S. | $9,100,000 | 2,212 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,250,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $18,250,000 | 577 |
| 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) | $10,511,000 | 1,326 |
| Available-for-sale securities (fair market value) | $44,620,000 | 2,216 |
| Total debt securities | $55,132,000 | 2,085 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $57,558,000 | 2,084 |
| U.S. Government securities | $47,171,000 | 1,900 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $47,171,000 | 1,835 |
| Securities issued by states & political subdivisions | $10,369,000 | 1,888 |
| Other domestic debt securities | $18,000 | 3,138 |
| 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 | $18,000 | 2,509 |
| 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 | $33,000 | 6,978 |
| Mortgage-backed securities | $29,532,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $10,052,000 | 2,149 |
| Issued or guaranteed by U.S. | $10,052,000 | 2,137 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $19,480,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $19,480,000 | 548 |
| 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) | $10,509,000 | 1,349 |
| Available-for-sale securities (fair market value) | $47,049,000 | 2,141 |
| Total debt securities | $57,558,000 | 2,041 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $59,367,000 | 2,024 |
| U.S. Government securities | $48,958,000 | 1,849 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $48,958,000 | 1,782 |
| Securities issued by states & political subdivisions | $10,391,000 | 1,876 |
| Other domestic debt securities | $18,000 | 3,239 |
| 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 | $18,000 | 2,632 |
| 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 | $33,358,000 | 1,379 |
| Mortgage-backed securities | $31,275,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $10,669,000 | 2,083 |
| Issued or guaranteed by U.S. | $10,669,000 | 2,067 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $20,606,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $20,606,000 | 533 |
| 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) | $10,507,000 | 1,389 |
| Available-for-sale securities (fair market value) | $48,860,000 | 2,061 |
| Total debt securities | $59,367,000 | 1,983 |
| 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 | $62,205,000 | 1,934 |
| U.S. Government securities | $51,314,000 | 1,744 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $51,314,000 | 1,675 |
| Securities issued by states & political subdivisions | $10,872,000 | 1,785 |
| Other domestic debt securities | $19,000 | 3,298 |
| 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 | $19,000 | 2,702 |
| 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 | $19,126,000 | 2,177 |
| Mortgage-backed securities | $33,551,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $11,358,000 | 2,031 |
| Issued or guaranteed by U.S. | $11,358,000 | 2,020 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,193,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $22,193,000 | 512 |
| 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) | $10,659,000 | 1,388 |
| Available-for-sale securities (fair market value) | $51,546,000 | 1,911 |
| Total debt securities | $62,206,000 | 1,887 |
| 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 | $61,399,000 | 1,966 |
| U.S. Government securities | $50,438,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $50,438,000 | 1,725 |
| Securities issued by states & political subdivisions | $10,942,000 | 1,781 |
| Other domestic debt securities | $19,000 | 3,346 |
| 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 | $19,000 | 2,777 |
| 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 | $19,897,000 | 2,087 |
| Mortgage-backed securities | $35,505,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $12,408,000 | 1,982 |
| Issued or guaranteed by U.S. | $12,408,000 | 1,972 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $23,097,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $23,097,000 | 517 |
| 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) | $7,798,000 | 1,644 |
| Available-for-sale securities (fair market value) | $53,601,000 | 1,862 |
| Total debt securities | $61,399,000 | 1,916 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $62,996,000 | 1,958 |
| U.S. Government securities | $52,158,000 | 1,774 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $52,158,000 | 1,702 |
| Securities issued by states & political subdivisions | $10,818,000 | 1,794 |
| Other domestic debt securities | $20,000 | 3,390 |
| 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 | $20,000 | 2,843 |
| 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 | $20,146,000 | 2,075 |
| Mortgage-backed securities | $37,315,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $13,050,000 | 1,976 |
| Issued or guaranteed by U.S. | $13,050,000 | 1,964 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $24,265,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $24,265,000 | 518 |
| 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) | $7,796,000 | 1,667 |
| Available-for-sale securities (fair market value) | $55,200,000 | 1,857 |
| Total debt securities | $62,997,000 | 1,902 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $68,104,000 | 1,833 |
| U.S. Government securities | $56,223,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $56,223,000 | 1,583 |
| Securities issued by states & political subdivisions | $11,860,000 | 1,663 |
| Other domestic debt securities | $21,000 | 3,445 |
| 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 | $21,000 | 2,924 |
| 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 | $32,932,000 | 1,354 |
| Mortgage-backed securities | $41,211,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $14,246,000 | 1,881 |
| Issued or guaranteed by U.S. | $14,246,000 | 1,872 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $26,965,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $26,965,000 | 500 |
| 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) | $3,697,000 | 2,290 |
| Available-for-sale securities (fair market value) | $64,407,000 | 1,621 |
| Total debt securities | $68,104,000 | 1,784 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $71,144,000 | 1,749 |
| U.S. Government securities | $59,255,000 | 1,570 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $59,255,000 | 1,515 |
| Securities issued by states & political subdivisions | $11,864,000 | 1,653 |
| Other domestic debt securities | $25,000 | 3,500 |
| 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 | $25,000 | 2,994 |
| 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 | $33,969,000 | 1,307 |
| Mortgage-backed securities | $44,191,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $15,093,000 | 1,835 |
| Issued or guaranteed by U.S. | $15,093,000 | 1,826 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,098,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $29,098,000 | 474 |
| 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) | $2,875,000 | 2,521 |
| Available-for-sale securities (fair market value) | $68,269,000 | 1,528 |
| Total debt securities | $71,145,000 | 1,702 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $76,160,000 | 1,670 |
| U.S. Government securities | $66,639,000 | 1,427 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $66,639,000 | 1,375 |
| Securities issued by states & political subdivisions | $9,491,000 | 2,005 |
| Other domestic debt securities | $30,000 | 3,593 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,111 |
| 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 | $38,341,000 | 1,156 |
| Mortgage-backed securities | $46,677,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $15,726,000 | 1,798 |
| Issued or guaranteed by U.S. | $15,726,000 | 1,789 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,951,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $30,921,000 | 467 |
| Privately issued | $30,000 | 1,016 |
| 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) | $774,000 | 3,489 |
| Available-for-sale securities (fair market value) | $75,386,000 | 1,428 |
| Total debt securities | $76,160,000 | 1,629 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $82,344,000 | 1,573 |
| U.S. Government securities | $72,557,000 | 1,299 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $72,557,000 | 1,249 |
| Securities issued by states & political subdivisions | $9,755,000 | 1,998 |
| Other domestic debt securities | $32,000 | 3,687 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,171 |
| 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 | $42,709,000 | 1,033 |
| Mortgage-backed securities | $52,093,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $17,311,000 | 1,712 |
| Issued or guaranteed by U.S. | $17,311,000 | 1,703 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $34,782,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $34,750,000 | 456 |
| Privately issued | $32,000 | 1,068 |
| 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) | $772,000 | 3,519 |
| Available-for-sale securities (fair market value) | $81,572,000 | 1,362 |
| Total debt securities | $82,343,000 | 1,526 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $74,385,000 | 1,767 |
| U.S. Government securities | $65,266,000 | 1,502 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $65,266,000 | 1,445 |
| Securities issued by states & political subdivisions | $9,083,000 | 2,115 |
| Other domestic debt securities | $36,000 | 3,729 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,024 |
| 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 | $45,095,000 | 983 |
| Mortgage-backed securities | $49,940,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $18,157,000 | 1,666 |
| Issued or guaranteed by U.S. | $18,157,000 | 1,653 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $31,783,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $31,747,000 | 523 |
| Privately issued | $36,000 | 888 |
| 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) | $143,000 | 4,296 |
| Available-for-sale securities (fair market value) | $74,242,000 | 1,509 |
| Total debt securities | $74,385,000 | 1,719 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $70,422,000 | 1,819 |
| U.S. Government securities | $61,323,000 | 1,544 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $61,323,000 | 1,484 |
| Securities issued by states & political subdivisions | $9,057,000 | 2,126 |
| Other domestic debt securities | $42,000 | 3,830 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,100 |
| 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 | $41,504,000 | 1,011 |
| Mortgage-backed securities | $45,841,000 | 1,134 |
| Certificates of participation in pools of residential mortgages | $8,836,000 | 2,572 |
| Issued or guaranteed by U.S. | $8,836,000 | 2,563 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $37,005,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $36,963,000 | 481 |
| Privately issued | $42,000 | 958 |
| 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) | $141,000 | 4,331 |
| Available-for-sale securities (fair market value) | $70,281,000 | 1,558 |
| Total debt securities | $70,422,000 | 1,771 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $67,390,000 | 1,838 |
| U.S. Government securities | $58,809,000 | 1,537 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $58,809,000 | 1,480 |
| Securities issued by states & political subdivisions | $8,511,000 | 2,187 |
| Other domestic debt securities | $70,000 | 3,833 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,106 |
| 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 | $39,483,000 | 1,026 |
| Mortgage-backed securities | $53,570,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $11,495,000 | 2,208 |
| Issued or guaranteed by U.S. | $11,495,000 | 2,198 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $42,075,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $42,005,000 | 474 |
| Privately issued | $70,000 | 978 |
| 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) | $67,390,000 | 1,565 |
| Total debt securities | $67,390,000 | 1,781 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $93,036,000 | 1,364 |
| U.S. Government securities | $85,078,000 | 1,094 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $85,078,000 | 1,053 |
| Securities issued by states & political subdivisions | $7,879,000 | 2,240 |
| Other domestic debt securities | $79,000 | 3,882 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,119 |
| 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 | $49,727,000 | 836 |
| Mortgage-backed securities | $79,823,000 | 754 |
| Certificates of participation in pools of residential mortgages | $8,824,000 | 2,555 |
| Issued or guaranteed by U.S. | $8,824,000 | 2,539 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $70,999,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $70,920,000 | 339 |
| Privately issued | $79,000 | 993 |
| 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) | $93,036,000 | 1,161 |
| Total debt securities | $93,036,000 | 1,320 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $96,964,000 | 1,283 |
| U.S. Government securities | $88,642,000 | 1,029 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $88,642,000 | 981 |
| Securities issued by states & political subdivisions | $8,232,000 | 2,123 |
| Other domestic debt securities | $90,000 | 3,925 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,153 |
| 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 | $52,661,000 | 776 |
| Mortgage-backed securities | $83,360,000 | 708 |
| Certificates of participation in pools of residential mortgages | $11,336,000 | 2,175 |
| Issued or guaranteed by U.S. | $11,336,000 | 2,163 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $72,024,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $71,934,000 | 329 |
| Privately issued | $90,000 | 1,027 |
| 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) | $96,964,000 | 1,070 |
| Total debt securities | $96,964,000 | 1,233 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $69,664,000 | 1,613 |
| U.S. Government securities | $61,555,000 | 1,333 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $61,555,000 | 1,259 |
| Securities issued by states & political subdivisions | $8,078,000 | 2,054 |
| Other domestic debt securities | $31,000 | 4,073 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $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 | $35,860,000 | 1,049 |
| Mortgage-backed securities | $53,153,000 | 910 |
| 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 | $53,153,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $53,122,000 | 393 |
| Privately issued | $31,000 | 1,182 |
| 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) | $69,664,000 | 1,335 |
| Total debt securities | $69,664,000 | 1,565 |
| 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 | $51,866,000 | 2,107 |
| U.S. Government securities | $46,193,000 | 1,732 |
| U.S. Treasury securities | $1,006,000 | 2,641 |
| U.S. Government agency obligations | $45,187,000 | 1,642 |
| Securities issued by states & political subdivisions | $5,456,000 | 2,656 |
| Other domestic debt securities | $169,000 | 3,498 |
| Privately issued residential mortgage-backed securities | $169,000 | 1,123 |
| 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 | $48,000 | 7,405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,452,000 | 824 |
| Mortgage-backed securities | $11,344,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $11,344,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $11,175,000 | 840 |
| Privately issued | $169,000 | 977 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $51,866,000 | 1,654 |
| Total debt securities | $51,818,000 | 2,034 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $55,520,000 | 2,061 |
| U.S. Government securities | $50,938,000 | 1,661 |
| U.S. Treasury securities | $1,004,000 | 3,529 |
| U.S. Government agency obligations | $49,934,000 | 1,502 |
| Securities issued by states & political subdivisions | $4,324,000 | 3,210 |
| Other domestic debt securities | $208,000 | 3,307 |
| Privately issued residential mortgage-backed securities | $208,000 | 1,115 |
| 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 | $50,000 | 7,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,208,000 | 830 |
| Mortgage-backed securities | $17,339,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $17,339,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $17,131,000 | 728 |
| Privately issued | $208,000 | 976 |
| 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) | $55,520,000 | 1,559 |
| Total debt securities | $55,470,000 | 1,978 |
| 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 | $53,086,000 | 2,186 |
| U.S. Government securities | $46,889,000 | 1,866 |
| U.S. Treasury securities | $12,100,000 | 1,091 |
| U.S. Government agency obligations | $34,789,000 | 2,068 |
| Securities issued by states & political subdivisions | $5,842,000 | 2,663 |
| Other domestic debt securities | $305,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $305,000 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $50,000 | 7,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,134,000 | 1,346 |
| Mortgage-backed securities | $21,045,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $21,045,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $20,740,000 | 675 |
| Privately issued | $305,000 | 868 |
| 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) | $53,086,000 | 1,645 |
| Total debt securities | $53,036,000 | 2,111 |
| 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 | $30,268,000 | 3,600 |
| U.S. Government securities | $23,629,000 | 3,604 |
| U.S. Treasury securities | $12,154,000 | 1,520 |
| U.S. Government agency obligations | $11,475,000 | 4,797 |
| Securities issued by states & political subdivisions | $6,127,000 | 2,340 |
| Other domestic debt securities | $462,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $462,000 | 833 |
| 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 | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,288,000 | 2,612 |
| Mortgage-backed securities | $872,000 | 6,493 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $872,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 4,021 |
| Privately issued | $462,000 | 659 |
| 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) | $30,268,000 | 2,600 |
| Total debt securities | $30,218,000 | 3,515 |
| 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 | $33,869,000 | 3,561 |
| U.S. Government securities | $22,197,000 | 4,123 |
| U.S. Treasury securities | $18,111,000 | 1,272 |
| U.S. Government agency obligations | $4,086,000 | 8,166 |
| Securities issued by states & political subdivisions | $11,056,000 | 1,311 |
| Other domestic debt securities | $566,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $566,000 | 930 |
| 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 | $50,000 | 7,066 |
| 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 | 1,480 |
| Mortgage-backed securities | $2,418,000 | 5,598 |
| 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 | $2,418,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 3,054 |
| Privately issued | $566,000 | 720 |
| 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) | $33,869,000 | 2,454 |
| Total debt securities | $33,819,000 | 3,466 |
| 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 | $58,129,000 | 2,154 |
| U.S. Government securities | $41,143,000 | 2,457 |
| U.S. Treasury securities | $23,479,000 | 1,202 |
| U.S. Government agency obligations | $17,664,000 | 3,678 |
| Securities issued by states & political subdivisions | $15,965,000 | 844 |
| Other domestic debt securities | $971,000 | 2,547 |
| Privately issued residential mortgage-backed securities | $711,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $260,000 | 2,953 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,812,000 | 1,120 |
| Mortgage-backed securities | $14,913,000 | 2,383 |
| 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 | $14,913,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $14,202,000 | 1,020 |
| Privately issued | $711,000 | 796 |
| 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) | $58,129,000 | 1,453 |
| Total debt securities | $58,079,000 | 2,086 |
| 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 | $78,976,000 | 1,647 |
| U.S. Government securities | $51,876,000 | 2,040 |
| U.S. Treasury securities | $24,936,000 | 1,400 |
| U.S. Government agency obligations | $26,940,000 | 2,496 |
| Securities issued by states & political subdivisions | $24,402,000 | 471 |
| Other domestic debt securities | $2,666,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $1,454,000 | 772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,212,000 | 2,020 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $32,000 | 7,405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,257,000 | 1,096 |
| Mortgage-backed securities | $18,534,000 | 2,155 |
| 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 | $18,534,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $17,080,000 | 945 |
| Privately issued | $1,454,000 | 587 |
| 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) | $78,976,000 | 720 |
| Total debt securities | $78,944,000 | 1,610 |
| 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 | $94,737,000 | 1,433 |
| U.S. Government securities | $54,680,000 | 1,992 |
| U.S. Treasury securities | $23,072,000 | 1,617 |
| U.S. Government agency obligations | $31,608,000 | 2,196 |
| Securities issued by states & political subdivisions | $35,468,000 | 303 |
| Other domestic debt securities | $4,563,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $3,129,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,434,000 | 2,163 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $26,000 | 7,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,405,000 | 993 |
| Mortgage-backed securities | $23,474,000 | 2,031 |
| 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 | $23,474,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $20,345,000 | 958 |
| Privately issued | $3,129,000 | 445 |
| 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 | $94,711,000 | 1,394 |
| 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 | $86,349,000 | 1,556 |
| U.S. Government securities | $44,802,000 | 2,413 |
| U.S. Treasury securities | $24,611,000 | 1,532 |
| U.S. Government agency obligations | $20,191,000 | 3,223 |
| Securities issued by states & political subdivisions | $34,053,000 | 295 |
| Other domestic debt securities | $7,461,000 | 1,275 |
| Privately issued residential mortgage-backed securities | $6,916,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $545,000 | 3,683 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $33,000 | 6,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,495,000 | 948 |
| Mortgage-backed securities | $27,107,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $6,141,000 | 3,526 |
| Issued or guaranteed by U.S. | $6,141,000 | 3,477 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $20,966,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $14,050,000 | 1,162 |
| Privately issued | $6,916,000 | 360 |
| 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 | $86,316,000 | 1,519 |
| 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 |
