| 2016-09-30 | Rank |
| Total securities | $28,116,000 | 3,319 |
| U.S. Government securities | $11,046,000 | 3,719 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,046,000 | 3,595 |
| Securities issued by states & political subdivisions | $17,070,000 | 2,100 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $11,046,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $11,040,000 | 2,164 |
| Issued or guaranteed by U.S. | $11,040,000 | 2,164 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,062 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $28,116,000 | 3,045 |
| Total debt securities | $28,116,000 | 3,294 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $29,247,000 | 3,325 |
| U.S. Government securities | $11,812,000 | 3,737 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,812,000 | 3,610 |
| Securities issued by states & political subdivisions | $17,435,000 | 2,075 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $11,812,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $11,806,000 | 2,132 |
| Issued or guaranteed by U.S. | $11,806,000 | 2,128 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,090 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $29,247,000 | 3,058 |
| Total debt securities | $29,247,000 | 3,300 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $30,719,000 | 3,300 |
| U.S. Government securities | $13,478,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,478,000 | 3,513 |
| Securities issued by states & political subdivisions | $17,241,000 | 2,057 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $13,478,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $13,471,000 | 1,989 |
| Issued or guaranteed by U.S. | $13,471,000 | 1,987 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,116 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $30,719,000 | 3,025 |
| Total debt securities | $30,719,000 | 3,277 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $31,219,000 | 3,303 |
| U.S. Government securities | $13,719,000 | 3,653 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,719,000 | 3,523 |
| Securities issued by states & political subdivisions | $17,500,000 | 2,053 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $13,719,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $13,712,000 | 1,984 |
| Issued or guaranteed by U.S. | $13,712,000 | 1,982 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,153 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $31,219,000 | 3,017 |
| Total debt securities | $31,219,000 | 3,274 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $32,629,000 | 3,259 |
| U.S. Government securities | $15,054,000 | 3,594 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,054,000 | 3,480 |
| Securities issued by states & political subdivisions | $17,575,000 | 2,044 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $15,054,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $15,047,000 | 1,881 |
| Issued or guaranteed by U.S. | $15,047,000 | 1,881 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,197 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $32,629,000 | 2,984 |
| Total debt securities | $32,629,000 | 3,235 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $34,236,000 | 3,230 |
| U.S. Government securities | $16,096,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,096,000 | 3,471 |
| Securities issued by states & political subdivisions | $18,140,000 | 1,977 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $16,096,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $16,088,000 | 1,868 |
| Issued or guaranteed by U.S. | $16,088,000 | 1,868 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,241 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $34,236,000 | 2,947 |
| Total debt securities | $34,236,000 | 3,203 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $32,155,000 | 3,393 |
| U.S. Government securities | $14,733,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,733,000 | 3,688 |
| Securities issued by states & political subdivisions | $17,271,000 | 2,045 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $151,000 | 308 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $14,733,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $14,725,000 | 1,986 |
| Issued or guaranteed by U.S. | $14,725,000 | 1,985 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,000 | 3,384 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,267 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $32,155,000 | 3,102 |
| Total debt securities | $32,155,000 | 3,365 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $31,941,000 | 3,423 |
| U.S. Government securities | $15,802,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,802,000 | 3,620 |
| Securities issued by states & political subdivisions | $15,989,000 | 2,166 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $150,000 | 290 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $15,802,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $15,213,000 | 2,004 |
| Issued or guaranteed by U.S. | $15,213,000 | 2,001 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $589,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,884 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $31,941,000 | 3,132 |
| Total debt securities | $31,941,000 | 3,403 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $30,962,000 | 3,580 |
| U.S. Government securities | $15,475,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,475,000 | 3,754 |
| Securities issued by states & political subdivisions | $15,336,000 | 2,234 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $151,000 | 283 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $15,475,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $14,860,000 | 2,100 |
| Issued or guaranteed by U.S. | $14,860,000 | 2,098 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $615,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,918 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $30,962,000 | 3,268 |
| Total debt securities | $30,962,000 | 3,556 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $31,894,000 | 3,568 |
| U.S. Government securities | $16,823,000 | 3,789 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,823,000 | 3,683 |
| Securities issued by states & political subdivisions | $14,920,000 | 2,301 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $151,000 | 286 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $16,823,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $16,012,000 | 2,050 |
| Issued or guaranteed by U.S. | $16,012,000 | 2,049 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $647,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 2,942 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $164,000 | 944 |
| Commercial mortgage pass-through securities | $164,000 | 663 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $31,894,000 | 3,248 |
| Total debt securities | $31,894,000 | 3,540 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $31,184,000 | 3,626 |
| U.S. Government securities | $16,603,000 | 3,840 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,603,000 | 3,744 |
| Securities issued by states & political subdivisions | $14,429,000 | 2,356 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $152,000 | 286 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,392,000 | 4,613 |
| Mortgage-backed securities | $16,603,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $15,759,000 | 2,073 |
| Issued or guaranteed by U.S. | $15,759,000 | 2,072 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $672,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $672,000 | 2,955 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $172,000 | 928 |
| Commercial mortgage pass-through securities | $172,000 | 659 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $31,184,000 | 3,311 |
| Total debt securities | $31,184,000 | 3,595 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $31,865,000 | 3,573 |
| U.S. Government securities | $17,596,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,596,000 | 3,621 |
| Securities issued by states & political subdivisions | $14,118,000 | 2,382 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $151,000 | 290 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,588,000 | 4,877 |
| Mortgage-backed securities | $17,596,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $16,720,000 | 2,014 |
| Issued or guaranteed by U.S. | $16,720,000 | 2,014 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $696,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,927 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $180,000 | 865 |
| Commercial mortgage pass-through securities | $180,000 | 604 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $31,865,000 | 3,273 |
| Total debt securities | $31,865,000 | 3,544 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $30,423,000 | 3,696 |
| U.S. Government securities | $16,363,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,363,000 | 3,798 |
| Securities issued by states & political subdivisions | $13,909,000 | 2,391 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $151,000 | 300 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,702,000 | 4,888 |
| Mortgage-backed securities | $16,363,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $15,452,000 | 2,117 |
| Issued or guaranteed by U.S. | $15,452,000 | 2,115 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $720,000 | 3,053 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,935 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $191,000 | 852 |
| Commercial mortgage pass-through securities | $191,000 | 581 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $30,423,000 | 3,393 |
| Total debt securities | $30,423,000 | 3,665 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $29,608,000 | 3,731 |
| U.S. Government securities | $15,755,000 | 3,948 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,755,000 | 3,854 |
| Securities issued by states & political subdivisions | $13,700,000 | 2,406 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $153,000 | 288 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,963,000 | 4,819 |
| Mortgage-backed securities | $15,755,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $14,790,000 | 2,154 |
| Issued or guaranteed by U.S. | $14,790,000 | 2,151 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $756,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 2,945 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $209,000 | 823 |
| Commercial mortgage pass-through securities | $209,000 | 579 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $29,608,000 | 3,435 |
| Total debt securities | $29,608,000 | 3,699 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $31,379,000 | 3,641 |
| U.S. Government securities | $17,489,000 | 3,787 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,489,000 | 3,691 |
| Securities issued by states & political subdivisions | $13,737,000 | 2,396 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $153,000 | 292 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,069,000 | 4,828 |
| Mortgage-backed securities | $17,489,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $16,454,000 | 2,052 |
| Issued or guaranteed by U.S. | $16,454,000 | 2,049 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $799,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 2,963 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $236,000 | 731 |
| Commercial mortgage pass-through securities | $236,000 | 528 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $31,379,000 | 3,373 |
| Total debt securities | $31,379,000 | 3,606 |
| 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 | $34,163,000 | 3,414 |
| U.S. Government securities | $19,725,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,725,000 | 3,434 |
| Securities issued by states & political subdivisions | $14,285,000 | 2,292 |
| Other domestic debt securities | $153,000 | 2,633 |
| 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 | $153,000 | 2,023 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,699,000 | 4,963 |
| Mortgage-backed securities | $19,725,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $18,037,000 | 1,902 |
| Issued or guaranteed by U.S. | $18,037,000 | 1,899 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,424,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $1,424,000 | 2,753 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $264,000 | 610 |
| Commercial mortgage pass-through securities | $264,000 | 454 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $34,163,000 | 3,160 |
| Total debt securities | $34,163,000 | 3,385 |
| 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 | $33,805,000 | 3,475 |
| U.S. Government securities | $20,787,000 | 3,506 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,787,000 | 3,428 |
| Securities issued by states & political subdivisions | $12,866,000 | 2,426 |
| Other domestic debt securities | $152,000 | 2,714 |
| 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 | $152,000 | 2,094 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,964,000 | 4,931 |
| Mortgage-backed securities | $20,787,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $18,892,000 | 1,929 |
| Issued or guaranteed by U.S. | $18,892,000 | 1,928 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,593,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,593,000 | 2,773 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $302,000 | 573 |
| Commercial mortgage pass-through securities | $302,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $33,805,000 | 3,203 |
| Total debt securities | $33,805,000 | 3,450 |
| 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 | $31,968,000 | 3,608 |
| U.S. Government securities | $20,464,000 | 3,592 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,464,000 | 3,520 |
| Securities issued by states & political subdivisions | $11,356,000 | 2,562 |
| Other domestic debt securities | $148,000 | 2,711 |
| 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 | $148,000 | 2,098 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,388,000 | 4,839 |
| Mortgage-backed securities | $20,214,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $18,565,000 | 1,997 |
| Issued or guaranteed by U.S. | $18,565,000 | 1,996 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,325,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,869 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $324,000 | 535 |
| Commercial mortgage pass-through securities | $324,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $31,968,000 | 3,337 |
| Total debt securities | $31,968,000 | 3,578 |
| Structured notes |
| Amortized cost | $250,000 | 2,743 |
| Fair value | $250,000 | 2,761 |
| 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 | $28,796,000 | 3,817 |
| U.S. Government securities | $19,770,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,770,000 | 3,666 |
| Securities issued by states & political subdivisions | $8,885,000 | 2,841 |
| Other domestic debt securities | $141,000 | 2,703 |
| 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 | $141,000 | 2,099 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,505,000 | 5,176 |
| Mortgage-backed securities | $18,839,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $17,452,000 | 2,068 |
| Issued or guaranteed by U.S. | $17,452,000 | 2,066 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,387,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $1,387,000 | 2,873 |
| 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) | $28,796,000 | 3,539 |
| Total debt securities | $28,796,000 | 3,789 |
| Structured notes |
| Amortized cost | $932,000 | 2,462 |
| Fair value | $931,000 | 2,456 |
| 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 | $25,352,000 | 4,061 |
| U.S. Government securities | $17,928,000 | 3,857 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,928,000 | 3,781 |
| Securities issued by states & political subdivisions | $5,842,000 | 3,383 |
| Other domestic debt securities | $1,582,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $1,443,000 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,000 | 2,026 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,960,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $14,517,000 | 2,225 |
| Issued or guaranteed by U.S. | $14,517,000 | 2,219 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,443,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,443,000 | 655 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $25,352,000 | 3,724 |
| Total debt securities | $25,352,000 | 4,034 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $20,267,000 | 4,476 |
| U.S. Government securities | $16,974,000 | 3,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,974,000 | 3,844 |
| Securities issued by states & political subdivisions | $2,752,000 | 4,169 |
| Other domestic debt securities | $541,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $391,000 | 1,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 1,987 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,855,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $10,464,000 | 2,602 |
| Issued or guaranteed by U.S. | $10,464,000 | 2,597 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $391,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $391,000 | 948 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,000 | 2,763 |
| Available-for-sale securities (fair market value) | $20,203,000 | 4,117 |
| Total debt securities | $20,267,000 | 4,441 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $16,901,000 | 4,925 |
| U.S. Government securities | $16,149,000 | 4,126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,149,000 | 4,019 |
| Securities issued by states & political subdivisions | $526,000 | 5,245 |
| Other domestic debt securities | $226,000 | 2,549 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 1,920 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,080,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $5,005,000 | 3,534 |
| Issued or guaranteed by U.S. | $5,005,000 | 3,522 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $75,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $75,000 | 1,152 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,213,000 | 786 |
| Available-for-sale securities (fair market value) | $688,000 | 6,707 |
| Total debt securities | $16,901,000 | 4,884 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $13,762,000 | 5,270 |
| U.S. Government securities | $13,013,000 | 4,546 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,013,000 | 4,423 |
| Securities issued by states & political subdivisions | $519,000 | 5,253 |
| Other domestic debt securities | $230,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $80,000 | 1,235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 1,964 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,800,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $1,720,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,720,000 | 4,446 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $80,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $80,000 | 1,177 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,071,000 | 898 |
| Available-for-sale securities (fair market value) | $691,000 | 6,749 |
| Total debt securities | $13,762,000 | 5,235 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $10,592,000 | 5,630 |
| U.S. Government securities | $9,792,000 | 4,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,792,000 | 4,760 |
| Securities issued by states & political subdivisions | $520,000 | 5,263 |
| Other domestic debt securities | $280,000 | 2,679 |
| Privately issued residential mortgage-backed securities | $129,000 | 1,263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 1,973 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,418,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 4,549 |
| Issued or guaranteed by U.S. | $1,289,000 | 4,542 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $129,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $129,000 | 1,204 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,897,000 | 1,030 |
| Available-for-sale securities (fair market value) | $695,000 | 6,780 |
| Total debt securities | $10,592,000 | 5,591 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $6,119,000 | 6,358 |
| U.S. Government securities | $5,206,000 | 5,857 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,206,000 | 5,731 |
| Securities issued by states & political subdivisions | $544,000 | 5,198 |
| Other domestic debt securities | $369,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $218,000 | 1,278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 2,009 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,528,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,539 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $218,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $218,000 | 1,220 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,421,000 | 1,421 |
| Available-for-sale securities (fair market value) | $698,000 | 6,839 |
| Total debt securities | $6,119,000 | 6,316 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $5,365,000 | 6,565 |
| U.S. Government securities | $4,427,000 | 6,178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,427,000 | 6,060 |
| Securities issued by states & political subdivisions | $536,000 | 5,175 |
| Other domestic debt securities | $402,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $252,000 | 1,300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 1,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $534,000 | 5,486 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,293 |
| Issued or guaranteed by U.S. | $282,000 | 5,282 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $252,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $252,000 | 1,244 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,664,000 | 1,547 |
| Available-for-sale securities (fair market value) | $701,000 | 6,905 |
| Total debt securities | $5,365,000 | 6,524 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $2,595,000 | 7,175 |
| U.S. Government securities | $2,035,000 | 6,928 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,035,000 | 6,815 |
| Securities issued by states & political subdivisions | $301,000 | 5,462 |
| Other domestic debt securities | $259,000 | 2,832 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,341 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $546,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,404 |
| Issued or guaranteed by U.S. | $287,000 | 5,393 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $259,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $259,000 | 1,286 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,526,000 | 1,902 |
| Available-for-sale securities (fair market value) | $69,000 | 7,153 |
| Total debt securities | $2,595,000 | 7,135 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $455,000 | 7,614 |
| U.S. Government securities | $126,000 | 7,508 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $126,000 | 7,411 |
| Securities issued by states & political subdivisions | $301,000 | 5,492 |
| Other domestic debt securities | $28,000 | 3,170 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,505 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $154,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,667 |
| Issued or guaranteed by U.S. | $126,000 | 5,652 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $28,000 | 3,676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $28,000 | 1,432 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $383,000 | 2,740 |
| Available-for-sale securities (fair market value) | $72,000 | 7,205 |
| Total debt securities | $455,000 | 7,583 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $571,000 | 7,659 |
| U.S. Government securities | $130,000 | 7,593 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $130,000 | 7,499 |
| Securities issued by states & political subdivisions | $412,000 | 5,407 |
| Other domestic debt securities | $29,000 | 3,271 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,557 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $159,000 | 6,015 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,747 |
| Issued or guaranteed by U.S. | $130,000 | 5,729 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $29,000 | 3,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $29,000 | 1,481 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $497,000 | 2,723 |
| Available-for-sale securities (fair market value) | $74,000 | 7,274 |
| Total debt securities | $571,000 | 7,625 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $585,000 | 7,718 |
| U.S. Government securities | $142,000 | 7,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,000 | 7,568 |
| Securities issued by states & political subdivisions | $412,000 | 5,423 |
| Other domestic debt securities | $31,000 | 3,340 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,576 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $173,000 | 6,058 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,787 |
| Issued or guaranteed by U.S. | $142,000 | 5,768 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $31,000 | 3,673 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $31,000 | 1,497 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $508,000 | 2,740 |
| Available-for-sale securities (fair market value) | $77,000 | 7,340 |
| Total debt securities | $585,000 | 7,686 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $819,000 | 7,756 |
| U.S. Government securities | $150,000 | 7,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $150,000 | 7,646 |
| Securities issued by states & political subdivisions | $637,000 | 5,126 |
| Other domestic debt securities | $32,000 | 3,275 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,593 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $182,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,837 |
| Issued or guaranteed by U.S. | $150,000 | 5,819 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $32,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $32,000 | 1,514 |
| 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) | $738,000 | 2,643 |
| Available-for-sale securities (fair market value) | $81,000 | 7,395 |
| Total debt securities | $819,000 | 7,722 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $829,000 | 7,808 |
| U.S. Government securities | $795,000 | 7,596 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $795,000 | 7,519 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $34,000 | 3,196 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,545 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $191,000 | 6,098 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,852 |
| Issued or guaranteed by U.S. | $157,000 | 5,831 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $34,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $34,000 | 1,466 |
| 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) | $745,000 | 2,665 |
| Available-for-sale securities (fair market value) | $84,000 | 7,439 |
| Total debt securities | $829,000 | 7,777 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $847,000 | 7,863 |
| U.S. Government securities | $163,000 | 7,853 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $163,000 | 7,768 |
| Securities issued by states & political subdivisions | $648,000 | 5,075 |
| Other domestic debt securities | $36,000 | 3,153 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,513 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $199,000 | 6,102 |
| Certificates of participation in pools of residential mortgages | $163,000 | 5,848 |
| Issued or guaranteed by U.S. | $163,000 | 5,830 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $36,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $36,000 | 1,435 |
| 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) | $760,000 | 2,682 |
| Available-for-sale securities (fair market value) | $87,000 | 7,488 |
| Total debt securities | $847,000 | 7,827 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $855,000 | 7,918 |
| U.S. Government securities | $169,000 | 7,909 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $169,000 | 7,833 |
| Securities issued by states & political subdivisions | $649,000 | 5,120 |
| Other domestic debt securities | $37,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,480 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $206,000 | 6,110 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,856 |
| Issued or guaranteed by U.S. | $169,000 | 5,832 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $37,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $37,000 | 1,394 |
| 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) | $765,000 | 2,682 |
| Available-for-sale securities (fair market value) | $90,000 | 7,542 |
| Total debt securities | $855,000 | 7,875 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $872,000 | 7,965 |
| U.S. Government securities | $183,000 | 7,954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $183,000 | 7,880 |
| Securities issued by states & political subdivisions | $649,000 | 5,144 |
| Other domestic debt securities | $40,000 | 3,076 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,467 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $223,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,833 |
| Issued or guaranteed by U.S. | $183,000 | 5,803 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,000 | 3,561 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $40,000 | 1,381 |
| 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) | $778,000 | 2,712 |
| Available-for-sale securities (fair market value) | $94,000 | 7,580 |
| Total debt securities | $872,000 | 7,918 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $1,382,000 | 7,924 |
| U.S. Government securities | $690,000 | 7,889 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $690,000 | 7,789 |
| Securities issued by states & political subdivisions | $649,000 | 5,169 |
| Other domestic debt securities | $43,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,365 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $233,000 | 5,980 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,707 |
| Issued or guaranteed by U.S. | $190,000 | 5,687 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $43,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $43,000 | 1,288 |
| 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) | $1,283,000 | 2,546 |
| Available-for-sale securities (fair market value) | $99,000 | 7,593 |
| Total debt securities | $1,382,000 | 7,877 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $1,970,000 | 7,840 |
| U.S. Government securities | $704,000 | 7,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $704,000 | 7,831 |
| Securities issued by states & political subdivisions | $970,000 | 4,930 |
| Other domestic debt securities | $296,000 | 2,575 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 1,934 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $249,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,629 |
| Issued or guaranteed by U.S. | $204,000 | 5,607 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $45,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $45,000 | 1,252 |
| 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) | $1,970,000 | 2,376 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,970,000 | 7,792 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $1,989,000 | 7,883 |
| U.S. Government securities | $721,000 | 7,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $721,000 | 7,877 |
| Securities issued by states & political subdivisions | $970,000 | 4,955 |
| Other domestic debt securities | $298,000 | 2,517 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 1,898 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $267,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,617 |
| Issued or guaranteed by U.S. | $221,000 | 5,596 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $46,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $46,000 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,633,000 | 2,495 |
| Available-for-sale securities (fair market value) | $356,000 | 7,580 |
| Total debt securities | $1,989,000 | 7,834 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $2,007,000 | 7,905 |
| U.S. Government securities | $736,000 | 8,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $736,000 | 7,920 |
| Securities issued by states & political subdivisions | $973,000 | 4,986 |
| Other domestic debt securities | $298,000 | 2,540 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,955 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $284,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,612 |
| Issued or guaranteed by U.S. | $236,000 | 5,588 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $48,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $48,000 | 1,157 |
| 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) | $1,646,000 | 2,529 |
| Available-for-sale securities (fair market value) | $361,000 | 7,599 |
| Total debt securities | $2,007,000 | 7,855 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $2,024,000 | 7,952 |
| U.S. Government securities | $748,000 | 8,071 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $748,000 | 7,968 |
| Securities issued by states & political subdivisions | $971,000 | 5,022 |
| Other domestic debt securities | $305,000 | 2,550 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 1,991 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $300,000 | 5,890 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,603 |
| Issued or guaranteed by U.S. | $248,000 | 5,579 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $52,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $52,000 | 1,146 |
| 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) | $1,652,000 | 2,593 |
| Available-for-sale securities (fair market value) | $372,000 | 7,646 |
| Total debt securities | $2,024,000 | 7,897 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $1,558,000 | 8,138 |
| U.S. Government securities | $272,000 | 8,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $272,000 | 8,180 |
| Securities issued by states & political subdivisions | $977,000 | 5,046 |
| Other domestic debt securities | $309,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $254,000 | 2,033 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $327,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,591 |
| Issued or guaranteed by U.S. | $272,000 | 5,564 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $55,000 | 3,401 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $55,000 | 1,123 |
| 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) | $1,180,000 | 2,835 |
| Available-for-sale securities (fair market value) | $378,000 | 7,702 |
| Total debt securities | $1,558,000 | 8,091 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $1,578,000 | 8,187 |
| U.S. Government securities | $288,000 | 8,327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $288,000 | 8,216 |
| Securities issued by states & political subdivisions | $978,000 | 5,066 |
| Other domestic debt securities | $312,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $254,000 | 2,091 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $346,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,599 |
| Issued or guaranteed by U.S. | $288,000 | 5,574 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $58,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $58,000 | 1,114 |
| 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) | $1,194,000 | 2,859 |
| Available-for-sale securities (fair market value) | $384,000 | 7,737 |
| Total debt securities | $1,578,000 | 8,145 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $1,611,000 | 8,228 |
| U.S. Government securities | $311,000 | 8,356 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $311,000 | 8,245 |
| Securities issued by states & political subdivisions | $979,000 | 5,081 |
| Other domestic debt securities | $321,000 | 2,682 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $256,000 | 2,195 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $376,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $311,000 | 5,592 |
| Issued or guaranteed by U.S. | $311,000 | 5,569 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $65,000 | 3,403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $65,000 | 1,101 |
| 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) | $1,218,000 | 2,908 |
| Available-for-sale securities (fair market value) | $393,000 | 7,768 |
| Total debt securities | $1,611,000 | 8,188 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $1,661,000 | 8,265 |
| U.S. Government securities | $352,000 | 8,394 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $352,000 | 8,278 |
| Securities issued by states & political subdivisions | $980,000 | 5,104 |
| Other domestic debt securities | $329,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $259,000 | 2,297 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $422,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,570 |
| Issued or guaranteed by U.S. | $352,000 | 5,544 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $70,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $70,000 | 1,062 |
| 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) | $1,271,000 | 2,943 |
| Available-for-sale securities (fair market value) | $390,000 | 7,814 |
| Total debt securities | $1,661,000 | 8,217 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $1,716,000 | 8,284 |
| U.S. Government securities | $398,000 | 8,417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $398,000 | 8,313 |
| Securities issued by states & political subdivisions | $980,000 | 5,117 |
| Other domestic debt securities | $338,000 | 2,808 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,132 |
| 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 | 2,365 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $476,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $398,000 | 5,547 |
| Issued or guaranteed by U.S. | $398,000 | 5,527 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $78,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $78,000 | 1,042 |
| 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) | $1,317,000 | 2,951 |
| Available-for-sale securities (fair market value) | $399,000 | 7,843 |
| Total debt securities | $1,716,000 | 8,235 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $1,818,000 | 8,295 |
| U.S. Government securities | $482,000 | 8,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $482,000 | 8,317 |
| Securities issued by states & political subdivisions | $981,000 | 5,093 |
| Other domestic debt securities | $355,000 | 2,855 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,000 | 2,441 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $573,000 | 5,831 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,506 |
| Issued or guaranteed by U.S. | $482,000 | 5,479 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $91,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $91,000 | 998 |
| 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) | $1,407,000 | 2,971 |
| Available-for-sale securities (fair market value) | $411,000 | 7,862 |
| Total debt securities | $1,818,000 | 8,248 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $1,896,000 | 8,348 |
| U.S. Government securities | $547,000 | 8,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $547,000 | 8,340 |
| Securities issued by states & political subdivisions | $981,000 | 5,124 |
| Other domestic debt securities | $368,000 | 2,900 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $263,000 | 2,528 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $652,000 | 5,841 |
| Certificates of participation in pools of residential mortgages | $547,000 | 5,492 |
| Issued or guaranteed by U.S. | $547,000 | 5,473 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $105,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $105,000 | 984 |
| 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) | $1,476,000 | 2,973 |
| Available-for-sale securities (fair market value) | $420,000 | 7,942 |
| Total debt securities | $1,896,000 | 8,295 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $1,718,000 | 8,419 |
| U.S. Government securities | $603,000 | 8,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $603,000 | 8,356 |
| Securities issued by states & political subdivisions | $730,000 | 5,364 |
| Other domestic debt securities | $385,000 | 2,928 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 2,580 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $719,000 | 5,831 |
| Certificates of participation in pools of residential mortgages | $603,000 | 5,475 |
| Issued or guaranteed by U.S. | $603,000 | 5,456 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $116,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $116,000 | 965 |
| 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) | $1,290,000 | 3,083 |
| Available-for-sale securities (fair market value) | $428,000 | 7,964 |
| Total debt securities | $1,718,000 | 8,364 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $1,825,000 | 8,440 |
| U.S. Government securities | $690,000 | 8,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $690,000 | 8,397 |
| Securities issued by states & political subdivisions | $731,000 | 5,409 |
| Other domestic debt securities | $404,000 | 2,945 |
| Privately issued residential mortgage-backed securities | $133,000 | 994 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $271,000 | 2,638 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $823,000 | 5,783 |
| Certificates of participation in pools of residential mortgages | $690,000 | 5,415 |
| Issued or guaranteed by U.S. | $690,000 | 5,401 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $133,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $133,000 | 912 |
| 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) | $1,385,000 | 3,078 |
| Available-for-sale securities (fair market value) | $440,000 | 8,013 |
| Total debt securities | $1,825,000 | 8,388 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $1,897,000 | 8,506 |
| U.S. Government securities | $748,000 | 8,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $748,000 | 8,453 |
| Securities issued by states & political subdivisions | $731,000 | 5,451 |
| Other domestic debt securities | $418,000 | 3,018 |
| Privately issued residential mortgage-backed securities | $156,000 | 968 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $262,000 | 2,764 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $904,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $748,000 | 5,430 |
| Issued or guaranteed by U.S. | $748,000 | 5,413 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $156,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $156,000 | 898 |
| 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) | $1,442,000 | 3,068 |
| Available-for-sale securities (fair market value) | $455,000 | 8,064 |
| Total debt securities | $1,897,000 | 8,454 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $1,884,000 | 8,506 |
| U.S. Government securities | $532,000 | 8,614 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $532,000 | 8,499 |
| Securities issued by states & political subdivisions | $890,000 | 5,289 |
| Other domestic debt securities | $462,000 | 3,078 |
| Privately issued residential mortgage-backed securities | $184,000 | 1,017 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $278,000 | 2,824 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $716,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,677 |
| Issued or guaranteed by U.S. | $532,000 | 5,660 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $184,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $184,000 | 934 |
| 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) | $1,406,000 | 3,083 |
| Available-for-sale securities (fair market value) | $478,000 | 8,073 |
| Total debt securities | $1,884,000 | 8,441 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $2,499,000 | 8,427 |
| U.S. Government securities | $781,000 | 8,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $781,000 | 8,501 |
| Securities issued by states & political subdivisions | $890,000 | 5,337 |
| Other domestic debt securities | $828,000 | 2,724 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $828,000 | 2,413 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $781,000 | 5,940 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,678 |
| Issued or guaranteed by U.S. | $569,000 | 5,658 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $212,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 3,346 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,950,000 | 2,894 |
| Available-for-sale securities (fair market value) | $549,000 | 8,106 |
| Total debt securities | $2,499,000 | 8,355 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $2,589,000 | 8,410 |
| U.S. Government securities | $871,000 | 8,612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $871,000 | 8,470 |
| Securities issued by states & political subdivisions | $891,000 | 5,361 |
| Other domestic debt securities | $827,000 | 2,838 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $827,000 | 2,524 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $871,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $616,000 | 5,679 |
| Issued or guaranteed by U.S. | $616,000 | 5,657 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $255,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,368 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,012,000 | 2,880 |
| Available-for-sale securities (fair market value) | $577,000 | 8,136 |
| Total debt securities | $2,589,000 | 8,332 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $2,654,000 | 8,412 |
| U.S. Government securities | $927,000 | 8,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $927,000 | 8,477 |
| Securities issued by states & political subdivisions | $891,000 | 5,334 |
| Other domestic debt securities | $836,000 | 2,904 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $836,000 | 2,575 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $715,000 | 6,139 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,979 |
| Issued or guaranteed by U.S. | $395,000 | 5,958 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $320,000 | 3,643 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 3,469 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,756,000 | 3,018 |
| Available-for-sale securities (fair market value) | $898,000 | 8,079 |
| Total debt securities | $2,654,000 | 8,334 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $3,002,000 | 8,379 |
| U.S. Government securities | $1,031,000 | 8,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,031,000 | 8,463 |
| Securities issued by states & political subdivisions | $891,000 | 5,291 |
| Other domestic debt securities | $1,080,000 | 2,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,080,000 | 2,360 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $826,000 | 6,071 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,945 |
| Issued or guaranteed by U.S. | $426,000 | 5,926 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $400,000 | 3,677 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 3,509 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,066,000 | 2,920 |
| Available-for-sale securities (fair market value) | $936,000 | 8,110 |
| Total debt securities | $3,002,000 | 8,295 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $3,695,000 | 8,222 |
| U.S. Government securities | $1,590,000 | 8,485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,590,000 | 8,314 |
| Securities issued by states & political subdivisions | $891,000 | 5,306 |
| Other domestic debt securities | $1,214,000 | 2,646 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,214,000 | 2,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,138,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $453,000 | 5,890 |
| Issued or guaranteed by U.S. | $453,000 | 5,870 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $685,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 3,261 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,633,000 | 2,784 |
| Available-for-sale securities (fair market value) | $1,062,000 | 8,071 |
| Total debt securities | $3,695,000 | 8,138 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $6,860,000 | 7,365 |
| U.S. Government securities | $3,536,000 | 7,851 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,536,000 | 7,602 |
| Securities issued by states & political subdivisions | $892,000 | 5,383 |
| Other domestic debt securities | $1,423,000 | 2,607 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,423,000 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,009,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,474,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,571 |
| Issued or guaranteed by U.S. | $612,000 | 5,550 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,862,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $1,862,000 | 2,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,252,000 | 2,241 |
| Available-for-sale securities (fair market value) | $1,608,000 | 8,060 |
| Total debt securities | $5,851,000 | 7,567 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $9,486,000 | 6,954 |
| U.S. Government securities | $8,268,000 | 6,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,268,000 | 6,068 |
| Securities issued by states & political subdivisions | $734,000 | 5,717 |
| Other domestic debt securities | $469,000 | 3,048 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $469,000 | 2,680 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,832 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,975,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $800,000 | 5,016 |
| Issued or guaranteed by U.S. | $800,000 | 5,002 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,175,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,175,000 | 2,074 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,569,000 | 3,594 |
| Available-for-sale securities (fair market value) | $6,917,000 | 6,624 |
| Total debt securities | $9,471,000 | 6,823 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $9,144,000 | 7,337 |
| U.S. Government securities | $7,791,000 | 6,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,791,000 | 6,334 |
| Securities issued by states & political subdivisions | $732,000 | 6,026 |
| Other domestic debt securities | $606,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $606,000 | 2,280 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,846 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,270,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $944,000 | 5,104 |
| Issued or guaranteed by U.S. | $944,000 | 5,091 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,326,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $2,326,000 | 2,173 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,260,000 | 3,670 |
| Available-for-sale securities (fair market value) | $5,884,000 | 7,136 |
| Total debt securities | $9,129,000 | 7,223 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,132,000 | 7,664 |
| U.S. Government securities | $7,610,000 | 6,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,610,000 | 6,051 |
| Securities issued by states & political subdivisions | $507,000 | 6,556 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,743 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,897,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 5,015 |
| Issued or guaranteed by U.S. | $1,233,000 | 5,000 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,664,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $2,664,000 | 2,219 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,706,000 | 2,726 |
| Available-for-sale securities (fair market value) | $426,000 | 9,170 |
| Total debt securities | $8,117,000 | 7,524 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,766,000 | 7,831 |
| U.S. Government securities | $8,246,000 | 7,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,246,000 | 5,862 |
| Securities issued by states & political subdivisions | $505,000 | 6,716 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,284,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $1,562,000 | 4,749 |
| Issued or guaranteed by U.S. | $1,562,000 | 4,734 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,722,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $2,722,000 | 2,256 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,030,000 | 3,478 |
| Available-for-sale securities (fair market value) | $1,736,000 | 8,848 |
| Total debt securities | $8,751,000 | 7,704 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,479,000 | 8,804 |
| U.S. Government securities | $6,958,000 | 8,274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,958,000 | 6,732 |
| Securities issued by states & political subdivisions | $503,000 | 7,044 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,870 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-3,000 | 750 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,764,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,837,000 | 4,855 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,927,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $2,927,000 | 2,489 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,185,000 | 4,607 |
| Available-for-sale securities (fair market value) | $2,294,000 | 8,889 |
| Total debt securities | $7,461,000 | 8,709 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,855,000 | 9,055 |
| U.S. Government securities | $7,334,000 | 8,467 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $7,334,000 | 6,546 |
| Securities issued by states & political subdivisions | $502,000 | 7,327 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,958 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-4,000 | 807 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,265,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $2,103,000 | 4,820 |
| Issued or guaranteed by U.S. | $2,103,000 | 4,791 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,162,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $3,162,000 | 2,645 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,070,000 | 4,574 |
| Available-for-sale securities (fair market value) | $1,785,000 | 9,530 |
| Total debt securities | $7,836,000 | 8,952 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $8,352,000 | 9,399 |
| U.S. Government securities | $7,823,000 | 8,738 |
| U.S. Treasury securities | $248,000 | 10,870 |
| U.S. Government agency obligations | $7,575,000 | 6,364 |
| Securities issued by states & political subdivisions | $501,000 | 7,679 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 8,058 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-13,000 | 932 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,103,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $1,882,000 | 5,315 |
| Issued or guaranteed by U.S. | $1,882,000 | 5,290 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,221,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $3,221,000 | 2,785 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,477,000 | 7,183 |
| Available-for-sale securities (fair market value) | $1,875,000 | 8,984 |
| Total debt securities | $8,324,000 | 9,312 |
| 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 | $7,719,000 | 9,998 |
| U.S. Government securities | $7,212,000 | 9,303 |
| U.S. Treasury securities | $247,000 | 11,326 |
| U.S. Government agency obligations | $6,965,000 | 6,834 |
| Securities issued by states & political subdivisions | $188,000 | 8,943 |
| Other domestic debt securities | $300,000 | 4,838 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 3,756 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-19,000 | 1,022 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,964,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 6,338 |
| Issued or guaranteed by U.S. | $1,486,000 | 6,295 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,478,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $4,478,000 | 2,648 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,700,000 | 9,861 |
| 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 | $7,805,000 | 10,114 |
| U.S. Government securities | $6,873,000 | 9,676 |
| U.S. Treasury securities | $247,000 | 11,833 |
| U.S. Government agency obligations | $6,626,000 | 7,003 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $903,000 | 4,259 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $903,000 | 3,113 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-29,000 | 1,299 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,880,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $1,891,000 | 6,276 |
| Issued or guaranteed by U.S. | $1,891,000 | 6,211 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,989,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $3,989,000 | 2,747 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,776,000 | 10,000 |
| 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 |
