| 2007-06-30 | Rank |
| Total securities | $76,454,000 | 1,540 |
| U.S. Government securities | $72,323,000 | 1,209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,323,000 | 1,179 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $4,131,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,131,000 | 686 |
| 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 | $72,323,000 | 677 |
| Certificates of participation in pools of residential mortgages | $72,323,000 | 472 |
| Issued or guaranteed by U.S. | $72,323,000 | 469 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $76,454,000 | 1,337 |
| Total debt securities | $76,454,000 | 1,507 |
| 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 | $284,955,000 | 448 |
| U.S. Government securities | $175,161,000 | 503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $175,161,000 | 489 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $109,794,000 | 192 |
| Privately issued residential mortgage-backed securities | $105,632,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,162,000 | 704 |
| 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 | $254,293,000 | 273 |
| Certificates of participation in pools of residential mortgages | $148,661,000 | 277 |
| Issued or guaranteed by U.S. | $148,661,000 | 269 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $105,632,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $105,632,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $284,955,000 | 378 |
| Total debt securities | $284,955,000 | 438 |
| 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 | $294,280,000 | 435 |
| U.S. Government securities | $183,098,000 | 499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $183,098,000 | 480 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $111,182,000 | 187 |
| Privately issued residential mortgage-backed securities | $107,077,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,105,000 | 719 |
| 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 | $263,698,000 | 266 |
| Certificates of participation in pools of residential mortgages | $156,621,000 | 267 |
| Issued or guaranteed by U.S. | $156,621,000 | 259 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $107,077,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $107,077,000 | 108 |
| 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) | $-4,552,000 | 8,687 |
| Available-for-sale securities (fair market value) | $298,832,000 | 367 |
| Total debt securities | $294,280,000 | 423 |
| 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 | $252,545,000 | 510 |
| U.S. Government securities | $192,606,000 | 485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $192,606,000 | 469 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $59,939,000 | 259 |
| Privately issued residential mortgage-backed securities | $55,875,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,064,000 | 725 |
| 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 | $221,872,000 | 299 |
| Certificates of participation in pools of residential mortgages | $165,997,000 | 259 |
| Issued or guaranteed by U.S. | $165,997,000 | 251 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $55,875,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $55,875,000 | 160 |
| 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) | $-5,068,000 | 8,751 |
| Available-for-sale securities (fair market value) | $257,613,000 | 426 |
| Total debt securities | $252,545,000 | 493 |
| 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 | $574,588,000 | 251 |
| U.S. Government securities | $519,355,000 | 211 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $519,355,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $55,233,000 | 270 |
| Privately issued residential mortgage-backed securities | $51,311,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,922,000 | 755 |
| 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 | $532,930,000 | 170 |
| Certificates of participation in pools of residential mortgages | $481,619,000 | 121 |
| Issued or guaranteed by U.S. | $481,619,000 | 117 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $51,311,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $51,311,000 | 164 |
| 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) | $-31,732,000 | 8,787 |
| Available-for-sale securities (fair market value) | $606,320,000 | 208 |
| Total debt securities | $574,588,000 | 247 |
| 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 | $606,956,000 | 253 |
| U.S. Government securities | $548,317,000 | 214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $548,317,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $58,639,000 | 265 |
| Privately issued residential mortgage-backed securities | $54,704,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,935,000 | 794 |
| 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 | $564,462,000 | 167 |
| Certificates of participation in pools of residential mortgages | $509,758,000 | 121 |
| Issued or guaranteed by U.S. | $509,758,000 | 117 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $54,704,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $54,704,000 | 159 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $606,956,000 | 214 |
| Total debt securities | $606,956,000 | 248 |
| 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 | $626,075,000 | 253 |
| U.S. Government securities | $564,497,000 | 218 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $564,497,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $61,578,000 | 261 |
| Privately issued residential mortgage-backed securities | $57,603,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,975,000 | 822 |
| 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 | $582,312,000 | 167 |
| Certificates of participation in pools of residential mortgages | $524,709,000 | 126 |
| Issued or guaranteed by U.S. | $524,709,000 | 123 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $57,603,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $57,603,000 | 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $626,075,000 | 215 |
| Total debt securities | $626,075,000 | 250 |
| 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 | $681,417,000 | 237 |
| U.S. Government securities | $575,854,000 | 213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $575,854,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $105,563,000 | 204 |
| Privately issued residential mortgage-backed securities | $62,077,000 | 159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,486,000 | 154 |
| 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 | $597,990,000 | 168 |
| Certificates of participation in pools of residential mortgages | $535,913,000 | 124 |
| Issued or guaranteed by U.S. | $535,913,000 | 119 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $62,077,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $62,077,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $681,417,000 | 197 |
| Total debt securities | $681,417,000 | 233 |
| 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 | $659,090,000 | 241 |
| U.S. Government securities | $548,910,000 | 213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $548,910,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $110,180,000 | 201 |
| Privately issued residential mortgage-backed securities | $66,349,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,831,000 | 151 |
| 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 | $615,259,000 | 171 |
| Certificates of participation in pools of residential mortgages | $548,910,000 | 122 |
| Issued or guaranteed by U.S. | $548,910,000 | 117 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $66,349,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $66,349,000 | 148 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $659,090,000 | 207 |
| Total debt securities | $659,090,000 | 239 |
| 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 | $741,103,000 | 225 |
| U.S. Government securities | $669,360,000 | 199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $669,360,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $71,743,000 | 239 |
| Privately issued residential mortgage-backed securities | $28,430,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,313,000 | 160 |
| 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 | $617,745,000 | 171 |
| Certificates of participation in pools of residential mortgages | $589,315,000 | 115 |
| Issued or guaranteed by U.S. | $589,315,000 | 113 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,430,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $28,430,000 | 222 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $741,103,000 | 191 |
| Total debt securities | $741,103,000 | 225 |
| 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 | $700,290,000 | 236 |
| U.S. Government securities | $625,240,000 | 202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $625,240,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $75,050,000 | 233 |
| Privately issued residential mortgage-backed securities | $31,592,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,458,000 | 161 |
| 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 | $602,877,000 | 178 |
| Certificates of participation in pools of residential mortgages | $571,285,000 | 121 |
| Issued or guaranteed by U.S. | $571,285,000 | 118 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $31,592,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $31,592,000 | 206 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $700,290,000 | 203 |
| Total debt securities | $700,290,000 | 232 |
| 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 | $311,096,000 | 458 |
| U.S. Government securities | $234,108,000 | 461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $234,108,000 | 432 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $76,988,000 | 232 |
| Privately issued residential mortgage-backed securities | $33,314,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,674,000 | 159 |
| 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 | $104,653,000 | 599 |
| Certificates of participation in pools of residential mortgages | $71,339,000 | 586 |
| Issued or guaranteed by U.S. | $71,339,000 | 583 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,314,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $33,314,000 | 180 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $311,096,000 | 391 |
| Total debt securities | $311,096,000 | 443 |
| 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 | $439,035,000 | 348 |
| U.S. Government securities | $333,097,000 | 339 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $333,097,000 | 322 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $105,938,000 | 199 |
| Privately issued residential mortgage-backed securities | $62,245,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,693,000 | 164 |
| 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 | $144,452,000 | 483 |
| Certificates of participation in pools of residential mortgages | $82,207,000 | 536 |
| Issued or guaranteed by U.S. | $82,207,000 | 532 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $62,245,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $62,245,000 | 136 |
| 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) | $4,000 | 4,548 |
| Available-for-sale securities (fair market value) | $439,031,000 | 303 |
| Total debt securities | $439,035,000 | 339 |
| 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 | $301,954,000 | 488 |
| U.S. Government securities | $260,798,000 | 421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $260,798,000 | 400 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $41,156,000 | 348 |
| Privately issued residential mortgage-backed securities | $1,325,000 | 689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,831,000 | 191 |
| 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 | $93,889,000 | 671 |
| Certificates of participation in pools of residential mortgages | $92,564,000 | 504 |
| Issued or guaranteed by U.S. | $92,564,000 | 498 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,325,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,325,000 | 645 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $301,954,000 | 414 |
| Total debt securities | $301,954,000 | 467 |
| 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 | $454,341,000 | 344 |
| U.S. Government securities | $421,257,000 | 299 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $421,257,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $33,084,000 | 390 |
| 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 | $33,084,000 | 251 |
| 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 | $194,085,000 | 405 |
| Certificates of participation in pools of residential mortgages | $192,621,000 | 281 |
| Issued or guaranteed by U.S. | $192,621,000 | 273 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,464,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 2,397 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $454,341,000 | 299 |
| Total debt securities | $454,341,000 | 332 |
| 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 | $320,899,000 | 462 |
| U.S. Government securities | $308,057,000 | 385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $308,057,000 | 362 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $12,842,000 | 756 |
| 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 | $12,842,000 | 571 |
| 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 | $46,304,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $44,642,000 | 854 |
| Issued or guaranteed by U.S. | $44,642,000 | 849 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,662,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,662,000 | 2,345 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $320,899,000 | 404 |
| Total debt securities | $320,899,000 | 452 |
| 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 | $347,736,000 | 420 |
| U.S. Government securities | $335,000,000 | 346 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $335,000,000 | 337 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $12,736,000 | 790 |
| 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 | $12,736,000 | 589 |
| 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 | $61,634,000 | 909 |
| Certificates of participation in pools of residential mortgages | $59,668,000 | 659 |
| Issued or guaranteed by U.S. | $59,668,000 | 654 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,966,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $1,966,000 | 2,421 |
| 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) | $1,000 | 4,711 |
| Available-for-sale securities (fair market value) | $347,735,000 | 363 |
| Total debt securities | $347,736,000 | 407 |
| 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 | $565,663,000 | 286 |
| U.S. Government securities | $553,178,000 | 236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $553,178,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $12,485,000 | 805 |
| 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 | $12,485,000 | 589 |
| 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 | $160,880,000 | 463 |
| Certificates of participation in pools of residential mortgages | $158,449,000 | 315 |
| Issued or guaranteed by U.S. | $158,449,000 | 310 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,431,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 2,280 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $565,663,000 | 254 |
| Total debt securities | $565,663,000 | 278 |
| 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 | $654,700,000 | 240 |
| U.S. Government securities | $642,232,000 | 199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $642,232,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $12,468,000 | 812 |
| 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 | $12,468,000 | 610 |
| 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 | $133,995,000 | 494 |
| Certificates of participation in pools of residential mortgages | $125,071,000 | 355 |
| Issued or guaranteed by U.S. | $125,071,000 | 351 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,924,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $8,924,000 | 1,254 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $654,700,000 | 208 |
| Total debt securities | $654,700,000 | 234 |
| 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 | $849,604,000 | 183 |
| U.S. Government securities | $837,499,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $837,499,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $12,105,000 | 843 |
| 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 | $12,105,000 | 631 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $776,665,000 | 139 |
| Certificates of participation in pools of residential mortgages | $498,396,000 | 114 |
| Issued or guaranteed by U.S. | $498,396,000 | 112 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $278,269,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $278,269,000 | 116 |
| 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) | $10,397,000 | 1,508 |
| Available-for-sale securities (fair market value) | $839,207,000 | 165 |
| Total debt securities | $849,604,000 | 179 |
| 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 | $388,450,000 | 325 |
| U.S. Government securities | $375,525,000 | 263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $375,525,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $12,925,000 | 697 |
| 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 | $12,925,000 | 558 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| 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 | $213,439,000 | 290 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,233,000 | 4,539 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $212,206,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $212,206,000 | 123 |
| 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) | $15,934,000 | 1,357 |
| Available-for-sale securities (fair market value) | $372,516,000 | 278 |
| Total debt securities | $388,450,000 | 310 |
| 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 | $416,809,000 | 338 |
| U.S. Government securities | $406,937,000 | 261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $406,937,000 | 240 |
| Securities issued by states & political subdivisions | $234,000 | 6,947 |
| Other domestic debt securities | $9,638,000 | 847 |
| 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 | $9,638,000 | 681 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| 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 | $246,037,000 | 303 |
| Certificates of participation in pools of residential mortgages | $287,000 | 6,148 |
| Issued or guaranteed by U.S. | $287,000 | 6,131 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $245,750,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $245,750,000 | 125 |
| 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) | $9,638,000 | 2,165 |
| Available-for-sale securities (fair market value) | $407,171,000 | 278 |
| Total debt securities | $416,809,000 | 326 |
| 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 | $59,460,000 | 1,953 |
| U.S. Government securities | $59,210,000 | 1,476 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,210,000 | 1,260 |
| Securities issued by states & political subdivisions | $250,000 | 7,119 |
| 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 | $0 | 8,258 |
| 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 | $59,210,000 | 791 |
| Certificates of participation in pools of residential mortgages | $882,000 | 5,419 |
| Issued or guaranteed by U.S. | $882,000 | 5,402 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $58,328,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $58,328,000 | 316 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $59,460,000 | 1,462 |
| Total debt securities | $59,460,000 | 1,875 |
| 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 | $18,054,000 | 5,307 |
| U.S. Government securities | $18,054,000 | 4,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,054,000 | 3,486 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| 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 | $18,054,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $9,926,000 | 1,946 |
| Issued or guaranteed by U.S. | $9,926,000 | 1,930 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,128,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $8,128,000 | 1,229 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $18,054,000 | 3,897 |
| Total debt securities | $18,054,000 | 5,177 |
| 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 | $497,000 | 11,249 |
| U.S. Government securities | $499,000 | 11,110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $499,000 | 10,480 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 286 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $-1,000 | 11,471 |
| Available-for-sale securities (fair market value) | $498,000 | 9,825 |
| Total debt securities | $499,000 | 11,153 |
| 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 | $504,000 | 11,754 |
| U.S. Government securities | $504,000 | 11,610 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $504,000 | 10,828 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $4,000 | 8,441 |
| Available-for-sale securities (fair market value) | $500,000 | 10,268 |
| Total debt securities | $504,000 | 11,650 |
| 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 | $1,508,000 | 12,198 |
| U.S. Government securities | $1,508,000 | 11,978 |
| U.S. Treasury securities | $516,000 | 10,343 |
| U.S. Government agency obligations | $992,000 | 10,904 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,000 | 9,859 |
| Certificates of participation in pools of residential mortgages | $38,000 | 9,131 |
| Issued or guaranteed by U.S. | $38,000 | 9,101 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $1,508,000 | 9,248 |
| Total debt securities | $1,508,000 | 12,107 |
| 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 | $1,355,000 | 12,786 |
| U.S. Government securities | $850,000 | 12,743 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $850,000 | 11,354 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $505,000 | 3,036 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,000 | 10,503 |
| Certificates of participation in pools of residential mortgages | $39,000 | 9,709 |
| Issued or guaranteed by U.S. | $39,000 | 9,658 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $850,000 | 12,815 |
| 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 | $2,528,000 | 12,797 |
| U.S. Government securities | $2,528,000 | 12,378 |
| U.S. Treasury securities | $1,397,000 | 9,727 |
| U.S. Government agency obligations | $1,131,000 | 11,415 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| 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 | $0 | 574 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $121,000 | 10,704 |
| Certificates of participation in pools of residential mortgages | $121,000 | 9,714 |
| Issued or guaranteed by U.S. | $121,000 | 9,640 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,528,000 | 12,689 |
| 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 |
