| 2007-09-30 | Rank |
| Total securities | $14,540,000 | 5,265 |
| U.S. Government securities | $14,233,000 | 4,512 |
| U.S. Treasury securities | $504,000 | 943 |
| U.S. Government agency obligations | $13,729,000 | 4,518 |
| Securities issued by states & political subdivisions | $307,000 | 5,577 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,054,000 | 5,211 |
| Mortgage-backed securities | $111,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,787 |
| Issued or guaranteed by U.S. | $110,000 | 5,764 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $14,540,000 | 4,691 |
| Total debt securities | $14,540,000 | 5,216 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $16,966,000 | 4,890 |
| U.S. Government securities | $16,664,000 | 4,132 |
| U.S. Treasury securities | $999,000 | 845 |
| U.S. Government agency obligations | $15,665,000 | 4,186 |
| Securities issued by states & political subdivisions | $302,000 | 5,617 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,000,000 | 5,287 |
| Mortgage-backed securities | $7,241,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $3,686,000 | 3,439 |
| Issued or guaranteed by U.S. | $3,686,000 | 3,426 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,555,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $3,555,000 | 1,503 |
| 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) | $2,991,000 | 2,131 |
| Available-for-sale securities (fair market value) | $13,975,000 | 4,782 |
| Total debt securities | $16,966,000 | 4,847 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $18,893,000 | 4,652 |
| U.S. Government securities | $18,585,000 | 3,843 |
| U.S. Treasury securities | $999,000 | 911 |
| U.S. Government agency obligations | $17,586,000 | 3,913 |
| Securities issued by states & political subdivisions | $308,000 | 5,658 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,958,000 | 4,932 |
| Mortgage-backed securities | $8,176,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $3,951,000 | 3,329 |
| Issued or guaranteed by U.S. | $3,951,000 | 3,310 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,225,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $4,225,000 | 1,383 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,281,000 | 2,096 |
| Available-for-sale securities (fair market value) | $15,612,000 | 4,556 |
| Total debt securities | $18,893,000 | 4,605 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $20,613,000 | 4,454 |
| U.S. Government securities | $20,304,000 | 3,680 |
| U.S. Treasury securities | $998,000 | 960 |
| U.S. Government agency obligations | $19,306,000 | 3,711 |
| Securities issued by states & political subdivisions | $309,000 | 5,699 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,050,000 | 5,292 |
| Mortgage-backed securities | $8,933,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $4,082,000 | 3,282 |
| Issued or guaranteed by U.S. | $4,082,000 | 3,268 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,851,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $4,851,000 | 1,306 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,530,000 | 2,073 |
| Available-for-sale securities (fair market value) | $17,083,000 | 4,389 |
| Total debt securities | $20,613,000 | 4,404 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $21,576,000 | 4,366 |
| U.S. Government securities | $21,213,000 | 3,602 |
| U.S. Treasury securities | $994,000 | 1,051 |
| U.S. Government agency obligations | $20,219,000 | 3,621 |
| Securities issued by states & political subdivisions | $363,000 | 5,686 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,500,000 | 4,460 |
| Mortgage-backed securities | $9,535,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $4,311,000 | 3,219 |
| Issued or guaranteed by U.S. | $4,311,000 | 3,204 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,224,000 | 1,454 |
| CMOs issued by government agencies or sponsored agencies | $5,224,000 | 1,236 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,745,000 | 2,100 |
| Available-for-sale securities (fair market value) | $17,831,000 | 4,288 |
| Total debt securities | $21,576,000 | 4,307 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $24,204,000 | 4,060 |
| U.S. Government securities | $23,816,000 | 3,330 |
| U.S. Treasury securities | $987,000 | 1,110 |
| U.S. Government agency obligations | $22,829,000 | 3,310 |
| Securities issued by states & political subdivisions | $388,000 | 5,674 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,500,000 | 4,175 |
| Mortgage-backed securities | $10,274,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $4,528,000 | 3,162 |
| Issued or guaranteed by U.S. | $4,528,000 | 3,151 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,746,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $5,746,000 | 1,163 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,879,000 | 2,091 |
| Available-for-sale securities (fair market value) | $20,325,000 | 3,951 |
| Total debt securities | $24,204,000 | 4,011 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $25,586,000 | 3,967 |
| U.S. Government securities | $25,501,000 | 3,176 |
| U.S. Treasury securities | $1,485,000 | 989 |
| U.S. Government agency obligations | $24,016,000 | 3,217 |
| Securities issued by states & political subdivisions | $85,000 | 6,229 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,500,000 | 4,168 |
| Mortgage-backed securities | $11,435,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $4,897,000 | 3,096 |
| Issued or guaranteed by U.S. | $4,897,000 | 3,083 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,538,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $6,538,000 | 1,095 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,008,000 | 2,098 |
| Available-for-sale securities (fair market value) | $21,578,000 | 3,817 |
| Total debt securities | $25,586,000 | 3,907 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $29,471,000 | 3,604 |
| U.S. Government securities | $29,115,000 | 2,861 |
| U.S. Treasury securities | $1,486,000 | 1,016 |
| U.S. Government agency obligations | $27,629,000 | 2,879 |
| Securities issued by states & political subdivisions | $356,000 | 5,767 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,000,000 | 3,570 |
| Mortgage-backed securities | $12,521,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $5,121,000 | 3,080 |
| Issued or guaranteed by U.S. | $5,121,000 | 3,068 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,400,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $7,400,000 | 1,013 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,122,000 | 2,107 |
| Available-for-sale securities (fair market value) | $25,349,000 | 3,477 |
| Total debt securities | $29,471,000 | 3,552 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $32,055,000 | 3,365 |
| U.S. Government securities | $31,084,000 | 2,665 |
| U.S. Treasury securities | $1,487,000 | 1,009 |
| U.S. Government agency obligations | $29,597,000 | 2,693 |
| Securities issued by states & political subdivisions | $971,000 | 5,125 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,126,000 | 3,542 |
| Mortgage-backed securities | $14,014,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $5,515,000 | 3,000 |
| Issued or guaranteed by U.S. | $5,515,000 | 2,987 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,499,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $8,499,000 | 949 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,304,000 | 2,091 |
| Available-for-sale securities (fair market value) | $27,751,000 | 3,238 |
| Total debt securities | $32,055,000 | 3,314 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $35,234,000 | 3,168 |
| U.S. Government securities | $33,947,000 | 2,523 |
| U.S. Treasury securities | $1,490,000 | 1,047 |
| U.S. Government agency obligations | $32,457,000 | 2,538 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,842 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,223,000 | 4,842 |
| Mortgage-backed securities | $15,800,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | $6,071,000 | 2,947 |
| Issued or guaranteed by U.S. | $6,071,000 | 2,935 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,729,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $9,729,000 | 919 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,525,000 | 2,074 |
| Available-for-sale securities (fair market value) | $30,709,000 | 3,063 |
| Total debt securities | $35,234,000 | 3,110 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $37,125,000 | 3,068 |
| U.S. Government securities | $35,829,000 | 2,458 |
| U.S. Treasury securities | $1,683,000 | 1,086 |
| U.S. Government agency obligations | $34,146,000 | 2,465 |
| Securities issued by states & political subdivisions | $1,296,000 | 4,834 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,870,000 | 3,826 |
| Mortgage-backed securities | $17,075,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $6,468,000 | 2,932 |
| Issued or guaranteed by U.S. | $6,468,000 | 2,921 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,607,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $10,607,000 | 897 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,691,000 | 2,072 |
| Available-for-sale securities (fair market value) | $32,434,000 | 2,946 |
| Total debt securities | $37,125,000 | 3,020 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $37,423,000 | 3,072 |
| U.S. Government securities | $35,198,000 | 2,506 |
| U.S. Treasury securities | $1,295,000 | 1,186 |
| U.S. Government agency obligations | $33,903,000 | 2,486 |
| Securities issued by states & political subdivisions | $2,225,000 | 4,210 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,630,000 | 2,277 |
| Mortgage-backed securities | $17,193,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $6,932,000 | 2,857 |
| Issued or guaranteed by U.S. | $6,932,000 | 2,849 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,261,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $10,261,000 | 940 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,878,000 | 2,046 |
| Available-for-sale securities (fair market value) | $32,545,000 | 2,951 |
| Total debt securities | $37,423,000 | 3,019 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $41,406,000 | 2,811 |
| U.S. Government securities | $38,736,000 | 2,284 |
| U.S. Treasury securities | $1,896,000 | 1,077 |
| U.S. Government agency obligations | $36,840,000 | 2,291 |
| Securities issued by states & political subdivisions | $2,670,000 | 3,971 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,384,000 | 3,049 |
| Mortgage-backed securities | $17,028,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $6,424,000 | 2,999 |
| Issued or guaranteed by U.S. | $6,424,000 | 2,994 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,604,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $10,604,000 | 924 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,084,000 | 2,216 |
| Available-for-sale securities (fair market value) | $37,322,000 | 2,621 |
| Total debt securities | $41,406,000 | 2,757 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $40,993,000 | 2,879 |
| U.S. Government securities | $38,383,000 | 2,335 |
| U.S. Treasury securities | $2,496,000 | 968 |
| U.S. Government agency obligations | $35,887,000 | 2,375 |
| Securities issued by states & political subdivisions | $2,610,000 | 4,008 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,320,000 | 3,657 |
| Mortgage-backed securities | $14,585,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $3,795,000 | 3,807 |
| Issued or guaranteed by U.S. | $3,795,000 | 3,797 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,790,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $10,790,000 | 923 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,261,000 | 2,192 |
| Available-for-sale securities (fair market value) | $36,732,000 | 2,713 |
| Total debt securities | $40,993,000 | 2,820 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $45,487,000 | 2,658 |
| U.S. Government securities | $42,220,000 | 2,150 |
| U.S. Treasury securities | $2,512,000 | 930 |
| U.S. Government agency obligations | $39,708,000 | 2,189 |
| Securities issued by states & political subdivisions | $3,267,000 | 3,709 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,445,000 | 2,150 |
| Mortgage-backed securities | $14,670,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $4,432,000 | 3,614 |
| Issued or guaranteed by U.S. | $4,432,000 | 3,604 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,238,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $10,238,000 | 990 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,114,000 | 2,453 |
| Available-for-sale securities (fair market value) | $42,373,000 | 2,417 |
| Total debt securities | $45,487,000 | 2,599 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $45,622,000 | 2,678 |
| U.S. Government securities | $41,961,000 | 2,219 |
| U.S. Treasury securities | $2,509,000 | 997 |
| U.S. Government agency obligations | $39,452,000 | 2,240 |
| Securities issued by states & political subdivisions | $3,661,000 | 3,571 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,267,000 | 2,080 |
| Mortgage-backed securities | $11,857,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $3,808,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,808,000 | 3,787 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,049,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $8,049,000 | 1,174 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,806,000 | 2,577 |
| Available-for-sale securities (fair market value) | $42,816,000 | 2,443 |
| Total debt securities | $45,622,000 | 2,624 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $50,608,000 | 2,424 |
| U.S. Government securities | $46,678,000 | 1,982 |
| U.S. Treasury securities | $2,512,000 | 1,002 |
| U.S. Government agency obligations | $44,166,000 | 2,001 |
| Securities issued by states & political subdivisions | $3,930,000 | 3,454 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,366,000 | 1,655 |
| Mortgage-backed securities | $12,574,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $4,355,000 | 3,621 |
| Issued or guaranteed by U.S. | $4,355,000 | 3,609 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,219,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $8,219,000 | 1,164 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,205,000 | 2,471 |
| Available-for-sale securities (fair market value) | $47,403,000 | 2,182 |
| Total debt securities | $50,608,000 | 2,368 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $43,750,000 | 2,680 |
| U.S. Government securities | $39,736,000 | 2,171 |
| U.S. Treasury securities | $2,424,000 | 1,027 |
| U.S. Government agency obligations | $37,312,000 | 2,220 |
| Securities issued by states & political subdivisions | $4,014,000 | 3,407 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,296,000 | 1,750 |
| Mortgage-backed securities | $10,066,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $4,602,000 | 3,561 |
| Issued or guaranteed by U.S. | $4,602,000 | 3,550 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,464,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $5,464,000 | 1,561 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,050,000 | 2,267 |
| Available-for-sale securities (fair market value) | $39,700,000 | 2,497 |
| Total debt securities | $43,750,000 | 2,598 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $43,101,000 | 2,675 |
| U.S. Government securities | $39,069,000 | 2,205 |
| U.S. Treasury securities | $2,965,000 | 967 |
| U.S. Government agency obligations | $36,104,000 | 2,260 |
| Securities issued by states & political subdivisions | $4,032,000 | 3,314 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,774,000 | 1,804 |
| Mortgage-backed securities | $8,531,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $5,782,000 | 3,197 |
| Issued or guaranteed by U.S. | $5,782,000 | 3,185 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,749,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $2,749,000 | 2,195 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,882,000 | 2,146 |
| Available-for-sale securities (fair market value) | $38,219,000 | 2,514 |
| Total debt securities | $43,101,000 | 2,595 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $44,330,000 | 2,575 |
| U.S. Government securities | $39,441,000 | 2,155 |
| U.S. Treasury securities | $2,373,000 | 1,125 |
| U.S. Government agency obligations | $37,068,000 | 2,188 |
| Securities issued by states & political subdivisions | $4,889,000 | 2,960 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,674,000 | 1,611 |
| Mortgage-backed securities | $8,615,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $5,655,000 | 3,178 |
| Issued or guaranteed by U.S. | $5,655,000 | 3,165 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,960,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $2,960,000 | 2,178 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,440,000 | 2,098 |
| Available-for-sale securities (fair market value) | $38,890,000 | 2,455 |
| Total debt securities | $44,330,000 | 2,509 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $39,379,000 | 2,688 |
| U.S. Government securities | $33,204,000 | 2,342 |
| U.S. Treasury securities | $2,402,000 | 1,257 |
| U.S. Government agency obligations | $30,802,000 | 2,358 |
| Securities issued by states & political subdivisions | $6,175,000 | 2,496 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,361,000 | 1,217 |
| Mortgage-backed securities | $7,615,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $4,791,000 | 3,211 |
| Issued or guaranteed by U.S. | $4,791,000 | 3,196 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,824,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $2,824,000 | 2,270 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,001,000 | 3,195 |
| Available-for-sale securities (fair market value) | $37,378,000 | 2,354 |
| Total debt securities | $39,379,000 | 2,618 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $33,194,000 | 3,170 |
| U.S. Government securities | $25,805,000 | 2,992 |
| U.S. Treasury securities | $3,607,000 | 1,358 |
| U.S. Government agency obligations | $22,198,000 | 3,120 |
| Securities issued by states & political subdivisions | $7,354,000 | 2,113 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,017,000 | 1,357 |
| Mortgage-backed securities | $8,531,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $4,268,000 | 2,880 |
| Issued or guaranteed by U.S. | $4,268,000 | 2,863 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,263,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $4,263,000 | 1,503 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $33,194,000 | 2,548 |
| Total debt securities | $33,159,000 | 3,080 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $38,704,000 | 2,884 |
| U.S. Government securities | $30,617,000 | 2,705 |
| U.S. Treasury securities | $4,678,000 | 1,656 |
| U.S. Government agency obligations | $25,939,000 | 2,819 |
| Securities issued by states & political subdivisions | $8,052,000 | 2,044 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,421,000 | 1,193 |
| Mortgage-backed securities | $9,893,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $5,322,000 | 2,691 |
| Issued or guaranteed by U.S. | $5,322,000 | 2,680 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,571,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $4,571,000 | 1,557 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $38,704,000 | 2,241 |
| Total debt securities | $38,669,000 | 2,797 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $39,139,000 | 2,890 |
| U.S. Government securities | $29,736,000 | 2,832 |
| U.S. Treasury securities | $9,183,000 | 1,393 |
| U.S. Government agency obligations | $20,553,000 | 3,254 |
| Securities issued by states & political subdivisions | $9,368,000 | 1,809 |
| 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 | $35,000 | 7,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,298,000 | 1,398 |
| Mortgage-backed securities | $8,327,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $3,638,000 | 3,500 |
| Issued or guaranteed by U.S. | $3,638,000 | 3,483 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,689,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $4,689,000 | 1,706 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $39,139,000 | 2,168 |
| Total debt securities | $39,104,000 | 2,800 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $34,864,000 | 3,198 |
| U.S. Government securities | $27,796,000 | 3,142 |
| U.S. Treasury securities | $13,138,000 | 1,401 |
| U.S. Government agency obligations | $14,658,000 | 4,105 |
| Securities issued by states & political subdivisions | $7,033,000 | 2,088 |
| 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 | $35,000 | 7,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,571,000 | 1,492 |
| Mortgage-backed securities | $2,643,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $539,000 | 6,080 |
| Issued or guaranteed by U.S. | $539,000 | 6,061 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,104,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $2,104,000 | 2,541 |
| Privately issued | $0 | 1,491 |
| 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) | $34,864,000 | 2,293 |
| Total debt securities | $34,829,000 | 3,122 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $32,591,000 | 3,669 |
| U.S. Government securities | $24,827,000 | 3,755 |
| U.S. Treasury securities | $14,050,000 | 1,647 |
| U.S. Government agency obligations | $10,777,000 | 5,277 |
| Securities issued by states & political subdivisions | $4,293,000 | 3,140 |
| Other domestic debt securities | $3,436,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $3,436,000 | 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,544,000 | 1,441 |
| Mortgage-backed securities | $3,436,000 | 4,963 |
| 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 | $3,436,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $3,436,000 | 305 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $32,591,000 | 2,549 |
| Total debt securities | $32,556,000 | 3,584 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $29,828,000 | 4,081 |
| U.S. Government securities | $23,441,000 | 4,092 |
| U.S. Treasury securities | $11,393,000 | 2,377 |
| U.S. Government agency obligations | $12,048,000 | 4,860 |
| Securities issued by states & political subdivisions | $3,050,000 | 3,960 |
| Other domestic debt securities | $3,302,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $3,200,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 3,416 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,845,000 | 1,782 |
| Mortgage-backed securities | $3,200,000 | 5,379 |
| 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 | $3,200,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $3,200,000 | 337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $29,828,000 | 2,829 |
| Total debt securities | $29,793,000 | 3,991 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $33,188,000 | 3,919 |
| U.S. Government securities | $30,922,000 | 3,356 |
| U.S. Treasury securities | $14,865,000 | 2,371 |
| U.S. Government agency obligations | $16,057,000 | 3,818 |
| Securities issued by states & political subdivisions | $2,070,000 | 5,107 |
| Other domestic debt securities | $161,000 | 4,764 |
| 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 | $161,000 | 3,807 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,195,000 | 2,318 |
| Mortgage-backed securities | $2,468,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $2,468,000 | 4,779 |
| Issued or guaranteed by U.S. | $2,468,000 | 4,752 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| 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) | $16,578,000 | 3,976 |
| Available-for-sale securities (fair market value) | $16,610,000 | 3,281 |
| Total debt securities | $33,153,000 | 3,845 |
| 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 | $26,557,000 | 4,966 |
| U.S. Government securities | $24,741,000 | 4,285 |
| U.S. Treasury securities | $12,981,000 | 2,809 |
| U.S. Government agency obligations | $11,760,000 | 4,963 |
| Securities issued by states & political subdivisions | $1,625,000 | 5,808 |
| Other domestic debt securities | $166,000 | 5,496 |
| 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 | $166,000 | 4,318 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,519,000 | 2,443 |
| Mortgage-backed securities | $1,133,000 | 8,233 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,133,000 | 4,786 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 4,565 |
| Privately issued | $0 | 2,902 |
| 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 | $26,532,000 | 4,855 |
| 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 | $23,423,000 | 5,442 |
| U.S. Government securities | $22,078,000 | 4,674 |
| U.S. Treasury securities | $18,158,000 | 2,058 |
| U.S. Government agency obligations | $3,920,000 | 8,786 |
| Securities issued by states & political subdivisions | $1,105,000 | 6,375 |
| Other domestic debt securities | $215,000 | 6,082 |
| 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 | $215,000 | 4,648 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,802,000 | 3,267 |
| Mortgage-backed securities | $500,000 | 9,783 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $500,000 | 5,850 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,438 |
| Privately issued | $0 | 3,547 |
| 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 | $23,398,000 | 5,338 |
| 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 |
