| 2006-12-31 | Rank |
| Total securities | $13,298,000 | 5,555 |
| U.S. Government securities | $6,722,000 | 6,306 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,722,000 | 6,176 |
| Securities issued by states & political subdivisions | $3,626,000 | 3,557 |
| Other domestic debt securities | $2,435,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $2,435,000 | 675 |
| 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 | $515,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,713,000 | 3,638 |
| Mortgage-backed securities | $5,673,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $2,250,000 | 4,040 |
| Issued or guaranteed by U.S. | $2,250,000 | 4,029 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,423,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,252 |
| Privately issued | $2,435,000 | 642 |
| 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 | 3,949 |
| Available-for-sale securities (fair market value) | $13,298,000 | 4,944 |
| Total debt securities | $12,783,000 | 5,598 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $995,000 | 1,987 |
| 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 | $13,413,000 | 5,583 |
| U.S. Government securities | $6,803,000 | 6,327 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,803,000 | 6,199 |
| Securities issued by states & political subdivisions | $3,665,000 | 3,523 |
| Other domestic debt securities | $2,445,000 | 1,417 |
| Privately issued residential mortgage-backed securities | $2,445,000 | 671 |
| 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 | $500,000 | 1,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,794,000 | 3,643 |
| Mortgage-backed securities | $5,776,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $2,347,000 | 3,986 |
| Issued or guaranteed by U.S. | $2,347,000 | 3,965 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,429,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,222 |
| Privately issued | $2,445,000 | 626 |
| 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 | 4,052 |
| Available-for-sale securities (fair market value) | $13,413,000 | 4,942 |
| Total debt securities | $12,912,000 | 5,617 |
| Structured notes |
| Amortized cost | $999,000 | 2,206 |
| Fair value | $997,000 | 2,084 |
| 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 | $10,468,000 | 6,134 |
| U.S. Government securities | $5,804,000 | 6,645 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,804,000 | 6,504 |
| Securities issued by states & political subdivisions | $3,651,000 | 3,532 |
| Other domestic debt securities | $513,000 | 2,315 |
| Privately issued residential mortgage-backed securities | $513,000 | 966 |
| 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 | $500,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,076,000 | 3,575 |
| Mortgage-backed securities | $3,876,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 3,958 |
| Issued or guaranteed by U.S. | $2,397,000 | 3,942 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,479,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $966,000 | 2,230 |
| Privately issued | $513,000 | 905 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $10,468,000 | 5,464 |
| Total debt securities | $9,968,000 | 6,179 |
| Structured notes |
| Amortized cost | $999,000 | 2,293 |
| Fair value | $986,000 | 2,181 |
| 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 | $9,548,000 | 6,390 |
| U.S. Government securities | $4,506,000 | 7,079 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,506,000 | 6,942 |
| Securities issued by states & political subdivisions | $3,983,000 | 3,414 |
| Other domestic debt securities | $559,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $559,000 | 944 |
| 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 | $500,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,995,000 | 3,600 |
| Mortgage-backed securities | $2,627,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $2,068,000 | 4,175 |
| Issued or guaranteed by U.S. | $2,068,000 | 4,161 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $559,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $559,000 | 885 |
| 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) | $9,548,000 | 5,684 |
| Total debt securities | $9,048,000 | 6,447 |
| Structured notes |
| Amortized cost | $999,000 | 2,289 |
| Fair value | $987,000 | 2,189 |
| 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 | $9,958,000 | 6,348 |
| U.S. Government securities | $4,607,000 | 7,077 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,607,000 | 6,928 |
| Securities issued by states & political subdivisions | $4,244,000 | 3,337 |
| Other domestic debt securities | $607,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $607,000 | 896 |
| 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 | $500,000 | 1,355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,799,000 | 3,615 |
| Mortgage-backed securities | $2,773,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $2,166,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,166,000 | 4,127 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $607,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $607,000 | 836 |
| 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) | $9,958,000 | 5,627 |
| Total debt securities | $9,458,000 | 6,401 |
| Structured notes |
| Amortized cost | $999,000 | 2,283 |
| Fair value | $988,000 | 2,188 |
| 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 | $10,195,000 | 6,281 |
| U.S. Government securities | $3,818,000 | 7,345 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,818,000 | 7,202 |
| Securities issued by states & political subdivisions | $5,204,000 | 2,998 |
| Other domestic debt securities | $673,000 | 2,390 |
| Privately issued residential mortgage-backed securities | $673,000 | 868 |
| 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 | $500,000 | 1,372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,471,000 | 3,483 |
| Mortgage-backed securities | $2,007,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,334,000 | 4,702 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $673,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $673,000 | 810 |
| 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) | $10,195,000 | 5,563 |
| Total debt securities | $9,695,000 | 6,339 |
| Structured notes |
| Amortized cost | $998,000 | 2,258 |
| Fair value | $995,000 | 2,091 |
| 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 | $10,489,000 | 6,270 |
| U.S. Government securities | $3,981,000 | 7,336 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,981,000 | 7,183 |
| Securities issued by states & political subdivisions | $5,235,000 | 2,968 |
| Other domestic debt securities | $773,000 | 2,397 |
| Privately issued residential mortgage-backed securities | $773,000 | 841 |
| 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 | $500,000 | 1,397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,661,000 | 3,637 |
| Mortgage-backed securities | $2,254,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,671 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $773,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $773,000 | 781 |
| 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) | $10,489,000 | 5,531 |
| Total debt securities | $9,989,000 | 6,308 |
| Structured notes |
| Amortized cost | $998,000 | 2,248 |
| Fair value | $1,000,000 | 2,045 |
| 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 | $9,850,000 | 6,460 |
| U.S. Government securities | $4,110,000 | 7,358 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,110,000 | 7,185 |
| Securities issued by states & political subdivisions | $5,240,000 | 2,965 |
| 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 | $500,000 | 1,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,805,000 | 3,840 |
| Mortgage-backed securities | $1,636,000 | 5,214 |
| Certificates of participation in pools of residential mortgages | $1,636,000 | 4,664 |
| Issued or guaranteed by U.S. | $1,636,000 | 4,648 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,850,000 | 5,726 |
| Total debt securities | $9,349,000 | 6,512 |
| Structured notes |
| Amortized cost | $998,000 | 2,244 |
| Fair value | $993,000 | 2,077 |
| 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 | $10,221,000 | 6,416 |
| U.S. Government securities | $4,411,000 | 7,294 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,411,000 | 7,135 |
| Securities issued by states & political subdivisions | $5,310,000 | 2,975 |
| 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 | $500,000 | 1,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,891,000 | 3,580 |
| Mortgage-backed securities | $1,813,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,813,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,813,000 | 4,566 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,221,000 | 5,656 |
| Total debt securities | $9,721,000 | 6,463 |
| Structured notes |
| Amortized cost | $998,000 | 2,189 |
| Fair value | $998,000 | 2,047 |
| 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 | $10,508,000 | 6,388 |
| U.S. Government securities | $4,651,000 | 7,241 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,651,000 | 7,091 |
| Securities issued by states & political subdivisions | $5,357,000 | 2,971 |
| 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 | $500,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,164,000 | 3,494 |
| Mortgage-backed securities | $2,037,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 4,487 |
| Issued or guaranteed by U.S. | $2,037,000 | 4,473 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,508,000 | 5,632 |
| Total debt securities | $10,008,000 | 6,428 |
| Structured notes |
| Amortized cost | $997,000 | 2,215 |
| Fair value | $1,000,000 | 2,082 |
| 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 | $9,964,000 | 6,589 |
| U.S. Government securities | $4,910,000 | 7,239 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,910,000 | 7,083 |
| Securities issued by states & political subdivisions | $4,519,000 | 3,225 |
| 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 | $535,000 | 1,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,340,000 | 3,654 |
| Mortgage-backed securities | $2,298,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $2,298,000 | 4,405 |
| Issued or guaranteed by U.S. | $2,298,000 | 4,392 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,964,000 | 5,828 |
| Total debt securities | $9,429,000 | 6,627 |
| Structured notes |
| Amortized cost | $997,000 | 2,177 |
| Fair value | $995,000 | 2,007 |
| 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 | $11,893,000 | 6,157 |
| U.S. Government securities | $5,418,000 | 7,044 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,418,000 | 6,874 |
| Securities issued by states & political subdivisions | $4,707,000 | 3,190 |
| Other domestic debt securities | $1,233,000 | 2,350 |
| 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 | $1,233,000 | 1,975 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $535,000 | 1,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,015,000 | 3,264 |
| Mortgage-backed securities | $2,767,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $2,767,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,767,000 | 4,218 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,893,000 | 5,429 |
| Total debt securities | $11,358,000 | 6,207 |
| 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 | $12,808,000 | 6,037 |
| U.S. Government securities | $5,792,000 | 7,006 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,792,000 | 6,818 |
| Securities issued by states & political subdivisions | $4,738,000 | 3,192 |
| Other domestic debt securities | $1,743,000 | 2,121 |
| 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 | $1,743,000 | 1,842 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $535,000 | 1,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,161,000 | 3,145 |
| Mortgage-backed securities | $3,123,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $3,123,000 | 4,051 |
| Issued or guaranteed by U.S. | $3,123,000 | 4,038 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,808,000 | 5,292 |
| Total debt securities | $12,273,000 | 6,068 |
| 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 | $13,690,000 | 5,777 |
| U.S. Government securities | $6,371,000 | 6,672 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,371,000 | 6,492 |
| Securities issued by states & political subdivisions | $4,732,000 | 3,174 |
| Other domestic debt securities | $2,052,000 | 2,093 |
| 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 | $2,052,000 | 1,821 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $535,000 | 1,594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,725,000 | 2,957 |
| Mortgage-backed securities | $3,683,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $3,683,000 | 3,850 |
| Issued or guaranteed by U.S. | $3,683,000 | 3,837 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,690,000 | 5,062 |
| Total debt securities | $13,155,000 | 5,792 |
| 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 | $13,717,000 | 5,733 |
| U.S. Government securities | $5,775,000 | 6,815 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,775,000 | 6,632 |
| Securities issued by states & political subdivisions | $4,840,000 | 3,096 |
| Other domestic debt securities | $2,566,000 | 1,970 |
| 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 | $2,566,000 | 1,693 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $536,000 | 1,612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,132,000 | 3,011 |
| Mortgage-backed securities | $3,580,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $3,508,000 | 3,936 |
| Issued or guaranteed by U.S. | $3,508,000 | 3,925 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $72,000 | 4,042 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,847 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,717,000 | 5,002 |
| Total debt securities | $13,181,000 | 5,743 |
| 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 | $13,931,000 | 5,693 |
| U.S. Government securities | $6,433,000 | 6,641 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,433,000 | 6,447 |
| Securities issued by states & political subdivisions | $4,912,000 | 2,987 |
| Other domestic debt securities | $2,063,000 | 2,176 |
| 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 | $2,063,000 | 1,877 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $523,000 | 1,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,509,000 | 2,978 |
| Mortgage-backed securities | $5,267,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $4,727,000 | 3,505 |
| Issued or guaranteed by U.S. | $4,727,000 | 3,494 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $540,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,309 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $13,931,000 | 4,966 |
| Total debt securities | $13,408,000 | 5,691 |
| 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 | $14,471,000 | 5,550 |
| U.S. Government securities | $7,925,000 | 6,184 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,925,000 | 5,989 |
| Securities issued by states & political subdivisions | $4,999,000 | 2,929 |
| Other domestic debt securities | $1,020,000 | 2,793 |
| 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 | $1,020,000 | 2,461 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $527,000 | 1,615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,798,000 | 2,756 |
| Mortgage-backed securities | $6,755,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $5,895,000 | 3,104 |
| Issued or guaranteed by U.S. | $5,895,000 | 3,093 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $860,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 3,138 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,471,000 | 4,818 |
| Total debt securities | $13,944,000 | 5,558 |
| 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 | $12,526,000 | 5,894 |
| U.S. Government securities | $7,938,000 | 6,131 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,938,000 | 5,903 |
| Securities issued by states & political subdivisions | $4,588,000 | 3,024 |
| 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 | $9,814,000 | 2,993 |
| Mortgage-backed securities | $5,772,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $3,454,000 | 3,684 |
| Issued or guaranteed by U.S. | $3,454,000 | 3,670 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,318,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $2,318,000 | 2,436 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,526,000 | 5,048 |
| Total debt securities | $12,526,000 | 5,793 |
| 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 | $10,351,000 | 6,698 |
| U.S. Government securities | $5,327,000 | 7,619 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,327,000 | 7,271 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,058 |
| Other domestic debt securities | $248,000 | 3,366 |
| Privately issued residential mortgage-backed securities | $248,000 | 1,064 |
| 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 | $421,000 | 4,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,057,000 | 3,898 |
| Mortgage-backed securities | $3,956,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $2,757,000 | 3,486 |
| Issued or guaranteed by U.S. | $2,757,000 | 3,470 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,199,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,761 |
| Privately issued | $248,000 | 923 |
| 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) | $10,351,000 | 5,646 |
| Total debt securities | $9,930,000 | 6,683 |
| 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 | $9,940,000 | 7,092 |
| U.S. Government securities | $4,574,000 | 8,235 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,574,000 | 7,725 |
| Securities issued by states & political subdivisions | $4,770,000 | 3,016 |
| Other domestic debt securities | $246,000 | 3,240 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,088 |
| 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 | $350,000 | 4,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,071,000 | 5,064 |
| Mortgage-backed securities | $4,820,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $2,978,000 | 3,597 |
| Issued or guaranteed by U.S. | $2,978,000 | 3,583 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,842,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $1,596,000 | 2,494 |
| Privately issued | $246,000 | 952 |
| 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) | $9,940,000 | 5,875 |
| Total debt securities | $9,590,000 | 7,082 |
| 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 | $11,403,000 | 6,691 |
| U.S. Government securities | $7,584,000 | 6,918 |
| U.S. Treasury securities | $1,009,000 | 5,041 |
| U.S. Government agency obligations | $6,575,000 | 6,473 |
| Securities issued by states & political subdivisions | $3,586,000 | 3,624 |
| 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 | $233,000 | 5,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,612,000 | 4,025 |
| Mortgage-backed securities | $4,285,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 5,066 |
| Issued or guaranteed by U.S. | $1,177,000 | 5,050 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,108,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $3,108,000 | 2,060 |
| 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) | $11,403,000 | 5,408 |
| Total debt securities | $11,170,000 | 6,629 |
| 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 | $10,259,000 | 7,324 |
| U.S. Government securities | $5,776,000 | 8,188 |
| U.S. Treasury securities | $1,500,000 | 5,742 |
| U.S. Government agency obligations | $4,276,000 | 7,684 |
| Securities issued by states & political subdivisions | $4,244,000 | 3,085 |
| 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 | $239,000 | 5,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,141,000 | 4,001 |
| Mortgage-backed securities | $3,271,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $909,000 | 5,519 |
| Issued or guaranteed by U.S. | $909,000 | 5,499 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,362,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $2,362,000 | 2,406 |
| 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) | $10,259,000 | 5,658 |
| Total debt securities | $10,020,000 | 7,279 |
| 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 | $10,578,000 | 7,736 |
| U.S. Government securities | $5,557,000 | 8,879 |
| U.S. Treasury securities | $2,495,000 | 5,517 |
| U.S. Government agency obligations | $3,062,000 | 8,766 |
| Securities issued by states & political subdivisions | $4,871,000 | 2,882 |
| 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 | $150,000 | 5,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,286,000 | 3,687 |
| Mortgage-backed securities | $1,901,000 | 5,961 |
| Certificates of participation in pools of residential mortgages | $1,076,000 | 5,713 |
| Issued or guaranteed by U.S. | $1,076,000 | 5,697 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $825,000 | 4,041 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 3,885 |
| Privately issued | $0 | 1,788 |
| 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) | $10,578,000 | 5,817 |
| Total debt securities | $10,428,000 | 7,659 |
| Structured notes |
| Amortized cost | $250,000 | 3,178 |
| Fair value | $249,000 | 3,233 |
| 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 | $10,243,000 | 8,191 |
| U.S. Government securities | $4,249,000 | 9,933 |
| U.S. Treasury securities | $2,508,000 | 6,530 |
| U.S. Government agency obligations | $1,741,000 | 9,954 |
| Securities issued by states & political subdivisions | $5,919,000 | 2,461 |
| Other domestic debt securities | $75,000 | 4,635 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,992 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,370,000 | 4,059 |
| Mortgage-backed securities | $379,000 | 8,234 |
| Certificates of participation in pools of residential mortgages | $88,000 | 8,353 |
| Issued or guaranteed by U.S. | $88,000 | 8,318 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $291,000 | 5,263 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 5,208 |
| Privately issued | $75,000 | 1,677 |
| 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) | $10,243,000 | 6,078 |
| Total debt securities | $10,243,000 | 8,069 |
| 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 | $10,544,000 | 8,561 |
| U.S. Government securities | $4,072,000 | 10,656 |
| U.S. Treasury securities | $2,265,000 | 7,913 |
| U.S. Government agency obligations | $1,807,000 | 10,116 |
| Securities issued by states & political subdivisions | $6,317,000 | 2,413 |
| Other domestic debt securities | $155,000 | 4,780 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,938 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,165,000 | 5,931 |
| Mortgage-backed securities | $462,000 | 8,601 |
| Certificates of participation in pools of residential mortgages | $214,000 | 8,287 |
| Issued or guaranteed by U.S. | $214,000 | 8,259 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $248,000 | 5,780 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 5,888 |
| Privately issued | $155,000 | 1,637 |
| 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) | $9,576,000 | 5,836 |
| Available-for-sale securities (fair market value) | $968,000 | 9,715 |
| Total debt securities | $10,544,000 | 8,445 |
| 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 | $10,543,000 | 8,883 |
| U.S. Government securities | $4,324,000 | 10,908 |
| U.S. Treasury securities | $2,854,000 | 7,537 |
| U.S. Government agency obligations | $1,470,000 | 10,736 |
| Securities issued by states & political subdivisions | $5,822,000 | 2,633 |
| Other domestic debt securities | $397,000 | 4,580 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,900 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,165,000 | 5,829 |
| Mortgage-backed securities | $905,000 | 8,615 |
| Certificates of participation in pools of residential mortgages | $256,000 | 8,800 |
| Issued or guaranteed by U.S. | $256,000 | 8,746 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $649,000 | 5,445 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 5,939 |
| Privately issued | $397,000 | 1,549 |
| 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 | $10,543,000 | 8,746 |
| 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 | $10,664,000 | 8,878 |
| U.S. Government securities | $5,885,000 | 10,215 |
| U.S. Treasury securities | $2,811,000 | 7,772 |
| U.S. Government agency obligations | $3,074,000 | 9,475 |
| Securities issued by states & political subdivisions | $4,779,000 | 2,860 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,512,000 | 5,509 |
| Mortgage-backed securities | $774,000 | 9,302 |
| Certificates of participation in pools of residential mortgages | $272,000 | 9,234 |
| Issued or guaranteed by U.S. | $272,000 | 9,162 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $502,000 | 5,830 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 5,410 |
| 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 | $10,664,000 | 8,740 |
| 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 |
