| 2010-03-31 | Rank |
| Total securities | $70,308,000 | 1,791 |
| U.S. Government securities | $69,511,000 | 1,342 |
| U.S. Treasury securities | $9,999,000 | 301 |
| U.S. Government agency obligations | $59,512,000 | 1,475 |
| Securities issued by states & political subdivisions | $797,000 | 4,994 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,423,000 | 888 |
| Mortgage-backed securities | $36,777,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $36,726,000 | 1,020 |
| Issued or guaranteed by U.S. | $36,726,000 | 1,012 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $51,000 | 3,611 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,274 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $70,308,000 | 1,601 |
| Total debt securities | $70,308,000 | 1,773 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $73,118,000 | 1,727 |
| U.S. Government securities | $71,619,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $71,619,000 | 1,220 |
| Securities issued by states & political subdivisions | $1,499,000 | 4,566 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,753,000 | 1,032 |
| Mortgage-backed securities | $39,741,000 | 1,440 |
| Certificates of participation in pools of residential mortgages | $39,663,000 | 973 |
| Issued or guaranteed by U.S. | $39,663,000 | 964 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $78,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,230 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $73,118,000 | 1,522 |
| Total debt securities | $73,118,000 | 1,705 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $81,110,000 | 1,569 |
| U.S. Government securities | $78,828,000 | 1,126 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $78,828,000 | 1,089 |
| Securities issued by states & political subdivisions | $2,282,000 | 4,230 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,620,000 | 1,004 |
| Mortgage-backed securities | $42,661,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $42,555,000 | 945 |
| Issued or guaranteed by U.S. | $42,555,000 | 938 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $106,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,186 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $81,110,000 | 1,365 |
| Total debt securities | $81,110,000 | 1,545 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $93,885,000 | 1,339 |
| U.S. Government securities | $91,372,000 | 939 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $91,372,000 | 900 |
| Securities issued by states & political subdivisions | $2,513,000 | 4,098 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,782,000 | 927 |
| Mortgage-backed securities | $40,795,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | $40,658,000 | 999 |
| Issued or guaranteed by U.S. | $40,658,000 | 988 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $137,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,142 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $93,885,000 | 1,162 |
| Total debt securities | $93,885,000 | 1,321 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $100,256,000 | 1,239 |
| U.S. Government securities | $97,730,000 | 883 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $97,730,000 | 860 |
| Securities issued by states & political subdivisions | $2,526,000 | 4,014 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $93,763,000 | 622 |
| Mortgage-backed securities | $45,298,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $45,129,000 | 945 |
| Issued or guaranteed by U.S. | $45,129,000 | 935 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $169,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,130 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $100,256,000 | 1,080 |
| Total debt securities | $100,256,000 | 1,209 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $59,957,000 | 1,966 |
| U.S. Government securities | $57,595,000 | 1,490 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $57,595,000 | 1,466 |
| Securities issued by states & political subdivisions | $2,362,000 | 4,043 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,993,000 | 1,037 |
| Mortgage-backed securities | $34,646,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $34,447,000 | 1,144 |
| Issued or guaranteed by U.S. | $34,447,000 | 1,135 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $199,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,102 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $59,957,000 | 1,724 |
| Total debt securities | $59,957,000 | 1,948 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $54,167,000 | 2,103 |
| U.S. Government securities | $51,819,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $51,819,000 | 1,565 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,027 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,595,000 | 1,097 |
| Mortgage-backed securities | $29,803,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $29,583,000 | 1,239 |
| Issued or guaranteed by U.S. | $29,583,000 | 1,226 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $220,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 3,000 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $54,167,000 | 1,850 |
| Total debt securities | $54,167,000 | 2,077 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $47,958,000 | 2,396 |
| U.S. Government securities | $45,603,000 | 1,815 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $45,603,000 | 1,784 |
| Securities issued by states & political subdivisions | $2,355,000 | 4,064 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,987,000 | 1,243 |
| Mortgage-backed securities | $23,351,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $23,102,000 | 1,508 |
| Issued or guaranteed by U.S. | $23,102,000 | 1,499 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $249,000 | 3,321 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,983 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $47,958,000 | 2,111 |
| Total debt securities | $47,958,000 | 2,349 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $46,211,000 | 2,461 |
| U.S. Government securities | $43,475,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $43,475,000 | 1,857 |
| Securities issued by states & political subdivisions | $2,736,000 | 3,917 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,402,000 | 1,268 |
| Mortgage-backed securities | $13,570,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $13,288,000 | 2,156 |
| Issued or guaranteed by U.S. | $13,288,000 | 2,146 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $282,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 2,929 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $46,211,000 | 2,175 |
| Total debt securities | $46,211,000 | 2,410 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $42,946,000 | 2,620 |
| U.S. Government securities | $40,233,000 | 2,041 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,233,000 | 1,995 |
| Securities issued by states & political subdivisions | $2,713,000 | 3,910 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,278,000 | 1,188 |
| Mortgage-backed securities | $1,864,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,599 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,580 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $303,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,841 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $42,946,000 | 2,302 |
| Total debt securities | $42,946,000 | 2,571 |
| Structured notes |
| Amortized cost | $3,000,000 | 765 |
| Fair value | $3,004,000 | 770 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $44,644,000 | 2,537 |
| U.S. Government securities | $41,942,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $41,942,000 | 1,942 |
| Securities issued by states & political subdivisions | $2,702,000 | 3,920 |
| 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 | $43,160,000 | 1,127 |
| Mortgage-backed securities | $1,934,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $1,606,000 | 4,440 |
| Issued or guaranteed by U.S. | $1,606,000 | 4,427 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $328,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,787 |
| 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) | $44,644,000 | 2,211 |
| Total debt securities | $44,644,000 | 2,489 |
| Structured notes |
| Amortized cost | $3,000,000 | 925 |
| Fair value | $3,002,000 | 923 |
| 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 | $46,453,000 | 2,431 |
| U.S. Government securities | $43,444,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $43,444,000 | 1,888 |
| Securities issued by states & political subdivisions | $3,009,000 | 3,795 |
| 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 | $45,241,000 | 1,069 |
| Mortgage-backed securities | $2,053,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $1,693,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,693,000 | 4,355 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $360,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,742 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $46,453,000 | 2,110 |
| Total debt securities | $46,453,000 | 2,390 |
| Structured notes |
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,987,000 | 994 |
| 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 | $44,684,000 | 2,531 |
| U.S. Government securities | $41,653,000 | 2,033 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $41,653,000 | 1,976 |
| Securities issued by states & political subdivisions | $3,031,000 | 3,783 |
| 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 | $42,080,000 | 1,144 |
| Mortgage-backed securities | $2,169,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,316 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,299 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $394,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,696 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $44,684,000 | 2,204 |
| Total debt securities | $44,684,000 | 2,487 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,991,000 | 1,042 |
| 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 | $42,957,000 | 2,648 |
| U.S. Government securities | $39,581,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $39,581,000 | 2,093 |
| Securities issued by states & political subdivisions | $3,376,000 | 3,667 |
| 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 | $42,357,000 | 1,148 |
| Mortgage-backed securities | $2,267,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,276 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,261 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $424,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 2,668 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $42,957,000 | 2,299 |
| Total debt securities | $42,957,000 | 2,612 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,983,000 | 1,113 |
| 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 | $44,788,000 | 2,573 |
| U.S. Government securities | $41,394,000 | 2,093 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $41,394,000 | 2,039 |
| Securities issued by states & political subdivisions | $3,394,000 | 3,613 |
| 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 | $39,563,000 | 1,207 |
| Mortgage-backed securities | $2,566,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 4,197 |
| Issued or guaranteed by U.S. | $1,972,000 | 4,177 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $594,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 2,481 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $44,788,000 | 2,210 |
| Total debt securities | $44,788,000 | 2,530 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $2,974,000 | 1,209 |
| 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 | $43,293,000 | 2,656 |
| U.S. Government securities | $39,928,000 | 2,170 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $39,928,000 | 2,101 |
| Securities issued by states & political subdivisions | $3,365,000 | 3,639 |
| 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 | $35,016,000 | 1,334 |
| Mortgage-backed securities | $3,297,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $2,082,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,082,000 | 4,123 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,215,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,093 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $43,293,000 | 2,275 |
| Total debt securities | $43,292,000 | 2,613 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,933,000 | 1,261 |
| 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 | $42,208,000 | 2,733 |
| U.S. Government securities | $38,816,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $38,816,000 | 2,187 |
| Securities issued by states & political subdivisions | $3,392,000 | 3,644 |
| 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 | $36,569,000 | 1,279 |
| Mortgage-backed securities | $4,195,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 4,059 |
| Issued or guaranteed by U.S. | $2,272,000 | 4,045 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,923,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 1,843 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $42,208,000 | 2,345 |
| Total debt securities | $42,208,000 | 2,698 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,942,000 | 1,287 |
| 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 | $45,118,000 | 2,587 |
| U.S. Government securities | $40,891,000 | 2,147 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $40,891,000 | 2,067 |
| Securities issued by states & political subdivisions | $4,227,000 | 3,345 |
| 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 | $44,359,000 | 1,076 |
| Mortgage-backed securities | $4,947,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $2,406,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,406,000 | 3,999 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,541,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $2,541,000 | 1,686 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $45,118,000 | 2,231 |
| Total debt securities | $45,117,000 | 2,543 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,957,000 | 1,277 |
| 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 | $46,452,000 | 2,505 |
| U.S. Government securities | $41,899,000 | 2,084 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,899,000 | 2,014 |
| Securities issued by states & political subdivisions | $4,553,000 | 3,210 |
| 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 | $44,656,000 | 1,050 |
| Mortgage-backed securities | $5,705,000 | 3,543 |
| Certificates of participation in pools of residential mortgages | $2,949,000 | 3,828 |
| Issued or guaranteed by U.S. | $2,949,000 | 3,814 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,756,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $2,756,000 | 1,648 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $46,452,000 | 2,133 |
| Total debt securities | $46,452,000 | 2,457 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,996,000 | 1,208 |
| 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 | $47,081,000 | 2,485 |
| U.S. Government securities | $42,483,000 | 2,084 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $42,483,000 | 2,019 |
| Securities issued by states & political subdivisions | $4,598,000 | 3,176 |
| 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 | $45,634,000 | 1,018 |
| Mortgage-backed securities | $5,989,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $3,128,000 | 3,835 |
| Issued or guaranteed by U.S. | $3,128,000 | 3,821 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,861,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $2,861,000 | 1,667 |
| 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 | 4,351 |
| Available-for-sale securities (fair market value) | $47,081,000 | 2,107 |
| Total debt securities | $47,081,000 | 2,440 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,996,000 | 1,219 |
| 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 | $47,010,000 | 2,505 |
| U.S. Government securities | $42,435,000 | 2,123 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $42,435,000 | 2,041 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,168 |
| 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 | $45,313,000 | 1,034 |
| Mortgage-backed securities | $6,328,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $3,394,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,394,000 | 3,819 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,934,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 1,692 |
| 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) | $47,010,000 | 2,109 |
| Total debt securities | $47,010,000 | 2,468 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,209 |
| Fair value | $2,968,000 | 1,223 |
| 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 | $52,028,000 | 2,341 |
| U.S. Government securities | $47,264,000 | 1,938 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $47,264,000 | 1,860 |
| Securities issued by states & political subdivisions | $4,764,000 | 3,143 |
| 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 | $46,273,000 | 1,017 |
| Mortgage-backed securities | $6,678,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,630,000 | 3,770 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,048,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $3,048,000 | 1,685 |
| 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) | $52,028,000 | 1,977 |
| Total debt securities | $52,028,000 | 2,295 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,181 |
| Fair value | $2,993,000 | 1,198 |
| 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 | $41,814,000 | 2,797 |
| U.S. Government securities | $36,989,000 | 2,363 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $36,989,000 | 2,284 |
| Securities issued by states & political subdivisions | $4,825,000 | 3,122 |
| 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 | $40,980,000 | 1,091 |
| Mortgage-backed securities | $7,151,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,662 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,655 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,159,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $3,159,000 | 1,660 |
| 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) | $41,814,000 | 2,390 |
| Total debt securities | $41,814,000 | 2,744 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,212 |
| Fair value | $3,004,000 | 1,225 |
| 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 | $44,657,000 | 2,681 |
| U.S. Government securities | $39,910,000 | 2,269 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $39,910,000 | 2,181 |
| Securities issued by states & political subdivisions | $4,747,000 | 3,149 |
| 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 | $44,200,000 | 1,018 |
| Mortgage-backed securities | $7,529,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $4,278,000 | 3,629 |
| Issued or guaranteed by U.S. | $4,278,000 | 3,620 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,251,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,251,000 | 1,671 |
| 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) | $44,657,000 | 2,291 |
| Total debt securities | $44,657,000 | 2,627 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $2,943,000 | 1,226 |
| 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 | $49,417,000 | 2,479 |
| U.S. Government securities | $44,556,000 | 2,054 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $44,556,000 | 1,981 |
| Securities issued by states & political subdivisions | $4,861,000 | 3,131 |
| 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 | $47,837,000 | 944 |
| Mortgage-backed securities | $8,230,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $4,715,000 | 3,517 |
| Issued or guaranteed by U.S. | $4,715,000 | 3,506 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,515,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $3,515,000 | 1,677 |
| 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) | $49,417,000 | 2,115 |
| Total debt securities | $49,417,000 | 2,410 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $3,023,000 | 1,051 |
| 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 | $41,472,000 | 2,893 |
| U.S. Government securities | $36,609,000 | 2,475 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $36,609,000 | 2,394 |
| Securities issued by states & political subdivisions | $4,863,000 | 3,147 |
| 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 | $40,901,000 | 1,062 |
| Mortgage-backed securities | $5,372,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,735 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,619,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,619,000 | 1,736 |
| 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) | $41,472,000 | 2,502 |
| Total debt securities | $41,472,000 | 2,834 |
| 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 | $40,093,000 | 2,924 |
| U.S. Government securities | $35,235,000 | 2,511 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $35,235,000 | 2,426 |
| Securities issued by states & political subdivisions | $4,858,000 | 3,124 |
| 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 | $38,647,000 | 1,075 |
| Mortgage-backed securities | $5,710,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $1,898,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,898,000 | 4,640 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,812,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $3,812,000 | 1,704 |
| 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) | $40,093,000 | 2,512 |
| Total debt securities | $40,093,000 | 2,853 |
| 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 | $43,411,000 | 2,698 |
| U.S. Government securities | $38,466,000 | 2,239 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $38,466,000 | 2,156 |
| Securities issued by states & political subdivisions | $4,945,000 | 3,060 |
| 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 | $38,789,000 | 1,040 |
| Mortgage-backed securities | $6,576,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $2,173,000 | 4,571 |
| Issued or guaranteed by U.S. | $2,173,000 | 4,553 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,403,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $4,403,000 | 1,732 |
| 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) | $43,411,000 | 2,321 |
| Total debt securities | $43,411,000 | 2,617 |
| 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 | $42,958,000 | 2,686 |
| U.S. Government securities | $38,131,000 | 2,238 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $38,131,000 | 2,159 |
| Securities issued by states & political subdivisions | $4,827,000 | 3,019 |
| 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 | $35,637,000 | 1,105 |
| Mortgage-backed securities | $4,340,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 5,039 |
| Issued or guaranteed by U.S. | $1,397,000 | 5,025 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,943,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $2,943,000 | 2,140 |
| 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) | $42,958,000 | 2,301 |
| Total debt securities | $42,958,000 | 2,604 |
| 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 | $39,120,000 | 2,862 |
| U.S. Government securities | $34,259,000 | 2,436 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $34,259,000 | 2,341 |
| Securities issued by states & political subdivisions | $4,829,000 | 2,984 |
| 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 | $32,000 | 2,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,138,000 | 1,075 |
| Mortgage-backed securities | $4,321,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $1,700,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,700,000 | 4,813 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,621,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 2,284 |
| 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) | $39,120,000 | 2,436 |
| Total debt securities | $39,088,000 | 2,784 |
| 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 | $42,459,000 | 2,540 |
| U.S. Government securities | $37,828,000 | 2,078 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $37,828,000 | 1,962 |
| Securities issued by states & political subdivisions | $4,599,000 | 3,016 |
| 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 | $32,000 | 2,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,973,000 | 926 |
| Mortgage-backed securities | $7,007,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $2,817,000 | 3,997 |
| Issued or guaranteed by U.S. | $2,817,000 | 3,981 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,190,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $4,190,000 | 1,920 |
| 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) | $42,459,000 | 2,118 |
| Total debt securities | $42,427,000 | 2,473 |
| 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 | $38,573,000 | 2,782 |
| U.S. Government securities | $34,129,000 | 2,360 |
| U.S. Treasury securities | $4,043,000 | 1,224 |
| U.S. Government agency obligations | $30,086,000 | 2,435 |
| Securities issued by states & political subdivisions | $4,419,000 | 3,031 |
| 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 | $0 | 313 |
| Equity securities | $25,000 | 7,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,663,000 | 1,103 |
| Mortgage-backed securities | $2,551,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $2,551,000 | 3,609 |
| Issued or guaranteed by U.S. | $2,551,000 | 3,594 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $4,571,000 | 2,882 |
| Available-for-sale securities (fair market value) | $34,002,000 | 2,498 |
| Total debt securities | $38,548,000 | 2,685 |
| 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 | $37,623,000 | 2,951 |
| U.S. Government securities | $34,682,000 | 2,410 |
| U.S. Treasury securities | $6,980,000 | 1,194 |
| U.S. Government agency obligations | $27,702,000 | 2,651 |
| Securities issued by states & political subdivisions | $2,940,000 | 3,958 |
| 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 | $0 | 343 |
| Equity securities | $1,000 | 8,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,282,000 | 1,425 |
| Mortgage-backed securities | $3,018,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $3,018,000 | 3,587 |
| Issued or guaranteed by U.S. | $3,018,000 | 3,573 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $3,444,000 | 3,600 |
| Available-for-sale securities (fair market value) | $34,179,000 | 2,517 |
| Total debt securities | $37,622,000 | 2,874 |
| 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 | $35,955,000 | 3,104 |
| U.S. Government securities | $33,531,000 | 2,549 |
| U.S. Treasury securities | $8,183,000 | 1,546 |
| U.S. Government agency obligations | $25,348,000 | 2,754 |
| Securities issued by states & political subdivisions | $2,420,000 | 4,401 |
| 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 | $0 | 363 |
| Equity securities | $4,000 | 8,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,249,000 | 1,400 |
| Mortgage-backed securities | $4,088,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $4,088,000 | 3,310 |
| Issued or guaranteed by U.S. | $4,088,000 | 3,294 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $3,081,000 | 4,159 |
| Available-for-sale securities (fair market value) | $32,874,000 | 2,552 |
| Total debt securities | $35,951,000 | 3,017 |
| 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 | $33,664,000 | 3,290 |
| U.S. Government securities | $31,865,000 | 2,787 |
| U.S. Treasury securities | $12,076,000 | 1,539 |
| U.S. Government agency obligations | $19,789,000 | 3,247 |
| Securities issued by states & political subdivisions | $1,795,000 | 4,804 |
| 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 | $0 | 390 |
| Equity securities | $4,000 | 8,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,741,000 | 1,381 |
| Mortgage-backed securities | $3,143,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $3,143,000 | 3,679 |
| Issued or guaranteed by U.S. | $3,143,000 | 3,663 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $3,301,000 | 4,880 |
| Available-for-sale securities (fair market value) | $30,363,000 | 2,587 |
| Total debt securities | $33,660,000 | 3,217 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $33,599,000 | 3,587 |
| U.S. Government securities | $32,264,000 | 2,990 |
| U.S. Treasury securities | $16,040,000 | 1,429 |
| U.S. Government agency obligations | $16,224,000 | 3,927 |
| Securities issued by states & political subdivisions | $1,331,000 | 5,578 |
| 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 | $0 | 466 |
| Equity securities | $4,000 | 8,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,305,000 | 1,453 |
| Mortgage-backed securities | $3,734,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $3,734,000 | 3,709 |
| Issued or guaranteed by U.S. | $3,734,000 | 3,688 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $3,187,000 | 5,560 |
| Available-for-sale securities (fair market value) | $30,412,000 | 2,703 |
| Total debt securities | $33,595,000 | 3,489 |
| 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 | $31,555,000 | 3,918 |
| U.S. Government securities | $29,807,000 | 3,348 |
| U.S. Treasury securities | $19,084,000 | 1,519 |
| U.S. Government agency obligations | $10,723,000 | 5,255 |
| Securities issued by states & political subdivisions | $1,744,000 | 5,209 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $4,000 | 8,425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,092,000 | 1,226 |
| Mortgage-backed securities | $2,111,000 | 6,171 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 4,813 |
| Issued or guaranteed by U.S. | $2,111,000 | 4,784 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $3,855,000 | 5,556 |
| Available-for-sale securities (fair market value) | $27,700,000 | 3,017 |
| Total debt securities | $31,551,000 | 3,832 |
| Structured notes |
| Amortized cost | $999,000 | 2,826 |
| Fair value | $999,000 | 2,609 |
| 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 | $29,389,000 | 4,340 |
| U.S. Government securities | $27,547,000 | 3,750 |
| U.S. Treasury securities | $19,144,000 | 1,847 |
| U.S. Government agency obligations | $8,403,000 | 6,010 |
| Securities issued by states & political subdivisions | $1,838,000 | 5,420 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $4,000 | 8,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,373,000 | 1,484 |
| Mortgage-backed securities | $2,630,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $2,630,000 | 4,656 |
| Issued or guaranteed by U.S. | $2,630,000 | 4,632 |
| 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) | $5,467,000 | 7,739 |
| Available-for-sale securities (fair market value) | $23,922,000 | 2,373 |
| Total debt securities | $29,385,000 | 4,259 |
| 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 | $22,508,000 | 5,631 |
| U.S. Government securities | $19,989,000 | 5,133 |
| U.S. Treasury securities | $11,145,000 | 3,201 |
| U.S. Government agency obligations | $8,844,000 | 6,013 |
| Securities issued by states & political subdivisions | $2,515,000 | 4,723 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,000 | 8,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,393,000 | 1,895 |
| Mortgage-backed securities | $768,000 | 8,788 |
| Certificates of participation in pools of residential mortgages | $768,000 | 7,497 |
| Issued or guaranteed by U.S. | $768,000 | 7,446 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $22,504,000 | 5,507 |
| 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 | $23,503,000 | 5,422 |
| U.S. Government securities | $20,665,000 | 4,941 |
| U.S. Treasury securities | $9,035,000 | 3,800 |
| U.S. Government agency obligations | $11,630,000 | 4,990 |
| Securities issued by states & political subdivisions | $2,834,000 | 4,204 |
| 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 | $0 | 699 |
| Equity securities | $4,000 | 8,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,347,000 | 2,242 |
| Mortgage-backed securities | $10,820,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $10,820,000 | 2,391 |
| Issued or guaranteed by U.S. | $10,820,000 | 2,347 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $23,499,000 | 5,319 |
| 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 |
