| 2010-06-30 | Rank |
| Total securities | $18,781,000 | 4,541 |
| U.S. Government securities | $16,164,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,164,000 | 3,832 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,617,000 | 1,548 |
| Privately issued residential mortgage-backed securities | $2,617,000 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,164,000 | 2,468 |
| Mortgage-backed securities | $18,781,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,781,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $16,164,000 | 917 |
| Privately issued | $2,617,000 | 729 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $635,000 | 2,451 |
| Available-for-sale securities (fair market value) | $18,146,000 | 4,196 |
| Total debt securities | $18,781,000 | 4,499 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $16,068,000 | 4,902 |
| U.S. Government securities | $13,070,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,070,000 | 4,327 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,998,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $2,998,000 | 750 |
| 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 | $8,372,000 | 3,622 |
| Mortgage-backed securities | $16,068,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,068,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $13,070,000 | 1,009 |
| Privately issued | $2,998,000 | 719 |
| 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) | $704,000 | 2,461 |
| Available-for-sale securities (fair market value) | $15,364,000 | 4,543 |
| Total debt securities | $16,068,000 | 4,862 |
| 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 | $41,785,000 | 2,756 |
| U.S. Government securities | $38,388,000 | 2,186 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $38,388,000 | 2,123 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $3,397,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $3,397,000 | 748 |
| 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 | $24,440,000 | 1,959 |
| Mortgage-backed securities | $41,785,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $5,184,000 | 3,486 |
| Issued or guaranteed by U.S. | $5,184,000 | 3,476 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $36,601,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $33,204,000 | 539 |
| Privately issued | $3,397,000 | 715 |
| 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) | $793,000 | 2,471 |
| Available-for-sale securities (fair market value) | $40,992,000 | 2,496 |
| Total debt securities | $41,785,000 | 2,734 |
| 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 | $38,272,000 | 2,956 |
| U.S. Government securities | $34,766,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,766,000 | 2,308 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,506,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $3,506,000 | 801 |
| 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 | $20,386,000 | 2,187 |
| Mortgage-backed securities | $38,272,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $2,993,000 | 4,226 |
| Issued or guaranteed by U.S. | $2,993,000 | 4,219 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $35,279,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $31,773,000 | 540 |
| Privately issued | $3,506,000 | 765 |
| 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) | $856,000 | 2,519 |
| Available-for-sale securities (fair market value) | $37,416,000 | 2,675 |
| Total debt securities | $38,272,000 | 2,926 |
| 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 | $38,096,000 | 2,910 |
| U.S. Government securities | $34,329,000 | 2,333 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,329,000 | 2,282 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $3,767,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $3,767,000 | 789 |
| 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 | $29,576,000 | 1,682 |
| Mortgage-backed securities | $38,096,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $13,230,000 | 2,318 |
| Issued or guaranteed by U.S. | $13,230,000 | 2,310 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $24,866,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $21,099,000 | 673 |
| Privately issued | $3,767,000 | 754 |
| 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) | $968,000 | 2,505 |
| Available-for-sale securities (fair market value) | $37,128,000 | 2,641 |
| Total debt securities | $38,096,000 | 2,878 |
| 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 | $41,129,000 | 2,726 |
| U.S. Government securities | $37,782,000 | 2,183 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $37,782,000 | 2,130 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $3,347,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $3,347,000 | 842 |
| 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 | $30,559,000 | 1,663 |
| Mortgage-backed securities | $41,129,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $15,264,000 | 2,171 |
| Issued or guaranteed by U.S. | $15,264,000 | 2,159 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,865,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $22,518,000 | 639 |
| Privately issued | $3,347,000 | 806 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,078,000 | 2,484 |
| Available-for-sale securities (fair market value) | $40,051,000 | 2,486 |
| Total debt securities | $41,129,000 | 2,695 |
| 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 | $42,024,000 | 2,656 |
| U.S. Government securities | $38,166,000 | 2,170 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $38,166,000 | 2,127 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,858,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $3,858,000 | 764 |
| 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 | $31,238,000 | 1,638 |
| Mortgage-backed securities | $38,119,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $12,778,000 | 2,392 |
| Issued or guaranteed by U.S. | $12,778,000 | 2,379 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $25,341,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $21,483,000 | 635 |
| Privately issued | $3,858,000 | 732 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,147,000 | 2,471 |
| Available-for-sale securities (fair market value) | $40,877,000 | 2,426 |
| Total debt securities | $42,024,000 | 2,627 |
| 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 | $35,593,000 | 2,997 |
| U.S. Government securities | $28,723,000 | 2,680 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,723,000 | 2,627 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $6,870,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $6,870,000 | 602 |
| 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 | $31,203,000 | 1,605 |
| Mortgage-backed securities | $30,697,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $4,630,000 | 3,753 |
| Issued or guaranteed by U.S. | $4,630,000 | 3,741 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $26,067,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $19,197,000 | 638 |
| Privately issued | $6,870,000 | 576 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,187,000 | 2,458 |
| Available-for-sale securities (fair market value) | $34,406,000 | 2,728 |
| Total debt securities | $35,593,000 | 2,963 |
| 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 | $37,216,000 | 2,937 |
| U.S. Government securities | $29,918,000 | 2,638 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $29,918,000 | 2,588 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $7,298,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $7,298,000 | 582 |
| 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 | $30,597,000 | 1,609 |
| Mortgage-backed securities | $36,216,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $9,242,000 | 2,754 |
| Issued or guaranteed by U.S. | $9,242,000 | 2,739 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $26,974,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $19,676,000 | 618 |
| Privately issued | $7,298,000 | 553 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,243,000 | 2,453 |
| Available-for-sale securities (fair market value) | $35,973,000 | 2,683 |
| Total debt securities | $37,216,000 | 2,904 |
| 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 | $38,646,000 | 2,850 |
| U.S. Government securities | $31,162,000 | 2,546 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,162,000 | 2,491 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $7,484,000 | 996 |
| Privately issued residential mortgage-backed securities | $7,484,000 | 562 |
| 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 | $31,718,000 | 1,521 |
| Mortgage-backed securities | $37,646,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $14,435,000 | 2,060 |
| Issued or guaranteed by U.S. | $14,435,000 | 2,050 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,211,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $15,727,000 | 713 |
| Privately issued | $7,484,000 | 535 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,324,000 | 2,473 |
| Available-for-sale securities (fair market value) | $37,322,000 | 2,597 |
| Total debt securities | $38,646,000 | 2,806 |
| 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 | $38,916,000 | 2,831 |
| U.S. Government securities | $31,305,000 | 2,576 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $31,305,000 | 2,517 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $7,611,000 | 936 |
| Privately issued residential mortgage-backed securities | $7,611,000 | 519 |
| 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 | $33,171,000 | 1,485 |
| Mortgage-backed securities | $27,866,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $9,749,000 | 2,312 |
| Issued or guaranteed by U.S. | $9,749,000 | 2,298 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,117,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $10,506,000 | 894 |
| Privately issued | $7,611,000 | 490 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,396,000 | 2,506 |
| Available-for-sale securities (fair market value) | $37,520,000 | 2,565 |
| Total debt securities | $38,916,000 | 2,788 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $39,818,000 | 2,774 |
| U.S. Government securities | $31,725,000 | 2,567 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $31,725,000 | 2,513 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $8,093,000 | 849 |
| Privately issued residential mortgage-backed securities | $8,093,000 | 467 |
| 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 | $36,658,000 | 1,313 |
| Mortgage-backed securities | $28,832,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $9,717,000 | 2,159 |
| Issued or guaranteed by U.S. | $9,717,000 | 2,150 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,115,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $11,022,000 | 828 |
| Privately issued | $8,093,000 | 444 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,472,000 | 2,534 |
| Available-for-sale securities (fair market value) | $38,346,000 | 2,500 |
| Total debt securities | $39,819,000 | 2,726 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $40,250,000 | 2,761 |
| U.S. Government securities | $32,090,000 | 2,537 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $32,090,000 | 2,467 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $8,160,000 | 807 |
| Privately issued residential mortgage-backed securities | $8,160,000 | 448 |
| 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 | $13,036,000 | 2,926 |
| Mortgage-backed securities | $29,401,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $9,719,000 | 2,106 |
| Issued or guaranteed by U.S. | $9,719,000 | 2,098 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,682,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $11,522,000 | 774 |
| Privately issued | $8,160,000 | 425 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,544,000 | 2,524 |
| Available-for-sale securities (fair market value) | $38,706,000 | 2,485 |
| Total debt securities | $40,250,000 | 2,718 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $7,385,000 | 6,687 |
| U.S. Government securities | $7,385,000 | 6,064 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,385,000 | 5,948 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $1,636,000 | 5,947 |
| Mortgage-backed securities | $7,385,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,385,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $7,385,000 | 1,039 |
| 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) | $1,636,000 | 2,538 |
| Available-for-sale securities (fair market value) | $5,749,000 | 6,381 |
| Total debt securities | $7,385,000 | 6,629 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $7,948,000 | 6,598 |
| U.S. Government securities | $7,948,000 | 5,940 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,948,000 | 5,817 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $1,730,000 | 5,908 |
| Mortgage-backed securities | $7,948,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,948,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $7,948,000 | 997 |
| 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) | $1,731,000 | 2,557 |
| Available-for-sale securities (fair market value) | $6,217,000 | 6,300 |
| Total debt securities | $7,947,000 | 6,535 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $23,599,000 | 4,127 |
| U.S. Government securities | $14,979,000 | 4,541 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,979,000 | 4,411 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $8,620,000 | 770 |
| Privately issued residential mortgage-backed securities | $8,620,000 | 427 |
| 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 | $1,819,000 | 5,918 |
| Mortgage-backed securities | $12,557,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $3,937,000 | 3,355 |
| Issued or guaranteed by U.S. | $3,937,000 | 3,338 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,620,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $8,620,000 | 402 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,820,000 | 2,598 |
| Available-for-sale securities (fair market value) | $21,779,000 | 3,791 |
| Total debt securities | $23,599,000 | 4,066 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $1,906,000 | 8,127 |
| U.S. Government securities | $1,906,000 | 7,872 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,906,000 | 7,741 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $1,906,000 | 5,912 |
| Mortgage-backed securities | $1,906,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $1,906,000 | 4,237 |
| Issued or guaranteed by U.S. | $1,906,000 | 4,222 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,906,000 | 2,587 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,906,000 | 8,080 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $0 | 8,575 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $0 | 7,929 |
| Total debt securities | $0 | 8,534 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $0 | 8,634 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $0 | 7,975 |
| Total debt securities | $0 | 8,589 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
