Chart 2. The title is "Unrealized Securities Gains Tapered off Among Chicago Region's Banks and Thrifts".

A combined line and bar chart showing the yield on the five-year Treasury note and the net unrealized gain or loss on securities.

In September 1994, the yield on the five-year Treasury note was 6.96% and the net unrealized loss on securities was $1.50 billion. In September 1995, the yield on the five-year Treasury note was 6.08% and the net unrealized loss on securities was $0.08 billion. In September 1996, the yield on the five-year Treasury note was 6.54% and the net unrealized loss on securities was $0.40 billion. In September 1997, the yield on the five-year Treasury note was 6.13% and the net unrealized gain on securities was $0.87 billion. In September 1998, the yield on the five-year Treasury note was 5.12% and the net unrealized gain on securities was $1.85 billion. In September 1999, the yield on the five-year Treasury note was 5.77% and the net unrealized loss on securities was $1.65 billion. In September 2000, the yield on the five-year Treasury note was 6.06% and the net unrealized loss on securities was $1.61 billion. In September 2001, the yield on the five-year Treasury note was 4.48% and the net unrealized gain on securities was $2.81 billion. In September 2002, the yield on the five-year Treasury note was 3.35% and the net unrealized gain on securities was $4.40 billion. In September 2003, the yield on the five-year Treasury note was 3.14% and the net unrealized gain on securities was $1.92 billion.