A bank's balance sheet information is shown below (in $000). On-Balance Sheet Items Cash Short term government securities (92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 140,600 7,300 433,400 11,700 178,000 956,900 1,830,000 189,000 28, 400 131,900 6,900,000 6,567,669 13,500 474,000 Conversion Factor () Face Value 20 50 $100 1, 12 50 100 200 100 20 50 100 3.000 off Balance Sheet test U.S. Government Counterparty Loon contents: (1 year 1-5 year Standby letters of credit Performance related Direct credit substitute 3.5. Depository Institutions Counterparty Loan commitments 1 year Standby letters of crediti Performance related Direct-credit substitute Comercial letters at credit State and Local Government Counterparty (revenue municipala) Loan comitmeotst > 1 year Standby letters of credit Perforace related Corporate Customer Counterparty Loon commitments 1 year Sovereign counterparty Loan conmitments, OECD CHC rated 71 >1 year Interest rate market contracts (current exposure assumed to be tere): 92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 140, 600 7,300 433,400 11,700 178,000 956,900 1,830,000 189,000 28,400 131,900 6,900,000 6,567,669 13,500 474,000 Conversion Factor (%) Face Value 20 50 $100 1,140 50 100 200 100 20 50 100 3.000 % Off-alance Sheet Items 3.5. Government Counterparty Loan commitments 1 year Standby letters of credit Performance related Corporate Customer Counterparty Loan commitments 1 year Standby letters of credit Performance-related Direct-credit substitute L'annercial letters of credit 100 20 200 56,400 400 50 50 135,400 20 se 3,212,400 3,046,278 50 100 20 101,54 490,900 78,975 Sovereign counterparty Loan commitments, OECD CRC rated 1: t year 50 1,225,400 Sovereign counterparty Loan contacts, OECD CRC rated 2 1 year 50 115,500 Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year 50 30,000 Interest rate market contracts (current exposure assumed to be zero) 92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 140,600 7,300 433,400 11,700 178,000 956,900 1,830,000 189,000 28, 400 131,900 6,900,000 6,567,669 13,500 474,000 Conversion Factor () Face Value 20 50 $100 1, 12 50 100 200 100 20 50 100 3.000 off Balance Sheet test U.S. Government Counterparty Loon contents: (1 year 1-5 year Standby letters of credit Performance related Direct credit substitute 3.5. Depository Institutions Counterparty Loan commitments 1 year Standby letters of crediti Performance related Direct-credit substitute Comercial letters at credit State and Local Government Counterparty (revenue municipala) Loan comitmeotst > 1 year Standby letters of credit Perforace related Corporate Customer Counterparty Loon commitments 1 year Sovereign counterparty Loan conmitments, OECD CHC rated 71 >1 year Interest rate market contracts (current exposure assumed to be tere): 92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 140, 600 7,300 433,400 11,700 178,000 956,900 1,830,000 189,000 28,400 131,900 6,900,000 6,567,669 13,500 474,000 Conversion Factor (%) Face Value 20 50 $100 1,140 50 100 200 100 20 50 100 3.000 % Off-alance Sheet Items 3.5. Government Counterparty Loan commitments 1 year Standby letters of credit Performance related Corporate Customer Counterparty Loan commitments 1 year Standby letters of credit Performance-related Direct-credit substitute L'annercial letters of credit 100 20 200 56,400 400 50 50 135,400 20 se 3,212,400 3,046,278 50 100 20 101,54 490,900 78,975 Sovereign counterparty Loan commitments, OECD CRC rated 1: t year 50 1,225,400 Sovereign counterparty Loan contacts, OECD CRC rated 2 1 year 50 115,500 Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year 50 30,000 Interest rate market contracts (current exposure assumed to be zero)