The following information is for problems 11-14. Consider a bank's balance sheet as follows.

On-Balance-Sheet Items Category Face Val $121,600 Short-term government securities (92 days) Long-term government securities 92 days) Federal reserve stock Repos secured by federal agencies Claims on U.S. depository 414,400 9,800 159,000 937,900 institutions Short-term(cI year) claims on foreign banks General obligations municipals Claims on or guaranteed 1,640,000 170,000 by federal agencies Municipal revenue bonds Commercial loans,BB+rated Claims on foreign banks 26,500 112,900 6,645,700 I year) 5,800 Conversion Face Value Off-Balance-Sheet Items Guaranteed by U.S. Government: Loan commitments, AAA rated Factor CI year 1-5 year 0% 50% 300 1,140 Standby letters of credit, AA rated Performance related Other 50% 100% 200 100 Backed by Domestic Depository Institution: Loan commitments, BBB+ rated I year Standby letters of credit, AA rated Performance related Other Commercial letters of credit 3,000 50% 100% BBB+ rated Backed by State or Local Government Revenues: Loan commitments, BBB-rated 1 year %$ S 100 Standby letters of credit, BBB rated Performance related 50% 135,400 Extended to Corporate Customers Loan commitments, CCC rated I year Standby letters of credit, BBB rated Performance related Direct credit substitute Commercial letters of credit, 50% 100% 101,54 . 490.900 BB- rated 20% 78,978 Category II Interest Rate Derivative Contracts: (current exposure assumed to be zere) I year Standby letters of credit, AA rated Performance related Other Commercial letters of credit 3,000 50% 100% BBB+ rated Backed by State or Local Government Revenues: Loan commitments, BBB-rated 1 year %$ S 100 Standby letters of credit, BBB rated Performance related 50% 135,400 Extended to Corporate Customers Loan commitments, CCC rated I year Standby letters of credit, BBB rated Performance related Direct credit substitute Commercial letters of credit, 50% 100% 101,54 . 490.900 BB- rated 20% 78,978 Category II Interest Rate Derivative Contracts: (current exposure assumed to be zere)