Statements of Condition (USD $) In Thousands	Jun. 30, 2011		Dec. 31, 2010
ASSETS
Cash and due from banks	$ 1,802,114		$ 197,623
Interest-bearing deposits	157		108
Securities purchased under agreements to resell	1,700,000		2,950,000
Federal funds sold	2,360,000		5,480,000
Investment securities:
Trading securities	7,105,053		6,402,781
Available-for-sale securities	3,839,603		5,789,736
Held-to-maturity securities	12,934,943	[1]	12,691,545	[1]
Total investment securities	23,879,599		24,884,062
Advances	29,172,490		30,181,017
Mortgage loans held for portfolio:
Mortgage loans held for portfolio	7,561,038		7,782,140
Less allowance for credit losses on mortgage loans	14,800		12,100
Mortgage loans held for portfolio, net	7,546,238		7,770,040
Accrued interest receivable	124,546		132,355
Premises, software, and equipment, net	9,956		10,441
Derivative assets	3,539		2,499
Other assets	19,265		23,117
TOTAL ASSETS	66,617,904		71,631,262
Deposits:
Interest bearing	1,210,657		1,437,671
Non-interest bearing	13,909		14,756
Total deposits	1,224,566		1,452,427
Consolidated Obligations, net:
Discount Notes	32,915,704		35,003,280
Bonds	28,052,221		30,696,791
Total Consolidated Obligations, net	60,967,925		65,700,071
Mandatorily redeemable capital stock	323,698		356,702
Accrued interest payable	171,851		190,728
Affordable Housing Program payable	81,750		88,037
Payable to REFCORP	9,165		11,002
Derivative liabilities	199,561		227,982
Other liabilities	85,490		81,785
Total liabilities	63,064,006		68,108,734
Commitments and contingencies
CAPITAL
Capital stock Class B putable	3,113,063		3,092,377
Retained earnings	448,214		437,874
Accumulated other comprehensive loss:
Net unrealized loss on available-for-sale securities	(353)		(264)
Pension and postretirement plans benefits	(7,026)		(7,459)
Total accumulated other comprehensive loss	(7,379)		(7,723)
Total capital	3,553,898		3,522,528
TOTAL LIABILITIES AND CAPITAL	$ 66,617,904		$ 71,631,262

[1] Fair values: $13,302,931 and $13,019,799 at June 30, 2011 and December 31, 2010, respectively.