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4/26/24 8:34 AM

Rate Indications

To take down an advance, login to eBanking or contact the Member Transaction Desk :

855-345-2244, Option 1

Today's Headlines

Market Rates

Advance Discount Specials (until April 30, 2024): 5 bps discount on qualifying fixed rate fixed term advances, callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.

Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at 5.46%) and 3-month (no minimum at 5.48%) A121 advances. To execute, please call the Member 6Transaction Desk before 10:00 a.m.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

4.97%

4.91%

5.05%

5 years

4.68%

4.45%

4.80%

7 years

4.68%

4.35%

4.91%

10 years

4.66%

4.29%

5.01%

FHLBC Deposit Rates^

DID (yesterday)

5.180%

^Call for term deposit rates.

Fixed Rate Advances

Fixed Rate Callable Advances (Member-Owned Embedded Option)

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

1 week

5.46%

5.31%

Advances settle one year forward from today and then have stated term to maturity

2 years

6 months

5.87%

5.72%

0.81%

2 weeks

5.47%

5.32%

2 years

1 year

5.65%

5.50%

0.59%

3 weeks

5.48%

5.33%

3 years

6 months

6.08%

5.93%

1.16%

1 month

5.38%

5.48%

5.33%

3 years

1 year

5.78%

5.63%

0.86%

3 months

5.40%

5.50%

5.35%

5 years

6 months

6.30%

6.15%

1.50%

6 months

5.39%

5.49%

5.35%

5 years

1 year

6.01%

5.86%

1.21%

9 months

5.36%

5.46%

5.32%

5 years

2 year

5.62%

5.47%

0.82%

1 year

5.19%

5.29%

5.14%

4.83%

7 years

1 year

6.22%

6.08%

1.31%

1.5 years

5.08%

5.18%

5.03%

4.74%

7 years

2 years

5.83%

5.68%

0.92%

2 years

4.95%

5.05%

4.90%

4.75%

10 years

2 years

6.08%

5.93%

1.07%

2.5 years

4.86%

4.96%

4.82%

4.73%

10 years

3 years

5.76%

5.61%

0.75%

3 years

4.82%

4.92%

4.77%

4.71%

10 years

5 years

5.39%

5.24%

0.38%

3.5 years

4.77%

4.87%

4.72%

4.69%

15 years

5 years

5.68%

5.54%

0.45%

4 years

4.75%

4.85%

4.70%

4.68%

Fixed Rate Putable Advances (Bank-Owned Embedded Option)

4.5 years

4.71%

4.81%

4.66%

4.74%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

4.70%

4.80%

4.65%

4.79%

3 years

6 months

4.49%

4.34%

-1.00%

6 years

4.77%

4.88%

4.73%

4.84%

5 years

6 months

4.16%

4.01%

-1.33%

7 years

4.81%

4.91%

4.76%

4.89%

7 years

6 months

4.05%

3.90%

-1.45%

10 years

4.91%

5.01%

4.86%

5.02%

10 years

6 months

3.97%

3.82%

-1.52%

15 years

Call for availability

5.23%

5.08%

3 years

1 year

4.53%

4.39%

-0.76%

20 years

5.41%

5.26%

5 years

1 year

4.22%

4.07%

-1.07%

30 years

5.50%

5.35%

7 years

1 year

4.08%

3.94%

-1.21%

10 years

1 year

4.00%

3.85%

-1.29%

5 years

2 years

4.36%

4.21%

-0.69%

Fixed Rate Amortizing Advances

7 years

2 years

4.18%

4.04%

-0.87%

Amortization Term

10 years

2 years

4.05%

3.90%

-1.00%

Term

5 years

7 years

10 years

15 years

7 years

3 years

4.29%

4.14%

-0.63%

5 years

5.01%

4.96%

4.93%

4.91%

10 years

5 years

4.44%

4.29%

-0.36%

7 years

n/a

4.99%

5.00%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

n/a

5.03%

5.07%

5 years

6 months

3.91%

3.76%

-1.58%

Term

15 years

20 years

25 years

30 years

7 years

6 months

3.68%

3.53%

-1.81%

15 years

5.16%

5.24%

5.27%

5.29%

10 years

3 months

3.38%

3.23%

-2.12%

20 years

n/a

5.31%

5.39%

5.43%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

n/a

5.49%

10 years

1.55%

0.02%

1.58%

0.32%

Floating Rate Advances

Discount Note Floater Advances

SOFR Index Floater Advances

Non-Prepayable

Prepayable (on reset dates)^

Index / Rate Indic.

Term

Prior Index

Spread

Prior Day Rate

Term**

Spread to 4WK

Spread to 13WK

Spread to 4WK

Spread to 13WK

SOFR

3 Months

5.31%

0.16%

5.47%

3 months

0.23%

n/a

0.26%

n/a

SOFR

6 Months

5.31%

0.16%

5.47%

6 months

0.29%

0.23%

0.36%

0.30%

SOFR

9 Months

5.31%

0.18%

5.49%

1 year

0.32%

0.24%

0.38%

0.32%

SOFR

1 Year

5.31%

0.20%

5.51%

2 years

0.44%

0.36%

0.46%

0.38%

SOFR

18 Months

5.31%

0.23%

5.54%

3 years

0.51%

0.42%

0.53%

0.44%

SOFR

2 Years

5.31%

0.26%

5.57%

4 years

0.54%

0.45%

0.56%

0.47%

SOFR

3 Years

5.31%

0.33%

5.64%

5 years

0.56%

0.47%

0.58%

0.49%

SOFR

4 Years

5.31%

0.40%

5.72%

Prior Index

4 week

5.293%

13 week

5.334%

SOFR

5 Years

5.31%

0.44%

5.76%

^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.

SOFR

6 Years

5.31%

0.57%

5.89%

Overnight Discount Note Floater**

SOFR

7 Years

5.31%

0.64%

5.96%

Term^

Prior Index

Spread

Prior Day Rate

SOFR

8 Years

5.31%

0.70%

6.02%

<= 3 Months

5.306%

0.310%

5.616%

SOFR

9 Years

5.31%

0.75%

6.06%

^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.

SOFR

10 Years

5.31%

0.80%

6.12%

Overnight Advances

Term

Minimum

Today

Prior Day

1 Day

No minimum

5.46%

Open Line (Daily Rate Set)#

No minimum

5.58%

#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.