9/17/19 9:01 AM

Rate Indications

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

855-345-2244, Option 1

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Market Rates

Early bird discount available on A120 (<= 27 days) advances before 10:00 a.m.

Special early bird discount on 1-month and 3-month A121 advances executed before 10:00 a.m. ($15mm minimum). The 1-Month A121 (between 28 and 33 days) is at 2.17%, and the 3-Month (between 87 and 94 days) is at 2.12%. To execute, please call the Member Transaction Desk before 10:00 a.m.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

1.74%

1.94%

5 years

1.67%

1.62%

1.90%

7 years

1.75%

1.64%

2.07%

10 years

1.82%

1.71%

2.26%

Fixed Rate Advances

Structured Advances

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Capped Floating Rate Advances

1 week

2.25%

2.12%

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

Term

Index

Index Cap

Spread to 3ML

Rate Cap

2 weeks

2.24%

2.12%

3 years

3ML

2.50%

0.34%

2.84%

3 weeks

2.23%

2.11%

5 years

3ML

2.50%

0.43%

2.93%

1 month

2.13%

2.22%

2.10%

7 years

3ML

2.50%

0.64%

3.14%

3 months

2.07%

2.17%

2.05%

Fixed Rate Callable Advances (Call Option Owned by Member)

6 months

2.02%

2.11%

1.99%

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

9 months

1.96%

2.06%

1.93%

3 years

1 year

2.28%

2.16%

0.37%

1 year

1.98%

2.07%

1.95%

1.83%

5 years

1 year

2.40%

2.27%

0.50%

1.5 years

1.96%

2.06%

1.93%

1.83%

7 years

2 years

2.50%

2.38%

0.43%

2 years

1.85%

1.94%

1.82%

1.85%

10 years

2 years

2.74%

2.61%

0.47%

2.5 years

1.82%

1.92%

1.79%

1.85%

10 years

3 years

2.54%

2.41%

0.27%

3 years

1.82%

1.91%

1.79%

1.87%

10 years

5 years

2.40%

2.27%

0.13%

3.5 years

1.81%

1.91%

1.78%

1.86%

15 years

5 years

2.84%

2.71%

0.21%

4 years

1.82%

1.91%

1.79%

1.87%

Fixed Rate Putable Advances (Call Option Owned by FHLBC)

4.5 years

1.81%

1.90%

1.78%

1.95%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

1.81%

1.90%

1.78%

2.04%

3 years

6 months

1.69%

1.57%

-0.42%

6 years

1.94%

2.04%

1.91%

2.08%

5 years

6 months

1.53%

1.41%

-0.58%

7 years

1.98%

2.07%

1.95%

2.23%

7 years

6 months

1.49%

1.37%

-0.62%

10 years

2.17%

2.26%

2.14%

2.37%

10 years

6 months

1.46%

1.34%

-0.65%

15 years

Call for availability

2.63%

2.50%

3 years

1 year

1.70%

1.57%

-0.38%

20 years

2.81%

2.69%

5 years

1 year

1.55%

1.43%

-0.52%

30 years

3.08%

2.96%

7 years

1 year

1.51%

1.39%

-0.56%

10 years

1 year

1.46%

1.33%

-0.61%

5 years

2 years

1.62%

1.49%

-0.46%

Amortizing Advances

7 years

2 years

1.54%

1.41%

-0.53%

Amortization Term

10 years

2 years

1.46%

1.33%

-0.62%

Term

5 years

7 years

10 years

15 years

7 years

3 years

1.60%

1.47%

-0.31%

5 years

1.97%

10 years

5 years

1.74%

1.61%

-0.17%

7 years

2.03%

2.08%

2.11%

10 years

2.16%

2.25%

Fixed Rate Floating Spread Advances

Term

15 years

20 years

25 years

30 years

Term

Fixed Rate

Floating Spread

Initial Rate

Initial Difference

15 years

2.39%

2.52%

2.58%

2.61%

5 years

1.82%

0.01%

1.83%

-0.08%

20 years

2.60%

2.71%

2.76%

7 years

1.94%

0.01%

1.95%

-0.12%

30 years

2.91%

10 years

1.94%

0.01%

1.95%

-0.31%

Floating Rate Advances

LIBOR Indexed Advances

Overnight Advances

Non-Prepayable

Prepayable (on reset dates)

Term

Minimum

Today

Prior Day

Term

Spread to 1ML

Spread to 3ML

Spread to 1ML

Spread to 3ML

1 Day

No minimum

2.42%

2.17%

6 months

0.19%

0.02%

0.23%

0.04%

Open Line (Daily Rate Set)#

No minimum

2.45%

2.57%

1 year

0.20%

0.11%

0.28%

0.17%

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

18 months

0.22%

0.13%

0.34%

0.23%

Discount Note Indexed Advances^

2 years

0.24%

0.15%

0.39%

0.29%

Index / Rate Indic.

≤ 3m

3m - 1y

>1y

Max Term

3 years

0.45%

0.31%

0.60%

0.46%

Overnight

3.53%

3 months

4 years

0.47%

0.34%

0.62%

0.49%

4 week

2.30%

2.36%

2.54%

5 years

0.47%

0.34%

0.62%

0.49%

13 Week

2.26%

2.48%

5 years**

6 years

0.62%

0.49%

0.77%

0.64%

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

7 years

0.63%

0.51%

0.78%

0.66%

Adjustable Rate Advances

10 years

0.76%

0.64%

0.91%

0.79%

Term

Index

Spread

Prior Index

6 month

SOFR (Secured Overnight Financing Rate)

0.21%

2.43%

FHLBC Deposit Rates^

DID (yesterday)

2.08648%

9 month

SOFR (Secured Overnight Financing Rate)

0.22%

2.43%

^Call for term deposit rates.

1 year

SOFR (Secured Overnight Financing Rate)

0.24%

2.43%

Please call for additional terms not listed above.