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3/2/21 8:29
AM |
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Rate
Indications |
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To take down
an advance, login to eBanking or contact the Member Transaction Desk : |
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855-345-2244, Option 1 |
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Today's Headlines |
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Market Rates |
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Early
bird discount available on A120 (<= 27 days) advances before 10:00 a.m.
Special early bird discount on 1-month (no minimum) and 3-month (no
minimum) A121 advances executed before 10:00 a.m. The 1-Month is at .21% and
the 3-Month is at .21%. To execute,
please call the Member Transaction Desk before 10:00 a.m.
Advance Discount Specials (until March 31, 2021): 5 bps discount on qualifying fixed rate fixed term
advances, advance ladders and
amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions. |
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Term |
Treasury |
Swaps |
Fixed Rate Advances |
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2 years |
0.13% |
0.22% |
0.32% |
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5 years |
0.70% |
0.81% |
0.88% |
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7 years |
1.11% |
1.17% |
1.31% |
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10 years |
1.43% |
1.50% |
1.68% |
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Fixed Rate
Advances |
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Fixed Rate Callable Advances (Call Option
Owned by Member) |
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Term |
Community
Advances |
Regular
Advances |
All-in After
Dividend* |
Forward-Starting |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Cost |
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1 week |
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0.23% |
0.02% |
Advances settle one year forward from today and
then have stated term to maturity |
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2 years |
6 months |
0.51% |
0.29% |
0.18% |
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2 weeks |
0.23% |
0.02% |
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2 years |
1 year |
0.43% |
0.22% |
0.11% |
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3 weeks |
0.23% |
0.02% |
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3 years |
6 months |
0.64% |
0.42% |
0.19% |
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1 month |
0.13% |
0.23% |
0.02% |
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3 years |
1 year |
0.58% |
0.37% |
0.13% |
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3 months |
0.13% |
0.23% |
0.02% |
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5 years |
6 months |
1.22% |
1.01% |
0.34% |
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6 months |
0.14% |
0.24% |
0.03% |
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5 years |
1 year |
1.13% |
0.92% |
0.25% |
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9 months |
0.15% |
0.25% |
0.03% |
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5 years |
2 year |
1.06% |
0.85% |
0.18% |
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1 year |
0.19% |
0.29% |
0.07% |
0.38% |
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7 years |
1 year |
1.63% |
1.42% |
0.33% |
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1.5 years |
0.21% |
0.31% |
0.09% |
0.45% |
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7 years |
2 years |
1.56% |
1.35% |
0.25% |
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2 years |
0.22% |
0.32% |
0.11% |
0.54% |
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10 years |
2 years |
2.01% |
1.80% |
0.33% |
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2.5 years |
0.27% |
0.37% |
0.16% |
0.67% |
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10 years |
3 years |
1.95% |
1.74% |
0.27% |
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3 years |
0.34% |
0.44% |
0.23% |
0.80% |
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10 years |
5 years |
1.89% |
1.68% |
0.21% |
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3.5 years |
0.45% |
0.55% |
0.34% |
0.92% |
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15 years |
5 years |
2.36% |
2.15% |
0.25% |
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4 years |
0.56% |
0.66% |
0.45% |
1.03% |
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Fixed Rate Putable Advances (Call Option
Owned by FHLBC) |
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4.5 years |
0.67% |
0.77% |
0.56% |
1.15% |
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Term |
Lockout |
European |
All-in After Dividend* |
Option Value |
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5 years |
0.78% |
0.88% |
0.67% |
1.26% |
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3 years |
6 months |
0.18% |
-0.03% |
-0.06% |
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6 years |
0.99% |
1.09% |
0.88% |
1.48% |
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5 years |
6 months |
0.18% |
-0.03% |
-0.06% |
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7 years |
1.21% |
1.31% |
1.10% |
1.65% |
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7 years |
6 months |
0.18% |
-0.03% |
-0.06% |
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10 years |
1.58% |
1.68% |
1.46% |
1.95% |
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10 years |
6 months |
0.16% |
-0.06% |
-0.08% |
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15 years |
Call for availability |
2.11% |
1.90% |
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3 years |
1 year |
0.21% |
0.00% |
-0.08% |
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20 years |
2.53% |
2.32% |
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5 years |
1 year |
0.19% |
-0.02% |
-0.10% |
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2.97% |
2.76% |
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7 years |
1 year |
0.18% |
-0.03% |
-0.10% |
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10 years |
1 year |
0.18% |
-0.03% |
-0.10% |
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5 years |
2 years |
0.22% |
0.00% |
-0.11% |
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Amortizing
Advances |
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7 years |
2 years |
0.20% |
-0.01% |
-0.13% |
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Amortization
Term |
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10 years |
2 years |
0.19% |
-0.02% |
-0.13% |
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Term |
5 years |
7 years |
10 years |
15 years |
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7 years |
3 years |
0.35% |
0.14% |
-0.09% |
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5 years |
0.58% |
0.72% |
0.80% |
0.84% |
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10 years |
5 years |
0.81% |
0.60% |
-0.06% |
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7 years |
na |
0.86% |
1.08% |
1.20% |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Value |
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10 years |
na |
na |
1.22% |
1.47% |
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5 years |
6 months |
0.16% |
-0.05% |
-0.08% |
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Term |
15 years |
20 years |
25 years |
30 years |
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7 years |
6 months |
0.14% |
-0.07% |
-0.10% |
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15 years |
1.65% |
1.86% |
1.95% |
2.00% |
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10 years |
3 months |
0.16% |
-0.05% |
-0.07% |
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na |
2.00% |
2.21% |
2.32% |
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7 years |
1.24% |
0.02% |
1.26% |
0.32% |
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30 years |
na |
na |
na |
2.53% |
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10 years |
1.55% |
0.02% |
1.58% |
0.32% |
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Floating Rate
Advances |
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Term Discount Note Floater Advances |
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Overnight Index Floater Advances** |
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Non-Prepayable |
Prepayable (on reset dates)^ |
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Index / Rate Indic. |
Term |
Prior Index |
Spread |
Prior Day |
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Term** |
Spread to 4WK |
Spread to 13WK |
Spread to 4WK |
Spread to 13WK |
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Overnight DN^ |
<= 3 Months |
0.065% |
0.31% |
0.38% |
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3 months |
0.20% |
n/a |
0.30% |
n/a |
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SOFR |
3 Months |
0.02% |
0.17% |
0.18% |
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6 months |
0.25% |
0.20% |
0.45% |
0.40% |
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SOFR |
6 Months |
0.02% |
0.17% |
0.19% |
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1 year |
0.30% |
0.25% |
0.46% |
0.45% |
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SOFR |
9 Months |
0.02% |
0.17% |
0.19% |
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2 years |
0.34% |
0.32% |
0.36% |
0.36% |
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SOFR |
1 Year |
0.02% |
0.18% |
0.20% |
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3 years |
0.35% |
0.34% |
0.37% |
0.37% |
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SOFR |
18 Months |
0.02% |
0.20% |
0.22% |
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4 years |
0.36% |
0.35% |
0.38% |
0.38% |
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SOFR |
2 Years |
0.02% |
0.21% |
0.23% |
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5 years |
0.37% |
0.36% |
0.39% |
0.39% |
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^Prepayable same day before 3:00PM. **Please
call for additional terms not listed above. |
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Prior Index |
4 week |
0.034% |
13 week |
0.047% |
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Overnight
Advances |
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^Prepayable at par with 1 day notice.
**Please call for terms between 5 years and 10 years, or for 26 week
index. |
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Term |
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Minimum |
Today |
Prior Day |
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LIBOR Floater Advances |
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1 Day |
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No minimum |
0.23% |
0.23% |
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Non-Prepayable |
Prepayable
(on reset dates) |
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Open Line (Daily Rate
Set)# |
No minimum |
0.37% |
0.37% |
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Term |
Spread to 1ML |
Spread to 3ML |
Spread to 1ML |
Spread to 3ML |
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#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. |
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3 months |
0.10% |
n/a |
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n/a |
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FHLBC
Deposit Rates^ |
DID (yesterday) |
0.00001% |
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6 months |
0.13% |
0.08% |
0.17% |
0.10% |
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^Call for term deposit rates. |
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9 months |
0.14% |
0.09% |
0.22% |
0.15% |
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