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5/12/21 8:26 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 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 .20%) and 3-month (no minimum at .20%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m.

Advance Discount Specials (until June 30, 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.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

0.17%

0.28%

0.35%

5 years

0.86%

0.95%

1.04%

7 years

1.33%

1.32%

1.52%

10 years

1.67%

1.65%

1.90%

Fixed Rate Advances

Fixed Rate Callable Advances (Call Option Owned by Member)

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

1 week

0.22%

0.01%

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

2 years

6 months

0.51%

0.29%

0.15%

2 weeks

0.22%

0.01%

2 years

1 year

0.45%

0.24%

0.10%

3 weeks

0.22%

0.01%

3 years

6 months

0.72%

0.50%

0.18%

1 month

0.12%

0.22%

0.01%

3 years

1 year

0.63%

0.42%

0.09%

3 months

0.12%

0.22%

0.01%

5 years

6 months

1.32%

1.11%

0.28%

6 months

0.12%

0.22%

0.01%

5 years

1 year

1.23%

1.02%

0.19%

9 months

0.12%

0.22%

0.01%

5 years

2 year

1.16%

0.95%

0.12%

1 year

0.18%

0.28%

0.07%

0.45%

7 years

1 year

1.73%

1.52%

0.22%

1.5 years

0.24%

0.34%

0.13%

0.56%

7 years

2 years

1.66%

1.45%

0.14%

2 years

0.26%

0.35%

0.14%

0.68%

10 years

2 years

2.16%

1.95%

0.26%

2.5 years

0.34%

0.43%

0.22%

0.84%

10 years

3 years

2.10%

1.89%

0.20%

3 years

0.44%

0.54%

0.33%

1.00%

10 years

5 years

2.04%

1.83%

0.14%

3.5 years

0.57%

0.67%

0.46%

1.13%

15 years

5 years

2.48%

2.27%

0.22%

4 years

0.71%

0.81%

0.60%

1.24%

Fixed Rate Putable Advances (Call Option Owned by FHLBC)

4.5 years

0.83%

0.93%

0.72%

1.39%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

0.94%

1.04%

0.83%

1.52%

3 years

6 months

0.32%

0.11%

0.10%

6 years

1.21%

1.31%

1.10%

1.73%

5 years

6 months

0.33%

0.12%

0.11%

7 years

1.42%

1.52%

1.31%

1.86%

7 years

6 months

0.34%

0.13%

0.12%

10 years

1.80%

1.90%

1.69%

2.17%

10 years

6 months

0.34%

0.13%

0.12%

15 years

Call for availability

2.26%

2.05%

3 years

1 year

0.30%

0.09%

0.02%

20 years

2.60%

2.39%

5 years

1 year

0.31%

0.10%

0.03%

30 years

2.97%

2.76%

7 years

1 year

0.31%

0.10%

0.03%

10 years

1 year

0.31%

0.10%

0.03%

5 years

2 years

0.37%

0.16%

0.01%

Amortizing Advances

7 years

2 years

0.36%

0.14%

0.00%

Amortization Term

10 years

2 years

0.34%

0.13%

-0.01%

Term

5 years

7 years

10 years

15 years

7 years

3 years

0.54%

0.33%

0.00%

5 years

0.66%

0.83%

0.92%

0.97%

10 years

5 years

1.03%

0.82%

-0.01%

7 years

0.99%

1.24%

1.36%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

1.38%

1.65%

5 years

6 months

0.25%

0.04%

0.03%

Term

15 years

20 years

25 years

30 years

7 years

6 months

0.20%

-0.01%

-0.02%

15 years

1.81%

2.01%

2.10%

2.15%

10 years

3 months

0.15%

-0.06%

-0.07%

20 years

2.13%

2.32%

2.41%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

2.59%

10 years

1.55%

0.02%

1.58%

0.32%

Floating Rate Advances

Term Discount Note Floater Advances

Overnight Index Floater Advances**

Non-Prepayable

Prepayable (on reset dates)^

Index / Rate Indic.

Term

Prior Index

Spread

Prior Day

Term**

Spread to 4WK

Spread to 13WK

Spread to 4WK

Spread to 13WK

Overnight DN^

<= 3 Months

0.015%

0.31%

0.33%

3 months

0.20%

n/a

0.30%

n/a

SOFR

3 Months

0.01%

0.16%

0.17%

6 months

0.25%

0.20%

0.45%

0.40%

SOFR

6 Months

0.01%

0.17%

0.18%

1 year

0.30%

0.25%

0.46%

0.45%

SOFR

9 Months

0.01%

0.17%

0.18%

2 years

0.31%

0.30%

0.33%

SOFR

1 Year

0.01%

0.17%

0.18%

3 years

0.32%

0.31%

0.34%

SOFR

18 Months

0.01%

0.19%

0.20%

4 years

0.33%

0.32%

0.36%

SOFR

2 Years

0.01%

0.20%

0.21%

5 years

0.34%

0.33%

0.37%

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

Prior Index

4 week

0.001%

13 week

0.014%

Overnight Advances

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

Term

Minimum

Today

Prior Day

LIBOR Floater Advances

1 Day

No minimum

0.22%

Non-Prepayable

Prepayable (on reset dates)

Open Line (Daily Rate Set)#

No minimum

0.37%

Term

Spread to 1ML

Spread to 3ML

Spread to 1ML

Spread to 3ML

#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.

3 months

0.07%

n/a

FHLBC Deposit Rates^

DID (yesterday)

0.00001%

6 months

0.10%

0.04%

0.14%

0.06%

^Call for term deposit rates.