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4/15/21 8:33 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

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

0.16%

0.28%

0.36%

5 years

0.83%

0.92%

1.02%

7 years

1.26%

1.46%

10 years

1.59%

1.57%

1.83%

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%

0.09%

3 weeks

0.22%

0.01%

3 years

6 months

0.72%

0.50%

0.19%

1 month

0.12%

0.22%

0.01%

3 years

1 year

0.65%

0.44%

0.13%

3 months

0.12%

0.22%

0.01%

5 years

6 months

1.32%

1.11%

0.30%

6 months

0.12%

0.22%

0.00%

5 years

1 year

1.23%

1.02%

0.21%

9 months

0.12%

0.22%

0.00%

5 years

2 year

1.16%

0.95%

0.14%

1 year

0.18%

0.28%

0.07%

0.46%

7 years

1 year

1.73%

1.52%

0.27%

1.5 years

0.23%

0.33%

0.12%

0.55%

7 years

2 years

1.66%

1.45%

0.20%

2 years

0.26%

0.36%

0.15%

0.65%

10 years

2 years

2.16%

1.95%

0.33%

2.5 years

0.33%

0.43%

0.21%

0.81%

10 years

3 years

2.10%

1.89%

0.27%

3 years

0.42%

0.52%

0.31%

0.96%

10 years

5 years

2.04%

1.83%

0.21%

3.5 years

0.55%

0.65%

0.44%

1.09%

15 years

5 years

2.48%

2.27%

0.30%

4 years

0.69%

0.79%

0.58%

1.21%

Fixed Rate Putable Advances (Call Option Owned by FHLBC)

4.5 years

0.80%

0.90%

0.69%

1.34%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

0.92%

1.02%

0.81%

1.46%

3 years

6 months

0.22%

0.01%

6 years

1.16%

1.26%

1.04%

1.67%

5 years

6 months

0.21%

0.00%

-0.01%

7 years

1.36%

1.46%

1.25%

1.79%

7 years

6 months

0.22%

0.01%

10 years

1.73%

1.83%

1.62%

2.09%

10 years

6 months

0.22%

0.01%

0.00%

15 years

Call for availability

2.18%

1.97%

3 years

1 year

0.23%

0.02%

-0.04%

20 years

2.52%

2.31%

5 years

1 year

0.22%

0.01%

-0.06%

30 years

2.89%

2.68%

7 years

1 year

0.20%

-0.01%

-0.07%

10 years

1 year

0.20%

-0.01%

-0.08%

5 years

2 years

0.28%

0.06%

-0.08%

Amortizing Advances

7 years

2 years

0.24%

0.03%

-0.12%

Amortization Term

10 years

2 years

0.25%

0.04%

-0.11%

Term

5 years

7 years

10 years

15 years

7 years

3 years

0.46%

0.25%

-0.06%

5 years

0.66%

0.83%

0.92%

0.97%

10 years

5 years

0.97%

0.76%

-0.05%

7 years

0.98%

1.22%

1.34%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

1.35%

1.62%

5 years

6 months

0.13%

-0.08%

Term

15 years

20 years

25 years

30 years

7 years

6 months

0.15%

-0.06%

15 years

1.77%

1.96%

2.05%

2.10%

10 years

3 months

0.13%

-0.08%

-0.09%

20 years

2.08%

2.26%

2.35%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

2.53%

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

0.016%

0.31%

0.33%

3 months

0.20%

n/a

0.30%

n/a

SOFR

3 Months

0.01%

0.17%

0.18%

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

0.30%

0.29%

0.32%

SOFR

1 Year

0.01%

0.18%

0.19%

3 years

0.31%

0.30%

0.33%

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

0.011%

13 week

0.020%

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

0.11%

0.04%

0.15%

0.06%

^Call for term deposit rates.