Overnight Line of Credit (OLOC)

Type 03/11/10
OLOC 0.46%

 

Variable Rate Advance

Type 03/11/10
FHLB Variable Advance 1.10%

 

Fed Funds Floating Rate Advance

Type 03/11/10
Fed Funds Floater Base Rate 1.42%

 

Fixed Rate Advance

Type 03/11/10
1 Week 0.46%
2 Weeks 0.48%
3 Weeks 0.49%
1 Month 0.51%
2 Months 0.53%
3 Months 0.55%
4 Months 0.56%
5 Months 0.59%
6 Months 0.64%
1 Year 0.86%
2 Years  * 
3 Years  * 
4 Years  * 
5 Years  * 
6 Years  * 
7 Years  * 
8 Years  * 
9 Years  * 
10 Years  * 

 

Community Investment Advance Rates

Please call the desk for a live indication.
Type 03/11/10
1 Year  * 
2 Year  * 
3 Year  * 
4 Year  * 
5 Year  * 
6 Year  * 
7 Year  * 
8 Year  * 
9 Year  * 
10 Year  * 

 

Overnight Investment Account ("OIA")

Type 03/11/10 03/10/10
O.I.A. Base Rate 0.26% 0.26%

 

Term Deposits

Type 03/11/10
14-30 Days 0.15%
31-60 Days 0.17%
61-90 Days 0.19%
91-120 Days 0.21%
121-150 Days 0.23%
151-183 Days 0.25%
184-270 Days 0.27%
271-365 Days 0.35%

 

* Please call the desk at 212-441-6600
for a live indication.

 

** NC indicates non-convertible, i.e., 2NC3M is a 2 year advance that FHLBNY can convert after 3 months.

Amortizing Advance Indications

Please call the desk for a live indication.
 Final Maturity→  5 Yr 7 Yr 10 Yr 15 Yr 20 Yr 30 Yr
 Amortization Schedule↓             
 5 Years   *           
 7 Years   *   *         
 10 Years   *   *   *       
 15 Years   *   *   *   *     
 20 Years   *   *   *   *   *   
 30 Years   *   *   *   *   *   * 

 

Principal-Deferred Advance (PDA) Rates

Please call the desk for a live indication.
 Final Maturity→  5 Yr 5 Yr 10 Yr 10 Yr 10 Yr 15 Yr
 Interest Only Period→  2 Yr 3 Yr 2 Yr 3 Yr 5 Yr 5 Yr
 Amortization Schedule↓             
 5 Years   *   *         
 15 Years   *   *   *   *   *   * 
 30 Years    *   *   *   *   *   * 

 

Community Investment Amortizing Advance Indications

Please call the desk for a live indication.
 Final Maturity→  5 Yr 7 Yr 10 Yr 15 Yr 20 Yr 30 Yr
 Amortization Schedule↓             
 5 Years   *           
 7 Years    *   *         
 10 Years   *   *   *       
 15 Years   *   *   *   *     
 20 Years   *   *   *   *   *   
 30 Years    *   *   *   *   *   * 

 

Convertible Advances   03/08/10

Structure** Bermudan European Benchmark
(Multi) (1 Time) Treasury
2NC3M -7 -5 On-The-Run 2Y
2NC6M -1 0 On-The-Run 2Y
2NC1 23 24 On-The-Run 2Y
3NC3M -57 -56 Interp
3NC6M -51 -50 Interp
3NC1 -28 -26 Interp
3NC2 35 39 Interp
5NC3M -151 -149 On-The-Run 5Y
5NC6M -145 -144 On-The-Run 5Y
5NC1 -121 -120 On-The-Run 5Y
5NC2 -60 -60 On-The-Run 5Y
5NC3 5 5 On-The-Run 5Y
7NC3M -227 -226 Interp
7NC6M -221 -220 Interp
7NC1 -197 -196 Interp
7NC2 -136 -136 Interp
7NC3 -71 -68 Interp
10NC3M -286 -284 On-The-Run 10Y
10NC6M -279 -278 On-The-Run 10Y
10NC1 -256 -255 On-The-Run 10Y
10NC2 -198 -195 On-The-Run 10Y
10NC3 -135 -130 On-The-Run 10Y
10NC5 -37 -34 On-The-Run 10Y

 

Convertible Advances with Customized Strike   03/08/10

Structure** 6.0% 6.5% 7.0% 7.5% Sprd to US Trsy
5NC1 0 0 0 0 On-The-Run 5Y
5NC2 0 0 0 0 On-The-Run 5Y
7NC1 0 0 0 0 Interpolated 7Y
10NC1 0 0 0 0 On-The-Run 10Y
10NC2 0 0 0 0 On-The-Run 10Y

 

 

* Please call the desk at 212-441-6600 for a live indication.

 

** NC indicates non-convertible, i.e., 2NC3M is a 2 year advance
that FHLBNY can convert after 3 months.

 

 

© Federal Home Loan Bank of New York.