Overnight Line of Credit (OLOC)
| Type | 07/29/10 |
| OLOC | 0.49% |
Variable Rate Advance
| Type | 07/29/10 |
| FHLB Variable Advance | 1.15% |
Fed Funds Floating Rate Advance
| Type | 07/29/10 |
| Fed Funds Floater Base Rate | 1.48% |
Fixed Rate Advance
| Type | 07/29/10 |
| 1 Week | 0.49% |
| 2 Weeks | 0.50% |
| 3 Weeks | 0.52% |
| 1 Month | 0.53% |
| 2 Months | 0.53% |
| 3 Months | 0.59% |
| 4 Months | 0.59% |
| 5 Months | 0.64% |
| 6 Months | 0.65% |
| 1 Year | 0.80% |
| 2 Years | * |
| 3 Years | * |
| 4 Years | * |
| 5 Years | * |
| 6 Years | * |
| 7 Years | * |
| 8 Years | * |
| 9 Years | * |
| 10 Years | * |
Community Investment Advance Rates
| Type | 07/29/10 |
| 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 | 07/29/10 | 07/28/10 |
| O.I.A. Base Rate | 0.26% | 0.26% |
Term Deposits
| Type | 07/29/10 |
| 14-30 Days | 0.16% |
| 31-60 Days | 0.20% |
| 61-90 Days | 0.21% |
| 91-120 Days | 0.21% |
| 121-150 Days | 0.23% |
| 151-183 Days | 0.26% |
| 184-270 Days | 0.27% |
| 271-365 Days | 0.34% |
|
* Please call the desk at 212-441-6600
** NC indicates non-convertible, i.e., 2NC3M is a 2 year advance that FHLBNY can convert after 3 months. |
Amortizing Advance Indications
| 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
| 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
| 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 07/29/10
| Structure** | Bermudan | European | Benchmark |
| (Multi) | (1 Time) | Treasury | |
| 2NC3M | 33 | 45 | On-The-Run 2Y |
| 2NC6M | 35 | 42 | On-The-Run 2Y |
| 2NC1 | 52 | 54 | On-The-Run 2Y |
| 3NC3M | -2 | 14 | Interp |
| 3NC6M | 2 | 12 | Interp |
| 3NC1 | 18 | 24 | Interp |
| 3NC2 | 49 | 51 | Interp |
| 5NC3M | -79 | -65 | On-The-Run 5Y |
| 5NC6M | -77 | -66 | On-The-Run 5Y |
| 5NC1 | -60 | -53 | On-The-Run 5Y |
| 5NC2 | -30 | -28 | On-The-Run 5Y |
| 5NC3 | 10 | 10 | On-The-Run 5Y |
| 7NC3M | -148 | -133 | Interp |
| 7NC6M | -145 | -135 | Interp |
| 7NC1 | -129 | -122 | Interp |
| 7NC2 | -123 | -97 | Interp |
| 7NC3 | -62 | -59 | Interp |
| 10NC3M | -207 | -193 | On-The-Run 10Y |
| 10NC6M | -205 | -195 | On-The-Run 10Y |
| 10NC1 | -188 | -181 | On-The-Run 10Y |
| 10NC2 | -161 | -156 | On-The-Run 10Y |
| 10NC3 | -125 | -119 | On-The-Run 10Y |
| 10NC5 | -39 | -34 | On-The-Run 10Y |
Convertible Advances with Customized Strike 07/29/10
| 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 |