Overnight Line of Credit (OLOC)
| Type | 07/21/08 |
| OLOC | NA |
Variable Rate Advance
| Type | 07/21/08 |
| FHLB Variable Advance | NA |
Fed Funds Floating Rate Advance
| Type | 07/21/08 |
| Fed Funds Floater Base Rate | TBD |
Fixed Rate Advance
| Type | 07/21/08 |
| 1 Week | NA |
| 2 Weeks | NA |
| 3 Weeks | NA |
| 1 Month | NA |
| 2 Months | NA |
| 3 Months | NA |
| 4 Months | NA |
| 5 Months | NA |
| 6 Months | NA |
| 1 Year | NA |
| 2 Years | NA |
| 3 Years | NA |
| 4 Years | NA |
| 5 Years | NA |
| 6 Years | NA |
| 7 Years | NA |
| 8 Years | NA |
| 9 Years | NA |
| 10 Years | NA |
Community Investment Advance Rates
| Type | 07/21/08 |
| 1 Year | NA |
| 2 Year | NA |
| 3 Year | NA |
| 4 Year | NA |
| 5 Year | NA |
| 6 Year | NA |
| 7 Year | NA |
| 8 Year | NA |
| 9 Year | NA |
| 10 Year | NA |
Overnight Investment Account ("OIA")
| Type | 07/21/08 | 07/18/08 |
| O.I.A. Base Rate | TBD | 1.96% |
Term Deposits
| Type | 07/21/08 |
| 14-30 Days | NA |
| 31-60 Days | NA |
| 61-90 Days | NA |
| 91-120 Days | NA |
| 121-150 Days | NA |
| 151-183 Days | NA |
| 184-270 Days | NA |
| 271-365 Days | NA |
| Please call the Credit Services
Reps at 212-441-6600 for a live quote. |
Amortizing Advance Indications
| Final Maturity→ | 5 Yr | 7 Yr | 10 Yr | 15 Yr | 20 Yr | 30 Yr |
| Amortization Schedule↓ | ||||||
| 5 Years | 4.44% | |||||
| 7 Years | 4.63% | 4.78% | ||||
| 10 Years | 4.72% | 5.02% | 5.14% | |||
| 15 Years | 4.78% | 5.15% | 5.35% | 5.53% | ||
| 20 Years | 4.80% | 5.20% | 5.42% | 5.75% | 5.80% | |
| 30 Years | 4.83% | 5.24% | 5.48% | 5.90% | 6.00% | 6.02% |
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 | 4.71% | 4.79% | ||||
| 15 Years | 4.81% | 4.83% | 5.41% | 5.44% | 5.48% | 5.81% |
| 30 Years | 4.84% | 4.84% | 5.49% | 5.49% | 5.51% | 5.95% |
Community Investment Amortizing Advance Indications
| Final Maturity→ | 5 Yr | 7 Yr | 10 Yr | 15 Yr | 20 Yr | 30 Yr |
| Amortization Schedule↓ | ||||||
| 5 Years | 4.19% | |||||
| 7 Years | 4.38% | 4.53% | ||||
| 10 Years | 4.47% | 4.77% | 4.89% | |||
| 15 Years | 4.53% | 4.90% | 5.10% | 5.28% | ||
| 20 Years | 4.55% | 4.95% | 5.17% | 5.50% | 5.55% | |
| 30 Years | 4.58% | 4.99% | 5.23% | 5.65% | 5.75% | 5.77% |
Convertible Advances 07/17/08
| Structure** | Bermudan | European | Benchmark |
| (Multi) | (1 Time) | Treasury | |
| 2NC3M | 21 | 42 | On-The-Run 2Y |
| 2NC6M | 39 | 48 | On-The-Run 2Y |
| 2NC1 | 73 | 74 | On-The-Run 2Y |
| 3NC3M | -10 | 22 | Interp |
| 3NC6M | 6 | 24 | Interp |
| 3NC1 | 40 | 45 | Interp |
| 3NC2 | 92 | 92 | Interp |
| 5NC3M | -70 | -23 | On-The-Run 5Y |
| 5NC6M | -45 | -16 | On-The-Run 5Y |
| 5NC1 | -21 | -9 | On-The-Run 5Y |
| 5NC2 | 27 | 28 | On-The-Run 5Y |
| 5NC3 | 78 | 78 | On-The-Run 5Y |
| 7NC3M | -103 | -48 | Interp |
| 7NC6M | -88 | -48 | Interp |
| 7NC1 | -56 | -36 | Interp |
| 7NC2 | -11 | -7 | Interp |
| 7NC3 | 38 | 38 | Interp |
| 10NC3M | -139 | -79 | On-The-Run 10Y |
| 10NC6M | -129 | -76 | On-The-Run 10Y |
| 10NC1 | -108 | -75 | On-The-Run 10Y |
| 10NC2 | -56 | -43 | On-The-Run 10Y |
| 10NC3 | -16 | -11 | On-The-Run 10Y |
| 10NC5 | 21 | 22 | On-The-Run 10Y |
Convertible Advances with Customized Strike 07/17/08
| Structure** | 6.0% | 6.5% | 7.0% | 7.5% | Sprd to US Trsy |
| 5NC1 | 72 | 90 | 96 | 108 | On-The-Run 5Y |
| 5NC2 | 78 | 93 | 99 | 109 | On-The-Run 5Y |
| 7NC1 | 48 | 68 | 77 | 92 | Interpolated 7Y |
| 10NC1 | 5 | 27 | 39 | 57 | On-The-Run 10Y |
| 10NC2 | 21 | 38 | 55 | 68 | On-The-Run 10Y |