Federal Home Loan Bank of Chicago  
Rate Indications   2/3/12 8:37 AM
   
 Information Box   Member Transaction Desk 
 Funding Opportunity: No Minimum size (available untill funds run out)
Maturing 03/07/12 @ .105% 		 877-230-1610
  David Vidler, Manager Adam Segal  
  Anne Halloran Angela Harris  
      
FAX 312-552-1220
Hours of Operation: 8:00 a.m. to 5:00 p.m.
 Fixed Rate Advances   Floating Rate Advances 
Term    CICA   Regular   Prior Day          Today  Prior Day   
1 week  A120  n/a 0.19% 0.16% Open Line  A010  Set in PM 0.30%  
2 week  A120  n/a 0.19% 0.17% Available until 3:00 pm by calling 877-230-1610  
3 week  A120  n/a 0.20% 0.17% Late Day Advances Available until 4:30 pm by calling 877-230-1610.  
1 month  A121  0.17% 0.22% 0.20% Maturity/Term Index Spread
3 month  A121  0.18% 0.23% 0.21%   1 month A012 FHLBC Fed Effective 0.10%
6 month  A121  0.20% 0.25% 0.23% 1 month A016 Federal Fund Effective US 0.10%
1 year  A121  0.24% 0.29% 0.28% 3 month A016 Federal Fund Effective US 0.12%
18 month  A121  0.31% 0.36% 0.34%    
2 year  A121  0.41% 0.46% 0.43%    Sprd to 1ML   Sprd to 3ML 
3 year  A121  0.52% 0.67% 0.63% 6 month A400 -0.02% -0.23%
4 year  A121  0.78% 0.93% 0.86% 9 month A400 0.00% -0.19%
5 year  A121  1.05% 1.20% 1.13% 1 year A400 -0.01% -0.18%
6 year  A121  1.32% 1.47% 1.41% 1.5 year A400 0.04% -0.11%
7 year  A121  1.62% 1.85% 1.79% 2 year A400 0.10% -0.04%
10 year  A121  2.38% 2.53% 2.43% 3 year A400 0.19% 0.07%
Amort- 5y fully Am 0.75% 0.90% 0.86% 4 year A400 0.25% 0.15%
Amort- 10y fully Am 1.82% 1.97% 1.90% 5 year A400 0.28% 0.19%
Amort-30y Am-10y Balloon 2.32% 2.47% 2.34%      
    Prepayable LIBOR (A380) add between 0.02% and 0.15% to spreads above.  
Symmetrical Prepay Advances A125 add 0.02% to regular A121 rates above.
Prime Floating Rate   Sprd to Prime 1st Set
Callable - Buy Options     Bermudan 1 year A410 -2.99% 0.26%
3 year NC 1yr  A122  0.80% 2 year A410 -2.84% 0.41%
5 year NC 1yr  A122  1.50% 3 year A410 -2.67% 0.58%
10 year NC 1yr  A122  3.06% Call for other maturities        
     
Member can prepay at par on specified notification date(s).   Floating with Rate Cap Index Index Cap* Spread
3 Year A390 3mLIBOR 2.00% 0.12%
Market Rates Deposit Rates 5 Year A390 3mLIBOR 2.00% 0.42%  
FHLBC Fed   Today  Prior Day  DID (yesterday) 0.00001% 7 Year A390 3mLIBOR 2.00% 0.89%
Effective Set in PM 0.10% 14-29 days 0.010% Call for other maturities or cap rates; $5MM minimum.  *Cap applies to LIBOR.  
  Swaps Treasury 30-59 days 0.050% Institutional Sales Coverage
2 year 0.50% 0.23% 60-89 days 0.050% Michelle Jonson 312-552-2641 Pat Quinn 312-552-1733
3 year 0.60% 0.31% 90-119 days 0.060% Jaronda Hall 312-565-5309 Barbara Barnett 312-565-5813
5 year 1.02% 0.76% 120-149 days 0.070% Jon Greer 312-552-2731 Chris Milne 312-552-1751  
10 year 2.02% 1.92% 180-209 days 0.080% Pam Cannon Hetz 312-552-1236 Shirley Mui-Brown 312-565-5362
Swap rates quoted as semi-annual, 30/360 360-454 days 0.110% Carolyn Jaw 312-552-1240  
Prime Rate 3.25%   Rates above may be rounded Diane Houser 312-565-5353   Suzi Thackston, CICA 312-565-6922
 
 For information on other maturities or structures, call the Member Transaction Desk.  
 Same day settlement available until 2:00pm except as noted above. 
Amort - 15y fully Am 2.68% 2.83%
Amort - 30y fully Am 3.80% 3.95%
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