Long-Term Fixed

Today's Advance Rates as of 7/20/2017 8:19 am
FIXEDFORWARD STARTING
TermCICARegular5-D Trend1 Y2 Y3 Y
2 Y1.50%1.57% 1.54, 1.57, 1.57, 1.57, 1.57 1.91%2.19%2.50%
3 Y1.64%1.72% 1.73, 1.76, 1.73, 1.73, 1.72 2.03%2.31%2.70%
4 Y1.78%1.87% 1.89, 1.91, 1.88, 1.88, 1.87 2.17%2.52%2.87%
5 Y1.93%2.02% 2.04, 2.07, 2.04, 2.02, 2.02 2.36%2.69%3.04%
7 Y2.28%2.37% 2.4, 2.43, 2.4, 2.38, 2.37 2.70%2.95%3.18%
10 Y2.64%2.73% 2.8, 2.8, 2.76, 2.75, 2.73 2.97%3.19%3.40%
15 Y 3.14% 3.21, 3.23, 3.17, 3.16, 3.14    
20 Y 3.39% 3.46, 3.49, 3.43, 3.41, 3.39    
30 Y 3.62% 3.67, 3.71, 3.67, 3.65, 3.62    

Short-Term Fixed

Today's Advance Rates as of 7/20/2017 8:19 am
FIXEDFORWARD STARTING
TermCICARegular5-D Trend1 Y2 Y3 Y
1 W 1.20% 1.2, 1.2, 1.2, 1.2, 1.2    
2 W 1.20% 1.2, 1.2, 1.2, 1.2, 1.2    
3 W 1.20% 1.2, 1.2, 1.2, 1.2, 1.2    
1 M1.10%1.20% 1.2, 1.2, 1.2, 1.2, 1.2    
3 M1.17%1.24% 1.21, 1.21, 1.21, 1.21, 1.24    
6 M1.20%1.27% 1.29, 1.29, 1.28, 1.27, 1.27    
1 Y1.37%1.44% 1.45, 1.45, 1.45, 1.44, 1.44 1.75%2.03%2.35%
18 M1.42%1.49% 1.48, 1.5, 1.49, 1.48, 1.49    

Amortizing Fixed

Today's Advance Rates as of 7/20/2017 8:19 am
TermAmortizationCICARegular5-D Trend
5 Y10 Y1.88%1.97% 1.99, 2.02, 1.99, 1.98, 1.97
5 Y15 Y1.91%2.00% 2.03, 2.06, 2.03, 2.02, 2
5 Y20 Y1.93%2.02% 2.04, 2.08, 2.05, 2.03, 2.02
5 Y30 Y1.94%2.03% 2.06, 2.09, 2.06, 2.04, 2.03
10 Y10 Y2.25%2.34% 2.38, 2.41, 2.38, 2.36, 2.34
10 Y15 Y2.48%2.57% 2.62, 2.65, 2.61, 2.59, 2.57
10 Y20 Y2.55%2.64% 2.7, 2.72, 2.68, 2.66, 2.64
10 Y30 Y2.61%2.70% 2.77, 2.78, 2.74, 2.72, 2.7
15 Y15 Y2.65%2.74% 2.8, 2.83, 2.78, 2.76, 2.74
15 Y30 Y2.98%3.07% 3.13, 3.17, 3.11, 3.09, 3.07

Floating

Today's Advance Rates as of 7/20/2017 8:19 am
Floating
TermSpread1mL5-D TrendSpread3mL5-D Trend
2 Y0.08% 0.07, 0.08, 0.1, 0.09, 0.08 0.00% -0.01, 0, 0.02, 0.01, 0
3 Y0.14% 0.15, 0.16, 0.16, 0.15, 0.14 0.04% 0.06, 0.07, 0.07, 0.06, 0.04
4 Y0.19% 0.2, 0.21, 0.21, 0.2, 0.19 0.09% 0.11, 0.12, 0.12, 0.11, 0.09
5 Y0.25% 0.27, 0.28, 0.28, 0.26, 0.25 0.15% 0.18, 0.18, 0.18, 0.17, 0.15

Option Embedded

Today's Advance Rates as of 7/20/2017 8:19 am Callable
TermNo CallRate5-D Trend
3 Y1 y1.95% 2, 1.97, 1.97, 1.97, 1.95
5 Y1 y2.30% 2.32, 2.32, 2.32, 2.32, 2.3
10 Y1 y3.21% 3.24, 3.21, 3.21, 3.21, 3.21
Floating With Cap
TermIndexCapSpread5-D Trend
3 Y3mL2%0.20% 0.23, 0.23, 0.23, 0.22, 0.2
5 Y3mL2%0.53% 0.55, 0.56, 0.56, 0.54, 0.53
7 Y3mL2%0.91% 0.95, 0.95, 0.94, 0.92, 0.91

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