7 Year FHLB Classic Advance

johnnepaleseΗλεκτρονική - Συσκευές

10 Οκτ 2013 (πριν από 3 χρόνια και 6 μήνες)

243 εμφανίσεις

Table 1
Remaining
Term
Prepayment
Date
-150 bp -100 bp -50 bp Base +100 bp +200 bp +300 bp
7 7/31/2013 -10.33% -6.81% -3.41% -0.13% 6.09% 9.88% 9.89%
6 7/31/2014 -10.70% -7.62% -4.64% -1.76% 3.75% 8.93% 9.90%
5 7/31/2015 -10.79% -8.19% -5.65% -3.18% 1.56% 6.05% 9.91%
4 7/31/2016 -9.15% -8.26% -6.20% -4.19% -0.29% 3.44% 7.01%
3 7/31/2017 -6.87% -6.87% -5.93% -4.40% -1.41% 1.47% 4.25%
2 7/31/2018 -4.58% -4.58% -4.60% -3.58% -1.57% 0.39% 2.30%
1 7/31/2019 -2.29% -2.29% -2.29% -1.95% -0.95% 0.04% 1.02%
0 7/31/2020 50000.00% 50000.00%#############################50000.00%
-1 7/31/2021 50000.00% 50000.00%#############################50000.00%
-2 7/31/2022 50000.00% 50000.00%#############################50000.00%
Note: Negative amounts are due to FHLB, positive amounts are due to member. Expressed as a percent of principal amount prepaid.
Table 2
Remaining
Term
Prepayment
Date
-150 bp -100 bp -50 bp Base +100 bp +200 bp +300 bp
7 7/31/2013 -10.20% -6.68% -3.28% 0.00% 6.21% 11.99% 17.37%
6 7/31/2014 -10.58% -7.51% -4.53% -1.64% 3.86% 9.03% 13.89%
5 7/31/2015 -10.69% -8.09% -5.56% -3.09% 1.65% 6.14% 10.40%
4 7/31/2016 -9.07% -8.18% -6.12% -4.11% -0.21% 3.52% 7.09%
3 7/31/2017 -6.81% -6.81% -5.87% -4.34% -1.35% 1.53% 4.31%
2 7/31/2018 -4.54% -4.54% -4.56% -3.54% -1.53% 0.43% 2.34%
1 7/31/2019 -2.27% -2.27% -2.27% -1.93% -0.93% 0.06% 1.04%
0 7/31/2020 50000.00% 50000.00%#############################50000.00%
-1 7/31/2021 50000.00% 50000.00%#############################50000.00%
-2 7/31/2022 50000.00% 50000.00%#############################50000.00%
Note: Estimated values based on parallel shifts of the swap curve. Negative amounts are due to FHLB, positive amounts are due to member.
Expressed as a percent of principal amount prepaid.
Table 3
Remaining
Term
Prepayment
Date
-150 bp -100 bp -50 bp Base +100 bp +200 bp +300 bp
7 7/31/2013 -12.82% -9.36% -6.02% -2.80% 0.00% 0.00% 0.00%
6 7/31/2014 -13.35% -10.32% -7.37% -4.52% 0.00% 0.00% 0.00%
5 7/31/2015 -13.91% -11.27% -8.75% -6.30% -1.58% 0.00% 0.00%
4 7/31/2016 -12.04% -10.76% -8.72% -6.72% -2.85% 0.00% 0.00%
3 7/31/2017 -9.03% -9.03% -8.21% -6.69% -3.72% -0.86% 0.00%
2 7/31/2018 -6.02% -6.02% -6.02% -5.21% -3.20% -1.28% 0.00%
1 7/31/2019 -3.01% -3.01% -3.01% -2.86% -1.85% -0.88% 0.00%
0 7/31/2020 50000.00% 50000.00%#############################50000.00%
-1 7/31/2021 50000.00% 50000.00%#############################50000.00%
-2 7/31/2022 50000.00% 50000.00%#############################50000.00%
Note: Negative amounts are due to FHLB. Expressed as a percent of principal amount prepaid.
Estimated Prepayment Fees
7 Year FHLB Classic Advance
Start Date - 07/31/2013
Maturity Date - 07/31/2020
Rate 3.02%
7 Year FHLB Symmetrical Prepayment Advance
Estimated Prepayment Fees
Market Value of Interest Rate Swap
(Subject to 10% termination value limitation, including prepayment fee differential)
Rate 3.04%
Start Date - 07/31/2013
Maturity Date - 07/31/2020
The following tables are provided to help you understand the symmetrical prepayment features of the Symmetrical
Prepayment Advance. The tables are not intended to be an indication of future prepayment fees, future interest rate
movements or future interest rate swap market values associated with either the Symmetrical Prepayment Advance or
Classic Advance. The tables display the estimated prepayment fees of a Symmetrical Prepayment Advance, a
Classic Advance, and the market value of an interest rate swap transaction used to hedge the Symmetrical
Prepayment Advance. All estimated prepayment fees and values are based on instantaneous, parallel shifts of the
yield curve. Prepayment fees are expressed as a percentage of the principal amount prepaid by a member; negative
amounts are due to the Federal Home Loan Bank of Boston and positive amounts will be passed through to the
member, subject to any contractual limitations as set forth in the Symmetrical Prepayment Advance Application. For
more information on the Symmetrical Prepayment Advance, please see the Symmetrical Prepayment Advance
Application, which is available upon request, or speak with your Relationship Manager at the Federal Home Loan
Bank of Boston.