EX-99.1 2 ck0001330399-ex99_1.htm EX-99.1 EX-99.1

EXHIBIT 99.1

FHLB Pittsburgh

8K Debt Issuance Summary

   TRADE

   DATE

    CUSIP

SETTLEMENT

 DATE

MATURITY

DATE

NEXT PAY

DATE

CALL TYPE (1)

CALL

STYLE (2)

RATE

TYPE/ RATE

SUB-TYPE (3)(4)

NEXT

CALL

DATE

COUPON

PCT

BANK PAR

1/24/2024

3130AYP75

2/1/2024

8/2/2024

5/2/2024

Non-Callable

 

Variable Single Index Floater

 

 

 250,000,000

1/24/2024

3130AYP75

2/1/2024

8/2/2024

5/2/2024

Non-Callable

 

Variable Single Index Floater

 

 

 276,500,000

1/24/2024

3130AYPE0

1/25/2024

2/24/2025

7/25/2024

Optional Principal Redemption

European

Fixed Constant

11/25/2024

5.000

 250,000,000

1/24/2024

3130AYPJ9

1/26/2024

1/26/2028

7/26/2024

Optional Principal Redemption

European

Fixed Constant

1/26/2026

4.500

 10,000,000

1/24/2024

3130AYPJ9

1/26/2024

1/26/2028

7/26/2024

Optional Principal Redemption

European

Fixed Constant

1/26/2026

4.500

 30,000,000

1/24/2024

3130AYPM2

1/26/2024

1/23/2026

7/23/2024

Optional Principal Redemption

European

Fixed Constant

10/23/2024

5.000

 50,000,000

1/25/2024

3130AYNK8

1/26/2024

1/26/2034

7/26/2024

Optional Principal Redemption

Bermudan

Fixed Constant

1/26/2026

5.000

 10,000,000

1/25/2024

3130AYNP7

1/30/2024

1/30/2031

7/30/2024

Optional Principal Redemption

American

Fixed Constant

4/30/2024

5.690

 3,000,000

1/25/2024

3130AYP91

2/1/2024

9/5/2024

3/5/2024

Non-Callable

 

Variable Single Index Floater

 

 

 350,000,000

1/25/2024

3130AYPW0

1/26/2024

2/14/2025

7/26/2024

Non-Callable

 

Fixed Constant

 

4.760

 25,000,000

1/25/2024

3130AYPY6

2/1/2024

7/1/2024

4/1/2024

Non-Callable

 

Variable Single Index Floater

 

 

 100,000,000

1/25/2024

3130AYQ25

2/1/2024

8/28/2024

2/28/2024

Non-Callable

 

Variable Single Index Floater

 

 

 350,000,000

1/25/2024

3130AYQ58

2/1/2024

6/28/2024

3/28/2024

Non-Callable

 

Variable Single Index Floater

 

 

 400,000,000

1/26/2024

3130AXQY7

1/30/2024

12/13/2030

6/13/2024

Non-Callable

 

Fixed Constant

 

4.750

 1,000,000

1/26/2024

3130AYPN0

1/29/2024

1/15/2027

7/15/2024

Non-Callable

 

Fixed Constant

 

4.125

 39,000,000

1/26/2024

3130AYQK5

1/29/2024

8/27/2024

2/27/2024

Non-Callable

 

Variable Single Index Floater

 

 

 150,000,000

1/26/2024

3130AYQM1

1/29/2024

1/29/2029

7/29/2024

Optional Principal Redemption

European

Fixed Constant

1/29/2027

4.375

 25,000,000

1/26/2024

3130AYQP4

1/30/2024

1/30/2031

7/30/2024

Optional Principal Redemption

European

Fixed Constant

1/30/2026

4.750

 15,000,000

1/26/2024

3130AYQR0

2/1/2024

6/3/2024

3/3/2024

Non-Callable

 

Variable Single Index Floater

 

 

 100,000,000

 

(1) Call Type Description:


EXHIBIT 99.1

FHLB Pittsburgh

8K Debt Issuance Summary

 

Optional Principal Redemption bonds (callable bonds) may be redeemed by the Bank in whole or in part at its discretion on predetermined call dates, according to the terms of the bond.
Indexed Amortizing Notes (indexed principal redemption bonds) repay principal based on a predetermined amortization schedule or formula that is linked to the level of a certain index, according to the terms of the bond.
Scheduled Amortizing Notes repay principal based on a predetermined amortization schedule, according to the terms of the bond.

 

(2) Call Style Description:

 

Indicates whether the consolidated obligation is redeemable at the option of the Bank, and if so redeemable, the type of redemption provision. The types of redemption provisions are:
American-redeemable continuously on and after the first redemption date and until maturity.
Bermudan-redeemable on specified recurring dates on and after the first redemption date, until maturity.
European-redeemable on a particular date only.
Canary-redeemable on specified recurring dates on and after the first redemption date until a specified date prior to maturity.
Multi-European-redeemable on particular dates only.

 

(3) Rate Type Description:

 

Conversion bonds have coupons that convert from fixed to variable, or variable to fixed, or a mix of capped coupons and non-capped coupons, or from one variable type to another, or from one U.S. or other currency index to another, according to the terms of the bond.
Fixed bonds generally pay interest at constant or stepped fixed rates over the life of the bond, according to the terms of the bond.
Variable bonds may pay interest at different rates over the life of the bond, according to the terms of the bond.

 

(4) Rate Sub-Type Description:

 

Constant bonds generally pay interest at fixed rates over the life of the bond, according to the terms of the bond.
Step Down bonds generally pay interest at decreasing fixed rates for specified intervals over the life of the bond, according to the terms of the bond.
Step Up bonds generally pay interest at increasing fixed rates for specified intervals over the life of the bond, according to the terms of the bond.
Step Up/Down bonds generally pay interest at various fixed rates for specified intervals over the life of the bond, according to the terms of the bond.
Zero Coupon bonds earn a fixed yield to maturity or the optional principal redemption date, according to the terms of the bond, with principal and interest paid at maturity or upon redemption to the extent exercised prior to maturity.
Capped Floater bonds have an interest rate that cannot exceed a stated or calculated ceiling, according to the terms of the bond.
Dual Index Floater bonds have an interest rate determined by two or more indices, according to the terms of the bond.
Leveraged/Deleveraged bonds pay interest based on a formula that includes an expressed multiplier, according to the terms of the bond: multiplier > 1 = leveraged, multiplier < 1 = deleveraged.
Inverse Floater bonds have an interest rate that increases as an index declines and decreases as an index rises, according to the terms of the bond.
Stepped Floater bonds pay interest based on an increasing spread over an index, according to the terms of the bond.
Range bonds may pay interest at different rates depending upon whether a specified index is inside or outside a specified range, according to the terms of the bond.
Single Index Floater bonds pay interest at a rate that increases as an index rises and decreases as an index declines, according to the terms of the bond.

Ratchet Floater bonds pay interest subject to increasing floors, according to the terms of the bond, such that subsequent coupons may not be lower than the previous coupon.

 

Date:

 

Prepared by:

Reviewed by: