Advances (Tables)

9 Months Ended

Sep. 30, 2012

Schedule of Advances Classified by Contractual Maturity Date [Table Text Block]

The following table details the Bank’s advances portfolio by year of contractual maturity as of September 30, 2012 and December 31, 2011.



(dollars in thousands)	September 30, 2012					December 31, 2011
Year of Contractual Maturity	Amount			Weighted Average Interest Rate		Amount			Weighted Average Interest Rate
Due in 1 year or less	$	19,018,266		0.85	%	$	14,129,734		1.12	%
Due after 1 year through 2 years	3,054,594			1.94		2,614,149			2.89
Due after 2 years through 3 years	4,666,804			2.88		3,071,155			2.63
Due after 3 years through 4 years	2,655,836			4.79		3,560,115			4.05
Due after 4 years through 5 years	4,744,309			1.51		2,193,086			4.51
Thereafter	2,503,450			3.69		3,744,103			4.20
Total par value	36,643,259			1.77	%	29,312,342			2.44	%
Discount on AHP advances	(256		)			(377		)
Deferred prepayment fees	(14,527		)			(16,653		)
Hedging adjustments	1,110,145					1,309,489
Total book value	$	37,738,621				$	30,604,801

The Bank also

Schedule of Advances Classified by Contractual Maturity Date or Next Call Date or Next Convertible Date [Table Text Block]

The following table summarizes advances by year of contractual maturity or next call date or next convertible date as of September 30, 2012 and December 31, 2011.



	Year of Contractual Maturity or Next Call Date				Year of Contractual Maturity or Next Convertible Date
(in thousands)	September 30, 2012		December 31, 2011		September 30, 2012		December 31, 2011
Due in 1 year or less	$	19,418,266	$	14,129,734	$	21,350,266	$	17,478,985
Due after 1 year through 2 years	3,054,594		2,614,149		2,999,094		2,283,148
Due after 2 years through 3 years	4,666,804		3,071,155		4,556,304		2,922,405
Due after 3 years through 4 years	2,655,836		3,560,115		1,643,336		3,287,615
Due after 4 years through 5 years	4,744,309		2,193,086		4,097,309		1,044,586
Thereafter	2,103,450		3,744,103		1,996,950		2,295,603
Total par value	$	36,643,259	$	29,312,342	$	36,643,259	$	29,312,342

Schedule of Advances Classified by Contractual Interest Payment Terms [Table Text Block]

Interest Rate Payment Terms. The following table details interest rate payment terms for advances as of September 30, 2012 and December 31, 2011.



(in thousands)	September 30, 2012		December 31, 2011
Fixed rate – overnight	$	165,890	$	588,583
Fixed rate – term:
Due in 1 year or less	18,802,376		13,487,574
Thereafter	10,936,700		12,483,536
Total fixed rate	29,904,966		26,559,693
Variable rate:
Due in 1 year or less	50,000		53,577
Thereafter	6,688,293		2,699,072
Total variable rate	6,738,293		2,752,649
Total par value	$	36,643,259	$	29,312,342