v3.26.1
Advances (Tables)
 6 Months Ended
Jun. 30, 2026
Federal Home Loan Banks [Abstract]  
Schedule of Contractual Redemption Terms and Yields of Advances Contractual redemption terms and yields of advances were as follows (dollars in thousands):
June 30, 2026
December 31, 2025
Amount
Weighted
Average
Yield (a)
Percentage
of Total
Amount
Weighted
Average
Yield (a)
Percentage
of Total
Due in one year or less
$81,532,783
3.82
%
63.85
%
$65,033,608
2.75
%
70.33
%
Due after one year through two years
14,315,407
3.97
11.21
10,852,557
3.80
11.74
Due after two years through three years
22,705,267
4.07
17.78
6,608,869
2.89
7.15
Due after three years through four years
5,603,378
3.45
4.39
4,771,783
3.83
5.16
Due after four years through five years
1,620,716
3.80
1.27
3,220,997
1.87
3.48
Thereafter
1,914,648
3.65
1.50
1,978,590
1.70
2.14
Total par value
127,692,199
3.86
%
100.00
%
92,466,404
2.88
%
100.00
%
Advance discounts
(10,119)
(10,491)
Hedge valuation basis adjustments (b)
(386,447)
(149,229)
Total
$127,295,633
$92,306,684
(a)The weighted average yield is the weighted average coupon rates for advances, unadjusted for swaps. For floating-rate
advances, the weighted average rate is the rate outstanding at the reporting dates.
(b)Hedge valuation basis adjustments under ASC 815 hedges represent changes in the fair values of fixed-rate advances due to
changes in designated benchmark interest rates, the remaining terms to maturity or to next call and the notional amounts of
advances in a hedging relationship. The FHLBNY’s primary benchmark rates are Federal Funds-OIS index and SOFR-OIS
index.