Base Offering Circular - Multifamily
482090
7
(ii)
If on any Floating Rate Adjustment Date only one or none of the
Reference Banks provides these offered quotations, LIBOR for the next Accrual Period
will be whichever is the higher of (x) LIBOR as determined on the previous Floating Rate
Adjustment Date and (y) the Reserve Interest Rate.
(iii)
If on any Floating Rate Adjustment Date the Trustee is required but is
unable to determine the Reserve Interest Rate, LIBOR for the next Accrual Period will be
LIBOR as determined on the previous Floating Rate Adjustment Date, or, in the case of
the first Floating Rate Adjustment Date, the level of LIBOR used to calculate the initial
Interest Rate of the particular LIBOR Class.
Determination of COFI
Unless otherwise provided in the applicable Offering Circular Supplement, the Trustee
(or its agent) will calculate the Interest Rates of COFI Classes for each Accrual Period (after the
first) on the related Floating Rate Adjustment Date by reference to COFI as published most
recently by the Federal Home Loan Bank of San Francisco (the FHLB of San Francisco). The
FHLB of San Francisco currently publishes COFI on or about its last working day of each month.
COFI is designed to represent the monthly weighted average cost of funds for savings institutions
in the Eleventh District (which consists of Arizona, California and Nevada) for the month prior
to the month of publication. The FHLB of San Francisco computes COFI for each month by first
dividing the cost of funds (that is, interest paid during the month by Eleventh District savings
institutions on savings, advances and other borrowings) by the average of the total amount of
these funds outstanding at the end of that month and the prior month and second annualizing and
adjusting the result to reflect the actual number of days in the particular month. If necessary,
before these calculations are made, the FHLB of San Francisco adjusts the component figures to
neutralize the effect of events such as member institutions leaving the Eleventh District or
acquiring institutions outside the Eleventh District. COFI has been reported each month since
August 1981.
The FHLB of San Francisco has stated that it intends COFI to reflect the interest costs
paid on all types of funds held by Eleventh District member savings associations and savings
banks. COFI is weighted to reflect the relative amount of each type of funds held at the end of the
relevant month. There are three major components of funds of Eleventh District member
institutions: (i) savings deposits, (ii) Federal Home Loan Bank advances and (iii) all other
borrowings, such as reverse repurchase agreements and mortgage-backed bonds. Unlike most
other interest rate measures, COFI does not necessarily reflect current market rates because the
component funds represent a variety of terms to maturity whose costs may react in different ways
to changing conditions. The FHLB of San Francisco periodically prepares percentage
breakdowns of the types of funds held by Eleventh District member institutions. Investors can
obtain these breakdowns from the FHLB of San Francisco.
A number of factors affect the performance of COFI, which may cause COFI to move in a
manner different from indices tied to specific interest rates, such as LIBOR or any Treasury
Index. Because of the various terms to maturity of the liabilities upon which COFI is based,
COFI may not necessarily reflect the average prevailing market interest rates on new liabilities of