FHLB's office of Finance is a great place to learn about capital markets, MMF's, and fixed income products. Everyone is willing to help you learn about the complex lending system. There is time set to teach you about overall market trends affecting their business and the in's and out's of the fixed income market.
What I wish was different
A more meaningful, long-term project using resources such as Bloomberg.
Don't be afraid to ask to explore different facets of the business.