Key Rate Sources

For the system-maintained yield curves, the following tables show the source of the rates that correspond to every Financial Performance Suite (FPS) key rate term.

Federal Home Loan Bank (FHLB) Yield Curve Sources

Note As of February 2026, FHLB rates are no longer available. For existing rates, you can edit any rate for historical time frames under the FHLB yield curve on the Update > Reconciliation Summary > Update Key Rates page.

London Interbank Offer Rate (LIBOR) Swap Yield Curve Source

Note As of December 2024, LIBOR rates are no longer available. For existing rates, you can edit any rate for historical time frames under the LIBOR yield curve on the Update > Reconciliation Summary > Update Key Rates page.

Secured Overnight Financing Rate (SOFR) Swap Yield Curve Source

Terms	SOFR Swap Yield Curve
1 day	SOFR Overnight
1 month	SOFR 1 Month
3 months	SOFR 3 Month
6 months	SOFR 6 Month
12 months	SOFR 1 Year
24 months	Interest Rate Swaps 2 Year
36 months	Interest Rate Swaps 3 Year
60 months	Interest Rate Swaps 5 Year
84 months	Interest Rate Swaps 7 Year
120 months	Interest Rate Swaps 10 Year
240 months	Interest Rate Swaps 20 Year

Treasury Yield Curve

Terms	Treasury Yield Curve
1 month	Treasury 1 Month
3 months	Treasury 3 Month
6 months	Treasury 6 Month
12 months	Treasury 1 Year
24 months	Treasury 2 Year
36 months	Treasury 3 Year
60 months	Treasury 5 Year
84 months	Treasury 7 Year
120 months	Treasury 10 Year
240 months	Treasury 20 Year
360 months	Treasury 30 Year