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

FPS Key Rates Boston Des Moines Dallas New York Composite
Terms Classic Advance Rates Fixed Rate Advances Fixed Rate
Regular Under $15 MM Standard Rate Fixed Rate Advance
1 month 1 Month 1 Month Short Term 1 mo through 2 mo 1 Month Average
3 months 3 Month 3 Month Short Term 2 mo through 3 mo 3 Months Average
6 months 6 Month 6 Month Short Term 5 mo through 6 mo 6 Months Average
9 months 9 Month 9 Month Short Term 8 mo through 9 mo Interpolated Average
12 months 12 Month 1 Year Short Term 11 mo through 1 yr 1 Year Average
18 months 18 Month 1.5 Years Long Term 1 yr through 1.5 yr Interpolated Average
24 months 24 Month 2 Years Long Term 1.5 yr through 2 yr 2 Years Average
36 months 36 Month 3 Years Long Term 2.5 yr through 3 yr 3 Years Average
48 months 48 Month 4 Years Long Term 3 yr through 4 yr 4 Years Average
60 months 60 Month 5 Years Long Term 4 yr through 5 yr 5 Years Average
72 months 72 Month 6 Years Long Term 5 yr through 6 yr 6 Years Average
84 months 84 Month 7 Years Long Term 6 yr through 7 yr 7 Years Average
96 months 96 Month 8 Years Long Term 7 yr through 8 yr 8 Years Average
108 months 108 Month 9 Years Long Term 8 yr through 9 yr 9 Years Average
120 months 120 Month 10 Years Long Term 9 yr through 10 yr 10 Years Average
180 months 180 Month 15 Years Long Term 14 yr through 15 yr 15 Years Average
240 months 240 Month 20 Years Long Term 19 yr through 20 yr 20 Years Average
360 months 240 Month 30 Years Long Term 19 yr through 20 yr 30 Years Average

London Interbank Offer Rate (LIBOR) Swap Yield Curve Source

Note: After June 30, 2023, LIBOR rates are no longer available. Starting July 1, 2023, any rate under the LIBOR curve becomes editable on the Update > Reconciliation Summary > Update Key Rates screen to edit historical time frames.
FPS Key Rates LIBOR Swap Yield Curve
Terms
1 day LIBOR Overnight
7 days LIBOR 1 Week
1 month LIBOR 1 Month
2 months LIBOR 2 Month
3 months LIBOR 3 Month
6 months LIBOR 6 Month
12 months LIBOR 1 Year
24 months Interest Rate Swaps 2 Year - LIBOR YC
36 months Interest Rate Swaps 3 Year - LIBOR YC
60 months Interest Rate Swaps 5 Year - LIBOR YC
84 months Interest Rate Swaps 7 Year - LIBOR YC
120 months Interest Rate Swaps 10 Year - LIBOR YC
240 months Interest Rate Swaps 20 Year - LIBOR YC

SOFR Swap Yield Curve Source

FPS Key Rates SOFR Swap Yield Curve
Terms
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

FPS Key Rates Treasury Yield Curve
Terms
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
Parent topic: Key Rates