Yield Benchmark

Hurdle Rate Parameters

Buffer: 50 bps (0.50%)
Borrow rate: 400 bps (4.00%)

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Hurdle yield = max(treasury_rate + buffer, borrow_rate)

Treasury Yield Curve

Latest date: 2026-07-14

TenorYield
1M 3.73%
1.5M 3.75%
2M 3.82%
3M 3.84%
4M 3.91%
6M 3.95%
1Y 4.02%
2Y 4.18%
3Y 4.23%
5Y 4.31%
7Y 4.44%
10Y 4.58%
20Y 5.09%
30Y 5.08%