Buffer: 50 bps (0.50%)
Borrow rate: 400 bps (4.00%)
Hurdle yield = max(treasury_rate + buffer, borrow_rate)
Buffer: 50 bps (0.50%)
Borrow rate: 400 bps (4.00%)
Hurdle yield = max(treasury_rate + buffer, borrow_rate)
Latest date: 2026-03-16
| Tenor | Yield |
|---|---|
| 1M | 3.75% |
| 1.5M | 3.73% |
| 2M | 3.72% |
| 3M | 3.72% |
| 4M | 3.69% |
| 6M | 3.72% |
| 1Y | 3.64% |
| 2Y | 3.68% |
| 3Y | 3.69% |
| 5Y | 3.80% |
| 7Y | 4.00% |
| 10Y | 4.23% |
| 20Y | 4.83% |
| 30Y | 4.86% |