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: 2026-05-29

TenorYield
1M 3.72%
1.5M 3.71%
2M 3.71%
3M 3.69%
4M 3.78%
6M 3.78%
1Y 3.79%
2Y 3.98%
3Y 4.06%
5Y 4.13%
7Y 4.27%
10Y 4.45%
20Y 4.98%
30Y 4.99%