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: 2026-03-16

TenorYield
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%