Thanks for that. Yeah i was thinking it was the 10 years that was the issue. If you get a chance could you post a link to view the 10 year rate so I can keep an eye on it. Appreciate you taking the time to advise
I don't have access to real bank funding rates, so I use corporate swap rates as an approximation when estimating break fees for posters.
Note: these are not the same as interbank rates, but they move in the same direction. I haven't found a material difference in any recalculation I've done for anyone yet.