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Weighted Average Rate Cap Cost Calculator

Rate cap premiums across floating loans.

$
%
%

Annual premium cost

$2,250,000

Remaining premium total

$4,500,000

Premium as bps of notional

150

How the math works

Annual premium = debt × premium %. Remaining = annual × years. Bps = premium % × 10000.

$150M × 1.5% = $2.25M/yr. Over 2 remaining years = $4.5M. 150 bps all-in cost.

How to Use

  1. Enter total floating debt.
  2. Enter current weighted cap strike %.
  3. Enter annual cap premium %.
  4. Enter cap remaining years.
  5. Read annual premium cost.

Frequently Asked Questions

What's a rate cap?

Option that pays borrower when floating rate index (SOFR, LIBOR, Prime) exceeds strike rate. Caps payments at capped level. Required by most bridge and construction lenders for floating rate loans. Cost: 0.3-2.5% of notional annually depending on strike and term.

Cost drivers?

Strike level (lower = more expensive). Term (longer = more expensive). Current index vs strike gap (in-the-money = expensive). Volatility (higher = expensive). Notional size (larger = volume discount). Buy when markets are calm; buy long when markets are volatile.

Renewal?

Typical cap: 2-3 year term. Loan runs 5-10 years. Renewal at year 3 often 2-4x original cost due to rate curve shifts. 2023 cap renewals: 200-400% premium increase over originals. Major refinancing obstacle.

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