Good question. Think of being in cold temperatures and deciding to go for a swim. Once you are in the water, the water is actually warmer than the outside temperature, especially in deeper water. After being in the water and then going back onshore, you notice how cold you get when leaving the water. This would apply to the swans. The water temperature is warm underneath the surface and the swans' feathers protect them with the heavy down. The swans will also place their bills under their wings to keep them warm. Floating on the water not only protects them from predators, especially at night, but keeps their legs and feet warm. The Regal Swan