Wild birds will fare better because they can fly from one area to the next in search of shelter and food. Captive birds, on the other hand, cannot fly and should be brought indoors in these extreme temperatures. This would be the same for captive swans. You will need a shelter to bring them indoors during inclement weather, safe from the elements as well as predators. You should also have an aerator/de-ice to keep the pond free from freezing. Any species of animal or bird is going to have a tough time in this bitter cold environment. The Regal Swan
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