Another version of a ballad in Francis Child's The English and Scottish Popular Ballads - Frank Kidson collected this version of "The Two Sisters" from "an Irishman in Liverpool", and the tune, together with a fragment of the words, was published in The Journal of the Folk-Song Society Vol. 2 No. 9. Later, he published the song with an expanded set of words from a variety of sources in A Garland of English Folk-Songs. This murder ballad has a long history as part of English and Scottish tradition, and almost certainly predates its first appearance in print as a 1656 London broadside. Child also notes that the the tale appears appears on the European continent, with Swedish, Norwegian, and Slovenian versions. Kidson says that "the story almost invariably is to the effect that a woman, jealous of her sister, pushes her into a stream near a mill-dam. The half-drowned sister is discovered by the miller's daughter, who calls to her father that there is either a swan or a lady in the water... afterwards a harper, passing along, finds the lady's body and from her anatomy makes a harp... stringing it with her long yellow hair, making the wrst pins from her finger bones, etc. The harp being placed on a stone begins to play of its own accord, and denounces the sister".
The picture above is of Maurice Ferrary's sculpture "Leda and the Swan" at the Lady Lever Art Gallery. Ok, so it's about a different myth (that of Zeus seducing Leda after visiting her in the form of a swan) but I think the representation of deceit and of the merging of woman and swan fits very nicely with this ballad.
The Swan Swims So Bonny (often called "Binnorie", "The Two Sisters" and many other things) is #8 in the Roud folksong index.
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