Carry curve
BTC · Boros implied APR vs dated-futures premium
loading
every lockable rate on one axis · as of
Boros IY · HL
7.75%
front tenor · Sep 25, 26
Floating · HL current
10.95%
annualized
Floating − IY
+3.20pp
front-tenor carry spread
Boros − CME
+3.66pp
CME basis 4.09% · same tenor · delayed
closest futures expiry per venue · benchmark gap = IY − premium
the Sep 25, 26 expiry through its life · daily closes
Pair history
KuCoin IY Oct 30, 26 vs Deribit BTC-30OCT26 Oct 30, 26
Benchmark gap · now
+1.74pp
IY − premium
Gap percentile
44th
share of matched days at or below today
Matched days
16
16 IY days · 42 futures days
Last daily close
Sep 09, 26
futures leg · IY through Sep 09, 26