Carry curve
ETH · Boros implied APR vs dated-futures premium
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every lockable rate on one axis · as of
Boros IY · HL
9.25%
front tenor · Sep 25, 26
Floating · HL current
10.95%
annualized
Floating − IY
+1.70pp
front-tenor carry spread
Boros − CME
—
CME reference unavailable right now
closest futures expiry per venue · benchmark gap = IY − premium
the Sep 25, 26 expiry through its life · daily closes
Pair history
Lighter IY Oct 30, 26 vs Deribit ETH-30OCT26 Oct 30, 26
Benchmark gap · now
+4.84pp
IY − premium
Gap percentile
88th
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