Carry curve
ETH · Boros implied APR vs dated-futures premium
loading
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
+4.72pp
CME basis 4.53% · same tenor · delayed
closest futures expiry per venue · benchmark gap = IY − premium
the Sep 25, 26 expiry through its life · daily closes
Pair history
OKX IY Oct 30, 26 vs Binance ETHUSDT_260925 Sep 25, 26
Benchmark gap · now
+1.40pp
IY − premium · expiries -35d apart
Gap percentile
31th
share of matched days at or below today
Matched days
16
16 IY days · 167 futures days
Last daily close
Sep 09, 26
futures leg · IY through Sep 09, 26