S&P500 29 May 2026 replay

Historical replay built from indexed rates, trades, liquidations, settlements, and sampled order-book snapshots.

Expired

May 29, 12:00 AM

IY range

-10.00% to 11.40%

21.40pp indexed fixed-rate path

Funding range

-48.78% to 127.30%

176.08pp exchange funding settlements

Peak / final OI

$687.65K

indexed notional

Lifetime volume

$2.41M

230 indexed trades

All trades

230Full market trade ledger

All liquidations

2Liquidate and deleverage events

All settlements

908Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

May 28, 11:00 PM

Cursor state

nearest indexed point

0.55%

Floating

5.47%

Spread

1.714pp

$687.52K

Remaining settlement path

short favored-6.19pp

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled May 28, 11:00 PM (exact)

▾

Replay

Implied APR (%)Size (YU)Total (YU)

Short Rate

20.98001.33K1.03M
19.18001.35K1.03M
17.41001.37K1.03M
15.66001.39K1.03M
13.94001.40K1.02M
12.24001.42K1.02M
11.29003.82K1.02M
10.57001.44K1.02M
8.93001.46K1.02M
7.30001.47K1.02M
5.71001.49K1.01M
5.3400177.35K1.01M
5.3100495.33K834.71K
5.3000312.55K339.38K
4.13001.51K26.83K
3.080017.94K25.32K
2.5800397.647.38K
2.27006.98K6.98K

1.720%SpreadMid1.4100%

Long Rate

0.55002.67K2.67K
0.190014.25K16.92K
-0.1000779.6117.70K
-0.750036.65K54.35K
-0.95001.56K55.91K
-2.48001.58K57.49K
-4.03001.60K59.09K
-5.60001.61K60.70K
-7.20001.63K62.33K
-8.82001.65K63.98K
-10.46001.67K65.65K
-12.13001.65K67.30K
-13.83001.65K68.95K
-15.55001.63K70.58K
-17.29001.61K72.19K
-19.06001.60K73.79K
-20.86001.58K75.37K
-22.69001.56K76.93K

Events around cursor

10 events within +/-6h

Time	Event	Rate	Size	Link
May 28, 5:00 PM	settlement	-7.58%	-7.78pp	SHORT
May 28, 6:00 PM	settlement	-8.55%	-8.75pp	SHORT
May 28, 7:00 PM	settlement	-10.25%	-10.45pp	SHORT
May 28, 8:00 PM	settlement	-5.84%	-6.04pp	SHORT
May 28, 8:56 PM	book	-0.10%	$130.00K	0x202f...32d6
May 28, 9:00 PM	settlement	-12.85%	-12.85pp	SHORT
May 28, 10:00 PM	settlement	5.47%	+4.39pp	LONG
May 28, 11:00 PM	settlement	-11.73%	-12.28pp	SHORT
May 28, 11:47 PM	book	-0.40%	$34.24K	0x4921...c514
May 29, 12:00 AM	settlement	-7.29%	-0.09pp	SHORT

All trades All liquidations All settlements