S&P500 26 Jun 2026 replay

A replay of this market's rates, trades, liquidations, settlements and order books.

Expired

Jun 26, 12:00 AM

IY range

-2.81% to 2.38%

5.19pp fixed-rate path

Funding range

-115.24% to 94.08%

209.32pp exchange funding settlements

Peak / final OI

$679.58K

notional

Lifetime volume

$1.42M

183 trades

All trades

183Every trade in this market

All liquidations

0Every liquidation and deleverage

All settlements

741Every exchange funding settlement

Expiry replay

Scrub the market state before settlement

Jun 26, 12:00 AM

Cursor state

nearest hour

-2.24%

Floating

-5.59%

Spread

0.666pp

$679.58K

Remaining settlement path

short favored-0.22pp

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled Jun 25, 11:00 PM (1.0h before cursor)

▾

Replay

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

Short Rate

6.61004.44K183.24K
6.13004.52K178.80K
5.65004.59K174.28K
5.18004.67K169.69K
4.71004.74K165.02K
4.24004.81K160.28K
3.77004.89K155.47K
3.30004.96K150.58K
3.210027.48K145.61K
3.000075.00K118.13K
2.84005.04K43.13K
2.38005.11K38.10K
1.92005.19K32.99K
1.46005.19K27.80K
1.180010.69K22.62K
1.00005.11K11.93K
0.55005.04K6.82K
0.10001.78K1.78K

0.650ppSpreadMid-0.2250%

Long Rate

-0.55008.07K8.07K
-1.00004.81K12.89K
-1.46004.74K17.63K
-1.92004.67K22.29K
-2.38004.59K26.89K
-2.84004.52K31.40K
-2.910011.71K43.12K
-3.30004.44K47.56K
-3.77004.37K51.93K
-4.24004.30K56.23K
-4.71004.22K60.45K
-4.950030.12K90.57K
-5.18004.15K94.72K

Events around cursor

9 events within ±6h

Time	Event	Rate	Size	Link
Jun 25, 6:00 PM	settlement	-1.76%	-0.75pp	SHORT
Jun 25, 7:00 PM	settlement	-0.27%	+0.74pp	LONG
Jun 25, 8:00 PM	settlement	2.48%	+3.49pp	LONG
Jun 25, 9:00 PM	settlement	-7.41%	-7.51pp	SHORT
Jun 25, 10:00 PM	settlement	3.03%	+2.93pp	LONG
Jun 25, 11:00 PM	settlement	-8.64%	-8.74pp	SHORT
Jun 25, 11:44 PM	Trade	-1.88%	$30.12K	0x03f7...1888
Jun 25, 11:44 PM	Trade	-1.23%	$11.71K	0x03f7...1888
Jun 26, 12:00 AM	settlement	-2.60%	-0.22pp	SHORT

All trades All liquidations All settlements