ETH 27 Feb 2026 replay

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

Expired

Feb 27, 12:00 AM

IY range

-6.03% to 5.93%

11.96pp indexed fixed-rate path

Funding range

-30.34% to 10.95%

41.29pp exchange funding settlements

Peak / final OI

$22.25M

indexed notional

Lifetime volume

$257.42M

3,825 indexed trades

All trades

3,825Full market trade ledger

All liquidations

21Liquidate and deleverage events

All settlements

121Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

Feb 26, 11:00 PM

Cursor state

nearest indexed point

1.66%

Floating

4.30%

Spread

0.213pp

$18.21M

Remaining settlement path

short favored-0.44pp

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled Feb 26, 11:00 PM (exact)

▾

Replay

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

Short Rate

4.40004.0724370.83
4.20004.1131366.76
3.99004.1538362.64
3.78004.1946358.49
3.6400128.70354.30
3.57004.2353225.59
3.37004.2760221.36
3.16004.3167217.08
2.95004.3575212.76
2.75004.3982208.41
2.680061.40204.01
2.54004.4389142.61
2.4000120.00138.17
2.34004.479618.17
2.13004.520413.69
1.93004.56119.1679
1.91000.00504.6068
1.72004.60184.6018

0.210%SpreadMid1.6150%

Long Rate

1.5100100.00100.00
1.48004.6425104.64
1.40000.0050104.65
1.28004.6833109.33
1.08004.7240114.05
0.87004.7647118.82
0.67004.8054123.62
0.47004.8462128.47
0.27004.8869133.36
0.07004.9276138.29
-0.13004.9683143.25
-0.33005.0090148.26
-0.53005.0498153.31
-0.710061.29214.60
-0.73005.0905219.69
-0.93005.1312224.82
-1.14005.1719229.99
-1.34005.2127235.20

Events around cursor

9 events within +/-6h

Time	Event	Rate	Size	Link
Feb 26, 5:00 PM	settlement	2.51%	+0.71pp	LONG
Feb 26, 6:00 PM	settlement	1.90%	+0.12pp	LONG
Feb 26, 6:14 PM	book	1.60%	$198.90K	0x763d...3392
Feb 26, 7:00 PM	settlement	2.61%	+0.48pp	LONG
Feb 26, 8:00 PM	settlement	2.52%	+0.38pp	LONG
Feb 26, 9:00 PM	settlement	2.15%	+0.05pp	LONG
Feb 26, 9:47 PM	book	1.99%	$202.52K	0xad70...594e
Feb 26, 10:00 PM	settlement	1.99%	-0.10pp	SHORT
Feb 26, 11:00 PM	settlement	1.22%	-0.44pp	SHORT

All trades All liquidations All settlements