XAU 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

4.21% to 21.32%

17.12pp indexed fixed-rate path

Funding range

-27.90% to 165.82%

193.73pp exchange funding settlements

Peak / final OI

$980.93K

indexed notional

Lifetime volume

$14.74M

2,530 indexed trades

All trades

2,530Full market trade ledger

All liquidations

6Liquidate and deleverage events

All settlements

73Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

Feb 26, 11:00 PM

Cursor state

nearest indexed point

10.25%

Floating

10.95%

Spread

0.088pp

$741.87K

Remaining settlement path

long favored+0.55pp

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

14.90001.35K386.19K
14.33001.34K384.84K
13.99007.66K383.50K
13.76001.33K375.84K
13.3900210.00K374.51K
13.19001.32K164.51K
12.700010.85K163.18K
12.63001.32K152.33K
12.06001.31K151.01K
11.50001.30K149.70K
11.3000100.00K148.40K
11.13003.62K48.40K
10.95001.30K44.78K
10.780010.00K43.49K
10.690030.00K33.49K
10.6500904.423.49K
10.490010.102.58K
10.40002.57K2.57K

0.090%SpreadMid10.3550%

Long Rate

10.31008.51K8.51K
10.250010.108.52K
9.830034.03K42.55K
9.730015.0042.56K
9.3100100.00K142.56K
9.19001.27K143.84K
8.64001.27K145.10K
8.6000210.00K355.10K
8.2500102.09K457.19K
8.10001.26K458.45K
7.56001.25K459.71K
7.03001.25K460.95K
7.010020.00K480.95K
6.49001.24K482.19K
5.96001.23K483.42K
5.43001.23K484.65K
4.91001.22K485.87K
4.38001.21K487.08K

Events around cursor

3 events within +/-6h

Time	Event	Rate	Size	Link
Feb 26, 8:03 PM	book	9.68%	$10.73K	0x1823...9ee6
Feb 26, 11:44 PM	book	10.40%	$2.57K	0x037d...533e
Feb 27, 12:00 AM	settlement	10.95%	+0.55pp	LONG

All trades All liquidations All settlements