XAU 27 Mar 2026 replay

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

Expired

Mar 27, 12:00 AM

IY range

-0.30% to 33.62%

33.92pp indexed fixed-rate path

Funding range

-199.88% to 433.63%

633.51pp exchange funding settlements

Peak / final OI

$3.54M

indexed notional

Lifetime volume

$65.18M

5,695 indexed trades

All trades

5,695Full market trade ledger

All liquidations

11Liquidate and deleverage events

All settlements

720Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

Mar 26, 11:00 PM

Cursor state

nearest indexed point

10.38%

Floating

94.39%

Spread

0.498pp

$1.46M

Remaining settlement path

short favored-2.56pp

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled Mar 26, 11:00 PM (exact)

▾

Replay

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

Short Rate

10.560088.931.59K
10.550089.101.50K
10.540089.271.41K
10.530089.441.32K
10.520089.611.23K
10.510089.781.14K
10.500089.951.05K
10.490090.12961.56
10.480090.29871.44
10.470090.47781.15
10.460090.64690.68
10.450090.81600.04
10.440090.99509.23
10.430091.16418.24
10.420091.34327.08
10.410091.51235.74
10.400091.69144.23
10.390052.5452.54

0.010%SpreadMid10.3850%

Long Rate

10.3800758.77758.77
10.370092.04850.81
10.360092.22943.03
10.350092.401.04K
10.340092.571.13K
10.330092.751.22K
10.320092.931.31K
10.310093.111.41K
10.300093.291.50K
10.290093.481.59K
10.280093.661.69K
10.270093.841.78K
10.260094.021.88K
10.250094.201.97K
10.240094.392.06K
10.230094.572.16K
10.220094.762.25K
10.210094.942.35K

Events around cursor

10 events within +/-6h

Time	Event	Rate	Size	Link
Mar 26, 5:00 PM	settlement	5.47%	-0.20pp	SHORT
Mar 26, 6:00 PM	settlement	5.47%	-0.20pp	SHORT
Mar 26, 7:00 PM	settlement	5.47%	-0.44pp	SHORT
Mar 26, 8:00 PM	settlement	5.47%	-0.44pp	SHORT
Mar 26, 9:00 PM	settlement	18.55%	+9.59pp	LONG
Mar 26, 9:06 PM	book	17.00%	$200.50K	0xd7b9...7af8
Mar 26, 9:06 PM	book	14.92%	$61.68K	0xd7b9...7af8
Mar 26, 10:00 PM	settlement	94.39%	+60.77pp	LONG
Mar 26, 11:00 PM	settlement	5.47%	-5.42pp	SHORT
Mar 27, 12:00 AM	settlement	11.19%	+0.30pp	LONG

All trades All liquidations All settlements