BRENTOIL 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

-28.98% to 38.05%

67.03pp indexed fixed-rate path

Funding range

-804.25% to 529.22%

1333.48pp exchange funding settlements

Peak / final OI

$571.90K

indexed notional

Lifetime volume

$17.58M

3,048 indexed trades

All trades

3,048Full market trade ledger

All liquidations

16Liquidate and deleverage events

All settlements

537Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

Mar 26, 10:00 PM

Cursor state

nearest indexed point

-27.06%

Floating

-30.26%

Spread

2.893pp

$478.06K

Remaining settlement path

short favored-26.97%

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled Mar 26, 10:00 PM (exact)

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Replay

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

Short Rate

-8.43005.53K109.76K
-9.90005.50K104.23K
-11.39005.47K98.73K
-12.91005.44K93.26K
-14.44005.41K87.83K
-16.00005.37K82.42K
-17.57005.34K77.05K
-19.17005.31K71.70K
-20.79005.28K66.39K
-22.43005.25K61.12K
-24.10005.22K55.87K
-25.78005.18K50.65K
-27.49005.15K45.47K
-29.23005.12K40.32K
-30.98005.09K35.19K
-32.76005.06K30.11K
-34.57005.03K25.05K
-36.400020.02K20.02K

2.130%SpreadMid-37.4650%

Long Rate

-38.530015.0015.00
-40.410015.0030.00
-42.320015.0045.00
-44.25004.65K4.69K
-46.21004.84K9.53K
-48.20004.80K14.34K
-50.21004.77K19.11K
-52.26004.74K23.85K
-54.32004.71K28.56K
-56.42004.68K33.24K

Events around cursor

9 events within +/-6h

Time	Event	Rate	Size	Link
Mar 26, 4:00 PM	settlement	-24.55%	-24.06%	SHORT
Mar 26, 5:00 PM	settlement	-32.99%	-32.50%	SHORT
Mar 26, 6:00 PM	settlement	-29.19%	-26.59%	SHORT
Mar 26, 7:00 PM	settlement	-37.47%	-34.87%	SHORT
Mar 26, 8:00 PM	settlement	-24.07%	-21.47%	SHORT
Mar 26, 9:00 PM	settlement	-61.54%	-37.19%	SHORT
Mar 26, 10:00 PM	settlement	-90.32%	-64.54%	SHORT
Mar 26, 11:00 PM	settlement	-30.53%	-4.75%	SHORT
Mar 27, 12:00 AM	settlement	-26.05%	-11.61%	SHORT

All trades All liquidations All settlements