S&P500 24 Apr 2026 replay

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

Expired

Apr 24, 12:00 AM

IY range

-13.96% to 2.31%

16.27pp indexed fixed-rate path

Funding range

-211.54% to 117.52%

329.06pp exchange funding settlements

Peak / final OI

$1.09M

indexed notional

Lifetime volume

$7.50M

1,031 indexed trades

All trades

1,031Full market trade ledger

All liquidations

26Liquidate and deleverage events

All settlements

740Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

Apr 23, 11:00 PM

Cursor state

nearest indexed point

-3.75%

Floating

6.03%

Spread

0.010pp

$926.37K

Remaining settlement path

long favored+3.23pp

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled Apr 23, 11:00 PM (exact)

▾

Replay

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

Short Rate

0.1900100.00956.86K
0.1000582.00K956.76K
0.0000300.10K374.76K
-0.08004.03K74.66K
-0.2000100.0070.63K
-0.400012.27K70.53K
-0.6000100.0058.26K
-0.68004.05K58.16K
-0.8000100.0054.10K
-1.0000100.0054.00K
-1.2100100.0053.90K
-1.29004.08K53.80K
-1.680020.86K49.73K
-1.90004.10K28.87K
-2.44008.11K24.77K
-2.51004.13K16.66K
-3.13004.15K12.53K
-3.75008.38K8.38K

0.010%SpreadMid-3.7550%

Long Rate

-3.76008.69K8.69K
-4.400022.34K31.03K
-4.790015.0031.05K
-4.8000167.47K198.52K
-5.0000100.00198.62K
-5.42004.22K202.84K
-6.06004.24K207.08K
-6.69004.27K211.35K
-7.34004.29K215.64K
-7.98004.33K219.97K
-8.63004.34K224.31K
-9.29004.36K228.67K
-9.94004.39K233.06K
-10.61004.39K237.44K
-11.27004.36K241.80K
-11.94004.34K246.14K
-12.61004.31K250.46K
-13.29004.29K254.75K

Events around cursor

8 events within +/-6h

Time	Event	Rate	Size	Link
Apr 23, 5:00 PM	settlement	-3.13%	+0.62pp	LONG
Apr 23, 6:00 PM	settlement	-0.89%	+2.86pp	LONG
Apr 23, 7:00 PM	settlement	-1.97%	+1.77pp	LONG
Apr 23, 8:00 PM	settlement	-2.33%	+1.41pp	LONG
Apr 23, 9:00 PM	settlement	2.98%	+6.73pp	LONG
Apr 23, 10:00 PM	settlement	6.03%	+9.78pp	LONG
Apr 23, 11:00 PM	settlement	2.29%	+6.04pp	LONG
Apr 24, 12:00 AM	settlement	-3.33%	+0.42pp	LONG

All trades All liquidations All settlements