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

-12.64% to 2.31%

14.95pp 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

3,071Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

Apr 23, 11:00 PM

Cursor state

nearest indexed point

-3.75%

Floating

-2.58%

Spread

0.010pp

$926.37K

Remaining settlement path

long favored+2.81%

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled Apr 23, 11:00 PM (exact)

▾

Replay

Implied APR (%)Size (S&P500 YU)Total (S&P500 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%	+0.62%	LONG
Apr 23, 6:00 PM	settlement	-0.89%	+2.86%	LONG
Apr 23, 7:00 PM	settlement	-1.97%	+1.78%	LONG
Apr 23, 8:00 PM	settlement	-2.33%	+1.42%	LONG
Apr 23, 9:00 PM	settlement	2.98%	+6.73%	LONG
Apr 23, 10:00 PM	settlement	6.03%	+9.78%	LONG
Apr 23, 11:00 PM	settlement	2.29%	+6.04%	LONG
Apr 24, 12:00 AM	settlement	-3.33%	+0.42%	LONG

All trades All liquidations All settlements