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桀-@LTChives
Influential Creator
期限结构雷达
$BTC 年化基差随到期期限递减:近端、中端、远端年化基差依次为+10.92%/+5.61%/+5.32%;近端合约相对指数的原始价差为+207.7美元。
$ETH 年化基差随到期期限递减:近端、中端、远端年化基差依次为+8.39%/+4.51%/+4.06%;近端合约相对指数的原始价差为+5.05美元。
$SOL 三个到期点的年化定价并非单向排列:近端、中端、远端年化基差依次为+3.28%/+1.44%/+1.88%;近端合约相对指数的原始价差为+0.08美元。中间到期点打破了单调排列,近远端差异不足以概括整条曲线。
BTC、ETH:近端年化基差高于远端,较高的年化定价集中在近端。
BTC、ETH、SOL:三个到期点均处于升水。

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