Fixing — 2026-09-04
This page is frozen. It shows the curve as fixed on 2026-09-04 under methodology version 2026.08.1 , which is the current version. The observed and cost panels are not replayed here — this site did not record them before it existed, and reconstructing them from today's data would put present values under a past date.
SR.3M — CUSTODIAL CUSTODY — 2026-09-04
−0.43 % p.a.
Implied from three-month forwards at 3 venues, against a dollar curve of 3.92% dated 2026-09-02.
SRC · DERIBIT + OKX + BYBIT AS OF · 2026-09-04 METHODOLOGY · 2026.08.1
THE CURVE AS FIXED — 2026-09-04
Implied bitcoin rate by tenor and custody tier. 4 venue(s) contributed.
Implied — CIP forwards, tier = stroke weight T3 COLLABORATIVET4 CUSTODIAL
Interpolated — inferred, never observed
| TENOR | r BTC % P.A. | BASIS % P.A. | r USD % | VENUES | CONFIDENCE |
|---|---|---|---|---|---|
| 1W | — | 0.56 | 3.82 | — | — |
| 1M | −7.71° | 6.37 | 3.82 | cme | interpolated |
| 3M | −3.04 | 5.58 | 3.89 | cme | observed |
| 6M | — | — | — | — | — |
| 1Y | — | — | — | — | — |
° INTERPOLATED — INFERRED, NOT OBSERVED · BASIS AND r USD ARE SHOWN ONLY WHERE A LISTED EXPIRY FELL INSIDE THE TENOR WINDOW