Fixing — 2026-09-17
This page is frozen. It shows the curve as fixed on 2026-09-17 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 — 2026-09-17
−0.97 % p.a.
Implied from three-month forwards at 3 venues, against a dollar curve of 4.11% dated 2026-09-15.
SRC · DERIBIT + OKX + BYBIT AS OF · 2026-09-17 METHODOLOGY · 2026.08.1
THE CURVE AS FIXED — 2026-09-17
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 | −1.37° | 6.24 | 3.92 | cme | interpolated |
| 1M | −1.32° | 5.50 | 3.92 | cme | interpolated |
| 3M | −1.32 | 5.14 | 4.09 | cme | observed |
| 6M | — | 3.98 | 4.14 | — | — |
| 1Y | — | 5.10 | 4.34 | — | — |
° INTERPOLATED — INFERRED, NOT OBSERVED · BASIS AND r USD ARE SHOWN ONLY WHERE A LISTED EXPIRY FELL INSIDE THE TENOR WINDOW