Fixing — 2026-09-20
This page is frozen. It shows the curve as fixed on 2026-09-20 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 — 2026-09-20
−1.30 % p.a.
Implied from three-month forwards at 3 venues, against a dollar curve of 4.12% dated 2026-09-17.
SRC · DERIBIT + OKX + BYBIT AS OF · 2026-09-20 METHODOLOGY · 2026.08.1
THE CURVE AS FIXED — 2026-09-20
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 | −13.91° | 10.48 | 3.96 | cme | interpolated |
| 1M | −4.26° | 5.52 | 3.99 | cme | interpolated |
| 3M | −2.20 | 5.57 | 4.10 | cme | observed |
| 6M | — | 5.07 | 4.16 | — | — |
| 1Y | — | 5.09 | 4.35 | — | — |
° INTERPOLATED — INFERRED, NOT OBSERVED · BASIS AND r USD ARE SHOWN ONLY WHERE A LISTED EXPIRY FELL INSIDE THE TENOR WINDOW