Fixing — 2026-10-01
This page is frozen. It shows the curve as fixed on 2026-10-01 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 — 2026-10-01
−0.83 % p.a.
Implied from three-month forwards at 3 venues, against a dollar curve of 4.25% dated 2026-09-29.
SRC · DERIBIT + OKX + BYBIT AS OF · 2026-10-01 METHODOLOGY · 2026.08.1
THE CURVE AS FIXED — 2026-10-01
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 | — | 5.58 | 4.03 | — | — |
| 1M | −1.13° | 5.22 | 4.03 | cme | interpolated |
| 3M | −1.37 | 5.25 | 4.21 | cme | observed |
| 6M | — | 5.13 | 4.31 | — | — |
| 1Y | — | 5.21 | 4.52 | — | — |
° INTERPOLATED — INFERRED, NOT OBSERVED · BASIS AND r USD ARE SHOWN ONLY WHERE A LISTED EXPIRY FELL INSIDE THE TENOR WINDOW