Fixing — 2026-10-03
This page is frozen. It shows the curve as fixed on 2026-10-03 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 — 2026-10-03
−0.68 % p.a.
Implied from three-month forwards at 3 venues, against a dollar curve of 4.17% dated 2026-10-01.
SRC · DERIBIT + OKX + BYBIT AS OF · 2026-10-03 METHODOLOGY · 2026.08.1
THE CURVE AS FIXED — 2026-10-03
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 | — | 2.98 | 4.05 | — | — |
| 1M | 0.41° | 4.26 | 4.05 | cme | interpolated |
| 3M | −0.97 | 4.84 | 4.14 | cme | observed |
| 6M | −1.02 | 5.07 | 4.22 | cme | observed |
| 1Y | — | 5.19 | 4.38 | — | — |
° INTERPOLATED — INFERRED, NOT OBSERVED · BASIS AND r USD ARE SHOWN ONLY WHERE A LISTED EXPIRY FELL INSIDE THE TENOR WINDOW