PROTECTED SOURCE SCRIPT
CME/Deribit futures premium delta
Indicator made from a tweet by @DylanLeClair_
"CME futures basis (annualized spread between spot and futures price) is skyrocketing. CME is a cash settled futures contract and the only one accessible by US investors.
Deribit is offshore & BTC native, so the futures basis most always trades higher than CME. That just flipped"
BITMEX BXBT is used as spot index and Dec21 quarterly and CME BTC continuous are used as futures prices. Deribit basis is the denominator.
"CME futures basis (annualized spread between spot and futures price) is skyrocketing. CME is a cash settled futures contract and the only one accessible by US investors.
Deribit is offshore & BTC native, so the futures basis most always trades higher than CME. That just flipped"
BITMEX BXBT is used as spot index and Dec21 quarterly and CME BTC continuous are used as futures prices. Deribit basis is the denominator.
Pernyataan Penyangkalan
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.