SIDESHORT YU-BTC-30OCT2026
BOROS FIXED APR8.98%(you receive at maturity)
HL FLOATING APR10.95%(you pay at today's floating)
BID/ASK SPREAD54 bps
GROSS EDGE APR-197 bps
· AT CURRENT FLOATING
SETTLE FEE DRAG-10 bps
NET CARRY EDGE-207 bps
// FORECAST · NOT SETTLED
// bot ref: 300 bps · not advice
BREAK-EVENn/a (SHORT YU not viable)
// FORECAST · NOT SETTLED
// MARKET REGIME
VOL REGIMESTABLE (ratio 0.83)
ABSOLUTE VOL (24h)23%
STRESS PROXYno stress · OI +2% · funding 1.0× · premium -1 bps
// AT-RISK: Margined position — mark-to-market + liquidation risk on both legs · Floating can rise above fixed; the displayed edge holds only while floating stays below fixed · wBTC collateral on the BTC market — BitGo custody / depeg risk · Wide bid/ask (54bps); the bot skips >50bps · SHORT YU net edge negative — LONG YU may favor (see direction_favors)