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桀-@LTChives
桀-@LTChives
Influential Creator
期限结构雷达 $BTC 首档正价差对应的规模很小。买近卖远报价差+0.91%，首档配对规模约987美元；按1万规模计，这档只覆盖约10%。小单试探可以，放量必须看更深档位。 $ETH 首档正价差对应的规模很小。买近卖远报价差+0.61%，首档配对规模约994美元；按1万规模计，这档只覆盖约10%。按容量设上限。 $SOL 标记价差为正，买近卖远首档报价却已倒挂。近月年化+2.86%、远月年化+0.33%，近端更贵；标记近远差+0.07%，买近卖远首档报价差-1.1%。倒挂等于实际拿不到标记利差。
Gallery 1
$BTC0.00%
$ETH+0.13%
$SOL-0.72%
02:02 · 10/21/26·1.17K views·Posted on OKX Orbit

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