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桀-@LTChives
桀-@LTChives
Influential Creator
期限结构雷达 $ETH 首档正价差对应的规模很小。买近卖远报价差+0.06%，首档配对规模约199美元；按1万规模计，这档只覆盖约2%。小单试探可以，放量必须看更深档位。 $SOL 买近卖远首档负差比标记价差更深。近月年化+5.29%、远月年化+0.61%，近端更贵；标记近远差-0.1%，买近卖远首档报价差-1.35%。先看年化斜率，再设法确认能否按差价成交。
Gallery 1
$SOL-3.73%
$ETH-3.81%
14:11 · 11/04/26·10.6K views·Posted on OKX Orbit

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