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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+0.5%，首档配对规模约2美元；按1万规模计，这档只覆盖约0.02%。小容量下冲击会很快吃掉价差。 $SOL 买近卖远首档负差比标记价差更深。近月年化+4.35%、远月年化+0.56%，近端更贵；标记近远差-0.04%，买近卖远首档报价差-1.36%。没有首档，成本无法估。
Gallery 1
$SOL-3.66%
$ETH-5.65%
23:01 · 11/05/26·383 views·Posted on OKX Orbit

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