Term Structure

BTC / ETH futures curve with annualized basis vs the perpetual. · deribit

BTCPerp 62,801.5Contango

26-06-11 —26-06-12 —26-06-13 —26-06-14 —26-06-19 +3.7%26-06-26 +1.5%26-07-31 +2.2%26-08-28 +2.6%26-09-25 +3.3%26-12-25 +3.9%27-03-26 +3.8%chips = annualized basis vs perp

ETHPerp 1,656.65Contango

26-06-11 —26-06-12 —26-06-13 —26-06-14 —26-06-19 +1.6%26-06-26 +2.3%26-07-31 +1.4%26-08-28 +2.1%26-09-25 +2.3%26-12-25 +3.1%27-03-26 +3.5%chips = annualized basis vs perp

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