Derivatives Derivatives Termstructure 0 Derivatives Termstructure 0
Bitcoin
The futures term structure: price of each contract by expiry date.
Why it matters
Its slope is the market's carry — contango pays shorts to wait, backwardation pays longs.
How it is built
Settlement prices of listed futures ordered by expiry, snapshotted.
What to watch
Flips between contango and backwardation mark regime changes in demand for leverage and hedging.
Related metrics
- Derivatives Leverageratio 0 Leverageratio 0
- Derivatives Derivatives Termstructure 1 Derivatives Termstructure 1
- Derivatives Derivatives Spotvolume CVD 0 Derivatives Spotvolume CVD 0
- Derivatives Derivatives Futuresvolume Byexchange 0 Derivatives Futuresvolume Byexchange 0
- Derivatives Options Strike OI 0 Options Strike OI 0
- Derivatives Derivatives Options Volume Byexchange 0 Derivatives Options Volume Byexchange 0
- Derivatives Derivatives Options OI Byexchange 0 Derivatives Options OI Byexchange 0
- Derivatives Derivatives Futures OI Byexchange 0 Derivatives Futures OI Byexchange 0