Ethena:黄金的期、现套利空间比BTC和ETH更大

Odaily星球日报讯 Ethena 官方于 X 发布了关于黄金代币(PAXG、XAUT)永续合约市场的套利分析。数据显示,过去十二个月,PAXG 的年化资金费率为 5.8%,XAUT 为 12.4%,均远高于同期 BTC 和 ETH 的平均水平(分别为 5.2% 和 4.1%)。黄金资金费率的日波动性高于加密货币,这是由于市场交易量较小所致,但黄金资金费率在 82% 至 89% 的时间里为正值,与 BTC (88%) 和 ETH (85%) 的情况基本一致。
除此之外 Ethena 还表示,黄金和加密货币的资金费率几乎不相关,当加密货币的资金费率被压缩时,黄金的资金费率往往会保持稳定或上升。因此,将黄金永续合约纳入期、现套利组合(同时持有现货和等额空单)将提高收益水平并降低收益波动性。
Disclaimer: OKX Orbit content is provided for informational purposes only. Learn more
Replies
Related Flash News
The tokenized real asset market size has reached $34 billion
巨鲸nemorino.eth杠杆增持7,908.3枚ETH
Tom Lehman: Promoting EIP-8182 inclusion in the Ethereum Hegota upgrade
Squid: Security incidents are unrelated to Squid's core protocols and contracts; all Squid users and integrators have not been affected
Data: A certain Ethereum presale address liquidated, holding $620 principal for over 10 years has appreciated by about 6,800 times
$620 turned into $4.2 million, an address held 2,000 ETH for over 10 years before transferring
Analysis: If Garrett Jin refuses to trade ETH, he could have gained over $70 million in unrealized gains, but his current losses have reached $128 million
Bitcoin ETFs have seen over $2 billion in outflows in two weeks, but analysts say "institutional funds have not left."
Blockaid: SquidRouterModule suspected of being attacked, 86 Gnosis Safe wallets were stolen for approximately $3 million within about 2 hours
PeckShield:WUSD/GLOVE 遭攻击损失约 20.7 万美元



