Delta-neutral yield from spot-futures basis
Available Opportunities
0
Active Positions
5
Average Locked APY
0.0%
Last Updated
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Cash & Carry is a delta-neutral strategy that exploits the price difference (basis) between spot and futures markets. When futures trade at a premium to spot, you capture this spread as guaranteed yield by holding both positions until expiry.
Buy Spot Asset
Purchase and hold the cryptocurrency in spot market (e.g., 1 BTC at $95,000)
Short Futures Contract
Sell equal amount in quarterly futures (e.g., 1 BTC futures at $98,000, 90 days expiry)
Lock Basis as Yield
The $3,000 spread = 3.16% gain over 90 days = ~12.6% APY, guaranteed at execution
Benefits
Key Considerations
Live Data: All opportunities below are fetched in real-time from major crypto exchanges, showing current spot prices, futures prices, and calculated APY based on actual market conditions updated every 30 seconds.
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Entry $3,134.07 · Size 1
Current
$3,134.07
P&L
+0.00%
Entry $91,346 · Size 1
Current
$91,346
P&L
+0.00%
Entry $91,345 · Size 1
Current
$91,345
P&L
+0.00%
Entry $3,430 · Size 1
Current
$3,430
P&L
+0.00%
Entry $3,200 · Size 2
Current
$3,430
P&L
+2.44%