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
ChainCatcher•28m agoThe share of staked ETH rose to 31%, diverging from the price action, and on-chain confidence continued to grow
ChainCatcher•2h agoThree major DeFi attacks in five days, with a total of 14 crypto hacking incidents in May
ChainCatcher•2h agoKelp: rsETH recovery makes key progress, with multiple DeFi protocols collectively liquidating attacker positions
ChainCatcher•2h agoEcho Protocol confirmed the attack and suspended all cross-chain transactions
ChainCatcher•3h agoData: A smart money bought 1,344.18 ETH on the chain again 10 hours ago, and now has a floating loss of $165,000
ChainCatcher•5h agoEcho Protocol suffered an attack on the Monad chain, where hackers minted 1,000 eBTC and then withdrew funds through Curvance
TechFlow•10h agoLido: Swellchain will be suspended on June 15, and users need to withdraw wstETH assets in advance
TechFlow•11h agoData: ETH lending protocol TVL has dropped from a year-to-year high of $32 billion to $23 billion
Odaily•12h agoTwo researchers at the Ethereum Foundation announced their resignation
币界网•12h agoAster launches on-chain listing proposal voting mechanism