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CME/Deribit futures premium delta
Indicator made from a tweet by @DylanLeClair_
"CME futures basis (annualized spread between spot and futures price) is skyrocketing. CME is a cash settled futures contract and the only one accessible by US investors.
Deribit is offshore & BTC native, so the futures basis most always trades higher than CME. That just flipped"
BITMEX BXBT is used as spot index and Dec21 quarterly and CME BTC continuous are used as futures prices. Deribit basis is the denominator.
"CME futures basis (annualized spread between spot and futures price) is skyrocketing. CME is a cash settled futures contract and the only one accessible by US investors.
Deribit is offshore & BTC native, so the futures basis most always trades higher than CME. That just flipped"
BITMEX BXBT is used as spot index and Dec21 quarterly and CME BTC continuous are used as futures prices. Deribit basis is the denominator.
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