L1 · Futures basis (descriptive)
CME futures annualized basis (front)
(CME front month / spot at the same moment − 1) × 365 / days to expiry, rolling ~5 trading days before expiry. US institutional and basis-trade appetite. No free history: recorded daily since 2026-10, descriptive only.
Source：Yahoo · CME 近月合约（自己逐日积累）Level：auxDescriptive
Current reading · as of 2026-10-02
3.4%
Recording1 days recorded; percentile after 90
Zones: rules and how often each occurred
| Own-history percentile only: <20 low, 20–80 mid, >80 high; judged after 90 observations. |
Normal range
Not enough data yet.
Judged series · full history own-history percentile · dashed = zone boundaries; blue band = normal range (light p10–p90, dark p25–p75)
For reference: BTC price (log) same time axis, linked hover
Rules and evidence grades: Methodology; rule changes are logged in Corrections.