CME Bitcoin Futures Carry Exceeds IBIT Options-Implied Carry, Purdue Study Finds
2026-07-26 08:27:01
A May 2026 Purdue University study found CME Bitcoin futures carry exceeded fee-adjusted IBIT options-implied carry by an average of 2.581 annualized percentage points. According to NS3.AI, the paper said that gap would equal about $25.81 million over a full year on a $1 billion position, but it did not describe the wedge as a fixed fee. The study also found the relative cost varied widely and sometimes reversed direction.
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