Settings8H · net · $10k
Funding arb · Price arb /

CLO

all CLO markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 08:00 UTC+0.0039%/8h= +4.3% APRnext payment +$0.20 per $10,000 · paid last 24h +0.005%
Price spread now: BloFin against SunX+0.126%7-day average +0.130% · you sell dearer than you buy
to open and closeno order booka leg has no order-book sample
What this pair did over the last
the charts below follow
Funding, last 7 days+0.018%+$2 on $10k
Price spread, last 4 days (all we have)−0.151%−$15 · spread now +0.126%, 7d avg +0.130%
Together, before fees−0.133%−$13 on $10k · with fees, hour by hour
The price spread sits at its 7-day average of +0.130%, so right now this pair is about funding alone: +$1 a day on $10k at the current rate.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongSunX CLO-USDT0.063440.0100pay 0.0050% / 4h1h 58m$2K$1.4M20x
ShortBloFin CLO-USDT0.063520.0139get 0.0070% / 4h1h 58m$241K$77K10x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

BloFin against SunX. Falling: the short leg gains. Rising: it loses.
latest
Price spreadloading…

Funding on every exchange

click an exchange to add or hide it
latest
How often the price spread is this wide · share of time at each level, last 7D show

Profit calculator

Funding earned
$8.21
Price spread: +0.126% → +0.130%
−$0.37
Slippage, 4 orders
no order book: not counted
Fee SunX: 4 bp × 2 orders
−$8
Fee BloFin: 6 bp × 2 orders
−$12
Net
−$12.15
Costs to cover
0.200%
Break-even
17.4 days
Slippage unknown: SunX: live order book, 5 min ago; BloFin: live order book, 17 min ago. Net counts fees only.

Cost to enter

taker fee + slippage from the mid, one side; closing costs about the same again
LegHalf-spread$10k$100k$1M$5M
Buy SunX live order book, 5 min ago500.83 bpdoesn't fitdoesn't fitdoesn't fitdoesn't fit
Sell BloFin live order book, 17 min ago3.14 bp30.3 bp −$30doesn't fitdoesn't fitdoesn't fit

CLO on 9 venues

lowest funding first. Swap a leg: a good short leg pays more funding and is priced higher.
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Binance CLOUSDT+0.0100%4h0.06367+0.366%$3.9M$3.9M10xas long as short
Bybit CLOUSDT+0.0100%4h0.06352+0.126%$698K$643K20xas long as short
MEXC CLO_USDT+0.0100%4h0.06350+0.095%$535K$129K50xas long as short
KuCoin CLOUSDTM+0.0100%4h0.06333−0.173%$990K$11.6M10xas long as short
BingX CLO-USDT+0.0100%4h0.06375+0.489%$1.4Mas long as short
SunX CLO-USDTlong+0.0100%4h0.06344long leg$2K$1.4M20x
BloFin CLO-USDTshort+0.0139%4h0.06352+0.126%$241K$77K10x
Gate CLO_USDT+0.0492%8h0.06351+0.110%$429K$680K20xas long as short
Aster CLOUSDT+0.0776%4h0.06355+0.173%$30K$52K5xas long as short