Ethena: The arbitrage opportunities between futures and spot for gold are greater than those for BTC and ETH

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Odaily Planet Daily reports that Ethena officially published an arbitrage analysis of the perpetual contract markets for gold tokens (PAXG, XAUT) on X. Data shows that over the past twelve months, the annualized funding rate for PAXG was 5.8%, and for XAUT it was 12.4%, both significantly higher than the average levels of BTC and ETH during the same period (5.2% and 4.1%, respectively). The daily volatility of gold funding rates is higher than that of cryptocurrencies, due to lower market trading volume, but gold funding rates are positive 82% to 89% of the time, similar to BTC (88%) and ETH (85%).

In addition, Ethena also stated that the funding rates of gold and cryptocurrencies are almost uncorrelated. When the funding rate of cryptocurrencies is compressed, gold’s funding rate tends to remain stable or increase. Therefore, including gold perpetual contracts in a calendar or cash-and-carry arbitrage portfolio (holding both spot and equivalent short positions) will improve returns and reduce return volatility.

ENA0.4%
BTC-1.87%
ETH-2.51%
PAXG0.44%
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