Annualized Basis
年化基差
Sentiment & DerivativesP1Futures DerivativesApplies to: US stocks
Formula
(futures−spot)/spot×(365/days to delivery)
How to read it
High = high cash-and-carry yield, but also signals overheated long leverage.
Outputvalue/series
Data source: CME/Deribit. Public knowledge, not investment advice.
See Annualized Basis computed live on popular US stocks →
Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.