Cboe Hanweck Borrow Intensity Indicators describe constant maturity synthetic lending rates derived from real-time option analytics. Borrow Intensity Indicators are a proprietary calculation based upon implied borrow, enhanced with machine learning using characteristics including relative liquidity and term in order to create constant maturities of 45, 60, 90, 180, and 360 days.
Borrow Intensity Indicators may enhance:
Borrow Intensity Indicator Attributes:
The CoinRoutes RealPrices are cryptocurrency depth of market Indices. CoinRoutes RealPrice Indices provide a consolidated bid-ask spread (RealBid x RealAsk) at multiple coin depths for top cryptocurrency-pairs. Aggregating order book data from multiple trading venues and factoring in trading fees, CoinRoutes RealPrice Indices provide a robust and previously unavailable view into cryptocurrency markets. Prices are quoted in 1-minute snapshots for the entire 24-hour day.
^BTCUSD1 – provides the RealBid x RealAsk spread at a depth of one Bitcoin
^BTCUSD5 – provides the RealBid x RealAsk spread at a depth of five Bitcoins
Prices are currently quoted in USD. The following coins and sizes are included:
|BCH||Bitcoin Cash||1, 5, 10, 20, 40, 100|
|BTC||Bitcoin||0.2, 1, 5, 10, 20|
|ETH||Ethereum||5, 20, 50, 100, 200, 400|
|LINK||Chainlink||100, 500, 1000|
|LTC||Litecoin||5, 10, 25, 50, 100, 200|
|DOT||Polkadot||250, 1000, 2500, 5000, 10000|