Friday, September 4, 2026

XRP futures yield gap reveals Bitwise’s 97.5% hedge

Bitwise paired 10.8 million XRP with a near-equal futures short, producing a 14.57% implied annualized yield with limited price exposure.

  • Bitwise's Crypto Carry Fund is employing a carry trade strategy using XRP, pairing a large custody position with an almost equal short in XRP futures.
  • This strategy aims to capture the premium between XRP futures and spot prices, resulting in a 14.57% implied annualized yield with limited directional price exposure.
  • CFTC data indicates leveraged funds are heavily short XRP futures, suggesting a broader market dynamic where institutions like Bitwise are extracting cash from traders.

Topics: Institutional adoption, Yield performance, Blockchain usage, Asset manager initiatives, Treasury bond yields, Ethereum evm l 1 s

Tags: #bitwise #xrp #futures #yield #hedge #carrytrade #institutional #basistrade #cftc #cryptocarryfund

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