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Bitcoin Market Intelligence API
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btc-intel.gw.bolthub.ai/v1/derivatives/cme-basisCME-Style Futures Basis
Returns the basis between the front-month monthly dated Bitcoin futures contract and a multi-exchange spot index, expressed on an annualized basis. Computed from Deribit public market data; dated futures expire on the same last-Friday schedule as CME contracts and arbitrage tightly against them, so the figure tracks CME front-month basis. A positive annualized basis reflects a futures premium often used as a proxy for institutional demand and carry-trade appetite.
Sample Data
GET
/v1/derivatives/cme-basis200776msCaptured 9m ago
regime:"near_expiry"string
basis_pct:0.014number
basis_usd:8.45number
days_to_expiry:2number
spot_price_usd:62538.27number
future_price_usd:62546.72number
front_month_expiry:"2026-06-26"string
annualized_basis_pct:2.47number
front_month_instrument:"BTC-26JUN26"string
regime:"near_expiry | extreme_contango | contango | mild_contango | flat_or_backwardation | deep_backwardation. ``near_expiry`` fires when DTE<7 since the annualization math is unreliable in the roll week."string
basis_pct:"(future - spot) / spot, percent"string
basis_usd:"future - spot"string
data_sources:"Deribit public API (monthly dated future mark + BTC_USD spot index); derived metric, no licensed market data"string
days_to_expiry:"Calendar days from today to front_month_expiry"string
spot_price_usd:"Deribit BTC_USD index (aggregate of major spot venues)"string
future_price_usd:"Front-month monthly dated BTC future mark price (USD/BTC) via Deribit public API; tracks CME front-month basis via arbitrage"string
front_month_expiry:"Actual contract expiry -- last Friday of contract month, the same convention CME uses"string
annualized_basis_pct:"basis_pct * 365 / days_to_expiry"string
front_month_instrument:"Deribit instrument used as the front month"string
status:"success"string
from_db:falseboolean
stale_at:"2026-06-24T05:21:48.054434"string
cache_hit:trueboolean
timestamp:"2026-06-24T04:27:22.765966"string
data_age_seconds:nullnull
collection_time_ms:0number