Carry monitor — spot-ETF flows vs. CME Leveraged-Funds shorts (weekly)
Which part of a week's spot-BTC-ETF inflows coincided with a short build-up by CME Leveraged Funds — i.e. is compatible with a basis trade — and which did not? Weekly series aligned to the CFTC Commitments-of-Traders report date (Traders in Financial Futures, Futures Only; CME Bitcoin + Micro Bitcoin): ETF net flow in USD and BTC, Leveraged-Funds net short in BTC and its weekly change, deckung (an UPPER BOUND on how much of the inflow a short build-up could match, never the share of a basis trade), weekly funding mean and a descriptive label. Point-in-time via released_at / released_at_source; the futures-basis condition is not applied yet (basis_status). Window via weeks, tier-capped (Free 12, Pro 104, Power all); the range block declares requested vs. granted weeks. MCP: arena_get_carry_monitor.
Request
- Base URL: https://tradingstrategies.work
- URL: https://tradingstrategies.work/api/v1/carry-monitor
- Auth: HTTP bearer
Query parameters
Most recent N released weeks. Default: every week since the spot-ETF start (2024-01-11), then tier-capped.
Only weeks the CFTC had released by the end of this day (point-in-time).
Response
Container: question, series[] (one row per CFTC week), summary (weeks per label, inflow totals, median deckung), range (weeks), resolution, basis_status, provenance, note.
Changes
No recorded changes to this operation across all 1 revision of this API.