corporate
Yields on securities issued by companies holding bitcoin — a declared rate against a market price, not a venue lending against collateral. Some are perpetual preferreds; most are convertible notes and credit facilities with dated maturities.
As of 2026-09-04 · weighting: borrow by borrowed_usd, lend by supplied_usd; spread computed per pool-day then weighted, never as the difference of the two aggregates
The tenor is an averaging window, not a maturity. The tenor is an AVERAGING WINDOW, not a maturity. Every constituent pool is open-term floating and no borrower agreed a term, so a rising curve means rates were higher further back — not a term premium.
Denominations are different products. btc and usd are different products and are never aggregated (v2 V2). btc = the borrower receives bitcoin; usd = a stablecoin is borrowed against bitcoin collateral.
The endpoint publishes this class as an aggregate without a per-venue composition, so there is no constituent list to show. That is a property of how the class is observed, not an empty table.
Both legs observed. Wrapper classes: custodial.
| Window (days) | Borrow | Lend | Spread | Pools | Venues | Debt | Supplied |
|---|---|---|---|---|---|---|---|
| 7 | — | 11.350% | — | 3 | 1 | $0 | $0 |
| 14 | — | 11.433% | — | 3 | 1 | $0 | $0 |
| 30 | — | 11.908% | — | 3 | 1 | $0 | $0 |
| 60 | — | 12.732% | — | 4 | 1 | $0 | $0 |
| 90 | — | 12.903% | — | 4 | 1 | $0 | $0 |
| 180 | — | 12.120% | — | 4 | 1 | $0 | $0 |
| 365 | — | 11.370% | — | 4 | 1 | $0 | $0 |
| 730 | — | 10.851% | — | 4 | 1 | $0 | $0 |