// EXECUTION COST
PRICE THE
entry.
Funding edge only matters after both legs are opened. Model spread crossing, fees and slippage against position size.
PAIR COST MODEL● CONNECTING
| LONG BEST ASK | — |
| SHORT BEST BID | — |
| ENTRY BASIS | — |
| LONG CURRENT FUNDING | — |
| SHORT CURRENT FUNDING | — |
| ANNUALIZED FUNDING EDGE | — |
LIVE ROUTE
Price before size.
The entry model uses current top-of-book prices and current funding from the selected venues. Final execution cost depends on depth, fees, rebates and realized slippage at order time.
NOTIONAL / LEG$10,000
MARKET BASIS—
FUNDING EDGE—