Retained incident replay

SMALL2000 funding pressure is extreme

What happened

Absolute hourly funding is 3.31 bps

Why it matters

This deterministic condition affected mkts:SMALL2000 on mkts. It is evidence to review, not proof that a loss or manipulation occurred.

Lifecycle

• Status resolved; severity warning
• Detected 2026-08-28T00:00:23.003Z
• Current cycle 2026-09-19T00:00:24.765Z
• Resolved 2026-09-19T00:01:08.968Z

Recommended action

Compare the current oracle, mark, liquidity, funding, exposure, coverage, and freshness before changing a position or operating decision.

Open mkts:SMALL2000 market evidence

{
  "currentHourlyRateBps": -3.312,
  "annualizedRatePercent": -290.13,
  "sampleCount": 874,
  "historySource": "market-contexts",
  "absolutePercentile": 99.54,
  "directionalPersistencePercent": 4.12
}