Retained incident replay

USBOND funding pressure is extreme

What happened

Absolute hourly funding is 5.55 bps

Why it matters

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

Lifecycle

• Status resolved; severity critical
• Detected 2026-08-28T00:00:23.003Z
• Current cycle 2026-09-19T08:36:44.931Z
• Resolved 2026-09-19T10:00:34.442Z

Recommended action

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

Open mkts:USBOND market evidence

{
  "currentHourlyRateBps": 5.5452,
  "annualizedRatePercent": 485.76,
  "sampleCount": 874,
  "historySource": "market-contexts",
  "absolutePercentile": 98.05,
  "directionalPersistencePercent": 74.49
}