Retained incident replay

NATGAS liquidation-cascade risk is elevated

What happened

Open interest expanded while funding reached an extreme and executable depth declined.

Why it matters

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

Lifecycle

• Status resolved; severity critical
• Detected 2026-10-06T15:44:02.265Z
• Current cycle 2026-10-07T09:32:24.534Z
• Resolved 2026-10-07T09:33:09.695Z

Recommended action

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

Open xyz:NATGAS market evidence

{
  "windowMs": 21600000,
  "openInterestChangePercent": 21.079494288022268,
  "depthChangePercent": -52.342770327358544,
  "fundingRateBps": 6.1978,
  "fundingAbsolutePercentile": 99.66,
  "contextSamples": 72,
  "bookSamples": 70,
  "fundingSamples": 880
}