Retained incident replay

SMALL2000 liquidity is low relative to open interest

What happened

Two-sided depth within 1% is 1.22% of open interest.

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 critical
• Detected 2026-08-31T08:00:12.102Z
• Current cycle 2026-09-17T00:00:22.078Z
• Resolved 2026-09-17T00:01:06.057Z

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

{
  "depth100BpsUsd": 11388.4622,
  "openInterestNotionalUsd": 931979.28726,
  "adequacyPercent": 1.2219651612088769,
  "thresholdPercent": 5
}