Retained incident replay

10Y liquidity is low relative to open interest

What happened

Two-sided depth within 1% is 3.66% of open interest.

Why it matters

This deterministic condition affected para:10Y on para. It is evidence to review, not proof that a loss or manipulation occurred.

Lifecycle

  • Status resolved; severity warning
  • Detected 2026-08-13T16:18:49.961Z
  • Current cycle 2026-09-18T15:03:56.044Z
  • Resolved 2026-09-18T15:11:55.343Z

Recommended action

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

Open para:10Y market evidence

Supporting evidence
{
  "depth100BpsUsd": 34118.945909999995,
  "openInterestNotionalUsd": 931585.6728,
  "adequacyPercent": 3.662459278431273,
  "thresholdPercent": 5
}