Six constant maturity futures indices are live on Pyth.
WTI, Brent, Henry Hub, Henry LD1, London WTI, and Dutch TTF.
No roll schedule. No roll date.
A standard futures feed follows one contract. BRENTU6, for example, represents September Brent and expires in September.
That means a one-month market keeps migrating. In between, its horizon keeps shrinking.
A contract that is 25 days from expiry gives a different view from the same contract three days before expiry.
A constant maturity index holds the time to expiry fixed while the contracts move underneath it.
The maturity remains constant.
One month out, every day.
Each index is quoted in USD to five decimals and follows the underlying exchange calendar at roughly 23/5.
For builders, that creates a cleaner reference for futures-based markets without having to manage the roll schedule themselves.
Six constant maturity futures indices are live now through Pyth Indices.
Request access to Pyth Indices: https://www.pyth.network/indices#request-access
#Trading #RWA
WTI, Brent, Henry Hub, Henry LD1, London WTI, and Dutch TTF.
No roll schedule. No roll date.
A standard futures feed follows one contract. BRENTU6, for example, represents September Brent and expires in September.
That means a one-month market keeps migrating. In between, its horizon keeps shrinking.
A contract that is 25 days from expiry gives a different view from the same contract three days before expiry.
A constant maturity index holds the time to expiry fixed while the contracts move underneath it.
The maturity remains constant.
One month out, every day.
Each index is quoted in USD to five decimals and follows the underlying exchange calendar at roughly 23/5.
For builders, that creates a cleaner reference for futures-based markets without having to manage the roll schedule themselves.
Six constant maturity futures indices are live now through Pyth Indices.
Request access to Pyth Indices: https://www.pyth.network/indices#request-access
#Trading #RWA
