Reproduces the Boros long/short rate ROI based on user inputs. ROI shown is
to-expiry ROI on collateral (not annualized). Rates can change rapidly. This is a snapshot estimate; fees can be applied below, liquidations are ignored. Receive 10% rebate on trading fees when you use referral code SCOUT.
Long receives floating and pays fixed; short receives fixed and pays floating.
Choose whether you start from margin or notional.
Enter sizes in USD value or in token units.
Converted to token units using the current price.
Direct token funds input.
Converted to token units using the current price.
Direct token notional input.
marginUsed = funds × useFactor (lets you keep a buffer).
Floating leg rate used as rU = underlyingAPR / 100.
Margin uses max(mark rate, rate floor) with a time floor.
1×2×3×
Denomination for your margin + notional.
Live price: fetching…
Fixed leg rate used as rF = impliedAPR / 100.
kIM (initial)—
kMM (maintenance)—
Time to expiry: T = daysRemaining / 365.
Used for the per-settlement breakdown (does not change ROI_boros).
Funding history
—
Live
—
7d avg
—
30d avg
—
IY mid
—
7d hourly funding (APR%).
Outputs
ROI: —
ROI (to expiry)
LongROI_boros
—
—
Expected profit to expiryprofit_T
—
—
Margin used
ⓘ
—
Notional
ⓘ
—
Spread (Underlying − Implied)
ⓘ
—
PV_fixed (“initial cost/value”)
ⓘ
—
Pay to expiry (fixed)ⓘ
—
Receive to expiry (floating)ⓘ
—
Profit to expiry
ⓘ
—
Uses periodsPerYear = —
and k = —.
Pay per —(fixed)
—
Receive per —(floating)
—
Profit per —
—
Totals over k periods (≈ to expiry)
—
Fees (estimate)
%
Defaults: —
Applied on entry only: YU value × years to expiry.
Applied on the fixed APR side at settlement.
Fee total (USD)
--
Boros swap
--
Boros open interest
--
Boros swap is entry-only; OI fee is applied at settlement. Boros also charges a small fixed fee on your first
transaction and intermittently (~every 50 tx), not included here. Toggle above to apply fees to totals.