For the complete documentation index, see llms.txt. This page is also available as Markdown.

Rates & Yields

Perpetual futures on benchmark interest rates. These contracts track a rate rather than a price: the index is the rate itself, expressed in percent.

Market
Underlying
Description

10Y

On-the-run 10-year US Treasury yield

Yield on the most recently issued 10-year note, the standard reference for long-term US dollar borrowing costs

30Y

On-the-run 30-year US Treasury yield

Yield on the most recently issued 30-year bond, the benchmark for long-dated US dollar borrowing costs

2Y

On-the-run 2-year US Treasury yield

Yield on the most recently issued 2-year note, a key gauge of near-term US interest rate and monetary policy expectations

Basis-point value: the index is the rate itself, so a one-basis-point move is 0.01 index points whether the market sits at 3% or at 7%. A position's DV01 is fixed by its size alone and does not drift as rates move, making the payoff linear in the rate. Bond intuition does not carry across: a note's sensitivity shifts with the level of yields, while a perpetual settled on the yield has no convexity.

Market hours: 24/7 trading on Hyperliquid; see Contract Specifications for market coverage and feed details.

External pricing: yields are sourced from institutional data providers whenever a source is publishing. See External Pricing.

Off hours & fallback: when no source is publishing the oracle advances internally and the mark is held within the market's Bounds. See Off Hours & Fallback.

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