Every Nexio Series represents a single, borrower-specific yield strategy. These strategies generate predictable BTC returns for lenders while providing borrowers with efficient, fixed-rate credit for established, market-neutral trading activities. Each Series is operated by one verified borrower under fixed terms, clear covenants, and continuous on-chain monitoring. Here are some illustrative examples of the types of strategies borrowers may use to generate yield for lenders:Documentation Index
Fetch the complete documentation index at: https://docs.nexio.xyz/llms.txt
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| Strategy | Description | Example |
|---|---|---|
| 1. CME Basis | Captures the premium between spot BTC and futures on regulated exchanges. | If spot BTC trades at $100,000 and the 3-month CME future trades at $106,000, a borrower buys BTC spot and sells the future. When the contract expires and prices converge, the $6,000 spread becomes locked-in profit (forming the yield paid to lenders). |
| 2. Delta-Neutral Funding | Arbitrage perpetual futures funding rates across exchanges. | If a borrower holds 1 BTC spot and shorts a perpetual future paying 0.02% funding every 8 hours, they collect steady BTC payments from long traders. Over a year, this can compound into ~10–15% annualized yield shared with lenders. |
| 3. Market-Making | Provides two-sided liquidity and earns spread income from trading volume. | If BTC trades between $99,950–$100,050, a borrower posts buy orders at $99,950 and sell orders at $100,050. Each completed trade earns a $100 spread. Repeated thousands of times per day, these small spreads compound into a predictable return. |
- Borrower Type: Which kind of institution does the capital support (e.g., market maker, basis trader, or delta-neutral desk).
- Collateralization: How much BTC or equivalent collateral is pledged and the borrower’s credit score.
- Expected APR Range: Typical yield range based on historical market conditions.
- Strategy Mechanics: How returns are generated and what market exposures exist.