Box spread rates today
Implied financing rates from S&P 500 and Euro Stoxx 50 box spreads, marked daily. As of 16 Oct 2026
Real box prints, last 30 days · each bubble is one trade, size = notional
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Monitored boxes · SPX
$128,089 avg 4.85% yield
Monitored boxes · ESTX50
€327,266 avg 2.71% yield
Implied rate · 12m EUR
2.99%
-
Cash today
Target €100,000 · -2.89%
- €97,112
- Implied cost (12m)
- €2,888
- Settlement at expiry
- €100,000
In plain terms
You receive €97,112 today and repay €100,000 on 15 Oct 2027 — a total cost of €2,888.
Last traded
Last print on this expiry: 6000/6500 on 15 Oct 2026 at 3.080%. Different width, so the rate is comparable but the price is not.
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4-leg structure
ESTX50 · EUREX
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| Action | Right | Strike | Qty |
|---|---|---|---|
| BUY | CALL | •••• | •• |
| SELL | CALL | •••• | •• |
| BUY | PUT | •••• | •• |
| SELL | PUT | •••• | •• |
Pick real strikes in the builder
Free with an account. The exact order with its limit price comes with the Pass: €4.99 a month, billed annually at €59.88.
Use cases
What's a box spread?
Four options that combine into a fully-collateralised loan. The implied rate is what the market lends at against your portfolio.
- Mechanics
- Discount factor
- Risk + margin
Yieldbard Pass
€4.99 / month- Your open boxes at IBKR and other brokers, tracked automatically
- The exact order for your broker: four legs, quantity, limit price
- A limit price where boxes like yours actually filled
- An alert when a longer box beats your rate
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