Trade the index

Net-Loss Future · live on Sepolia testnet. A dated, cash-settled monthly future on the pool's net-loss rate. LONG gains when losses rise (hedge an ABS book); SHORT fades them. Payoff = side × notional × Δ(loss rate); the contract settles in arrears to the realized print. Pick a month from the strip below. Test USDC only — unaudited POC, no real funds.