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Further Advanced Markets

Status: Exploratory

As TEZEX develops deeper liquidity, higher-performance execution, credit, derivatives, and professional market structure, additional forms of financial activity become possible.

These represent areas for future exploration rather than fixed development commitments.

Options can provide hedging, predefined-risk exposure, income strategies, and markets around future volatility.

A mature options environment can also support more complex strategies built from combinations of calls, puts, prices, and maturities.

Dated futures introduce defined maturities alongside perpetual markets.

This can create a term structure linking spot prices, perpetuals, near-term futures, and longer-dated futures.

Those relationships support hedging, arbitrage, and basis trading.

Yield-bearing Tezos assets can eventually support markets in which participants trade future yield separately from the underlying asset.

This is particularly relevant to staking yield from sTez and lending rates produced by TezFin.

Potential applications include:

  • locking future returns;
  • trading expectations about staking yields;
  • trading expectations about lending rates;
  • and separating principal exposure from yield exposure.

As Tezos credit markets mature, interest rates themselves can become financial variables around which markets develop.

Potential directions include:

  • fixed-rate lending;
  • forward rates;
  • term borrowing;
  • interest-rate derivatives;
  • and eventually a Tezos-native yield curve across different maturities.

Mature financial primitives can also be combined.

Spot assets, staking yield, credit, perpetuals, options, and fixed-rate instruments can be composed into products designed around particular risk, income, or return objectives.

The existence of connected spot, derivatives, lending, and staking markets creates opportunities based on relationships between those markets rather than the direction of an individual asset.

Basis and market-neutral strategies can increase utilization across several layers of the financial system simultaneously.

As options markets mature, future products may allow participants to trade expectations about the magnitude of price movement itself.

These would represent a later stage of derivatives development built on strong underlying spot, futures, perpetual, and options markets.

Deeper Tezos lending markets may eventually support transferable financial claims based on debt.

Potential directions include:

  • fixed-maturity credit;
  • repayment claims;
  • transferable debt positions;
  • collateralized credit instruments;
  • and structured senior or junior claims.

This creates a path from basic lending toward a broader secondary market for Tezos-native credit.