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ETF outflows are much determinative

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SuperEx Report: October Stock and Crypto Market Analysis #SuperEx #Report #CryptoMarket This report was prepared on October 8, 2026. U.S. equity data is based on the October 7 market close. Crypto prices use CoinMarketCap historical snapshots from September 30 and October 7, while ETF flow data is current through October 7. Since October is still underway, all performance figures are month-to-date and do not represent full-month returns. Only one week into October, a clear divergence has emerged between equities and crypto assets. Supported by corporate earnings expectations and AI-related assets, the S&P 500 and Nasdaq reached new record highs. Crypto did not confirm the same breakout: BTC remained near its late-September level, while ETH and several higher-beta assets pulled back. From September 30 through October 7: S&P 500: 7,651.54 → 7,801.77, approximately +1.96% Nasdaq Composite: 26,861.06 → 27,538.69, approximately +2.52% Dow Jones: 50,906.05 → 51,179.87, approximately +0.54% BTC: USD 83,553.85 → USD 83,275.93, approximately -0.33% ETH: USD 2,683.68 → USD 2,573.53, approximately -4.10% SOL: USD 117.99 → USD 116.22, approximately -1.50% XRP: USD 1.4884 → USD 1.4213, approximately -4.51% BNB: USD 768.18 → USD 772.30, approximately +0.54% This is not simply a case of “strong stocks and weak crypto.” The two markets are pricing different narratives: equities are betting that corporate earnings can offset higher rates, while crypto is waiting for ETF flows to reconfirm institutional demand. U.S. Equities: Record Highs Do Not Mean Risk Has Disappeared On October 6, the Nasdaq extended its record run. On October 7, the S&P 500 rose to a record closing level of 7,818.93. AI investment, technology-sector earnings, and strong profit expectations for large companies remained the primary market drivers. Analysts expect S&P 500 earnings per share to grow by nearly 30% year over year in the third quarter. If achieved, this would mark the third consecutive quarter of earnings growth above 25%. This explains why U.S. equities have continued rising despite elevated rates. Investors remain willing to pay higher valuations as long as companies continue delivering earnings growth. However, the internal structure beneath the record highs is uneven. As of October 7, the Nasdaq had clearly outperformed the Dow month-to-date, while the small-cap Russell 2000 had failed to keep pace with the major indexes. Gains remain concentrated in technology, AI, semiconductors, and a limited group of large-cap companies. This structure means that rising indexes do not necessarily indicate broad participation. If large technology companies miss earnings expectations, or if AI capital spending fails to translate into revenue and cash flow, the indexes may face more than an ordinary pullback. Treasury Yields: October’s Most Important Pressure Variable The main constraint on further equity expansion is not an immediate recession, but the continued rise in long-term funding costs. On October 7, the 10-year U.S. Treasury yield reached an intraday high of 5.36%, near its highest level since 2002, before easing to approximately 5.28% following a Treasury auction. Brent crude briefly moved above USD 102 and settled at USD 100.20. High yields affect equities through three main channels: They increase the discount rate applied to equity valuations, compressing multiples for expensive companies. They raise borrowing, bond issuance, and refinancing costs. They make bonds more attractive relative to equities, increasing the possibility of capital rotating away from risk assets. The real question for U.S. equities in October is therefore not whether indexes can reach another record, but whether earnings growth can continue outpacing the increase in capital costs. Crypto Market: BTC Is Stable, but Internal Risk Appetite Is Weakening As of October 7, BTC was down only around 0.33% from its September-end level and remained near USD 83,000. From a price-structure perspective, BTC has not suffered a clear trend breakdown. However, ETH declined approximately 4.10% over the same period, XRP fell about 4.51%, and SOL lost roughly 1.50%. BTC’s relative strength suggests that capital is maintaining exposure to the core asset rather than broadly increasing crypto risk. CoinMarketCap September 30 snapshot; CoinMarketCap October 7 snapshot This structure should be interpreted from two perspectives. On one hand, BTC’s ability to remain stable while Treasury yields exceed 5%, oil prices remain elevated, and ETFs experience outflows suggests that underlying demand has not disappeared. On the other hand, the relative weakness of ETH and altcoins shows that capital is not broadly rotating outward. The current environment resembles defensive positioning around core assets more than a new phase of broad risk expansion. ETF Flows: The Concern Beneath Stable Prices U.S. spot Bitcoin ETFs began October with inflows but quickly weakened: October 1: USD 102.7 million net inflow; October 2: USD 189.9 million net inflow; October 5: USD 89.8 million net outflow; October 6: USD 118.8 million net inflow; October 7: USD 484.9 million net outflow. Through October 7, U.S. spot Bitcoin ETFs recorded approximately USD 163.3 million in cumulative net outflows for the month. Pressure has been more pronounced for Ethereum ETFs. They recorded net outflows on five consecutive trading days from October 1 through 7, totaling approximately USD 506.4 million. This creates an important divergence: BTC’s price is roughly unchanged, while ETF flows have turned negative. This divergence does not mean that BTC must decline. ETFs represent only one component of market demand, while spot buyers, corporate holdings, long-term investors, and global trading venues can also absorb supply. However, if ETF outflows continue while BTC begins breaking key support levels, it may indicate that weakening institutional marginal demand is feeding into price. Conversely, a return to sustained ETF inflows alongside another BTC test of its highs would provide stronger confirmation of the bullish structure. Employment and the Federal Reserve: October’s Policy Conflict U.S. nonfarm payroll employment increased by 29,000 in September, down from 133,000 in August, while the unemployment rate edged up to 4.2%. The labor market has not collapsed, but its pace of expansion has slowed significantly. U.S. Bureau of Labor Statistics September employment report Following the employment report, markets reduced expectations for another October rate hike, providing support for equities. However, minutes from the September FOMC meeting, released on October 7, showed that most participants believed another rate increase would likely be appropriate before year-end. The minutes also indicated that inflation risks remained tilted to the upside, while several participants viewed the current policy rate as only mildly restrictive. Federal Reserve September FOMC minutes This creates October’s central policy conflict: Slower employment supports a pause in rate hikes. Inflation, oil prices, and long-term yields remain elevated, supporting further tightening. Strong corporate earnings reduce the likelihood of an immediate recession. High financing costs are increasing pressure on future growth. Markets are therefore unlikely to establish a medium-term direction based on one employment report or a single FOMC meeting. Asset prices may continue repricing the tension between earnings resilience and rate pressure throughout October. Key Events for the Rest of October October 14: September CPI and the Federal Reserve Beige Book The CPI report will show whether higher oil prices are feeding into broader inflation. An upside surprise could push Treasury yields higher and pressure both high-valuation equities and crypto assets. October 15: September PPI PPI reflects cost pressures at the producer level. Continued increases in energy, transportation, and raw-material costs could raise concerns about corporate profit margins. Mid-to-Late October: Third-Quarter Earnings Season U.S. equities have already priced in strong earnings expectations. What matters is not simply whether companies remain profitable, but whether earnings growth, forward guidance, and AI capital expenditure meet elevated expectations. October 27–28: FOMC Meeting The Federal Reserve will announce its policy decision on October 28. Investors should monitor not only whether rates are raised, but also how the Fed describes inflation, employment, oil prices, and financial conditions. October 29: U.S. Third-Quarter GDP and September PCE GDP will test the resilience of U.S. economic growth, while PCE is one of the Federal Reserve’s preferred inflation measures. Together, they may reshape expectations for the year-end policy path. U.S. Bureau of Economic Analysis release schedule SuperEx October Market View SuperEx believes the October market currently reflects a combination of strong headline indexes, uneven internal participation, and rising macroeconomic pressure. For equity users, it is important to distinguish between record index levels and broad market strength. Gains remain concentrated in large technology and AI-related assets, so earnings support should be assessed before chasing higher prices. For crypto users, BTC remains the relatively stable core asset. However, weakness in ETH and altcoins, combined with continued ETF outflows, shows that the market has not yet entered a broad risk-on phase. A more practical approach includes: Reducing unnecessary leverage around CPI, PPI, and the FOMC meeting; Avoiding the assumption that record U.S. equity prices guarantee gains across all risk assets; Monitoring whether BTC can continue holding its key range; Watching whether ETF demand shifts from isolated inflows to sustained inflows; Limiting higher-beta exposure until ETH and altcoins regain relative strength; Maintaining stablecoin or cash reserves for event-driven volatility. Conclusion The most dangerous mistake in October is looking only at indexes and prices without examining the forces driving them. Behind the equity rally is a contest between strong earnings expectations and long-term yields above 5%. Behind BTC’s stability is a contest between underlying market demand and ETF outflows. Neither conflict has been fully resolved. For everyday users, October is not an ideal environment for making a single directional bet on the entire market. The priority should be identifying relative strength, controlling leverage, and waiting for CPI, corporate earnings, and the FOMC to provide further evidence. Disclaimer This article is intended solely for market information and educational purposes. It does not constitute investment advice, trading advice, financial planning, or a guarantee of returns. Stocks, digital assets, and derivatives are subject to price volatility, while leverage may amplify both gains and losses. All data in this report has a defined cutoff date. Market prices, capital flows, and policy expectations may subsequently change. Users should make independent decisions based on their financial circumstances, investment experience, and risk tolerance, and should refer to the latest market data, SuperEx product rules, and risk disclosures. About SuperEx As the world’s first Web3-powered cryptocurrency exchange, SuperEx remains committed to building the Web3 ecosystem through products and services including SuperEx DAO, SuperEx Web3 Wallet, Super Start, SuperEx P2P, SuperEx Stock Markets, SuperEx Copy Trading, SuperEx Earn, and SuperEx DAO Academy. Today, SuperEx serves more than 10 million users across 166 countries and regions and supports spot and futures trading for over 1,000 crypto assets. Click to register SuperEx Click to download the SuperEx APP Click to enter SuperEx CMC Click to enter SuperEx DAO Academy — Space

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SuperEx Educational Series: Understanding Why Doesn’t High Trading Volume Necessarily Mean Strong Real Demand? #SuperEx #EducationalSeries #CryptoTrading When people want to know whether a token is gaining traction, the first number they often check is its 24-hour trading volume. The price rises 20%, volume increases fivefold, social media fills with posts, and someone in the group chat delivers the classic conclusion: “With volume this high, the demand must be real.” Not so fast. The number may be real, but what it represents is a separate question. The same capital can circulate repeatedly between buyers and sellers. Market makers can continuously quote and generate large turnover. Arbitrage bots can trade across venues again and again. Leveraged liquidations can produce enormous volume within minutes. In more extreme cases, related accounts can trade with one another, making the market look crowded even though only a handful of participants are involved. Trading volume tells us how much the market moved through transactions. By itself, it does not tell us how much new capital entered, how many participants intend to hold, or whether the trades came from independent users. Volume matters, but it is not a lie detector for demand. What Does Trading Volume Actually Measure? Trading volume usually measures the value or quantity of completed trades during a given period. Suppose Alice buys 10,000 USDT worth of a token from Bob. The market records 10,000 USDT in volume. Alice’s buying demand is real, but Bob’s willingness to sell is equally real. There is one frequently overlooked fact: every completed trade has both a buyer and a seller. Volume is therefore not the same as buying volume. It measures how much value changed hands, not how much one-sided purchasing interest accumulated. More precisely, trading volume is a gross measure, while changes in demand are closer to a net-flow question. Imagine 1,000,000 USDT of new capital enters a market and completes one purchase. The resulting volume may be 1,000,000 USDT. In another market, the same 1,000,000 USDT may circulate twenty times through high-frequency trading, arbitrage, and short-term turnover, producing 20,000,000 USDT in reported volume. The second market has much higher volume, but it did not receive 20,000,000 USDT in new capital. It simply kept the same money extremely busy. This is the difference between capital inflow and capital turnover. Real demand should not be reduced to “someone bought.” More meaningful demand exists when participants are willing to commit capital within a price range, absorb sell pressure, and continue holding or using the asset after short-term price excitement fades. If a buyer intends to hold for only thirty seconds and immediately resell the asset, the trade is still genuine. But it represents short-term turnover rather than necessarily durable demand. Where Can High Trading Volume Come From? High volume does not automatically mean fake trading. Many high-frequency transactions serve legitimate economic purposes. They simply should not be confused with large numbers of new users buying the asset. Market Making and Arbitrage: Real Activity, Not Necessarily Directional Demand Market makers place both buy and sell orders, providing liquidity through continuous quotations. As users trade against those orders, volume grows. But market makers generally manage their net exposure rather than maintain a long-term bet on the asset’s direction. Volume generated by market making can be genuine, useful, and beneficial. It may narrow spreads, deepen the order book, and improve execution for ordinary users. However, it reflects liquidity provision, not necessarily rising investment demand. Arbitrage activity works in a similar way. If a token trades at 1 USDT on Exchange A and 1.02 USDT on Exchange B, an arbitrageur may buy on A and sell on B. Both venues record volume, but the arbitrageur is not expressing a desire to hold the token. The goal is to capture the price difference through a relatively market-neutral trade. Such trades support price discovery and bring prices across venues back into alignment. But they cannot automatically be interpreted as the market suddenly becoming bullish on the project. Leverage and Liquidation: Panic Can Produce Enormous Volume High volume may also result from the rapid closing of leveraged positions. Suppose a market has accumulated a large concentration of long positions. When price falls below a critical level, stop orders, voluntary position closures, and forced liquidations may trigger one after another. Sell orders push the price lower, which activates another wave of liquidations and creates a chain reaction. Volume may reach a recent high, but this is clearly not strong buying demand. It is forced risk reduction. The reverse can also happen. When large short positions are liquidated, the system must buy assets or contracts to close them. Price and volume may surge together, creating the appearance of aggressive new buying, even though part of the activity is simply forced short covering. When examining derivatives markets, volume should therefore be considered alongside open interest, funding rates, liquidation data, and spot-market behavior. If price rises and volume surges while open interest falls sharply, the move may reflect short covering or existing positions being closed rather than a wave of new long positions. Incentivized Trading and Wash Trading: Activity Without Lasting Demand Some platforms or projects encourage trading through mining rewards, points, airdrop eligibility, or fee rebates. Users may repeatedly buy and sell to earn rewards rather than because they genuinely want to own the asset. As long as the reward exceeds the cost of trading, participants have an incentive to generate turnover. Once the campaign ends, volume may collapse because the activity was driven by demand for subsidies, not demand for the asset. A more serious case is wash trading, where the same beneficial owner trades between one or more related accounts. The asset appears to change hands repeatedly, but its beneficial ownership does not meaningfully change. The goal may be to improve volume rankings, create an illusion of liquidity, or attract outside traders who do not understand what is happening. In 2024, the U.S. Securities and Exchange Commission charged several so-called crypto market makers with allegedly using self-trading and bots to create artificial volume. The cases illustrate how enormous displayed volume can exist even when the underlying transactions serve little economic purpose. SEC enforcement release It is important to distinguish legitimate market making from wash trading. Legitimate market makers assume inventory risk, provide two-sided quotations, and transact with independent participants. Wash trading uses related transactions to create interest that does not genuinely exist. How Can We Identify Real Demand Behind Volume? There is no magical single indicator for identifying genuine demand. A more reliable approach is to examine whether several different data points tell the same story. First, Observe How Price Responds to Volume If aggressive buying repeatedly absorbs available sell orders, price will generally move upward. More importantly, traders should observe whether the higher price can hold and whether buyers continue to appear during pullbacks. If volume is enormous but price remains inside a narrow range, there may be two very different explanations. One possibility is that deep liquidity is efficiently matching strong two-sided interest. Another is that capital is merely circulating without creating meaningful net directional demand. At that point, it becomes necessary to examine aggressive buy and sell ratios, order-book changes, and whether large sell orders immediately reappear after being consumed. The relationship is not simply “high volume means higher price.” Volume is closer to engine speed, while price shows how far the vehicle moved. A high engine speed may indicate acceleration, or it may mean the engine is working hard while the vehicle remains almost stationary. Then Ask Whether Capital Remains Short-term volume shows that an asset was traded. Changes in balances, positions, and liquidity provide more information about whether capital remained. In spot markets, useful signals may include exchange inflows and outflows, changes in token-holding addresses, stablecoin flows, and whether assets quickly return to trading venues after being purchased. These figures should not be interpreted mechanically. Withdrawals may indicate long-term holding, but they may also represent transfers to another exchange, DeFi participation, or a change in custody. An increase in wallet addresses may come from one user splitting funds across multiple wallets. What matters is not a single rising number, but whether multiple signals confirm one another. For example, steadily rising spot prices, reasonable spreads, persistent order-book depth, token withdrawals, increasing active users, and growing on-chain usage together provide much stronger evidence than a sudden spike in 24-hour volume. Finally, Test Whether Demand Survives Over Time Genuine demand usually has some degree of persistence. It does not have to increase every day, and it does not prevent price corrections. But after incentives end, social-media attention fades, and airdrop expectations disappear, people should still be willing to hold, trade, use, or provide liquidity for the asset. If volume exists only during an incentive campaign and disappears immediately afterward, the market may have been purchasing the reward rather than the token. If volume appears only during a price spike and buyers disappear during the correction, the apparent demand may primarily reflect momentum chasing rather than long-term conviction. Time is an important filter. Bots can generate millions of trades in a day, but it is much harder to imitate healthy user retention, stable capital formation, and continuous real usage over an extended period. SuperEx Example: Market Quality Matters Beyond Volume Using SuperEx as an example, evaluating a trading market cannot be limited to pursuing larger volume figures. It must also consider whether orders represent genuine and independent trading intentions, whether prices are forming normally, and whether suspicious related-account behavior exists. SuperEx’s abnormal-trading rules identify repeated self-trading and transactions between effectively controlled related accounts as abnormal activity. Detection may consider factors such as funding sources, IP information, synchronized trading behavior, and account relationships. SuperEx Abnormal Trading Behavior Definitions The purpose of these rules is not merely to prevent individual accounts from obtaining improper benefits. They also protect the credibility of volume, price, and liquidity information. If artificial trades remain embedded in market data, ordinary users may mistake apparent activity for genuine exit liquidity. Projects may misjudge user demand, while market-making and risk models may operate on contaminated information. For an exchange, a healthy market should not be judged solely by how much traded today. It should also be evaluated through spread quality, depth stability, price continuity, abnormal-account monitoring, and the market’s ability to maintain basic order during extreme volatility. High volume can be a positive signal. But it becomes evidence of high-quality market activity only when combined with real users, independent transactions, stable depth, and credible price discovery. Conclusion Trading volume answers one question: how much value changed hands during a given period? Real demand answers a different question: how much independent capital is willing to enter near the current price, assume risk, absorb selling pressure, and remain after the excitement fades? High volume may arise from genuine investment demand, market making, arbitrage, short-term turnover, leveraged liquidations, incentive campaigns, or wash trading between related accounts. All increase the displayed number, but their economic meanings are very different. When volume surges, there is no need to immediately declare that a bull market has arrived. Nor should we automatically assume that all activity is fake. A more sensible approach is to examine price response, order-book depth, spreads, open interest, capital flows, ownership changes, on-chain usage, and user retention after incentives end. Volume measures how busy the room appears. Real demand measures how many participants are willing to stay. Markets are very good at creating excitement. Where capital ultimately remains is usually more honest. References SEC: Crypto Market Manipulation Enforcement Action CFTC: False Reporting and Wash Trading Enforcement SuperEx Abnormal Trading Behavior Definitions About SuperEx As the world’s first Web3-powered cryptocurrency exchange, SuperEx remains committed to building the Web3 ecosystem through products and services including SuperEx DAO, SuperEx Web3 Wallet, Super Start, SuperEx P2P, SuperEx Stock Markets, SuperEx Copy Trading, SuperEx Earn, and SuperEx DAO Academy. Today, SuperEx serves more than 10 million users across 166 countries and regions and supports spot and futures trading for over 1,000 crypto assets. Click to register SuperEx Click to download the SuperEx APP Click to enter SuperEx CMC Click to enter SuperEx DAO Academy — Space

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Silver shows a moderately bearish bias but sits at relatively low levels. Silver's price action on October 7 showed the metal under pressure near the lower Bollinger Band. On the FXOpen chart, the XAG/USD pair formed a bearish candle, ranging from a high of 61.489 to a low of 58.985, before closing at 59.750. While the fundamental bias for silver leans moderately bearish, the metal is susceptible to a rebound given its current low price level. Fundamental factors weighing on silver include the US dollar and US Treasury yields. On October 7, the US dollar strengthened, and Treasury yields rose. Spot silver fell by approximately 3%, while gold dropped to a two-month low. Notably, the 10-year US Treasury yield hovered near levels not seen in over two decades. This environment is negative for silver, as the metal does not generate a yield; Treasury data indicated the 10-year yield had surpassed the 5% mark in early October. A second factor is the Federal Reserve's continued hawkish stance. Minutes from the September FOMC meeting, released on October 7, revealed that the Fed had raised the target range for the federal funds rate to 3.75–4.00%, with some officials still anticipating further hikes before the year's end. This implies the market must contend with the prospect of interest rates remaining "higher for longer," which could exert downward pressure on silver. However, silver possesses a dual nature, serving as both a precious metal and an industrial commodity. The World Silver Survey projects a market deficit for the sixth consecutive year, with a cumulative shortfall of approximately 762 million ounces over that period. Structural demand from the automotive, electronics, data center, and energy sectors continues to support silver prices. Consequently, pressure stemming from Fed policy does not automatically signal a long-term bearish trend. Traders will now closely monitor movements in the DXY (US Dollar Index) and US Treasury yields, expectations for the Fed's December meeting, gold price trends, and geopolitical events affecting oil prices. From a technical standpoint, silver is currently trading well below the 50-day EMA. The RSI stands at 38. The projected price range for silver is 57,000–62,500. Immediate support is around 59,000, with the next target near 58,000. Immediate resistance is around 61,200, with the next target near 62,000. This forecast could be wrong.

Winvest Instant PAID! Payment Received via Bitcoin Withdrawal Amount: $36 USD Date: 08 Oct 2026 03:44:44 Transaction ID: 264baf029d80e5c19b49184854ff845874c35c2ee8a271867698e2834e633179 Transaction Link: https://www.blockchain.com/explorer/transactions/btc/264baf029d80e5c19b49184854ff845874c35c2ee8a271867698e2834e633179

Today’s WMIX note: Why the Free Test Uses One Exact Amount. WMIX advertises a zero-commission trial for a transaction amount of exactly 0.001 BTC. The exact amount is the condition that distinguishes the free test from the standard flow. 🌐 https://wmix.to/?mix=free

CCE Cash note: What to include in a CCE Cash support request without oversharing. Support should receive the minimum public or order-specific information needed to investigate. Wallet-control secrets solve no legitimate exchange support problem. Link in bio / cce.cash

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Today’s MixTum note: Know the published fee before creating the order. The exact commission is part of the order parameters. More: https://mixtum.io/?mix

JustMix note: No-Logs Claims Need a Precise Boundary. JustMix states that it does not store logs or IP addresses and that order information is deleted after completion, or after seven days if no deposit is sent. Live details: https://justmix.io/en/

Prototyping is a great way to test the app flow and user experience before spending too much time on full development. It also helps identify usability issues early and gives the development team a clearer idea of how the final app should work. If you’re planning a similar project, an app development company Dallas could also help turn the prototype into a working app.

Quick note for anyone following the thread: BeeXpay's published reload fee is 4% without full KYC and 2.5% with full KYC. Link in bio: https://beexpay.app

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Payment received from PairBots to sqmonitor via USDT-BEP20: 0x6797dddfb520414c06b19d8c4b20f3e10f8aa6f4a730543668620c9ea59a8bbf Oct-07-2026 06:11:17 PM +UTC 1.9 BSC-USD

Payment received from Stakoff to sqmonitor via Dogecoin: b03360b9071fc0ec2dd5b835a7457aaf7aea615c0b3c0c126020661828684bad Oct 7, 2026 · 17:30 UTC 22.27078001 DOGE (~$1.97)

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Payment received from Winvest to sqmonitor via Bitcoin: 38e6f12f4cca5ae42cc4feece3a15cfbf87a4be5d139cd19c74b37944a804971 07 Oct 2026 17:52:36 UTC 0.00012694 BTC (~$10.55) Litecoin: c3c806d6978407380867843b572b9ba41382c9aec3b2345b9a40fde7b3083a33 07 Oct 2026 15:24:47 UTC 0.0218612 LTC (~$1.44) Bitcoin: 37e206db83a988dfd7dbb79fb4f7c7888990badfc781ded6a857fb2f790d182b 06 Oct 2026 09:11:17 UTC 0.00022096 BTC (~$19.00)