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31 May 2026, 10:02
90,000,000 XRP Just Vanished from Exchanges. Here’s What Happened
Crypto investors and traders under the brand, Cheeky Crypto, have highlighted a reported movement of 90,000,000 XRP from public exchanges. In the post shared on X, the analysis claims that this volume of XRP has been removed from visible exchange reserves and redirected into alternative custody and execution channels, including over-the-counter (OTC) transactions and cold storage wallets. The commentary suggests that this reduction in exchange-held supply is occurring alongside broader shifts in on-chain activity. Data referenced in the post, attributed to analytics platforms such as Santiment and reports from CryptoBasic, indicates that large transaction activity has declined significantly in recent days. The figure cited is a 57 percent reduction in whale-sized transactions, defined as transfers exceeding $1 million in value. 90,000,000 XRP just vanished from exchanges 90 million XRP just vanished from public exchanges, triggering a massive supply shock behind the scenes. While the public eye focuses on day-to-day price ticks, the deepest pockets of the crypto ecosystem are playing a totally… pic.twitter.com/FjGvsKtepU — Cheeky Crypto (@CheekyCrypto) May 29, 2026 Market Activity Compression and Price Range Behavior The post further states that the XRP market is currently experiencing a reduction in high-value transaction flow. According to the analysis, the number of ultra-large transactions has dropped from 157 to 67 within a short time frame. This change is presented as a key factor contributing to tighter trading conditions. Price action is described as consolidating within a defined range between $1.29 and $1.50. The analysis links this range-bound movement to reduced liquidity in public order books and a shift in trading behavior among large holders. Rather than executing large orders on visible exchanges such as Binance and Coinbase, the post claims that institutional participants are increasingly using private execution channels. It is also noted that smaller and mid-sized wallets appear to be increasing their holdings during this period, based on the interpretation provided in the tweet. Exchange Flow Divergence and Institutional Channels The commentary presents exchange flow divergence. It states that Binance shows a higher concentration of large transaction dominance, while Coinbase reflects more mid-sized participation. Other trading venues referenced in the broader discussion include Kraken, Bybit, and Bitget, which are presented as part of the exchange ecosystem where liquidity distribution is evolving. The analysis also asserts that a portion of XRP flows is moving into OTC desks and private settlement channels. These are described as mechanisms used by larger participants to execute transactions without directly impacting public order books. We are on X, follow us to connect with us :- @TimesTabloid1 — TimesTabloid (@TimesTabloid1) June 15, 2025 Volatility Compression and Technical Positioning From a technical perspective, the post references tightening volatility conditions, attributing this to reduced transaction flow and constrained exchange liquidity. It links this environment to a compression phase, where price movement becomes increasingly narrow ahead of potential expansion. The analysis references the concept of a squeeze on volatility as described by Bollinger Bands, suggesting that XRP is approaching a period where directional movement may increase once the current range resolves. The post concludes that monitoring exchange flows and institutional transaction channels remains important for interpreting short-term market structure, particularly during periods of reduced volatility and tightening price ranges. Disclaimer : This content is meant to inform and should not be considered financial advice. The views expressed in this article may include the author’s personal opinions and do not represent Times Tabloid’s opinion. Readers are advised to conduct thorough research before making any investment decisions. Any action taken by the reader is strictly at their own risk. Times Tabloid is not responsible for any financial losses. Follow us on X , Facebook , Telegram , and Google News The post 90,000,000 XRP Just Vanished from Exchanges. Here’s What Happened appeared first on Times Tabloid .
31 May 2026, 10:00
Dogecoin Price Prediction: Net Buying Boosts DOGE
Dogecoin is trading near a long-term support line that has marked previous cycle lows on the chart shared by Bitcoinsensus on X. At the same time, CW data shows DOGE net buying continued for a third straight day across major exchanges as price held near $0.101. Dogecoin Price Tests Long-Term Support as DOGE Trades Near $0.105 Dogecoin traded near $0.105 on the chart shared by Bitcoinsensus on X, placing DOGE close to a long-term ascending support line that has appeared during previous market cycle lows. The chart shows DOGE touching or moving near the trendline after major pullbacks in 2017, 2020 and 2026. Each earlier touch came after a sharp decline from a cycle peak, while the current setup shows DOGE again sitting near the same support structure. Dogecoin Long-Term Ascending Support Test. Source: Bitcoinsensus on X DOGE’s major peaks on the chart appeared around 2014, 2018 and 2021. After each peak, price dropped into a lower range before forming a new base near the rising support line. The current green marker on the chart labels the area as a possible bottom, but the move remains unconfirmed. DOGE would need stronger price action above the trendline to confirm that buyers defended the macro support zone. If Dogecoin loses the ascending line, the chart structure would weaken. However, as long as DOGE trades near or above that line, the long-term support area remains the main technical level on the chart. Dogecoin Net Buying Holds for Third Day as DOGE Trades Near $0.101 Dogecoin traded near $0.101 as net buying continued across major DOGE markets, according to a chart shared by CW on X. The chart tracks DOGE on Coinbase, Binance spot, Binance perpetual futures and OKX. All four panels show DOGE recovering from a drop near $0.096 before moving back toward the $0.100 to $0.102 range. Dogecoin Net Buying Across Exchanges. Source: CW on X The net buying indicator stayed mostly green on May 30 and May 31. CW said the net buying trend has now continued for three straight days. DOGE price action remains narrow on the one-hour charts. The token has not yet broken above the recent local highs near $0.102, while buyers have kept price above the late-May rebound area.
31 May 2026, 09:55
CFTC Approves KalshiEX BTCPERP as First US Bitcoin Perpetual
The CFTC approved KalshiEX's BTCPERP on 29 May 2026 — the first Bitcoin perpetual on a US-regulated exchange. The agency also cleared Coinbase Financial Markets to route US customers to Deribit perpetuals as foreign futures.
31 May 2026, 09:45
25,240,000 XRP Exit Exchanges After Inflow Catches Traders Off Guard
Right after the largest XRP exchange inflow of the year occurred, onchain data indicates that even more coins have moved back off exchanges.
31 May 2026, 08:40
XLM Surges Past XRP in South Korea as DTCC Partnership Ignites Retail FOMO with “Buy-the-News” Playing Out
XLM Flips XRP on Upbit as Stellar’s DTCC Deal Sparks South Korea FOMO Retail traders are quickly rotating out of XRP and piling into Stellar, with South Korea emerging as the main hotspot for the latest wave of crypto momentum. The move has been strong enough to push XLM ahead of XRP in trading activity on Upbit, the country’s largest exchange. Market analyst Xaif Crypto noted that Stellar climbed to the top of Upbit’s rankings after posting roughly $252 million in 24-hour volume, nearly double XRP’s $125 million. More notably, it’s the first time XLM has overtaken XRP on the platform, signaling a clear surge in short-term buying pressure. Well, the catalyst appears to be a “buy-the-news” reaction tied to a major institutional development whereby the Depository Trust & Clearing Corporation (DTCC) and the Stellar Development Foundation recently outlined plans to link DTCC’s tokenization infrastructure with the Stellar blockchain. For pundits, the move was widely interpreted as a strong endorsement of Stellar’s positioning in the growing tokenized finance sector. This reaction carries weight because DTCC sits at the core of global markets, processing and safeguarding trillions in securities transactions. Any integration with blockchain infrastructure tends to draw immediate attention from both institutional desks and retail traders looking for early exposure. Ripple and Stellar May Be Building Different Pieces of the Same Future The market response has been swift. XLM has rallied about 57% over the past week, climbing to $0.23 , according to CoinCodex data. The momentum has also fueled a wave of FOMO-driven buying, particularly among traders positioning for exposure to tokenization narratives. Still, framing the move as a direct XRP vs XLM showdown misses the broader trend taking shape. DTCC’s engagement with Stellar doesn’t necessarily sideline the XRP Ledger or XRP; it reinforces a more likely outcome, an emerging multi-chain financial system where different networks serve different roles rather than competing for dominance. In this structure, Stellar is increasingly associated with tokenized assets and securities infrastructure, while XRP continues to focus on cross-border payments and liquidity through Ripple’s global network. Both are targeting different layers of the financial system. This distinction is why some analysts, including crypto researcher SMQKE, argue the long-term relationship between Ripple and Stellar may resemble a financial-services duopoly, similar to Visa and Mastercard, where two parallel systems coexist, each powering a different but complementary segment of global finance.
31 May 2026, 08:01
SHIB Open Interest Returns: Why Meme Liquidity Still Matters in Weak Markets
When the market feels tired and ranges compress, traders often gravitate to instruments that still move. In 2026, that heat frequently lives in meme liquidity. For Shiba Inu (SHIB), the tug-of-war between futures and spot can dictate intraday direction even when the broader market stalls. This article explains why SHIB open interest (OI) and liquidity structure still matter in weak tapes, how to read the signals without getting trapped by noise, and what a disciplined playbook looks like when derivatives dominate flows. AspectWhat to KnowOpen Interest (OI)Context beats the headline. Rising OI can mean new risk added; falling OI often flags position reduction or deleveraging.Futures vs SpotOn May 31, 2026, SHIB’s ~$44.55M futures volume dwarfed ~$8.83M spot, with OI at ~$46.72M, showing derivatives-led price discovery ( CoinGlass (Shiba Inu page) ).Netflow & DeleveragingSHIB futures netflow plunged ~306% on May 25, 2026, with OI near $61.2M and modest liquidations (~$42k), a sign of quiet risk-off rather than capitulation ( Crypto.news ).Exchange InflowsOver 3B SHIB hit exchanges in a single session (May 18), adding sell pressure while OI hovered around $61.2M—watch spot supply alongside derivatives cues ( Crypto.news ).Confirmation MixPair OI shifts with funding, basis, order-book depth, and realized volatility; single-metric trades can mislead in meme markets.Risk ControlsUse smaller size, wider but pre-defined invalidations, and be mindful of liquidation cascades during thin hours. Core Concepts Editor's note: SHIB’s perp tape routinely led spot by a wide margin, with funding flips often preceding moves while spot caught up hours later. I kept a small, rules-based approach: size down, wait for funding and netflow alignment, then ask if exchange inflows agree. Weeks when netflow turned sharply negative, price didn’t collapse—but ranges compressed and failed breakouts rose. That pattern reminded me that deleveraging can mute trends without ending them, and that execution discipline matters more than conviction when perps drive the story. — Lena Carter Open interest tracks outstanding futures positions. In meme markets like SHIB, OI isn’t just a sentiment gauge; it is a map of where leverage lives. In quiet conditions, shifts in OI can preface short squeezes, long squeezes, or simply mark the exhaustion of a prior trend. But OI alone is ambiguous. A jump in OI might reflect aggressive new longs—or new shorts. That’s why traders triangulate OI with funding rates (are longs paying?), basis (is there a premium/discount to spot?), and netflow (are traders adding or removing margin across venues?). The goal is to distinguish risk being added from risk being unwound. SHIB offers a clear case study. In mid-to-late May 2026, multiple snapshots showed OI near ~$61.2M while derivatives netflow turned sharply negative—evidence of systematic reduction in leveraged exposure rather than a one-off liquidation spike ( Crypto.news ; Analytics Insight ). By May 31, 2026, OI stood around $46.72M with futures volume still significantly above spot, underscoring derivatives-led liquidity ( CoinGlass (Shiba Inu page) ). Operationally, meme liquidity matters in weak markets because it keeps the tape “tradable.” High participation in perps shapes intraday skews, dictates where stop clusters sit, and can drive outsized moves with relatively small spot flows—especially when order books are thin. Glossary Open Interest (OI): The total number of outstanding futures contracts; a proxy for leverage presence but not direction on its own. Netflow (Derivatives): The net movement of funds into or out of futures venues; negative netflow often signals deleveraging. Funding Rate: Periodic payments aligning perps with spot; positive funding implies longs pay shorts and may indicate long bias. Basis: The difference between futures and spot prices; can reveal risk appetite and carry opportunities. Liquidity Mix: The balance of spot, perps, and DEX/AMM volumes influencing price discovery and slippage. Liquidation Cascade: Rapid forced closes triggered by margin breaches, common when liquidity thins. Step-by-Step Playbook Start with OI context, not the print. Compare today’s SHIB OI to its 7–14 day range and recent highs/lows. A move from ~$61M toward ~$47M suggests risk reduction, not necessarily a directional bet. Cross-check netflow and funding. If netflow is negative and funding compresses or flips, the market may be de-risking. Use this to fade crowded leverage rather than chase wicks. Validate with spot flows. Large exchange inflows (e.g., billions of SHIB) can cap bounces even if OI is stable; monitor addresses and exchange flow dashboards for supply overhangs. Observe the futures/spot activity gap. When perps volume materially exceeds spot (as on May 31, 2026), expect derivatives to drive microstructure; tighten execution and anticipate wickier moves. Map liquidity pockets before entries. Identify prior highs/lows, session VWAP, and visible order clusters. Enter at pullbacks into well-defined liquidity rather than mid-range chops. Scale risk smaller in weak tapes. Trade half-size with tighter invalidations; widen targets or use partials to respect slower trend formation. Use time-of-day discipline. Avoid initiating near illiquid hours where thin books magnify liquidations; add during sessions with better depth and participation. How to Read OI in Meme-Driven Markets OI is best interpreted as a pressure gauge. Rising OI with rising price and positive funding often indicates a long build-up; that can be fuel for squeezes in either direction. Conversely, falling OI with flat price commonly points to de-grossing—risk is leaving the system. The SHIB tape in May 2026 is a textbook example. On May 18, more than 3B SHIB moved to exchanges, upping the odds of sell pressure, while OI hovered around ~$61.2M—pointing to supply headwinds even without major liquidations ( Crypto.news ). A week later, derivatives netflow swung sharply negative (~306% plunge), with total liquidations near $42k—small by meme standards, yet enough to chill risk appetite ( Crypto.news ). By May 31, OI measured about $46.72M with futures volumes (~$44.55M) outpacing spot (~$8.83M), so perps were still steering the microstructure despite lighter leverage outstanding ( CoinGlass (Shiba Inu page) ). In weak markets, that derivatives leadership means: watch funding flips and netflow shifts first; the spot tape may lag. Independent coverage reinforced the picture—derivatives netflow turned decisively negative while OI “held near” prior highs earlier in the period, consistent with controlled deleveraging rather than panic ( Analytics Insight ). Liquidity Pathways: CEX Perps, Spot, and DEXs SHIB’s liquidity mixes across centralized exchanges (CEX) and decentralized venues. The interaction between these channels determines slippage, execution quality, and how quickly information is priced in. ChannelHow It Provides LiquidityWhat It Often SignalsKey RisksCEX PerpetualsContinuous leverage with funding aligning to spotDominant price discovery during weak spot tapesLiquidation spirals; funding whipsaws; sudden OI dropsSpot CEXImmediate settlement, deeper books in majorsSupply/demand shifts via exchange inflows/outflowsGaps between perps and spot; latency to perp movesDEX/AMMPermissionless pools; LP-driven depthOn-chain flow sentiment; MEV-sensitive rotationsSlippage on large clips; sandwich risk; oracle lagCross-Venue ArbitrageKeeps perp/spot spreads in checkHealthy basis when arbs active; stress when basis widensFunding shocks; inventory constraints; fee drag When perps lead, marginal price changes come from leverage flows, not organic spot demand. That changes strategy math: tight stops can be hunted, funding flips become catalysts, and liquidity pockets form around obvious swing points. Pro tip: In derivatives-led sessions, use funding and netflow as your “pre-commit” signals and let spot exchange inflows/outflows act as your confirmation filter. Positioning Scenarios in Weak Tapes Consider three practical scenarios for SHIB when the broader market is dull and perp activity dominates: 1) Range reversion with shrinking OI. Price chops inside a known range as OI trends lower. Strategy: sell tails, buy dips near range edges; avoid mid-range entries. Risk: a sudden netflow reversal can break the range. 2) Funding flip with static OI. Funding shifts from positive to negative while OI holds steady. Strategy: stalk mean-reversion entries in the direction of the funding change if spot flows agree. Risk: false flips around funding prints. 3) OI rebuild with thin spot. OI rises from depressed levels but spot volumes remain subdued. Strategy: wait for spot confirmation or use smaller size with tight invalidations; set alerts at prior liquidation clusters. Risk: wick-prone breakouts driven by levered chasing. Across all scenarios, keep an eye on outlier exchange inflows. The May 18 transfer of over 3B SHIB to exchanges was a timely reminder that spot supply can cap rallies even when derivatives appear constructive ( Crypto.news ). Pitfalls & Red Flags Reading OI as directional: OI up does not equal bullish; it could be shorts. Pair it with funding, basis, and netflow. Ignoring spot supply overhangs: Large token inflows to exchanges can mute upside even if perps appear supportive. Overtrading thin hours: Liquidity vacuums magnify wick risk and liquidation chains; time entries around active sessions. Chasing funding spikes: Funding can overreact; wait for persistence or alignment with spot flows before committing. Neglecting execution costs: Fees and slippage erode edge, especially in choppy ranges; consider limit orders and partial fills. Position concentration: Meme names are volatile; size down and diversify exposure to avoid single-asset shocks. If you want more data-driven breakdowns like this across majors and memes, Crypto Daily regularly covers derivatives structure, flows, and on-chain signals. Visit Crypto Daily for ongoing coverage. Frequently Asked Questions Does rising SHIB open interest mean price will go up? No. Rising OI means more leverage is in the system, not necessarily bullish exposure. Combine OI with funding, basis, and netflow to infer positioning. Why do futures lead SHIB price action in weak markets? When perp volumes outpace spot—like May 31, 2026, when SHIB futures volume (~$44.55M) exceeded spot (~$8.83M)—leveraged flows shape microstructure and intraday direction ( CoinGlass (Shiba Inu page) ). How useful is derivatives netflow for timing trades? Netflow helps identify de-risking versus risk-adding regimes. The ~306% plunge in SHIB futures netflow on May 25, 2026, signaled broad pullback even without heavy liquidations ( Crypto.news ). What does a big token inflow to exchanges imply? It often increases near-term sell pressure or hedging needs. The single-session transfer of over 3B SHIB to exchanges in May 2026 coincided with resistance to upside attempts ( Crypto.news ). Can I rely on funding rate alone for SHIB trades? Not safely. Funding data can whipsaw. Use it with OI, netflow, and spot flow confirmation to avoid false signals. Is low liquidation volume a bullish sign? Not inherently. Modest liquidations alongside negative netflow usually point to orderly deleveraging, which can compress volatility without guaranteeing direction. How should I size positions during weak tapes? Consider smaller size, clearer invalidations, and partial profit-taking. Meme markets are volatile; there are no risk-free setups. Disclaimer: This article is provided for informational purposes only. It is not offered or intended to be used as legal, tax, investment, financial, or other advice.
