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定义 fundingperpetual funding

Funding Rate

A recurring payment between holders of long and short perpetual futures positions that keeps the contract's price near the spot price.

Perpetual futures never expire, so they lack the expiry convergence that pulls a dated future back to spot. Funding replaces it: at set intervals, commonly every eight hours on major venues, one side pays the other in proportion to position size. When the contract trades above spot the rate is positive and long positions pay short positions, which discourages the imbalance; when it trades below spot the flow reverses. The payment moves between traders and is not an exchange fee, and each venue calculates it with its own formula, typically combining an interest component with a premium measured against an index of spot markets.

实际应用

A sustained positive funding rate means positions on the long side are paying to keep the contract in line with spot, which is a description of current positioning.

常见的误解

Funding is paid between traders rather than to the exchange, and its sign describes positioning imbalance rather than forecasting a price direction.

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相关术语

Basis The difference between a futures contract's price and the current spot price of the same asset.
Derivatives Market Markets for contracts whose value comes from another asset's price, such as futures, perpetual…
Leverage Trading with borrowed funds or margin so that a position controls more value than the collateral…
Mark Price The reference price a derivatives venue uses to value open positions and decide liquidations, drawn…
Open Interest The total size of derivative contracts currently open, counting positions that have not yet been…
Perpetual Future A derivative contract that tracks an asset's price with no expiry date, kept in line with spot by…
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