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Estrutura de mercado

Perpetual funding: a transfer between position holders

Funding helps align a perpetual contract with its reference market, but it also changes the cost of holding a trade.

Technical reference · derivatives · 1 min read

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  1. A contract without a scheduled expiry
  2. A hedge still has costs
  3. Fontes e originais

A contract without a scheduled expiry

Perpetual contracts commonly use periodic funding payments between long and short positions. The calculation incorporates a premium or discount relative to a reference price, with venue-specific parameters. On Hyperliquid, the documented mechanism pays funding hourly; that interval should not be assumed for every exchange.

If a hypothetical $20,000 position pays 0.01% for one interval, that interval costs $2 before changes in notional or other fees. Annualising the latest rate assumes it persists. A rate that reverses as market positioning changes can make that annualised figure a poor forecast.

A hedge still has costs

A trader may try to receive funding while offsetting price exposure with a spot position. The trade then depends on financing, custody, execution, basis changes and access to both legs. The existence of a hedge does not make those operational and counterparty risks vanish.

Use the actual payment history in profit reconciliation. Keep funding separate from exchange trading fees and from unrealised price gains. Reference prices and leverage explain why a funding strategy can be profitable on paper but still face liquidation before the expected payments arrive.

Fontes e originais

Leituras relacionadas

Estrutura de mercado

Funding payments

Funding transfers value between long and short positions.

Estrutura de mercado

Perpetual futures

A perpetual contract tracks an asset without expiry.

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