What is Funding Rate?

Funding rate is a periodic payment between traders holding long and short positions in perpetual swap contracts. It serves as a mechanism to keep the perpetual contract price close to the underlying spot price by incentivizing traders to take opposing positions when price divergence occurs.

Mechanics

Calculation

  • Based on premium index
  • Interest rate component
  • Premium/discount to spot
  • 8-hour intervals typical

Rate Direction

  • Positive: Longs pay shorts
  • Negative: Shorts pay longs
  • Zero: Market at equilibrium

Trading Impact

Strategy Considerations

  • Cost of holding positions
  • Arbitrage opportunities
  • Position timing
  • Market sentiment indicator

Risk Management

  • Funding costs calculation
  • Position sizing adjustment
  • Hold time planning
  • Cost-benefit analysis

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