No measured snapshot is currently available. Values remain unavailable. Observed . Source: Unavailable.
Assumes the observed rate persists; no compounding
How to read funding
Perpetual futures use funding transfers between long and short positions to help align their price with the underlying market. A positive rate generally means longs pay shorts; a negative rate generally means shorts pay longs. Venue rules and actual funding intervals matter.
The recorded rate is normalized to an eight-hour equivalent. The simple annualized illustration is the decimal rate × 3 payments per day × 365 days × 100. It does not compound, does not predict future funding, and is not an achievable investment yield.
Recorded provider: Unavailable. Mark price: Unavailable. Futures volume over 24 hours: Unavailable.
Publication and limitations
These values come from completed research snapshots. Opening this page does not trigger a fresh market-data request. A provider or pipeline interruption can leave the last snapshot visible; its observation time remains above.
Snapshot published 15 Oct 2026, 21:01 UTC.