Funding Rate Calculator

Turn a per-interval funding rate into an annualized APR, and see who pays whom on your position size.

Result
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Convert at a real rate on OneEx →

About this calculator

Perpetual swaps use funding to peg the contract to spot. A positive rate means longs pay shorts; negative means shorts pay longs. Most venues settle every 8 hours (3x/day), so APR = rate x 3 x 365. A small 0.01% every 8h is already ~11% a year - the basis funding-arbitrage traders harvest.

FAQ

How do I annualize a funding rate?

Multiply the per-interval rate by the number of intervals per day (24/interval hours) then by 365. At 8h intervals: rate x 3 x 365.

Who pays the funding fee?

When the rate is positive, longs pay shorts; when negative, shorts pay longs. It is a peer-to-peer transfer, not an exchange fee.

What is funding rate arbitrage?

Holding a delta-neutral position (long spot, short perp) to collect positive funding while hedging price risk. The APR here is the yield you'd capture.