Funding Rates Analytics
Real-time funding rates for perpetual swaps across major exchanges — compare, filter and spot opportunities.
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Funding Rate Arbitrage Opportunities
Based on $10,000 position size
Profit from funding rate differences across exchanges by going long on low rates and short on high rates
| Symbol | Long Exchange | Long Rate | Short Exchange | Short Rate | Rate Diff | 8h Profit | Daily Profit | Risk Level |
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How Funding Rate Arbitrage Works:
- Long Position: Open on exchange with lowest funding rate (you pay less or receive more)
- Short Position: Open on exchange with highest funding rate (you receive more or pay less)
- Examples:
- • Both negative (-3% vs -1%): Long gets -3% (receive), Short gets -1% (receive) = 2% profit
- • Mixed rates (-1% vs +2%): Long gets -1% (receive), Short gets +2% (receive) = 3% profit
- • Both positive (+1% vs +3%): Long pays +1%, Short receives +3% = 2% profit
- Timing: Funding payments occur every 8 hours (3 times per day)
- Risk: Price movements, exchange reliability, and funding rate changes
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Funding Rates Matrix
Symbols (rows) × Exchanges (columns) — Click rates for details
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Understanding Funding Rates
Funding rates are periodic payments between long and short positions in perpetual futures contracts. Positive rates benefit longs (you pay), negative rates benefit shorts (you receive). Use this data to identify arbitrage opportunities across exchanges and make informed trading decisions.