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Quantitative Finance · Glossaire

Qu'est-ce que « Perpetual future, funding rate, funding interval » ?

Aussi appelé : perpetual future · funding rate · funding interval

Definition 17.1 Markets III: Commodities, Energy and Crypto · Chapitre 17 — Perpetual Futures

A perpetual future is a futures contract with no expiry, marked to market continuously, whose holders exchange periodic payments that push its price towards an index of the underlying’s spot price. The payment per unit of position value is the funding rate, positive when longs pay shorts; the period between payments is the funding interval, commonly eight hours.

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