Funding Rate Calculator

Enter your position size, side, the funding rate and how long you'll hold to see exactly what you'll pay or receive in funding on a perpetual futures position — per interval, per day and as a percentage of your position.

Your position

Pick a coin to pull its live funding rate, then set your position and holding time.

live funding rate
Live
$
The full value of your position (margin × leverage), not just your collateral.
%
Positive = longs pay shorts. Negative = shorts pay longs. Typical range is ±0.01%.
h
How often funding is charged. Most exchanges use 8 hours.
h
How long you'll hold the position, in hours.
Total funding
Per funding interval
Per day
As % of position
You

Assumes a constant funding rate over the holding period. Real rates reset every interval and vary with market conditions.

Funding eats into every held position. Trade where rates are fair.

Funding costs add up fast on a position held for days. These exchanges publish live and historical funding rates, run deep perpetual markets and refund part of your trading fees through the links below.

Affiliate disclosure: we may earn a commission on sign-ups via these links, at no cost to you. It never affects the results above.

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What is a funding rate?

A funding rate is a small periodic payment exchanged directly between traders holding long and short positions on a perpetual futures contract. Unlike traditional futures, perpetuals never expire — so there's no settlement date to pull the contract price back to spot. Funding is the mechanism that does that job instead: it nudges traders to take the side that closes the gap between the perpetual price and the underlying spot price.

The payment doesn't go to the exchange. It moves between traders. When funding is positive, longs pay shorts; when it's negative, shorts pay longs. This calculator tells you which side of that flow you're on, and exactly how much it costs — or earns — you over the time you plan to hold.

How to use it

  1. Choose Long or Short. Your side decides whether you pay or receive at a given rate.
  2. Enter your position size — the full notional value (margin × leverage), since funding is charged on the whole position, not just your collateral.
  3. Enter the funding rate per interval as a percentage. Positive means longs pay; type a negative number to model a market where shorts pay.
  4. Set the funding interval (usually 8 hours) and your holding time in hours.
  5. Read your total funding, the per-interval and per-day amounts, the percentage of your position, and whether you pay or receive.

The exact formula

Funding maths is simple once you separate "how much per interval" from "how many intervals":

Funding per interval = Position size × (Rate ÷ 100) Intervals = Holding hours ÷ Interval hours Total funding = Funding per interval × Intervals Per day = Funding per interval × (24 ÷ Interval hours) As % of position = Total funding ÷ Position size × 100

The sign — whether it's a cost or a credit — depends on two things together: the sign of the rate, and your side. Longs pay when the rate is positive and receive when it's negative; shorts are the mirror image. So a long at a +0.01% rate pays, while a short at the same rate receives. The calculator shows a paid amount in red with a "−" and a received amount in lime with a "+".

Worked example

Take the calculator's defaults: a $10,000 long position, a funding rate of 0.01% per interval, an 8-hour interval, held for 24 hours. Funding per interval = 10,000 × (0.01 ÷ 100) = $1.00. Over 24 hours there are 24 ÷ 8 = 3 intervals, so total funding = 1.00 × 3 = $3.00. Because the rate is positive and you're long, you pay it — the result shows −$3.00. That's −$3.00 per day and just 0.03% of your position over the day. Small here, but on a larger position held for a week it compounds into a meaningful drag, which is why traders check it before holding through multiple funding windows.

When and why traders use it

Funding matters most for positions held across one or more funding timestamps. A scalper in and out within minutes rarely pays any funding; a swing trader holding a leveraged long for several days can hand over a real slice of their position in funding alone. Traders use this calculator to decide whether a directional thesis is worth the carry, to size that carry into their expected profit, and — on the other side — to spot when the receiving side is attractive enough to run a funding-capture or delta-neutral strategy that collects payments while hedging price risk.

Common mistakes

From calculator to exchange

Every major derivatives venue publishes its current and historical funding rates, usually next to the order ticket, and most settle every 8 hours. Plug a venue's live rate into the field above to model your real carry before you commit. Because rates differ between exchanges — and can flip sign during volatile moves — trading on a platform with transparent, frequently updated funding data and deep liquidity keeps your real cost closest to the figure above and helps you spot the moments when being on the receiving side actually pays.

Frequently asked questions

What is a funding rate?
A small periodic payment exchanged directly between long and short traders on a perpetual futures contract. It keeps the perpetual's price tethered to spot. With no expiry, funding — typically every 8 hours — is what holds the contract near the underlying market.
Who pays the funding rate, longs or shorts?
When the rate is positive, longs pay shorts; when it's negative, shorts pay longs. A positive rate usually means the perpetual is trading above spot and longs are crowded, so they pay to pull the price back down.
How is funding cost calculated?
Funding per interval = position size × funding rate. Total = per interval × number of intervals, where intervals = holding hours ÷ funding interval hours. A $10,000 position at 0.01% pays $1.00 each 8-hour interval, or $3.00 over 24 hours.
How often is funding charged?
Most exchanges charge it every 8 hours — three times a day — though some markets use 4-hour or 1-hour intervals in high volatility. You only pay or receive if you're holding at the funding timestamp; close before it and you pay nothing for that interval.
Can you earn money from funding rates?
Yes — if you hold the side that receives funding (for example a short while the rate is positive), you collect each interval. Delta-neutral funding-arbitrage strategies pair a perpetual position with an offsetting spot position to capture funding while hedging price risk, though fees and rate changes can erode the edge.
Disclaimer: Educational tool only, not financial advice. Leveraged trading can lose your capital quickly. Funding rates reset each interval and vary by exchange — always confirm the live rate with your exchange before trading.