Multi-asset funding rate screener
Sort and filter funding rates and open interest by asset and venue. Check observation times and rate intervals before you compare annualized rates.
Funding across markets
Popular markets · 25 venues in this response
Showing 10 of 25 venues. Select one market to compare every venue by rate, or .
| CEX | CEX | CEX | DEX | CEX | CEX | CEX | CEX | DEX | DEX | |
|---|---|---|---|---|---|---|---|---|---|---|
 XAU | — | — | — | |||||||
SPCX | — | — | — | |||||||
PUMP | — | — | ||||||||
XAG | — | — | ||||||||
| — | — | — | ||||||||
SOXL | — | — | ||||||||
LIT |
Source: venue APIs. Rates can be indicative and can change before settlement. Contract and collateral types differ between feeds.
The timestamp shows the latest source time across reporting venues. Individual observations can be older. Scroll sideways for more venues.
How funding rates work
Funding transfers value between long and short positions. Positive funding means longs pay shorts; negative funding reverses that direction. The venue formula can use a price premium, an interest component and limits. A positive rate alone does not prove that most traders hold long positions.
Compare the same rate type and time period. A current rate can change before settlement. A predicted rate is a venue estimate. A realized rate records a past settlement. The screener converts available rates to hourly values. Annualized figures extend that hourly rate over 8,760 hours without compounding.
Annualized funding is a comparison, not a promised return. A hedge still has execution costs, changing funding, margin requirements and venue risk. This screener covers 20+ configured sources, but each asset can have fewer available rates. Check the observation age and missing cells before comparing venues.
Compare funding over the same period
These hypothetical rates show why the payment interval matters. Both examples use a constant $10,000 position value and positive funding.
| Measure | Example A | Example B |
|---|---|---|
| Rate per interval | 0.01% / 8h | 0.002% / 1h |
| Hourly equivalent | 0.00125% | 0.002% |
| Hourly cost for a long | $0.125 | $0.20 |
| Annualized rate | 10.95% | 17.52% |
Example A costs $1 per eight-hour interval. Its actual payment follows the venue settlement schedule, rather than this hourly comparison. Annualization multiplies the hourly rate by 8,760. It assumes an unchanged rate, which future settlements need not follow.
Check the contract and observation
Match the asset, collateral, rate type and observation time. A blank rate means unavailable data; it does not mean zero funding. Use the funding methodology to check conversion rules and source limitations.
Check costs before comparing a hedge
A rate difference excludes opening and closing costs on both positions. The execution cost comparison estimates one entry at a time. The funding hedge guide explains the remaining costs and risks.
Venue example: Hyperliquid documents hourly settlements. Its payment uses the oracle price to value the position. Other contracts can use different rules. Check recorded funding history for observed periods and available coverage.