Does Higher Leverage Increase or Decrease the Funding Rate in Perpetual Swaps?

Leverage itself does not directly increase or decrease the calculated funding rate. The funding rate is determined by the difference between the perpetual contract's price and the spot price (the basis).

However, high leverage can indirectly influence the funding rate by contributing to larger open interest and greater price divergence, as highly leveraged traders are more sensitive to market movements, potentially skewing the market and thus the funding rate.

Does High IV Imply High or Low Liquidity?
How Often Is the Funding Rate Typically Exchanged between Traders?
Does the Amount of ‘Skin-in-the-Game’ Influence the Cost of Clearing for Members?
Why Can’t Implied Volatility Be Observed Directly in the Market?
How Does a ‘Funding Rate’ in Perpetual Swaps Relate to the Volatility Surface?
How Do Changes in Interest Rates Indirectly Influence Implied Volatility?
What Are the Pros and Cons of Trading Perpetual Swaps versus Traditional Futures?
Does the Presence of High Interest Rates Increase or Decrease the Value of the Early Exercise Feature?

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