How Does a Positive Funding Rate Affect a Long Position?

A positive funding rate means that the perpetual contract is trading at a premium to the spot price, indicating that there is higher demand for long positions. Consequently, traders holding a long position must pay the funding rate to traders holding a short position.

This payment acts as a cost to the long holder and a reward to the short holder, incentivizing arbitrage to push the contract price back towards the spot price.

Does a Negative Funding Rate Increase or Decrease the Cost of Holding a Long Position?
How Does the Cost of Carry Affect a Miner’s Hedging Decision?
Who Pays Whom When the Perpetual Swap Is Trading at a Premium to the Spot Price?
How Does the Funding Rate Affect the Cost of Holding a Leveraged Position over Time?
When the Funding Rate Is Negative, Who Pays Whom?
What Is the Difference between a Variance Swap and a Volatility Swap?
If the Funding Rate Is Positive, Who Pays Whom?
What Is the ‘Funding Rate’ in a Perpetual Swap and Who Pays It?

Glossar