How Does a Positive Funding Rate Affect Long and Short Positions?

A positive funding rate means that the perpetual swap contract is trading at a premium to the spot price. In this scenario, long position holders must pay a fee to short position holders.

This payment incentivizes traders to open new short positions and close long positions, which puts downward pressure on the perpetual contract price, helping it converge back to the spot price.

What Happens If the Funding Rate Is Significantly Positive?
What Is a “Maker-Taker” Fee Structure Common on Centralized Exchanges?
How Does the “Funding Rate” Mechanism Work to Keep the Perpetual Swap Price near the Spot Price?
What Is “Replace-by-Fee” (RBF) and How Does It Affect Miners?
Can a Funding Rate Be Negative, and What Does That Imply for the Market?
How Does a Positive Funding Rate Affect Long and Short Perpetual Futures Positions?
Does Backwardation in Perpetual Futures Imply a Positive or Negative Funding Rate?
What Is the Effect of a Positive Funding Rate on Long Positions?

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