What Is a ‘Perpetual Swap’ and How Is Its Funding Rate Used in Hedging?

A perpetual swap is a derivative contract similar to a futures contract but without an expiry date. It is designed to track the underlying asset's spot price.

The funding rate is a periodic payment exchanged between long and short traders to keep the swap price anchored to the spot price. OTC desks use perpetual swaps for hedging, and the funding rate represents a cost or income that must be factored into the overall hedging P&L.

What Is the “Funding Rate” in a Perpetual Swap and Why Does It Matter for Manipulation?
How Does the Funding Rate Mechanism Work in a Perpetual Swap Contract?
How Does the ‘Funding Rate’ Mechanism Ensure the Perpetual Swap Price Tracks the Spot Price?
How Does a Principal-Based OTC Desk Manage Its Inventory Risk?
Explain the Concept of “Funding Rate” in Perpetual Futures and Its Relationship to Leverage
Why Do Perpetual Futures Contracts Need a Funding Rate Component in Their Mark Price?
What Is the Role of a Crypto OTC Desk in Block Trading?
Can a Cryptocurrency Derivative Contract Be Traded via an OTC Desk?

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