Perpetual futures

Derivative contract with no expiry — spot-like exposure with periodic funding instead of roll.

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Who this is for — Traders who want derivative exposure without managing expiry. Perps mirror spot with leverage; carry comes from funding, not roll.

A perpetual future (perp) is a derivative with no expiration date: longs and shorts stay open until you close or get liquidated. Contract price is pegged to cash via the funding rate — periodic payments between sides.

In plain terms — A future that never expires. Instead of quarterly roll, every 8 hours (typical crypto) longs and shorts exchange a «rent» to keep price near spot.


Perp vs classic future

Element Classic future Perpetual
Expiry Yes — roll required No
Cash alignment Basis + roll Funding rate
Carry cost Roll + basis
Typical markets Index, CME commodities Crypto (BTC, ETH…)

On traditional futures, expiry structures liquidity and roll; on perps liquidity stays on one ticker, but carry is explicit and visible.


Funding mechanism

  • Positive funding → longs pay shorts (perp above spot)
  • Negative funding → shorts pay longs
  • Frequency: often every 8h on crypto venues; formulas vary by exchange

Funding is not a broker fee: it is peer-to-peer transfer that incentivises spot–perp arbitrage.

Common mistake — Holding for days at extreme funding without modelling carry — chart flat, P&L still bleeds.

Example — Long BTC-PERP, funding +0.05%/8h, 3-day hold (9 periods). Carry ≈ −0.45% on notional, regardless of price move.

Summary card

  • What: no-expiry derivative, margin + leverage.
  • Cost: funding + fees + slippage.
  • Check: expected funding before opening a hold.