这个是funding rate,据说是short side实际收到

来源: slow_quick 2017-11-20 15:17:36 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读: 次 (4012 bytes)
回答: 这个不是我说的利率BayFamily2017-11-20 14:53:35

https://www.bitmex.com/app/swapsGuide#premium-index?

 

Funding

Funding occurs every 8 hours at 04:00 UTC, 12:00 UTC and 20:00 UTC. You will only pay or receive funding if you hold a position at one of these times. If you close your position prior to the funding exchange then you will not pay or receive funding.

The funding you pay or receive is calculated as:

Funding = Position Value * Funding Rate

Your position value is irrespective of leverage. For example, if you hold 100 XBTUSD contracts, funding is charged/received on the notional value of those contracts, and is not based on how much margin you have assigned to the position.

When the Funding Rate is positive, longs pay shorts. When it is negative, shorts pay longs. See examples.

所有跟帖: 

计算公式 -slow_quick- 给 slow_quick 发送悄悄话 slow_quick 的博客首页 (294 bytes) () 11/20/2017 postreply 15:20:33

Premium Rate形成机制我不清楚,但Premium Rate 压倒一切,第二项不超过+/-0.05% -slow_quick- 给 slow_quick 发送悄悄话 slow_quick 的博客首页 (0 bytes) () 11/20/2017 postreply 15:43:47

第二项才是压倒一切的 -BayFamily- 给 BayFamily 发送悄悄话 BayFamily 的博客首页 (483 bytes) () 11/20/2017 postreply 15:59:19

我们说的同一个东西,这个Premium Rate在公式里是第一项 -slow_quick- 给 slow_quick 发送悄悄话 slow_quick 的博客首页 (0 bytes) () 11/20/2017 postreply 17:23:05

不是这个 -BayFamily- 给 BayFamily 发送悄悄话 BayFamily 的博客首页 (0 bytes) () 11/20/2017 postreply 15:57:53

你能拿出你的数据吗? -slow_quick- 给 slow_quick 发送悄悄话 slow_quick 的博客首页 (0 bytes) () 11/20/2017 postreply 16:01:53

我贴一部分最近每8小时利率,长期的自己去找吧 -BayFamily- 给 BayFamily 发送悄悄话 BayFamily 的博客首页 (14656 bytes) () 11/20/2017 postreply 16:06:00

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