DNA funding rates
DNA funding is -0.0470% per 4h on Gate right now, -102.9% annualized; 7 exchanges quote the perpetual.
Rates by exchange
live| Exchange | Mark | Index | Mark vs index | Funding | APR | Interval | Next settlement |
|---|---|---|---|---|---|---|---|
| 0.2181 | 0.2187 | -0.2743% | +0.0050% | +11.0% | 4h | 03:59 PM UTC | |
| 0.2180 | 0.2188 | -0.3656% | +0.0050% | +11.0% | 4h | 03:59 PM UTC | |
| 0.2179 | 0.2180 | -0.0459% | +0.0035% | +7.7% | 4h | 03:59 PM UTC | |
| 0.2184 | 0.2189 | -0.2284% | -0.0065% | -14.1% | 4h | 03:59 PM UTC | |
| 0.2183 | 0.2185 | -0.0915% | -0.0065% | -14.1% | 4h | 03:59 PM UTC | |
| 0.2179 | 0.2189 | -0.4759% | -0.0470% | -102.9% | 4h | 03:59 PM UTC | |
| 0.2177 | 0.2185 | -0.3932% | -0.0210% | -183.6% | 1h | 01:59 PM UTC |
Top pairings for DNA
| Long | Short | Kind | Funding / 24h | |
|---|---|---|---|---|
| hedge | -1.116% | Open in scanner | ||
| hedge | -1.347% | Open in scanner | ||
| hedge | -1.644% | Open in scanner | ||
| hedge | -1.635% | Open in scanner | ||
| hedge | -1.595% | Open in scanner |
46 pairings in the scanner
See every pairing live
The scanner ranks every route by net spread through the order book, after both legs’ fees, with alerts to Telegram and a trade journal. The first week is free.
The table shows every exchange where DNA trades as a perpetual: the rate per settlement, the same rate annualized, the settlement interval and when the next one is. The numbers are the exchanges’ own, read live, not a snapshot from an hour ago.
A positive rate is paid by longs to shorts, a negative one the other way round. The annualized figure assumes the rate stays put for a year, which it never does — it is a way to compare exchanges with different intervals, not a forecast.
The highest and the lowest rate across exchanges are what a funding spread is made of: short where longs pay the most, long where they pay the least, and collect the difference every settlement — minus the cost of entering both legs.
FAQ
What is a funding rate?
A periodic payment between long and short holders of a perpetual that keeps its price near the spot price. Positive: longs pay shorts; negative: shorts pay longs.
How is the annualized rate computed?
The rate per settlement times the number of settlements in a year — 8760 for an 1h interval — in percent. It is a comparison figure, not a forecast.
Why does the rate differ between exchanges?
Each exchange computes its own rate from its own order flow and interval. The differences are what funding arbitrage lives on.

