SNPS funding rates

SNPS funding is +0.0050% per 8h on BingX right now, +5.5% annualized; 7 exchanges quote the perpetual.

Rates by exchange

live
ExchangeMarkIndexMark vs indexFundingAPRIntervalNext settlement
BingX456.58453.29+0.7258%+0.0050%+5.5%8h03:59 PM UTC
Binance453.29450.83+0.5460%0.0000%0.0%8h03:59 PM UTC
Bitget453.11450.55+0.5690%0.0000%0.0%8h03:59 PM UTC
Bybit450.32449.63+0.1535%0.0000%0.0%8h03:59 PM UTC
Gate452.28451.72+0.1240%0.0000%0.0%8h03:59 PM UTC
LBank453.37450.83+0.5634%0.0000%0.0%8h03:59 PM UTC
MEXC453.09451.58+0.3344%0.0000%0.0%8h03:59 PM UTC

Top pairings for SNPS

LongShortKindFunding / 24h
Binance perp 453.29BingX perp 456.58perp-perp+0.015%Open in scanner
LBank perp 453.37BingX perp 456.58perp-perp+0.015%Open in scanner
MEXC perp 453.09BingX perp 456.58perp-perp+0.015%Open in scanner
Bitget perp 453.11BingX perp 456.58perp-perp+0.015%Open in scanner
Gate perp 452.28BingX perp 456.58perp-perp+0.015%Open in scanner

6 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.

Open the scanner

The table shows every exchange where SNPS 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 — 1095 for an 8h 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.

How to read this