TWLO funding rates
TWLO funding is +0.0176% per 8h on LBank right now, +19.3% annualized; 6 exchanges quote the perpetual.
Rates by exchange
live| Exchange | Mark | Index | Mark vs index | Funding | APR | Interval | Next settlement |
|---|---|---|---|---|---|---|---|
| 258.45 | 256.24 | +0.8625% | +0.0176% | +19.3% | 8h | 03:59 PM UTC | |
| 257.26 | 258.08 | -0.3177% | +0.0176% | +19.3% | 8h | 03:59 PM UTC | |
| 258.62 | 256.25 | +0.9268% | 0.0000% | 0.0% | 8h | 03:59 PM UTC | |
| 257.52 | 257.53 | -0.0035% | 0.0000% | 0.0% | 8h | 03:59 PM UTC | |
| 257.38 | 256.98 | +0.1557% | 0.0000% | 0.0% | 8h | 03:59 PM UTC | |
| 257.13 | 257.26 | -0.0505% | -0.0050% | -5.5% | 8h | 03:59 PM UTC |
Top pairings for TWLO
| Long | Short | Kind | Funding / 24h | |
|---|---|---|---|---|
| perp-perp | +0.015% | Open in scanner | ||
| perp-perp | +0.068% | Open in scanner | ||
| perp-perp | -0.053% | Open in scanner | ||
| perp-perp | +0.001% | Open in scanner | ||
| perp-perp | 0.000% | Open in scanner |
16 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 TWLO 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.

