AMAT Funding Rate — Applied Materials perpetuals across 8 venues
TradFi perpetual · compared across 8 venues · net of estimated fees · updated every few minutesAMAT is an equity-linked perpetual referencing Applied Materials, traded on-chain (not a tokenized xStock). Perpia compares its annualized funding across venues and the best delta-neutral spread.
Live annualized AMAT perpetual funding across all 8 venues Perpia tracks. Right now AMAT funding is positive on 2 and negative on 0, ranging from +10.9% on HTX to +0.0% on KuCoin — a spread of 10.9%. The widest delta-neutral trade is long Variational / short HTX at 6.8% net APR.
AMAT funding trend & liquidity
168h of historyAverages are historical funding over the window shown. A current rate near the 7-day average may indicate the spread has persisted; a rate far above it is usually a short-lived spike. OI and volume are the smaller (binding) leg of the best pair — the ceiling on tradeable size.
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Build a route
any two of the 8 venuesThis is the widest route right now. The number is gross: fees, the entry spread and slippage are not in it, and both legs must be tradeable for you. The scanner carries the same pairs net of costs.
Venues: pick the two legs
sorted by rate · 8 venuesRates annualized; updated ~every few minutes from live venue data. Venue names link to that exchange's full funding table; ↗ opens the market on the exchange itself. Every spread between these two venues is on the Variational vs HTX page. 9 pairs scanned for AMAT.
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AMAT — FAQ
Is AMAT funding positive right now?
AMAT perpetual funding is positive on 2 of 8 venues Perpia tracks. The highest is +10.9% on HTX; the lowest is +0.0% on KuCoin.
What is the best AMAT funding arbitrage right now?
Go long Variational and short HTX for about 6.8% net APR after fees — the widest delta-neutral AMAT spread Perpia currently sees.
Which exchange has the highest AMAT funding rate?
HTX, at +10.9% annualized. Funding shifts continuously, so check the live table above before trading.
How AMAT funding arbitrage works
Funding arbitrage combines opposing positions on two venues — long the one paying the most negative funding, short the one paying the most positive — to reduce directional exposure and capture the difference between their funding payments. Fees, slippage, basis divergence and liquidation risk can reduce the result. See the methodology for how it is measured and the guide for the full walkthrough.
Markets related to AMAT
also quoted on both HTX and VariationalThe same two exchanges you would already have funded for the AMAT trade. Every spread between them is on the HTX vs Variational page.