PAYP Funding Rate — perpetuals across 3 venues

TradFi perpetual · compared across 3 venues · net of estimated fees · updated every few minutes

PAYP is an equity-linked perpetual referencing PAYP, traded on-chain (not a tokenized xStock). Perpia compares its annualized funding across venues and the best delta-neutral spread.

Live annualized PAYP perpetual funding across all 3 venues Perpia tracks. Right now PAYP funding is positive on 2 and negative on 0, ranging from +10.9% on Gate.io to +0.0% on Variational — a spread of 10.9%. The widest delta-neutral trade is long Variational / short Gate.io at 4.4% net APR.

3
venues
2
paying positive
10.9%
funding spread
Best PAYP spread now
4.4%
net APR after fees
Long VariationalShort Gate.io
size depends on live venue depth — see the real cap in the scanner

PAYP funding trend & liquidity

5h of history
10.9%
current gross APR
-19.8%
24h average
-20.5%
7-day average
$23K
pair OI · lower leg
$100K
24h volume · lower leg

Averages 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.

PAYP funding rate by venue

2 pairs scanned
VenueFunding APRInterval
Gate.io+10.9%8h
KuCoin+10.9%8h
Variational+0.0%8h

Rates annualized; updated ~every few minutes from live venue data.

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PAYP funding — FAQ

Is PAYP funding positive right now?

PAYP perpetual funding is positive on 2 of 3 venues Perpia tracks. The highest is +10.9% on Gate.io; the lowest is +0.0% on Variational.

What is the best PAYP funding arbitrage right now?

Go long Variational and short Gate.io for about 4.4% net APR after fees — the widest delta-neutral PAYP spread Perpia currently sees.

Which exchange has the highest PAYP funding rate?

Gate.io, at +10.9% annualized. Funding shifts continuously, so check the live table above before trading.

How PAYP 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.