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Markets

Funding

How funding is computed and what each market settled: the last rate, the next settlement and every past interval, from the indexed settlement events.

Funding by market

Live data arrives with the Elysium mainnet launch

This panel reads the exchange API, which goes live with the Elysium mainnet launch. Until then there is nothing to show, and nothing here is simulated.

Settlements

Select a market above to see its settlements.

How the rate is set

  1. During each interval the risk engine accumulates the premium of the mark price over the index price, weighted by time: the premium TWAP.
  2. At settlement the premium is prorated from the eight-hour reference period to the market’s interval, then clamped to the market’s cap.
  3. When the rate is positive, longs pay shorts; when negative, shorts pay longs. The payment is quantity × rate × mark, taken from or added to a position’s margin when it is next touched.
  4. The cumulative index records every settled rate, so a position settles exactly the intervals it was open for.

Formulas, rounding and worked examples are on the risk and liquidation page.

Your funding payments

Connect a wallet to list the funding its positions paid and received, with each settlement’s transaction.