ETHFI 永续合约资金费率 — 各交易所对比
Ether.fi
ETHFI 资金费本周的实际结算收益
按过去 7 天实际结算的资金费排序($10,000 仓位,已扣除开平仓成本),而不是瞬时年化。
$10,000 做 ETHFI:做多 Gate.io / 做空 Variational → 扣除成本后一周 +$7.97(实际结算年化 10.1%)。
- 做多 Gate.io做空 Variational+$7.97每周($10k), 扣除成本后
- 实际结算,7 天均值
- +10.1%
- 稳定
- 65%
回本 5 天 - 做多 OKX做空 Variational+$6.32每周($10k), 扣除成本后
- 实际结算,7 天均值
- +9.1%
- 稳定
- 52%
回本 4 天
过去 7 天的实际数据,不是预测。成本 = 两家交易所开平仓的吃单手续费。 即将结算的资金费 →
Funding Rates by Exchange
+11.40%
Interval
1h
Open Interest
$54K
Mark Price
$0.5519
+10.96%
Interval
4h
Open Interest
$23.9M
Mark Price
$0.5526
+10.96%
Interval
4h
Open Interest
$12.3M
Mark Price
$0.5526
+10.96%
Interval
1h
Open Interest
$9.3M
Mark Price
$0.5526
+10.96%
Interval
4h
Open Interest
$2.2M
Mark Price
$0.5523
+10.96%
Interval
4h
Open Interest
$4.7M
Mark Price
$0.5524
+10.96%
Interval
4h
Open Interest
$39K
Mark Price
$0.5527
+10.96%
Interval
4h
Open Interest
$3.9M
Mark Price
$0.5526
+10.96%
Interval
4h
Open Interest
$110K
Mark Price
$0.5532
+10.96%
Interval
4h
Open Interest
$510K
Mark Price
$0.5518
+10.96%
Interval
4h
Open Interest
$1.1M
Mark Price
$0.5527
+10.96%
Interval
4h
Open Interest
—
Mark Price
$0.5522
+10.96%
Interval
4h
Open Interest
$1.7M
Mark Price
$0.5523
+10.96%
Interval
4h
Open Interest
—
Mark Price
$0.5525
+10.96%
Interval
4h
Open Interest
$80K
Mark Price
$0.552
+10.96%
Interval
4h
Open Interest
—
Mark Price
$0.5523
+10.96%
Interval
4h
Open Interest
—
Mark Price
$0.5522
+10.96%
Interval
1h
Open Interest
$27K
Mark Price
$0.552
+10.96%
Interval
1h
Open Interest
$9.3M
Mark Price
$0.5526
+10.96%
Interval
1h
Open Interest
$9.3M
Mark Price
$0.5526
+10.96%
Interval
1h
Open Interest
$9.3M
Mark Price
$0.5526
+10.96%
Interval
1h
Open Interest
$9.3M
Mark Price
$0.5526
+8.40%
Interval
4h
Open Interest
$998K
Mark Price
$0.5526
+2.41%
Interval
4h
Open Interest
$1.0M
Mark Price
$0.5524
-1.31%
Interval
8h
Open Interest
$2K
Mark Price
$0.552
-7.89%
Interval
4h
Open Interest
$4.7M
Mark Price
$0.5526
-12.91%
Interval
4h
Open Interest
$17K
Mark Price
$0.5519
-23.33%
Interval
4h
Open Interest
$3.8M
Mark Price
$0.5524
-31.45%
Interval
1h
Open Interest
$60K
Mark Price
$0.5525
-34.85%
Interval
1h
Open Interest
$13K
Mark Price
$0.5523
-37.69%
Interval
1h
Open Interest
$500K
Mark Price
$0.5523
Funding Rates by Exchange
| Exchange | Funding APR↓ | Interval | Open Interest↕ | Mark Price↕ |
|---|---|---|---|---|
| +11.40% | 1h | $54K | $0.5519 | |
| +10.96% | 4h | $23.9M | $0.5526 | |
| +10.96% | 4h | $12.3M | $0.5526 | |
| +10.96% | 1h | $9.3M | $0.5526 | |
| +10.96% | 4h | $2.2M | $0.5523 | |
| +10.96% | 4h | $4.7M | $0.5524 | |
| +10.96% | 4h | $39K | $0.5527 | |
| +10.96% | 4h | $3.9M | $0.5526 | |
| +10.96% | 4h | $110K | $0.5532 | |
| +10.96% | 4h | $510K | $0.5518 | |
| +10.96% | 4h | $1.1M | $0.5527 | |
| +10.96% | 4h | — | $0.5522 | |
| +10.96% | 4h | $1.7M | $0.5523 | |
| +10.96% | 4h | — | $0.5525 | |
| +10.96% | 4h | $80K | $0.552 | |
| +10.96% | 4h | — | $0.5523 | |
| +10.96% | 4h | — | $0.5522 | |
| +10.96% | 1h | $27K | $0.552 | |
| +10.96% | 1h | $9.3M | $0.5526 | |
| +10.96% | 1h | $9.3M | $0.5526 | |
| +10.96% | 1h | $9.3M | $0.5526 | |
| +10.96% | 1h | $9.3M | $0.5526 | |
| +8.40% | 4h | $998K | $0.5526 | |
| +2.41% | 4h | $1.0M | $0.5524 | |
| -1.31% | 8h | $2K | $0.552 | |
| -7.89% | 4h | $4.7M | $0.5526 | |
| -12.91% | 4h | $17K | $0.5519 | |
| -23.33% | 4h | $3.8M | $0.5524 | |
| -31.45% | 1h | $60K | $0.5525 | |
| -34.85% | 1h | $13K | $0.5523 | |
| -37.69% | 1h | $500K | $0.5523 |
ETHFI 资金费率的含义
资金费率数据更新于 2026-11-14 10:45 UTC
ORBIT 按交易所实时汇总 ETHFI(Ether.fi) 永续合约在 31 家交易所的资金费率。资金费率是多头与空头之间的周期性支付,用来把永续合约价格锚定在现货附近:费率为正时多头向空头支付,为负时空头向多头支付。目前 ETHFI 的年化资金费率从 Lighter 的 -37.69% 到 Extended 的 +11.40% 不等。
ETHFI 当前最大的跨所资金费率价差为年化 49.1%。德尔塔中性的跨所套利正是赚取这一差额:在费率最低的 Lighter 做多,在费率最高的 Extended 做空。两条腿等额反向,价格波动相互抵消,留下的就是费率差。ORBIT 回测器回放两条腿真实的资金费率历史,并按实时订单簿扣除吃单手续费和滑点,得到的是净收益,而不是宣传数字。
ETHFI 在所跟踪的永续品种中持仓量排名第 82,各交易所合计持仓量 $108.2M,24 小时成交量 $81.2M,成交量加权标记价格 $0.5526。流动性越深,就能以越低的滑点在更大仓位上交易这一价差——在筛选器中使用「最低持仓量」过滤,只保留能实际进出的市场。
Frequently asked questions
- 目前哪家交易所的 ETHFI 资金费率最高?
- Extended,年化 +11.40%。较高的正费率意味着空头收取资金费用,因此它是跨所套利中做空的一方。费率每个结算周期都会变化,当前数值请以实时筛选器为准。
- 为赚取资金费率,ETHFI 应在哪家交易所做多?
- Lighter 的 ETHFI 资金费率最低,为年化 -37.69%,在那里做多成本最低(甚至可收取费用)。与费率最高的交易所配对,即构成德尔塔中性的价差组合。
- ETHFI 最佳的资金费率套利组合是什么?
- 价差最大的组合是 Lighter 做多 / Extended 做空,扣除成本前约为年化 49.1%。确定仓位规模前,请先在 ORBIT 回测器中验证,它会扣除真实的手续费和滑点。
- ETHFI 的资金费用多久结算一次?
- 各交易所资金间隔不同(1 小时、4 小时、8 小时)。在年化费率相同的情况下,间隔越长,单次支付越少但金额越大。ORBIT 把所有交易所统一换算为年化费率,便于直接比较。
- ETHFI 的资金费率目前是正还是负?
- 各交易所正负不一,年化从 -37.69% 到 +11.40%——正是这种分歧创造了跨所套利机会。