QQQ 永续合约资金费率 — 各交易所对比
QQQ (Nasdaq-100 ETF)
QQQ 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 QQQ:做多 Arcus / 做空 Lighter Robinhood → 扣除成本后一周 +$21.67(实际结算年化 20.6%)。
- 做多 Arcus做空 Lighter Robinhood+$21.67每周($10k), 扣除成本后
- 实际结算,7 天均值
- +20.6%
- 稳定
- 53%
回本 0.8 天 - 做多 Arcus做空 Crypto.com+$21.37每周($10k), 扣除成本后
- 实际结算,7 天均值
- +26.8%
- 稳定
- 57%
回本 2 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
+79.09%
Interval
4h
Open Interest
$850K
Mark Price
$675.9373
+36.20%
Interval
1h
Open Interest
$161K
Mark Price
$674.26
+10.96%
Interval
8h
Open Interest
$6K
Mark Price
$676.05
+10.96%
Interval
1h
Open Interest
$4K
Mark Price
$676.49
+10.96%
Interval
8h
Open Interest
$14.4M
Mark Price
$676.39
+10.96%
Interval
1h
Open Interest
$835K
Mark Price
$675.97
+10.96%
Interval
1h
Open Interest
$56K
Mark Price
$675.598
+6.48%
Interval
1h
Open Interest
$163K
Mark Price
$676.12
+5.52%
Interval
1h
Open Interest
$2.4M
Mark Price
$675.1125
+5.52%
Interval
1h
Open Interest
$132K
Mark Price
$676.51
+5.01%
Interval
1h
Open Interest
$842K
Mark Price
$675.33
+4.16%
Interval
1h
Open Interest
$19.7M
Mark Price
$675.37
+3.51%
Interval
1h
Open Interest
$13.5M
Mark Price
$676.03
+3.51%
Interval
1h
Open Interest
$26.5M
Mark Price
$676.12
+2.38%
Interval
8h
Open Interest
—
Mark Price
$676.44
+0.00%
Interval
8h
Open Interest
$87.0M
Mark Price
$676.46
+0.00%
Interval
8h
Open Interest
$22.6M
Mark Price
$676.14
+0.00%
Interval
8h
Open Interest
$34.9M
Mark Price
$676.5
+0.00%
Interval
8h
Open Interest
$21.8M
Mark Price
$676.44
+0.00%
Interval
8h
Open Interest
$4.1M
Mark Price
$676.49
+0.00%
Interval
8h
Open Interest
$25.4M
Mark Price
$676.25
+0.00%
Interval
8h
Open Interest
$296K
Mark Price
$676.655
+0.00%
Interval
8h
Open Interest
$3.6M
Mark Price
$676.21
+0.00%
Interval
8h
Open Interest
$8.6M
Mark Price
$676.46
+0.00%
Interval
8h
Open Interest
$608K
Mark Price
$676.4925
+0.00%
Interval
8h
Open Interest
$96K
Mark Price
$676.4472
+0.00%
Interval
8h
Open Interest
$22.9M
Mark Price
$675.945
+0.00%
Interval
1h
Open Interest
$3.5M
Mark Price
$676.36
+0.00%
Interval
8h
Open Interest
$65.0M
Mark Price
$676.48
+0.00%
Interval
8h
Open Interest
—
Mark Price
$676.44
+0.00%
Interval
8h
Open Interest
—
Mark Price
$676.44
+0.00%
Interval
8h
Open Interest
$490K
Mark Price
$676.95
+0.00%
Interval
1h
Open Interest
$11K
Mark Price
$675.88
-4.96%
Interval
8h
Open Interest
$311K
Mark Price
$676.39
-10.95%
Interval
1h
Open Interest
$1.1M
Mark Price
$676.4503
Funding Rates by Exchange
| Exchange | Funding APR↓ | Interval | Open Interest↕ | Mark Price↕ |
|---|---|---|---|---|
| +79.09% | 4h | $850K | $675.9373 | |
| +36.20% | 1h | $161K | $674.26 | |
| +10.96% | 8h | $6K | $676.05 | |
| +10.96% | 1h | $4K | $676.49 | |
| +10.96% | 8h | $14.4M | $676.39 | |
| +10.96% | 1h | $835K | $675.97 | |
| +10.96% | 1h | $56K | $675.598 | |
| +6.48% | 1h | $163K | $676.12 | |
| +5.52% | 1h | $2.4M | $675.1125 | |
| +5.52% | 1h | $132K | $676.51 | |
| +5.01% | 1h | $842K | $675.33 | |
| +4.16% | 1h | $19.7M | $675.37 | |
| +3.51% | 1h | $13.5M | $676.03 | |
| +3.51% | 1h | $26.5M | $676.12 | |
| +2.38% | 8h | — | $676.44 | |
| +0.00% | 8h | $87.0M | $676.46 | |
| +0.00% | 8h | $22.6M | $676.14 | |
| +0.00% | 8h | $34.9M | $676.5 | |
| +0.00% | 8h | $21.8M | $676.44 | |
| +0.00% | 8h | $4.1M | $676.49 | |
| +0.00% | 8h | $25.4M | $676.25 | |
| +0.00% | 8h | $296K | $676.655 | |
| +0.00% | 8h | $3.6M | $676.21 | |
| +0.00% | 8h | $8.6M | $676.46 | |
| +0.00% | 8h | $608K | $676.4925 | |
| +0.00% | 8h | $96K | $676.4472 | |
| +0.00% | 8h | $22.9M | $675.945 | |
| +0.00% | 1h | $3.5M | $676.36 | |
| +0.00% | 8h | $65.0M | $676.48 | |
| +0.00% | 8h | — | $676.44 | |
| +0.00% | 8h | — | $676.44 | |
| +0.00% | 8h | $490K | $676.95 | |
| +0.00% | 1h | $11K | $675.88 | |
| -4.96% | 8h | $311K | $676.39 | |
| -10.95% | 1h | $1.1M | $676.4503 |
QQQ 资金费率的含义
资金费率数据更新于 2026-11-14 10:44 UTC
ORBIT 按交易所实时汇总 QQQ(QQQ (Nasdaq-100 ETF)) 代币化(RWA)永续合约在 35 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 QQQ 的年化资金费率从 NADO 的 -10.95% 到 edgeX V2 的 +79.09% 不等。
QQQ 当前最大的跨所资金费率价差为年化 90.0%。德尔塔中性的跨所套利正是赚取这一差额:在费率最低的 NADO 做多,在费率最高的 edgeX V2 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。
QQQ 在所跟踪的永续品种中持仓量排名第 29,各交易所合计持仓量 $381.9M,24 小时成交量 $1.04B,成交量加权标记价格 $676.2878。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 QQQ 资金费率最高?
- edgeX V2,年化 +79.09%。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,QQQ 应在哪家交易所做多?
- NADO 的 QQQ 资金费率最低,为年化 -10.95%,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。
- QQQ 最佳的资金费率套利组合是什么?
- 价差最大的组合是 NADO 做多 / edgeX V2 做空,扣除成本前约为年化 90.0%。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。
- QQQ 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。
- QQQ 的资金费率目前是正还是负?
- 各交易所正负不一,年化从 -10.95% 到 +79.09%——正是这种分歧创造了跨所套利机会。