WTI 永续合约资金费率 — 各交易所对比
Crude Oil (WTI)
WTI 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 WTI:做多 Crypto.com / 做空 Phemex → 扣除成本后一周 +$138.56(实际结算年化 134.3%)。
- 做多 Crypto.com做空 Phemex+$138.56每周($10k), 扣除成本后
- 实际结算,7 天均值
- +134.3%
- 稳定
- 61%
回本 0.6 天 - 做多 HTX做空 Phemex+$77.94每周($10k), 扣除成本后
- 实际结算,7 天均值
- +99.4%
- 稳定
- 64%
回本 0.8 天 - 做多 Crypto.com做空 Hotcoin+$63.38每周($10k), 扣除成本后
- 实际结算,7 天均值
- +114.5%
- 稳定
- 56%
回本 0.7 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
+11.55%
Interval
4h
Open Interest
$941K
Mark Price
$87.81
+10.96%
Interval
1h
Open Interest
$123K
Mark Price
$87.5735
+10.96%
Interval
4h
Open Interest
$278K
Mark Price
$87.47
+10.96%
Interval
1h
Open Interest
$99K
Mark Price
$87.56
+10.96%
Interval
4h
Open Interest
$525K
Mark Price
$87.5903
+10.96%
Interval
1h
Open Interest
$155K
Mark Price
$87.56
+8.22%
Interval
1h
Open Interest
$241K
Mark Price
$87.607
+5.52%
Interval
1h
Open Interest
$1.9M
Mark Price
$87.5287
+5.52%
Interval
1h
Open Interest
$137K
Mark Price
$87.612
+5.48%
Interval
8h
Open Interest
$119K
Mark Price
$87.5387
+5.48%
Interval
1h
Open Interest
$49K
Mark Price
$87.543
+5.48%
Interval
1h
Open Interest
$2.1M
Mark Price
$87.586
+5.01%
Interval
1h
Open Interest
$896K
Mark Price
$87.558
+5.00%
Interval
1h
Open Interest
$8K
Mark Price
$87.6
+3.51%
Interval
1h
Open Interest
$3.5M
Mark Price
$87.539
+3.35%
Interval
1h
Open Interest
$145.8M
Mark Price
$87.552
+2.25%
Interval
1h
Open Interest
$1K
Mark Price
$87.6063
+0.88%
Interval
1h
Open Interest
$887K
Mark Price
$87.567
+0.66%
Interval
4h
Open Interest
$2.5M
Mark Price
$87.6122
+0.00%
Interval
4h
Open Interest
$166.3M
Mark Price
$87.6072
+0.00%
Interval
8h
Open Interest
$30.1M
Mark Price
$87.61
+0.00%
Interval
4h
Open Interest
$28.1M
Mark Price
$87.63
+0.00%
Interval
4h
Open Interest
$33.9M
Mark Price
$87.594
+0.00%
Interval
4h
Open Interest
$9.7M
Mark Price
$87.62
+0.00%
Interval
8h
Open Interest
$57.7M
Mark Price
$87.56
+0.00%
Interval
4h
Open Interest
$633K
Mark Price
$87.575
+0.00%
Interval
4h
Open Interest
$3.5M
Mark Price
$87.635
+0.00%
Interval
4h
Open Interest
$61.2M
Mark Price
$87.32
+0.00%
Interval
4h
Open Interest
$19.4M
Mark Price
$87.7104
+0.00%
Interval
4h
Open Interest
$161K
Mark Price
$87.6096
+0.00%
Interval
4h
Open Interest
$9.2M
Mark Price
$87.5398
+0.00%
Interval
1h
Open Interest
$1.3M
Mark Price
$87.6195
+0.00%
Interval
4h
Open Interest
$18.9M
Mark Price
$87.5
+0.00%
Interval
1h
Open Interest
—
Mark Price
$87.6043
+0.00%
Interval
4h
Open Interest
—
Mark Price
$87.62
+0.00%
Interval
4h
Open Interest
—
Mark Price
$87.63
+0.00%
Interval
4h
Open Interest
—
Mark Price
$87.6
+0.00%
Interval
1h
Open Interest
$983K
Mark Price
$87.6129
+0.00%
Interval
1h
Open Interest
$31K
Mark Price
$87.556
-5.48%
Interval
4h
Open Interest
$18.9M
Mark Price
$87.6
-16.46%
Interval
4h
Open Interest
$11K
Mark Price
$87.6
Funding Rates by Exchange
| Exchange | Funding APR↓ | Interval | Open Interest↕ | Mark Price↕ |
|---|---|---|---|---|
| +11.55% | 4h | $941K | $87.81 | |
| +10.96% | 1h | $123K | $87.5735 | |
| +10.96% | 4h | $278K | $87.47 | |
| +10.96% | 1h | $99K | $87.56 | |
| +10.96% | 4h | $525K | $87.5903 | |
| +10.96% | 1h | $155K | $87.56 | |
| +8.22% | 1h | $241K | $87.607 | |
| +5.52% | 1h | $1.9M | $87.5287 | |
| +5.52% | 1h | $137K | $87.612 | |
| +5.48% | 8h | $119K | $87.5387 | |
| +5.48% | 1h | $49K | $87.543 | |
| +5.48% | 1h | $2.1M | $87.586 | |
| +5.01% | 1h | $896K | $87.558 | |
| +5.00% | 1h | $8K | $87.6 | |
| +3.51% | 1h | $3.5M | $87.539 | |
| +3.35% | 1h | $145.8M | $87.552 | |
| +2.25% | 1h | $1K | $87.6063 | |
| +0.88% | 1h | $887K | $87.567 | |
| +0.66% | 4h | $2.5M | $87.6122 | |
| +0.00% | 4h | $166.3M | $87.6072 | |
| +0.00% | 8h | $30.1M | $87.61 | |
| +0.00% | 4h | $28.1M | $87.63 | |
| +0.00% | 4h | $33.9M | $87.594 | |
| +0.00% | 4h | $9.7M | $87.62 | |
| +0.00% | 8h | $57.7M | $87.56 | |
| +0.00% | 4h | $633K | $87.575 | |
| +0.00% | 4h | $3.5M | $87.635 | |
| +0.00% | 4h | $61.2M | $87.32 | |
| +0.00% | 4h | $19.4M | $87.7104 | |
| +0.00% | 4h | $161K | $87.6096 | |
| +0.00% | 4h | $9.2M | $87.5398 | |
| +0.00% | 1h | $1.3M | $87.6195 | |
| +0.00% | 4h | $18.9M | $87.5 | |
| +0.00% | 1h | — | $87.6043 | |
| +0.00% | 4h | — | $87.62 | |
| +0.00% | 4h | — | $87.63 | |
| +0.00% | 4h | — | $87.6 | |
| +0.00% | 1h | $983K | $87.6129 | |
| +0.00% | 1h | $31K | $87.556 | |
| -5.48% | 4h | $18.9M | $87.6 | |
| -16.46% | 4h | $11K | $87.6 |
WTI 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 WTI(Crude Oil (WTI)) 代币化(RWA)永续合约在 41 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 WTI 的年化资金费率从 WEEX 的 -16.46% 到 Phemex 的 +11.55% 不等。
WTI 当前最大的跨所资金费率价差为年化 28.0%。德尔塔中性的跨所套利正是赚取这一差额:在费率最低的 WEEX 做多,在费率最高的 Phemex 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。
WTI 在所跟踪的永续品种中持仓量排名第 23,各交易所合计持仓量 $620.2M,24 小时成交量 $826.1M,成交量加权标记价格 $87.5604。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 WTI 资金费率最高?
- Phemex,年化 +11.55%。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,WTI 应在哪家交易所做多?
- WEEX 的 WTI 资金费率最低,为年化 -16.46%,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。
- WTI 最佳的资金费率套利组合是什么?
- 价差最大的组合是 WEEX 做多 / Phemex 做空,扣除成本前约为年化 28.0%。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。
- WTI 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。
- WTI 的资金费率目前是正还是负?
- 各交易所正负不一,年化从 -16.46% 到 +11.55%——正是这种分歧创造了跨所套利机会。