XLE 永续合约资金费率 — 各交易所对比
Energy SPDR ETF
XLE 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。
过去一周,XLE 没有任何多空组合的资金费收入能覆盖开平仓成本。
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
+118.73%
Interval
8h
Open Interest
$157K
Mark Price
$61.98
+96.56%
Interval
1h
Open Interest
$825K
Mark Price
$61.969
+5.01%
Interval
1h
Open Interest
$11K
Mark Price
$61.95
+3.09%
Interval
8h
Open Interest
—
Mark Price
$62.07
+2.61%
Interval
8h
Open Interest
$61K
Mark Price
$62.05
+0.24%
Interval
8h
Open Interest
$89K
Mark Price
$62.02
+0.00%
Interval
8h
Open Interest
$222K
Mark Price
$61.98
+0.00%
Interval
8h
Open Interest
$285K
Mark Price
$62.02
+0.00%
Interval
8h
Open Interest
$60K
Mark Price
$62.02
+0.00%
Interval
8h
Open Interest
$74K
Mark Price
$62.02
+0.00%
Interval
8h
Open Interest
$6K
Mark Price
$61.939
+0.00%
Interval
8h
Open Interest
$919K
Mark Price
$62.05
+0.00%
Interval
8h
Open Interest
$223K
Mark Price
$62.02
+0.00%
Interval
8h
Open Interest
$4K
Mark Price
$62.0513
+0.00%
Interval
8h
Open Interest
$14K
Mark Price
$62.06
+0.00%
Interval
8h
Open Interest
$45K
Mark Price
$62.0416
+0.00%
Interval
8h
Open Interest
—
Mark Price
$62.04
+0.00%
Interval
1h
Open Interest
$655K
Mark Price
$61.9901
-1.71%
Interval
8h
Open Interest
$46K
Mark Price
$62.07
Funding Rates by Exchange
| Exchange | Funding APR↓ | Interval | Open Interest↕ | Mark Price↕ |
|---|---|---|---|---|
| +118.73% | 8h | $157K | $61.98 | |
| +96.56% | 1h | $825K | $61.969 | |
| +5.01% | 1h | $11K | $61.95 | |
| +3.09% | 8h | — | $62.07 | |
| +2.61% | 8h | $61K | $62.05 | |
| +0.24% | 8h | $89K | $62.02 | |
| +0.00% | 8h | $222K | $61.98 | |
| +0.00% | 8h | $285K | $62.02 | |
| +0.00% | 8h | $60K | $62.02 | |
| +0.00% | 8h | $74K | $62.02 | |
| +0.00% | 8h | $6K | $61.939 | |
| +0.00% | 8h | $919K | $62.05 | |
| +0.00% | 8h | $223K | $62.02 | |
| +0.00% | 8h | $4K | $62.0513 | |
| +0.00% | 8h | $14K | $62.06 | |
| +0.00% | 8h | $45K | $62.0416 | |
| +0.00% | 8h | — | $62.04 | |
| +0.00% | 1h | $655K | $61.9901 | |
| -1.71% | 8h | $46K | $62.07 |
XLE 资金费率的含义
资金费率数据更新于 2026-09-27 22:43 UTC
ORBIT 按交易所实时汇总 XLE(Energy SPDR ETF) 代币化(RWA)永续合约在 19 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 XLE 的年化资金费率从 WEEX 的 -1.71% 到 Toobit 的 +118.73% 不等。
XLE 当前最大的跨所资金费率价差为年化 120.4%。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 Toobit 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。
XLE 在所跟踪的永续品种中持仓量排名第 676,各交易所合计持仓量 $3.7M,24 小时成交量 $1.7M,成交量加权标记价格 $62.0079。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 XLE 资金费率最高?
- Toobit,年化 +118.73%。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,XLE 应在哪家交易所做多?
- WEEX 的 XLE 资金费率最低,为年化 -1.71%,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。
- XLE 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 / Toobit 做空,扣除成本前约为年化 120.4%。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。
- XLE 的资金费用多久结算一次?
- 各交易所资金间隔不同(1 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。
- XLE 的资金费率目前是正还是负?
- 各交易所正负不一,年化从 -1.71% 到 +118.73%——正是这种分歧创造了跨所套利机会。