Benchmark or product
Perpetual Contract Funding Rate ConventionPERP-FUND
Continuous settlement mechanism without expiration date that ties perpetual swap contract prices to spot index prices via periodic funding fee transfers.
Updated
Coverage of Perpetual Contract Funding Rate Convention
8 articles
Derivatives Mechanics
CME SPAN 2 Margin Parameter File — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of cme span 2 margin parameter file focusing on tick rounding worked example. Covers statutory register tie-out (PERP-FUND), 8.4 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Derivatives Mechanics
Basis Swap DV01 Ladder — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of basis swap dv01 ladder focusing on delivery logistics map. Covers statutory register tie-out (PERP-FUND), 5.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Derivatives Mechanics
Perpetual Futures Funding Rate Mechanics: Premium Index Formulation and 8-Hour Arbitrage Convergence
How algorithmic delta-neutral basis traders capture funding yield while modeling funding-rate clamp bounds across Binance, OKX, Bybit, and dYdX.
Derivatives Mechanics
FX Futures CLS Eligibility — Risk Limit Framework: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of fx futures cls eligibility focusing on risk limit framework. Covers statutory register tie-out (PERP-FUND), 2.7 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Derivatives Mechanics
Micro Contract Retail Margin — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of micro contract retail margin focusing on contract spec reconciliation. Covers statutory register tie-out (PERP-FUND), 2.9 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Derivatives Mechanics
Delivery Notice Period Calendar — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of delivery notice period calendar focusing on clearing margin walkthrough. Covers statutory register tie-out (PERP-FUND), 5.0 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Derivatives Mechanics
Cross-Margin Portfolio Offset — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of cross-margin portfolio offset focusing on tick rounding worked example. Covers statutory register tie-out (PERP-FUND), 6.2 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Derivatives Mechanics
SOFR Futures Convexity Bias — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of sofr futures convexity bias focusing on delivery logistics map. Covers statutory register tie-out (PERP-FUND), 5.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Common questions
3 questions answered
What is Perpetual Contract Funding Rate Convention (PERP-FUND) and how is it classified?
Continuous settlement mechanism without expiration date that ties perpetual swap contract prices to spot index prices via periodic funding fee transfers. In Instrument Ledger's entity index, Perpetual Contract Funding Rate Convention is classified as a benchmark or product with identifier or ticker code PERP-FUND.
Which jurisdiction and regulatory authority oversee Perpetual Contract Funding Rate Convention?
Perpetual Contract Funding Rate Convention is tracked under the Global Derivatives Exchanges jurisdiction, with primary regulatory oversight or statutory reference tied to Perpetual Contract Funding Rate Convention. Key structured dossier attributes include category: Derivatives Mechanics; coverage desk: Instrument Ledger; regulatory body: Perpetual Contract Funding Rate Convention.
How is Perpetual Contract Funding Rate Convention covered in Instrument Ledger institutional research?
Perpetual Contract Funding Rate Convention is referenced across 8 published research articles on Instrument Ledger. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving Perpetual Contract Funding Rate Convention (PERP-FUND).
Peer entities comparison
Side-by-side regulatory & classification matrix for Perpetual Contract Funding Rate Convention and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
Perpetual Contract Funding Rate ConventionCurrent | Benchmark or product | PERP-FUND | Global Derivatives Exchanges | Perpetual Contract Funding Rate Convention | — | 8 |
| Benchmark or product | 0DTE-SPX | United States (Cboe Options) | Cboe 0DTE SPX Option Specifications | — | 7 | |
| Benchmark or product | VIX-SPEC | United States (Cboe Futures Exchange) | Cboe Volatility Index (VIX) Contract Specification | — | 7 | |
| Benchmark or product | CBOT-AG | United States (CBOT / CME) | CBOT Agricultural Commodity Delivery Specifications | — | 7 | |
| Benchmark or product | CBOT-UST | United States (CBOT / CME) | CBOT Treasury Futures Delivery Basket Standard | — | 8 | |
| Benchmark or product | ES-MES-SPEC | United States (CME) | CME E-mini & Micro E-mini Index Contract Specs | — | 8 | |
| Benchmark or product | CME-FX-SPEC | United States (CME) | CME G10 Currency Futures Contract Specifications | — | 7 |