Cross-Exchange

Funding arbitrage

Delta-neutral funding-carry opportunities ranked by net APR after round-trip taker fees, sized by open interest and orderbook depth. Long the venue with the lowest funding, short the highest, collect the spread.

Symbol
Long → Short
Net APR
Gross
Fees
Break-even
Max size
Scanning cross-exchange funding for arbitrage…

Delta-neutral funding carry: long the venue with the lowest funding, short the highest, and collect the spread. Net APR subtracts round-trip taker fees amortized over the selected hold; Break-even is how long the funding must persist to cover them. Max size is open-interest capacity, refined to fillable orderbook depth (within 10 bps) for top opportunities. Not financial advice.