Funding Rate Data

Cboe Continuous Futures are long-dated, cash settled futures contracts similar to perpetual-style futures offering investors exposure to the underlying. The long-dated expiry of a Continuous Futures contract eliminates the need for customers to roll positions periodically. Continuous Futures incorporate a daily cash adjustment designed to align the futures price with their underlying reference rate. The Funding Amount is calculated once a day based upon the Funding Rate of the Continuous Futures contract and a customer's end-of-day net position. See the Cboe Continuous Futures Funding Amount Methodology specification for details of the Funding Amount analytics.

The links below provide access to Funding Rate intraday data with futures and underlying reference rate inputs for the current trading day and prior trading day. When using the current date link, data are downloaded in a CSV format for the start of the current trading date up to the point at which the link is clicked. When using the prior trading date link, the Funding Rate data are for the entire completed prior trading date are returned.