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What is the Funding Rate Payment?

A mechanism to keep the Perpetual Futures price in line with the spot market through periodic credits/debits between long and short positions.

Mark Price

Derived from publicly available orderbook data, such as a VWAP over a specific period (e.g., 3:45–4:00 PM London Time). The AX calculation methodology is available in Section 3.2. Mark Price Calculation in the Pricing Policy (https://architect.co/legal/ax/ax-pricing-policy).

Underlying Price

Sourced from independent benchmark providers (e.g., LSEG, S&P, ICE, NASDAQ) using a transparent calculation method.

Frequency

Funding occurs daily (or as scheduled), excluding holidays and exchange closures.

Processing Time

At each product’s published settlement time, funding payments are applied to all open positions. Each product’s settlement time is published on the Trade page’s Product Specs tab, as well as on the published Product Specifications List (https://architect.co/products) Note that AX processes the funding payments on a few minute delay from the published actual funding time. For example for the FX perpetual funding at 4pm London time, the settlement price is struck at 4pm and the position size is taken at 4pm, AX receives the benchmark price from the external index provider up to 5 minutes later and at that time processes the funding payments.

Settlement Schedule (effective April 29 2026)

Product TypeNew AX Settlement VWAP TimeVWAP LengthPositions Snapshot TimeTypical Processing Time
FX3:57PM–4:03PM London TimeSix 1-minute snapshots4:00PM London Time4:04PM London Time
Metals3:57PM–4:03PM London TimeSix 1-minute snapshots4:00PM London Time4:04PM London Time
Equities3:55PM–4:00PM New York TimeFive 1-minute snapshots4:00PM New York Time4:15PM New York Time
Compute3:55PM–4:00PM New York TimeFive 1-minute snapshots4:00PM New York Time4:05PM New York Time
Treasuries3:55PM–4:00PM New York TimeFive 1-minute snapshots4:00PM New York Time5:30PM New York Time
WTI OIL2:25PM–2:30PM New York TimeFive 1-minute snapshots2:30PM New York Time2:31PM New York Time

Tracking Mechanism

  • If Mark > Underlying, longs pay shorts.
  • If Mark < Underlying, shorts pay longs.
  • The amount is proportional to the price difference, incentivizing price convergence.

Example

EUR/USD Perpetual Future:
  • Benchmark: 1.2000 USD/EUR (WMR rate)
  • Mark Price: 1.2015 USD/EUR
  • Difference: 0.0015 USD
A trader long 100,000 contracts owes 150 USD (100,000 × 0.0015) to shorts.
This daily mechanism aligns the contract price with the underlying.