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The defining difference is expiry. A dated crypto futures contract has a specified expiration or settlement date. A perpetual swap has no expiry, so exchanges use recurring funding payments between longs and shorts to keep its price aligned with the spot market. Both products can use leverage and can be liquidated, but the exact funding schedule, margin tiers, mark-price rules and liquidation process depend on the exchange and contract.
What is the difference between crypto futures and perpetual swaps?
Crypto futures and perpetual swaps are leveraged derivatives whose value tracks an underlying asset such as bitcoin or ether. The contract type, rather than the leverage setting, determines the main structural difference:
| Feature | Dated futures | Perpetual swaps |
|---|---|---|
| Expiry | Expires or settles on a defined contract date or cycle. | Has no scheduled expiry. |
| Price-alignment mechanism | The approach to expiry and the contract’s settlement terms help align the contract with its reference market. | Periodic funding transfers between longs and shorts encourage the contract price to stay near the spot index. |
| Holding beyond a date | A trader must close, roll or accept settlement before the contract expires. | A position can remain open while margin requirements are met, subject to the exchange’s rules and funding payments. |
| Leverage and liquidation | Available leverage, initial margin, maintenance margin and liquidation rules are set by the venue and risk tier. | Uses the same types of controls, but its funding and mark-price implementation are venue-specific. |
Binance’s educational comparison distinguishes perpetual contracts from traditional futures on this expiry point, while its quarterly-futures FAQ describes a finite calendar cycle. Those pages also warn that exchange documentation can change; the binding terms are the contract specification and current trading rules for the product you select.
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How dated crypto futures work
A fixed maturity
A dated future represents an obligation that reaches maturity on a specified date. Exchanges commonly list weekly, monthly or quarterly cycles, but the available cycles are product-specific. Before opening a position, check the contract name, expiry timestamp, settlement index, contract size, tick size and final trading time.
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At expiry, the position is handled under that contract’s settlement terms. The material cited for this comparison establishes the existence of a defined maturity, but not one settlement method for every crypto future. Some contracts may cash-settle; other terms can differ. Do not assume that a future on one exchange settles exactly like a future with a similar name elsewhere.
Closing or rolling before expiry
You can generally close a position before maturity by trading the opposite side. If you want to maintain exposure after expiry, you must move to another listed contract, a process commonly called rolling. Rolling introduces execution costs and can expose you to a price difference between the expiring and replacement contracts.
Basis and the approach to expiry
The difference between a futures price and the spot reference is often called the basis. It can be positive or negative and can change with demand for leverage, interest rates, market sentiment and time remaining. As expiry approaches, the contract’s settlement mechanics are designed to bring the final result toward the specified reference, but the path and any interim premium or discount are not guaranteed.
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No expiry date
A perpetual swap does not mature on a calendar date. The position remains open until you close it, are liquidated, or the exchange terminates or changes the product under its rules. Removing scheduled settlement makes the contract convenient for continuous exposure, but it also requires another way to keep its price near spot.
Funding replaces a terminal price pull
Perpetual funding is a transfer between traders on opposite sides of the contract. When the funding rate is positive, longs pay shorts for that interval. When it is negative, shorts pay longs. The payment is not automatically a fixed borrowing fee charged by the exchange, and it is not guaranteed to stay positive or negative.
Funding calculations commonly use an interest component and a premium component. Bybit describes the rate as based on those components and updates the calculation during the funding interval. Binance likewise notes that funding parameters and timing are product rules that can change. Some products use a regular interval; others can alter the cadence when market conditions or exchange thresholds require it. Never assume that every perpetual settles every eight hours.
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Who pays and how much?
The payment is based on the exchange’s published rate, the position’s eligible notional and the settlement time or mechanism. A trader who is long when the rate is positive pays the short side for that interval; a trader who is short under a negative rate pays the long side. The same position can therefore switch from receiving funding to paying it as the rate changes.
To estimate a transfer, identify four items in the contract specification:
- the current funding rate and whether it is an estimate or a final rate;
- the next funding timestamp and the product’s cadence;
- the notional value used by the venue; and
- any cap, floor, eligibility cutoff or account treatment.
For a symbolic example, a position with eligible notional N and a positive funding rate r would owe approximately N × r for that interval before any venue-specific adjustments. That expression is not a universal billing formula: the exchange’s calculation, rounding, mark price and timing controls take precedence.
Leverage and initial margin: similar control, different risk
What leverage changes
Leverage lets you control a larger notional position with less initial margin. If a venue permits 10× leverage, the starting margin is roughly one-tenth of the position’s notional before fees and other adjustments. This is an approximation for explaining the relationship, not a promise that every tier uses exactly that amount.
A price move is applied to the full position notional, while gains and losses are measured against the smaller margin balance. Consequently, leverage magnifies both profits and losses. It does not make the underlying contract cheaper, remove funding, or determine the liquidation price by itself.
Initial margin versus maintenance margin
Initial margin is the collateral required to open a position. Maintenance margin is the minimum equity the venue requires to keep it open. A position can have adequate initial margin and still be liquidated later if losses, fees or funding reduce equity below the maintenance requirement.
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Exchanges often place positions in risk tiers. Larger notional exposure can receive a lower maximum leverage and a higher maintenance-margin requirement. Adding to a position can therefore change the tier and move the liquidation threshold, even when the leverage slider has not changed.
Liquidation: why leverage alone cannot predict the price
The general relationship
Liquidation begins when the venue determines that the account or position no longer satisfies its maintenance-margin requirement under the applicable rules. The trigger depends on more than the leverage selected at entry. Relevant inputs can include:
- entry price and position size;
- available and position margin;
- maintenance-margin rate and risk tier;
- unrealized profit or loss on other positions;
- funding debits or credits;
- trading, closing and liquidation fees; and
- isolated, cross or portfolio-margin treatment.
Binance’s liquidation documentation describes exposure-related margin adjustments. Bybit’s liquidation rules and formulas likewise account for fees, added margin, maintenance-margin rates and risk tiers. Those details are why a calculator result from one venue cannot safely be transferred to another.
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Isolated margin
With isolated margin, a specified amount of collateral is assigned to one position. A loss is generally contained to that allocation, although the exchange can still deduct relevant fees and follow its own close-out process. Adding margin may move the liquidation threshold, but it also increases the amount at risk in that position.
Cross or portfolio margin
Cross margin uses eligible account equity to support positions. Profits elsewhere can delay liquidation, while losses elsewhere can bring it closer. Portfolio-margin systems may evaluate several positions and their estimated combined risk rather than treating each position independently. The displayed liquidation figure is therefore account-dependent and can change when another position, balance or order changes.
Liquidation is not the same as a stop order
A stop order is an instruction you choose; liquidation is the exchange’s risk-control action. A stop can reduce a position before the maintenance threshold, but it is not guaranteed to execute at the exact stop price. During fast markets, slippage, gaps, order-book depth and the venue’s close-out procedure affect the result.
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Mark price versus last traded price
The price printed on a chart is often the last traded price, but liquidation and unrealized profit and loss may use a separate mark price. Binance says its mark price is used in liquidation-price and unrealized-PnL calculations. Mark price is typically derived from an index and a premium or fair-price adjustment intended to reduce manipulation from a single trade.
Bybit’s order-execution and liquidation FAQ describes a practical failure mode: a stop triggered by last traded price may not activate before the mark price reaches the liquidation threshold. A trader can therefore see the last price still above the displayed liquidation price while the mark price has already met the venue’s trigger condition.
Before trading, find these settings in the contract details and order ticket:
- which price type triggers liquidation;
- whether a stop uses last price, mark price or an index price;
- which price appears in the unrealized-PnL display; and
- how the venue handles close fees and partial liquidation.
Funding, expiry and holding costs over time
| Holding situation | Dated future | Perpetual swap |
|---|---|---|
| One trading session | Price movement, spread, commissions and margin rules matter; funding may not apply in the same way. | Price movement, spread, commissions and any funding settlement during the interval matter. |
| Several weeks | Remaining time to expiry and the cost or benefit of rolling become material. | Repeated funding transfers can add to or subtract from returns as rates change. |
| Beyond the listed maturity | Requires closing, settlement or moving to another contract. | Can continue without a scheduled roll while margin remains sufficient and the product remains listed. |
| Market stress | Basis, liquidity, margin tiers and settlement rules can change quickly. | Funding can become volatile, its interval can change under product rules, and liquidation risk can rise. |
Neither structure is universally cheaper. A dated future may trade at a premium or discount and incur a roll cost. A perpetual may appear close to spot while accumulating funding debits. Compare the expected holding period, current basis, published funding history, fees and liquidity rather than choosing from the label alone.
How to compare a specific contract safely
- Identify the exact product. Record the exchange, symbol, underlying index, quote currency, contract size and whether it is perpetual, weekly, monthly or quarterly.
- Read the contract specification. Check expiry or settlement time, tick size, price limit rules, funding formula, cadence, caps and floors.
- Check margin tiers. Note the maximum leverage for your intended notional and the maintenance-margin rate at that tier. Increasing size can move you into a different tier.
- Choose the margin mode. Decide whether isolated, cross or portfolio margin matches the way you intend to contain or share risk.
- Confirm the price references. Locate the mark-price methodology and determine whether your stop trigger uses last, mark or index price.
- Estimate the complete holding cost. Include entry and exit fees, expected funding or roll cost, spread, slippage and any close or liquidation fee.
- Use the venue’s calculator. Enter the actual position size, entry price, margin mode, risk tier and added margin. Treat the displayed liquidation price as conditional, not permanent.
- Set a loss plan before entry. Decide where to reduce or close the position and keep enough available margin for price movement, fees and changing requirements.
Common mistakes and how to avoid them
Assuming every perpetual has the same funding schedule
Funding cadence varies by product. Binance materials describe variable intervals, and Bybit states that frequency can change under specified conditions. Read the current contract page immediately before trading.
Treating a positive funding rate as a permanent long cost
Positive funding means longs pay shorts for that interval; it does not mean every long position always pays. The sign and amount can change before the next settlement.
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Using a simple leverage formula as a liquidation forecast
Leverage gives an intuition for initial margin, not a complete liquidation calculation. Maintenance tiers, fees, funding, account equity and margin mode can all move the threshold.
Watching only the last-price chart
Liquidation may use mark price. Display both references when the platform permits it and check the trigger basis on every protective order.
Ignoring expiry because the position is currently profitable
A dated future still has a final trading and settlement process. Plan the close or roll in advance; do not assume the exchange will preserve the position automatically after maturity.
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Comparing nominal leverage instead of exposure
Two contracts advertising the same maximum leverage can have different maintenance tiers, fees, contract sizes and liquidity. Compare the notional exposure you will actually hold and the collateral required at that tier.
Which instrument fits a particular objective?
Choose a dated future when a maturity is useful
A dated contract can suit a hedge or trade tied to a known period, such as a quarter-end exposure, when you want a defined settlement date and do not want indefinite funding transfers. You still need to manage basis and the cost of closing or rolling.
Choose a perpetual when continuous exposure is the priority
A perpetual can be operationally simpler when you want to maintain a position without selecting a new contract at each expiry. The trade-off is ongoing exposure to changing funding, exchange-specific mark-price rules and the possibility that funding becomes a significant debit or credit.
Use neither until the margin model is clear
If you cannot identify the maintenance tier, liquidation reference, funding terms or settlement process, the product is not yet understood well enough for a leveraged position. Obtain those details from the venue’s current specification first.
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Binance and Bybit help pages explain the mechanics of their own products. They are useful for definitions and operational rules, but they are not a universal standard for every crypto-derivatives venue. Rules can change, and a help article may be educational rather than legally binding.
For a live trade, rely on the current contract specification, risk-limit table, fee schedule, funding page and liquidation calculator for the exact symbol. Record the date and time of any rate or margin assumption because the value can change before your order is filled or the next funding event occurs.
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