The mark price is calculated as (Mark Price = Deribit Index + 30 seconds EMA (Fair Price — Deribit Index)). Realized and unrealized session profits (profits made between settlements) are always added in real-time to the equity, however, they are only available for withdrawal after the daily settlement. At the daily settlement, the realized PNL will be moved to or from the cash balance, from which withdrawals can be made.The total funding paid will show up in the transaction history in the "funding" column.

The funding payment would be paid by the longs and received by the shorts.

Exit stops with reduce-only enabled can be set up with three stops, one with trigger last-price, one with trigger mark-price and one with trigger index-price.

At the settlement, session profits/losses will be booked to the BTC cash balance.The initial margin starts with 1.0% (100x leverage trading) and linearly increases by 0.5% per 100 BTC increase in the position size.Initial margin = 1% + (Position Size in BTC) * 0.005%The maintenance margin starts with 0.525% and linearly increases by 0.5% per 100 BTC increase in the position size.

Portfolio margin users are excluded from this limit and can build up larger positions. Mark Price = Deribit Index + 30 second EMA (Fair Price - Deribit Index) The Deribit Index is used to determine the BTC price of the option in case there is no corresponding future expiring on the same date. Portfolio margin users are excluded from this limit and can build up larger positions. If the last traded price is lower than the best bid, or market price will be the best ask, if the last traded price is higher than the best ask.Liquidation trades are charged a 0.425% extra fee, which is used as income for the insurance fund.Maximum allowed position is 1,000,000 contracts (USD 10,000,000). I It is the average between bid and ask price whenever possible, but the price has to fall within limits set by Risk Management of Deribit.

Put differently: the trader can see the funding paid or received on the position between position changes.Settlements take place every day at 8:00 UTC.

This column shows the funding amount that is applied to the trader's entire net position in the period between the relevant trade and the trade before that. The trigger last-price makes sure it will be triggered by the trading events in our orderbook. The mark price is derived using both the Deribit Index and the fair price, by adding to the Deribit Index the 30 second exponential moving average (EMA) of the Fair Price - Deribit Index. If the perpetual trades at a price lower than the index, the short position holders will have to pay the long position holders.continuous measurement of the difference between the mark price of the contract and the Deribit BTC Index. The first stop that will be triggered will close the position and reduce-only makes sure the other stops won’t open a new position.

In price movements of the asset, the average of several exchanges will follow slower due to the nature of being an average. This subsequentially will cause a perpetual price to trade in line with the price of the index.

The perpetual contract features funding payments. This is a useful addition to Deribit’s Stop-Limit orders. The fair price is calculated as the average of the fair impact bid and the fair impact ask.The fair impact bid is the average price of a 1 BTC market sales order or the best bid price - 0.1%, whichever has a greater value.The Fair Impact Ask is the average price of a 1 BTC market purchase order or the best ask price + 0.1%, whichever has a lower value.Fair Price = (Fair Impact Bid + Fair Impact Ask) / 2The mark price is derived using both the Deribit Index and the fair price, by adding to the Deribit Index the 30 second exponential moving average (EMA) of the Fair Price - Deribit Index.Mark Price = Deribit Index + 30 second EMA (Fair Price - Deribit Index)Further, the mark price is hard limited by Deribit Index +/- 0.5%, so under no circumstances, the mark price of the future can divert for more than 0.5% from the Deribit Index.Trading outside of this bandwidth is still allowed.The 30 second EMA is recalculated every second, so in total, there are 30 time periods in which the measurement of the latest second has a weight of Perpetual trades are limited by Deribit Index + 1 minute EMA (Fair Price - Index) +/- 1.5%, and a fixed bandwidth of the Deribit Index of +/- 7.5%.If market circumstances require so, bandwidth parameters can be adjusted at the sole discretion of Deribit.

This is done by setting a minimum and a maximum of volatility implied by the option price (implied volatility). The percentage difference between these two price levels is the basis for the 8-hourly funding rate that is applied to all outstanding perpetual contracts.Funding payments are calculated every millisecond. When the account's margin balance is lower than the maintenance margin, positions in the account will be incrementally reduced in order to keep the maintenance margin lower than the equity in the account.

The funding paid or received is continuously added to the realized PNL and is moved to or from the cash balance at the daily settlement, at 08:00 UTC.Deribit does not charge any fees on funding.

Mark price: Mark price is value given to the option by the risk engine during trading hours.

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