Ethereum funding rate hits 8-month high — Is an ETH price correction coming?

As a seasoned crypto investor with battle scars from countless market fluctuations, I’ve learned to navigate these waters with caution and a sense of humor. With my eyes on the charts and heart pounding, I must admit that the recent surge of Ether to $3,444 is music to my ears, but it also triggers my risk management alarms.


On November 12th, Ether’s (ETH) value peaked at a record high since July, reaching $3,444. This surge was sparked by Bitcoin (BTC), which touched an unprecedented high of $89,957 before settling at $87,000 on the same day. Some traders are debating whether the heavy use of Ether futures contracts could lead to a potential drop in ETH’s price below $3,200.

Ethereum funding rate hits 8-month high — Is an ETH price correction coming?

Futures contracts labeled as “perpetual” or “inverse swaps” come with an inherent fee designed to counteract excessive borrowing demand. When the general market opinion is excessively positive (bullish), the funding rate will turn positive. However, rates of up to 2.1% per month are considered neutral because cryptocurrency traders typically maintain a naturally optimistic outlook.

On November 12th, Ether’s funding rate peaked at a monthly rate of 6.1%, which is the highest it has been in eight months. Normally, such high levels don’t persist for long because the cost for holding long positions (buying) becomes too expensive, and sellers are encouraged to short (sell) to take advantage of the funding rate. However, during a bull market, the funding rate can remain unusually high for several weeks.

Ethereum funding rate hits 8-month high — Is an ETH price correction coming?

From mid-March 2024 onwards, Ether’s financing rate consistently remained at 2.5% or higher each month. Despite the costs associated with holding boosted long (buy) positions reaching a monthly high of 11%, these fees didn’t deter traders who held their positions for roughly two weeks. It’s also worth noting that traders have options to consider other funding mechanisms.

As an analyst, I’d express it like this: Instead of perpetual contracts with fluctuating funding rates, monthly Ether futures contracts provide a set premium that’s known upfront, making them an attractive choice for traders when the funding rate stays high. Alternatively, margin trading allows traders to borrow stablecoins and increase their Ether holdings on the spot market.

Is the ETH derivatives market overheated?

To determine if Ether traders are overly optimistic, it’s crucial to scrutinize the Ether options market. When arbitrage desks and market makers charge too much for downside protection (insurance against potential losses), the 25% delta skew metric tends to surge above 6%. On the flip side, extreme market enthusiasm can cause a negative 6% delta skew.

Ethereum funding rate hits 8-month high — Is an ETH price correction coming?

The data indicates that Ether investors are maintaining a balanced stance, as the skew metric hasn’t dipped below -6%. This implies that the recent increase in demand for leveraged Ether futures isn’t necessarily a reflection of overall market sentiment. While a 6.1% monthly funding rate might be considered risky if there were more widespread optimism, at present, this is not the current situation.

In other words, these derived measurements might set up a favorable situation for future growth in Ether’s price. It’s plausible that traders were taken aback and didn’t have enough resources to expand their holdings as Ether’s value climbed over the weekend, suggesting a short-term imbalance in leverage.

Over a six-day period between November 6th and 11th, Ether spot exchange-traded funds (ETFs) in the U.S. received approximately $513 million in net inflows. This suggests a robust and thriving demand for the spot market, as it contrasts with an overly keen interest in derivatives.

To put it simply, it doesn’t seem like there will be a chain reaction of forced sales (cascading liquidations) if Ether’s price drops to around $3,070, which is about an 11% decrease from its peak on November 12 at $3,444.

This piece is meant to provide you with a broad understanding; it’s not meant to serve as legal or financial guidance. The ideas, perspectives, and viewpoints shared here belong solely to the author and may not align with those held by CryptoMoon.

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2024-11-12 21:40