A futures contract is an agreement to exchange the difference between today's price and a future price. You never own the coins — you own a position whose profit and loss tracks the coin's price. In crypto, the dominant instrument is a special variant: the perpetual swap (“perp”), which most of the volume on every major derivatives exchange runs through.
Perpetuals: futures that never expire
A classic futures contract has a settlement date. A perpetual doesn't — you can hold the position indefinitely. But without settlement, what keeps the contract's price glued to the real (spot) price of the coin? The answer is the funding rate: a small payment exchanged directly between traders, typically every 8 hours.
- When the perp trades above spot (crowd is long), longs pay shorts — holding a long costs money, which pushes the premium back down.
- When the perp trades below spot, shorts pay longs — the mirror case.
The numbers are small per interval but compound. Example: a 12,000 USDT position at a funding rate of +0.01% per 8 hours pays 1.20 USDT three times a day — roughly 11% a year if the rate persisted. In heated markets funding can run many times higher. For any position held longer than a few days, funding is a real cost (or income) that belongs in your math.
Leverage and margin, with real numbers
Futures are traded on margin: you post collateral, and the exchange lets you control a larger position. Three numbers matter:
- Notional — the full size of your position (say, 1,000 USDT of BTC).
- Margin — your collateral (100 USDT at 10x leverage).
- Maintenance margin — the minimum collateral the exchange requires to keep the position open (often 0.5–1% of notional).
If the market moves against you far enough that your collateral approaches the maintenance requirement, the exchange forcibly closes the position — liquidation. At 10x leverage, a move of roughly 9–10% against you wipes out the collateral; at 50x, about 2%. Bitcoin can move 2% in an hour on an active day. That is the whole story of why high leverage and crypto volatility are a destructive combination.
Two margin modes exist: isolated (only the margin assigned to that position is at risk) and cross (your whole futures balance backs all positions — harder to liquidate, but a single runaway position can drain the account).
Mark price vs last price
Exchanges do not liquidate you on the last traded price of their own order book — that would let a single aggressive order cascade liquidations. Instead they compute a mark price from an index of several exchanges' spot prices. Your unrealized PnL and liquidation trigger follow the mark price. It is a protection, but not a perfect one: in violent moves, index sources themselves gap.
Linear vs inverse contracts
Linear (USDT-margined) contracts are collateralized and settled in a stablecoin — PnL is in dollars, easy to reason about. Inverse (coin-margined) contracts use the coin itself as collateral — your collateral's dollar value falls exactly when your long position loses. Nearly all retail activity today is in linear contracts, for good reason.
Leverage does not improve your odds — it multiplies the size of a bet whose expected value it does not change, while adding a new way to lose: path dependency. You can be right about the direction and still get liquidated by a temporary swing along the way. Once liquidated, being “eventually right” pays you nothing.
Regulators who have measured retail derivatives outcomes consistently find that a large majority of accounts lose money. Crypto perps — more volatile, open 24/7, with higher leverage available — have no reason to be an exception. If you use these instruments, position sizing and stop-losses are not optional extras; they are the entire game.
What futures are legitimately good for
- Shorting. Spot only lets you profit from rises. Futures make downside a tradable direction — essential for any symmetric strategy.
- Hedging. Holding coins long-term but fearing a drawdown? A short futures position offsets it without selling the coins.
- Capital efficiency. Modest leverage (2–3x) lets a strategy deploy capital across more positions with the same account — if risk is capped elsewhere.
The mechanics of where these orders actually go — order books, matching, liquidation engines — are covered in how crypto exchanges work.