A Comprehensive Guide to Calculating Coin-Margined Futures Fees

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Understanding the fee structure for coin-margined futures is crucial for any trader looking to manage costs and maximize potential returns. These fees directly impact your realized profit and loss, making accurate calculation a fundamental aspect of your trading strategy. This guide breaks down the different types of fees, their calculation methods, and provides clear examples to ensure you can compute your trading costs with confidence.

What Are Coin-Margined Futures Fees?

Coin-margined futures are a type of derivative contract where the collateral and profit/loss are denominated in the underlying cryptocurrency, such as BTC or EOS. When you trade these contracts, the platform charges fees for executing your trades and for handling the settlement of positions that reach expiration. These fees are not paid separately; instead, they are deducted from your position and recorded in your realized P&L.

The primary fee types are trading fees (incurred on opening and closing a position) and delivery fees (incurred if a position is settled by the system upon expiry). All fees are collected in the contract's underlying asset.

How Trading Fees Are Calculated

Trading fees are applied whenever an order is filled, whether it's an opening or closing trade. The fee rate depends on whether your order provided liquidity (maker) or took liquidity (taker) from the order book. Makers typically receive a rebate or a lower fee, while takers pay a slightly higher fee.

The Trading Fee Formula

The standard formula for calculating your trading fee is:

Fee = (Number of Contracts Contract Face Value / Execution Price) Fee Rate

Maker and Taker Fee Rates

For most coin-margined futures contracts, the standard fee schedule is as follows:

This applies to both opening and closing a position. A limit order that rests on the order book and is later filled will typically qualify for the maker rate. A market order that fills immediately against existing orders will be charged the taker rate.

Trading Fee Calculation Examples

Let's walk through practical examples to see how this formula is applied.

Example 1: Trading BTC Contracts

Example 2: Trading EOS Contracts

👉 Explore advanced trading fee calculators

How Delivery Fees Are Calculated

If you hold a position until its expiration date without closing it manually, the system will automatically settle, or "deliver," the contract. This process incurs a delivery fee, which is separate from the trading fees.

Delivery fees are generally charged at a different rate than trading fees. For Bitcoin (BTC) contracts, the rate is often lower than for other cryptocurrencies.

Standard Delivery Fee Rates

Delivery Fee Calculation Examples

The formula is similar to the trading fee formula but uses the official settlement price at the time of delivery.

Example 1: BTC Contract Delivery

Example 2: EOS Contract Delivery

Strategies to Minimize Your Trading Fees

While fees are unavoidable, savvy traders employ strategies to reduce their impact on overall profitability.

Frequently Asked Questions

What is the difference between a maker and a taker?
A maker is a trader who places an order that adds liquidity to the order book, like a limit order that isn't immediately matched. A taker is a trader who places an order that immediately removes liquidity, like a market order. Makers typically receive a fee rebate or pay a lower fee.

Why are fees deducted from my realized P&L instead of my balance upfront?
Fees are only incurred when a trade is successfully executed. Since the fee amount depends on the final execution price and size, it is calculated and deducted after the trade is complete, directly affecting the profit or loss from that specific transaction.

Are the fee rates in this guide guaranteed?
No. The rates used here (0.02% for maker, 0.05% for taker) are standard examples for educational purposes. Actual fee rates can vary between different trading platforms and may change over time. Always check the latest fee schedule on your chosen exchange.

How do I avoid paying a delivery fee?
To avoid a delivery fee, you must actively close your position before the contract's expiration time. Monitor contract details carefully to know the exact settlement deadline.

Do I pay fees on both winning and losing trades?
Yes, trading fees are applied to every executed order, regardless of whether the overall trade was profitable or not. This makes managing fee costs essential for long-term success.

Is it more cost-effective to trade coin-margined or USDT-margined futures?
The cost-effectiveness depends on the specific fee structures, which differ between platforms and contract types. Generally, you must compare the percentage rates and consider whether you prefer to manage risk and profit in crypto (coin-margined) or in a stablecoin (USDT-margined).