JTO funding arbitrage
Funding rate divergence on Jito (JTO) perpetuals across 12 exchanges. Long where the rate is lower, short where it is higher — you collect the difference up to 3 times a day, fully delta-neutral.
Live spreads across all exchanges
Real numbers from the scanner, refreshed every minute. Open a row and the trading terminal loads with both legs already set.
Why {ticker} funding drifts apart
Each of the 12 venues listing the JTO perpetual sets funding from its own premium index and its own crowd of open positions. When leverage piles onto one side on a single exchange, that rate runs away from the rest — and the gap is visible well before the next payment on Jito.
Frequently asked questions
What is JTO funding arbitrage?
The funding rate on JTO perpetuals differs between exchanges. You go long where the rate is lower and short where it is higher, collecting the funding difference up to 3 times a day. The position is delta-neutral, so the price of JTO does not affect the result.
Where can I see the JTO funding rate in real time?
Arbitrex shows current JTO funding rates on all 12 exchanges and computes the net yield after fees. Open the scanner to see live data.
What are the risks of JTO funding arbitrage?
The main risks are rate changes, fees and liquidity. Because the position is hedged (long plus short), a directional move in the JTO price does not create a loss on the position itself.