Bitcoin basis trades, once a reliable strategy for crypto hedge funds, are losing their appeal as the funding rate drops below the Secured Overnight Financing Rate (SOFR). According to BIT analysis, the annualized Bitcoin funding rate is currently at 2.9%, below the 3.7% SOFR, marking a negative spread since February 2026. This shift is attributed to rising interest rates and decreased retail participation in futures trading, which have narrowed the premium on these trades.
Historically, crypto hedge funds leveraged spot-futures basis trades to achieve annualized returns of 5%–10% after accounting for SOFR-based financing costs. However, the current market conditions have weakened the attractiveness of this strategy. As a result, some hedge funds may opt to pause their activities or face redemption pressures due to diminishing arbitrage opportunities.
Bitcoin Basis Trade Loses Appeal as Funding Rate Falls Below SOFR
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