Contracts and instruments Reference Updated 2026-10-12 213 contracts 56 launch batches By Ivo Renner

213 Binance TradFi perpetual contracts, verified on 12 October 2026

Binance has listed US stocks, ETFs, leveraged ETFs, Asian equities, metals and energy as USDT-settled perpetual contracts across 56 separate launch announcements since January 2026. It has never collected them in one place. This is that collection — every contract taken from an official Binance announcement, with missing details left blank rather than guessed.

Every listing announcement was re-read on 5 October 2026. Before that review this page listed 72 contracts from 17 announcements and missed 133 more that Binance had announced; all of them are now in the table, and the corrections page records the change. The 6 and 12 October launches were added on 12 October. For newer listings and for current funding intervals and caps, check the live TradFi tab and the contract’s own panel.

What this list is, and what it is not

On 5 January 2026 Binance Futures listed XAUUSDT, a perpetual contract on gold, and described it as the first of a new product line it calls TradFi perpetual contracts. Three weeks later Tesla arrived. Since then the listings have come in small batches — two, three, sometimes eight at a time — each with its own announcement, each announcement carrying a specification table, and none of them ever consolidated into a single public roster.

That is the gap this page fills. Every batch below comes straight from its own Binance launch notice, and each notice is recorded by date in our downloadable contract list. Where the announcement gave a specification table, the leverage, launch time and venue in our table are Binance's own numbers; where it left a detail out, we leave it blank rather than guess. Eight contracts that Binance announced on the same pages but that fall outside this archive — pre-IPO contracts, a USD1-settled contract and a currency pair — are listed separately at the bottom rather than quietly folded in.

Three honest caveats before the table:

• It is a dated record, not a live feed. The list was verified on 12 October 2026. Since May, Binance has published a new batch every few days. By the time you read this there will be contracts that are not here.
• Listing is not the same as availability. Binance's own announcements carry the line "Products and services referred to here may not be available in your region." A contract can exist and still be closed to you.
• Leverage figures are launch-day maximums. Binance adjusts leverage and margin tiers after listing, sometimes within weeks. Treat the number as the value at launch, not as today's ceiling.

The launch specifications in this archive

Read the launch announcements back to back and a striking thing emerges: almost every parameter is identical across almost every stock and ETF contract. Binance is not tuning these instruments individually. It uses one standard set of terms and applies it to Samsung, to a 3× leveraged Treasury ETF and to Trump Media, changing nothing except the leverage cap. The exceptions are few and worth knowing: Tesla launched with four-hour funding; BYD and Lenovo on 7 September, and SHEIN a week earlier, launched with four-hour funding and a ±1% cap; and the six commodity contracts from late January onward carry their own caps and leverage up to 100×. The gold and silver notice published no specification table at all and pointed at Binance's live trading-parameters page instead.

Two of those lines deserve more attention than they usually get.

The 0% interest rate matters because on Binance's crypto perpetuals the funding rate has a premium term and a fixed interest term. Here the rate reflects the premium rather than a fixed interest charge. For a paper example, 0.05% on an eight-hour contract would signal pressure on the paying side; do not transfer that interval or rate to another symbol.

The interval is still not permanent. Binance’s 4 September 2026 notice moved KODEX200, NAVER, LGELECTRONICS, HANMI, SAMSUNGEM, CXMT, ZHONGJI and the two CSOP products, and its 10 September notice moved MEITUAN, KUAISHOU, GIGADEV, POPMART, TENCENT, HK1810, HK0700, ZHIPU and MINIMAX, from eight hours / ±2.00% to four hours / ±1.00%. Earlier notices had already put the commodities (from 30 January) and SK Hynix, Samsung and Hyundai (from 14 July) on four hours with a ±0.50% cap, and Unitree on four hours (19 August). Count the settlements shown for the symbol and use its current cap/floor; Binance’s public funding-rate page lists the interval for every contract.

Full list of Binance TradFi perpetual contracts

Two hundred and thirteen contracts launched between 5 January and 12 October 2026 and verified on 12 October, oldest first. Use the filter to narrow this archived table; use Binance's live TradFi tab for the current list.

Binance TradFi launch timeline: the batches that changed the product

The order in which a venue lists things tells you what it is trying to build. Read chronologically, the 2026 roster is a fairly legible story: prove the mechanism on metals, prove demand on the single most-traded retail stock on earth, then widen relentlessly. Fifty-six announcements are too many to narrate one by one, and every one of them is in the table above; these are the batches that changed what the product is.

January — metals first (XAUUSDT, XAGUSDT)

Gold on 5 January, silver on 7 January, then platinum and palladium on 30 January at 100×. Metals were a deliberate start: they already trade nearly 24 hours a day OTC, so the hardest problem in this product — what price to show when the underlying market is shut — barely applies.

Copper followed on 6 March, and WTI crude, Brent crude and natural gas on 1 April, all at 100×.

28 January — Tesla, alone (TSLAUSDT)

The first single-stock perp, and it launched with a maximum leverage of 5× and four-hour funding. Both numbers are worth remembering: 5× is the lowest cap on the entire roster, and no other US stock launched with a four-hour interval. Tesla was the test case, and the platform treated it with more caution than it has treated anything since.

February — Intel, Robinhood and the crypto-adjacent names (seven contracts)

Intel and Robinhood on 2 February, then Strategy, Amazon, Circle, Coinbase and Palantir on 9 February, all at 10×. Within a week of Tesla the cap had doubled, and the second batch reads like a list of what crypto traders already watched: the bitcoin treasury company, the stablecoin issuer, the exchange.

26 March — mega-cap tech (METAUSDT, NVDAUSDT, GOOGLUSDT)

Meta, NVIDIA and Alphabet, ten minutes apart, at 10×, the cap every US stock had carried since February. The same month brought the first funds, the iShares MSCI South Korea and Japan ETFs on 16 and 19 March, and PayPay on 23 March. After this batch the product stopped being a curiosity.

6 April — the index ETFs (QQQUSDT, SPYUSDT, AAPLUSDT, TSMUSDT)

The most consequential batch on the list. QQQ and SPY were not the first funds, but they are the two largest index vehicles in the world, and listing perpetuals on them means a Binance account is now a route to leveraged, 24/7, USDT-denominated S&P 500 and Nasdaq-100 exposure with a 5 USDT minimum. Apple and a TSMC ADR came along in the same batch, all at 10×. Micron and SanDisk followed the next day, and Microsoft, Broadcom and Alibaba on 20 April.

15 May — the first leveraged ETF, and the first 20× (SOXLUSDT)

Two announcements on the same day put twelve contracts on the board. Eleven are ordinary large caps at 10× — Oracle, Disney, Uber, Cisco, Home Depot, Lumentum, Marvell among them, with CoreWeave, Walmart, JPMorgan, Visa and Berkshire Hathaway following on 18 May. The twelfth is SOXLUSDT, a Direxion 3× daily semiconductor fund, at 20×: the first leveraged-ETF perpetual on the roster, and the first contract of any kind on a stock or fund to get a cap above 10×.

18 May — thematic ETF, growth names (FLNCUSDT, DRAMUSDT, RKLBUSDT)

Fluence Energy and Rocket Lab at 10×, and the Roundhill Memory ETF at 20×. Three days after SOXL, this is the second time a fund got a higher leverage cap than the single stocks listed alongside it — a rational call, since a basket is less prone to single-headline gaps than one company, but a surprising one to see so early. From 26 May, with Nebius, Western Digital, Arm, Bloom Energy and Coherent, single stocks launched at 20× too.

1 June — pharma, telecom, country ETF (six contracts)

Eli Lilly, Novo Nordisk, BlackBerry, a Nokia ADR, the iShares MSCI Taiwan ETF and AST SpaceMobile, all at 20×. Note BBXUSDT: the contract symbol does not match the exchange ticker, which is BB. Binance had to disambiguate it, and that kind of collision becomes more common the deeper the roster goes.

2 June — Korea (SKHYNIXUSDT, SAMSUNGUSDT, HYUNDAIUSDT)

The first non-US equities, and the first contracts with launch times in the small hours UTC — 03:00 to 03:20, aligning with the Korean session. These trade against a market open 09:00–15:20 Korea time, which means for a European or American trader the underlying is closed during essentially the whole working day. See the guide to non-US equity perps for what that does to pricing.

9 June — consumer plus uranium (five contracts)

Netflix, Costco, Hims & Hers, eBay and the Sprott Uranium Miners ETF, all at 20×. URNMUSDT is the first genuinely narrow thematic ETF on the list; uranium miners are a small, illiquid, headline-driven sector, and putting 20× on it is a materially different proposition from 20× on Costco.

10 June — retail favourites and sector ETFs (six contracts)

Zoom, DraftKings, Rivian, GameStop, the Energy Select Sector SPDR and the iShares MSCI Brazil ETF. GMEUSDT at 20× is the clearest signal in the entire roster of who Binance thinks the customer is. This batch also adds a fourth country ETF after Korea, Japan and Taiwan, quietly turning the platform into a place to express macro views on Brazil at three in the morning. June was the busiest month of the year: fifty contracts in nine announcements, including four on consecutive days from 8 to 11 June.

2 July — industrials and semis, and the step to 25× (eight contracts)

Caterpillar, Texas Instruments, Flex, Teradyne, Take-Two, the KraneShares STAR Market 50 ETF, Bending Spoons, and STRCUSDT — a perpetual on a preferred stock, Strategy Inc's Variable Rate Series A. This is the batch where the leverage cap for new listings moved to 25×, where it stayed until late July. Listing a preferred share is an oddity worth flagging: preferreds behave much more like a credit instrument than an equity, and a 25× perp on one is a strange object.

9 July — leveraged single-stock funds, and two microcaps held back (seven contracts)

The batch that should give people the most pause. Leveraged funds had been on the board since May, but these are leveraged funds on single companies at the new cap. INTWUSDT tracks a GraniteShares 2× Long Intel daily ETF and SNXXUSDT tracks a Tradr 2× Long SanDisk daily ETF — both at 25× leverage. The underlying already contains 2× daily leverage and the path-dependent decay that comes with it; the perpetual then stacks up to 25× on top. Alongside them, the SPDR S&P Biotech ETF at 25×, plus two microcaps — CEA Industries and Forward Industries — capped at 10×, which is Binance conceding that some underlyings are too thin for the standard template.

10 July — the AI build-out basket (GEVUSDT, VRTUSDT, SNOWUSDT, APPUSDT)

GE Vernova, Vertiv, Snowflake and AppLovin at 25×, listed the day after the leveraged-ETF batch. Read together, these four are a single theme: power generation, datacentre cooling, data infrastructure and ad-tech monetisation — the picks-and-shovels layer of the AI trade rather than the chip designers themselves. The same afternoon a separate notice listed SKHYUSDT, on SK Hynix's new Nasdaq ADR, at 50× — the highest cap any stock or fund contract on the roster has carried.

16–23 July — Hong Kong arrives, with quanto contracts (HK0700USDT, HK1810USDT)

MiniMax and Zhipu (Knowledge Atlas) on 17 July, then Tencent twice and Xiaomi on 22 July, and Pop Mart on 23 July, all at 25×. The two Tencent contracts are the detail to notice: TENCENTUSDT is priced in USDT, while HK0700USDT and HK1810USDT are quanto contracts, the structure Binance's FAQ describes as treating one Hong Kong dollar as one USDT. Same company, two different contracts, two different exposures to the currency.

21 July — fintech and security (SHAZUSDT, SOFIUSDT, PANWUSDT, PENGUSDT)

SharonAI, SoFi, Palo Alto Networks and Penguin Solutions at 25×. A conventional batch, notable mainly for how unremarkable it had become by this point to list a US-listed enterprise software company as a crypto-margined perpetual.

27 July — rates and a crypto proxy (TMFUSDT, TBTUSDT, BITOUSDT)

The most interesting batch after April. TMFUSDT tracks a 3× long 20-year Treasury ETF and TBTUSDT tracks a 2× short one — which means a Binance account can now express a leveraged long-duration and a leveraged short-duration view on US government bonds, both at 25×. That is a rates desk in two symbols. BITOUSDT is stranger still: a perpetual on a bitcoin-futures ETF, listed on a venue that already offers bitcoin perpetuals directly. It exists to trade the basis between the two, not to get bitcoin exposure.

6 August — blue chip and social (KOUSDT, RDDTUSDT)

Coca-Cola and Reddit at 20×, a week after PayPal, Goldman Sachs and the VanEck Semiconductor ETF had brought new listings back down from 25× on 29 July. The pairing is almost comic: the most stable large-cap consumer name in the index next to one of the most volatile recent listings, on identical terms.

11–19 August — Hong Kong, Korea and Shanghai (thirteen contracts)

Kuaishou and Meituan on 11 August, with two CSOP 2× leveraged products on SK Hynix and Samsung, listed in Hong Kong and capped at 10×. Then on 14 August Samsung Electro-Mechanics, Hanmi Semiconductor, LG Electronics, NAVER and the Samsung KODEX 200 ETF from Korea, and ZhongJi Innolight from Hong Kong. Unitree Robotics followed on 19 August, the second Shanghai listing after CXMT.

17–18 August — infrastructure, power, and mainland China (six contracts)

VanEck Gold Miners, Cloudflare, Vistra, Shopify and the Roundhill Photonics & Optics ETF on the 17th, then CXMTUSDT on the 18th at 05:00 UTC — a perpetual on a Shanghai Stock Exchange listing (688825). That is the roster's first mainland-China underlying, and it comes with a session, a holiday calendar and a set of trading halts that have nothing to do with New York.

25 August — the memory cycle, leveraged both ways (five contracts)

SKUUUSDT and SKDDUSDT track 2× long and 2× short SK Hynix daily ETFs; RAMUSDT tracks a 2× long DRAM ETF. Three of the five contracts in this batch are leveraged bets on the memory-semiconductor cycle, in both directions, at 20×. Trump Media and Moderna round it out.

28 August – 12 October — standard terms at 20× (forty-three contracts)

Tempus AI, Merck, IonQ, MARA and PDD on 28 August; SHEIN as a quanto contract on 1 September; 2× funds on NVIDIA and Tesla next to Datadog, Atlassian, MongoDB, Zscaler and GitLab on 2 September; GoPro on 3 September. On 7 September BYD and Lenovo launched with four-hour funding and a ±1% cap, the terms Binance had given nine Korean, Shanghai and Hong Kong contracts three days earlier and gave nine more Hong Kong contracts three days later. The 18 September notice named seven companies, UiPath and AMC among them, without stating where any of them is listed, so the table shows no venue for them. Exxon, UnitedHealth, Nike, Accenture and a tanker-shipping ETF closed September. October opened the same way: McDonald’s, Akamai, Viking Therapeutics and StablecoinX on 6 October, then Synopsys, Redwire, a Zcash fund and a 2× Strategy fund on 12 October. Every one of these launched at 20×.

What Binance's TradFi listings reveal about its intentions

1. The leverage cap quintupled in six months — then stepped back

Tesla launched at 5× in January. By July, contracts were launching at 25×, and one, SK Hynix's ADR, at 50×. Nothing about equity volatility changed in that window; what changed was Binance's confidence in its own risk engine and, presumably, what its competitors were offering. If you learned this product on Tesla in January, a newly listed contract now carries four times that cap (20× against 5×), and in July it carried five times.

2. Leverage is Binance’s main risk dial

At launch, funding interval, cap, tick size and minimum notional were identical across Samsung, Coca-Cola and a 3× Treasury ETF. When Binance thinks something is dangerous, the field it almost always changes is the leverage number. The two microcaps in the July batch got 10× while everything around them got 25×; the two Hong Kong leveraged products in August got 10× next to 20×. The exceptions are Tesla's four-hour launch, the Hong Kong contracts that launched on a shorter interval with a tighter cap, and the commodities, which have their own caps altogether. After launch the funding fields did start to move: by October every Asian and commodity contract had been switched to four-hour funding by notice, while the US-listed contracts stayed on eight.

3. ETFs are where the growth is

Thirty-nine of the 213 contracts are ETFs or leveraged ETFs, and a fortieth fund, the Korean KODEX 200, is counted under non-US. The share rose through the year, from four of the first 31 contracts to 35 of the next 182. Funds are cheaper to list than single names: no earnings dates, no single-headline gaps, no corporate actions.

4. Leverage is being stacked on leverage

Twenty-one contracts on the roster track funds that are themselves leveraged daily-reset products, most of them 2× or 3×. A 25× position in INTWUSDT is not a 25× Intel position — it is roughly 50× notional exposure to Intel, wrapped in a fund whose value decays in choppy markets regardless of direction. This is the single most misunderstood corner of the list, and it has its own guide: ETF perps and the double leverage nobody mentions.

5. The product is quietly going global

Korea in June, Hong Kong from July, Shanghai in August, plus Korean, Japanese, Taiwanese and Brazilian country ETFs, a China STAR Market ETF and ADRs from Nokia to TSMC. Binance's documentation described session handling for Hong Kong, Korean and Chinese equities, and a quanto structure that treats 1 HKD as 1 USDT, before any Hong Kong contract existed. The listings have since caught up: 23 non-US contracts, 13 of them on Hong Kong listings and four of those quanto.

How to read one row properly

A table this wide invites skimming, which is exactly how people end up in positions they did not intend. Take a single row and unpack what each field is actually telling you. We will use SPYUSDT, because it is the row most people will look at first.

The field that misleads people most is max leverage, because it is displayed as a single number when it is really a ladder. Binance assigns leverage in brackets by position size: the headline figure applies to the smallest bracket, and as your notional grows the available leverage steps down and the maintenance margin requirement steps up. A 25× contract is a 25× contract for a 500 USDT position and something considerably less generous for a 500,000 USDT one. The trading interface shows you the ladder; the announcement does not.

The field that matters most and appears nowhere in the table is liquidity. Nothing in a launch announcement tells you whether a contract has a tight book or a hollow one. SPYUSDT and FWDIUSDT occupy identical rows in every specification field, and they are not remotely the same instrument to trade. Check the order book depth before you size anything, particularly on the microcaps and the narrow thematic ETFs.

The 5 USDT minimum, and what it actually changes

Every launch table on this roster gives a minimum notional of 5 USDT, and all but nine a tick size of 0.01. That is a genuinely unusual pair of numbers for equity exposure, and it is worth sitting with for a moment.

A single share of the underlying behind COSTUSDT costs several hundred dollars. Through a perpetual contract with a 5 USDT minimum, the entry ticket is about the price of a coffee — and with leverage available, the margin required is a fraction of even that. Fractional-share brokerages have offered something similar for years, but not with 20× leverage, not settled in a stablecoin, and not at three in the morning on a Sunday.

Two consequences follow, and they pull in opposite directions.

The constructive one is that position sizing stops being constrained by share price. If your risk model says a position should be 34 USDT of notional, you can express exactly that, on any contract on the list, without rounding to a whole share. Our position size planner exists because this is now possible: you can size from your stop distance rather than from what you can afford in whole units.

The 5 USDT minimum recorded at launch is an order-size limit, not a suggested first position. You can learn the interface from read-only panels, or from a demo account if one is available that actually supports TradFi. For costs, the public TradFi fee table and promotion terms let you model an assumed notional on paper, and any fill and funding history you already have, exported at full precision, shows what you actually paid. There is no need to open or enlarge a live position just to see fee or funding figures. See the four costs of a TradFi perp trade.

The destructive one is that the friction that used to stop bad trades is gone. A 5 USDT minimum on a 25× contract means anyone can be in a leveraged position on a leveraged ETF within a minute of funding an account, at three in the morning, with no suitability check beyond regional eligibility. The instrument does not care that the barrier is low. Liquidation mechanics are identical whether you put in 5 USDT or 50,000.

The five categories, and how they differ in practice

The Type column in the table is not decoration. The five categories behave differently enough that treating them as one product is the most common analytical error people make with this list.

Single-name US equities (143 contracts)

The largest group and the most intuitive. The main hazards are earnings dates and single-headline gaps. A company can report after the US close, the stock can be indicated 12% lower in after-hours trading, and your perp — which never stopped trading — will have moved with it while you slept. Nothing about the perpetual structure protects you from event risk in the underlying; if anything it exposes you to it continuously rather than in discrete sessions.

Index and sector ETFs (18 contracts)

Baskets gap less violently than single names because no one company's news moves them much. That makes SPYUSDT and QQQUSDT reasonable first contracts in a way that GMEUSDT is not — though the smaller moves tempt people into more leverage.

Leveraged ETFs (21 contracts)

The category that deserves a health warning. These funds reset their leverage daily, which means their return over any period longer than one day depends on the path the underlying took, not just where it ended up. An underlying that finishes flat after a volatile fortnight leaves a 2× daily fund meaningfully down. Stack a perpetual contract's leverage on top and you have an instrument that loses value while you are right about direction. See the dedicated guide.

Non-US equities (23 contracts)

Hong Kong, Korean and mainland-Chinese listings whose home sessions fall in the middle of the European and American night. For most of the day, from a Western trader's chair, the underlying market is shut and the perp is being priced by Binance's smoothing machinery rather than by live constituent prices. These contracts spend far more of their existence in the "estimated price" regime than a US name does.

Commodities (8 contracts)

Four metals, copper, two crudes and natural gas, and the easiest case for gaps: their reference markets trade nearly around the clock on weekdays, so the overnight gap problem that defines the equity contracts is much smaller. The weekend gap is not: since 15 September 2026 Binance prices commodity indices from vendor data from Sunday 18:00 to Friday 17:00 New York time and switches to Orderbook EWMA over weekends and holidays, so weekend news still has to be absorbed when vendor pricing returns on Sunday evening. Funding is also on its own terms: four hours with a ±0.50% cap. The leverage is not small either: the six that stated a cap launched at 100×. Binance also applies a tighter mark-price deviation band to commodities — ±3% at all times, according to its FAQ — than to equities.

Why the perp price is not the stock price

Every contract on this roster can and does trade away from its underlying. Understanding why is the difference between reading the table as a list of stocks and reading it as a list of derivatives.

Three forces pull a TradFi perpetual away from the thing it tracks.

The index is constructed, not observed. During US regular hours Binance's price index is a weighted average of vendor data updated every second. In lower-liquidity sessions it uses fast- or slow-decay smoothing. When external data is unavailable during maintenance, weekends or holidays, current equity contracts use Orderbook EWMA mode: Binance averages impact bid and ask from its own contract book and smooths that midpoint. The index can therefore move while the cash market is shut; it is not fixed at Friday's close.

The mark price is a median, not the last trade. Binance computes the mark price during regular hours as the median of two index-derived prices and the contract's own price. Medians are deliberately resistant to a single outlier, which is what you want when your liquidation engine reads from them — but it also means the number your position is marked against is not the number on the chart's last candle.

Funding is one of the linking mechanisms. On a crypto perpetual, arbitrageurs can often hold the spot asset against the perp. That trade is harder when a traditional underlying is closed, inaccessible or not deliverable against the contract. Funding helps pull the perpetual toward its index, but its interval and cap/floor are contract-specific and can change. Read the current panel before projecting basis or carry.

The practical consequence is that a persistent premium or discount is normal on these contracts, especially outside US hours, and it is not a free arbitrage. If NVDAUSDT is trading 1.5% above where NVIDIA closed on Friday, that is the market pricing in weekend news and positioning, not an error waiting to be corrected. Traders who short the premium expecting mean reversion by Monday are taking a directional bet, not collecting a spread.

What the listing cadence shows

Because every contract here carries its announcement date, the list doubles as a timeline. Read it that way and three things emerge that no single announcement reveals.

The product went from experiment to programme in May

Thirty-one contracts in the first four months, 144 in the next four. That is not gradual growth, it is a change of gear. The longest pause on the roster is 25 days, between the 9 February batch and copper on 6 March, and it sits where you would expect a firm to be watching whether its first single-stock perpetuals behaved. After May the pauses never exceed 11 days.

Batches come in runs more often than they come alone

Twelve times the gap between batches is a single day, and twice two announcements landed on the same day. The longest run is 8–11 June, four batches on four consecutive days. Often the second batch is structurally different from the first — the Korean equities on 2 June after a US batch on 1 June, the sector and country ETFs on 10 June, SK Hynix's 50× ADR on the afternoon of 10 July. Whatever the internal process is, it appears to prepare conventional US listings and unusual ones on separate tracks and release them back to back.

The leverage ceiling peaked in July and then came back down

For stocks and funds the trajectory is 5× in January, 10× from February, 20× from late May, and 25× across every batch from 2 July to 27 July, with SK Hynix's ADR at 50×. Then it stops. All 18 batches from 29 July to 12 October, seventy-one contracts in total, came in at 20× or lower.

We do not know why, and we are not going to invent a reason. It could be the composition of those particular batches, a risk-appetite change, or a policy we cannot see. But it is the one trend on this roster that reverses, and every commentary we have read on this product describes leverage as rising monotonically. It has not risen since late July. If you are reasoning from “Binance keeps raising leverage”, the data no longer supports the present tense.

All seven figures above are our own calculations from the launch dates in the downloadable contract list behind this page, not figures quoted by Binance. You can redo the arithmetic yourself from the announcement dates — that is why the list is published.

What is not on this list

Eight contracts appear in the same Binance listing feed but sit outside this archive, which covers USDT-settled contracts on listed stocks, funds and commodities. They are real and announced; they are left out because they are different instruments, not because their numbers are missing.

An earlier version of this page said we had found no TradFi perpetual on Microsoft, Amazon, Coinbase or MicroStrategy. All four exist: Amazon, Coinbase and Strategy launched on 9 February and Microsoft on 20 April. We had missed the announcements, and the four symbols we then listed here as unverified turned out to be two confirmed stocks (Micron and SanDisk, launched 7 April) and two crypto tokens that were never TradFi contracts. The corrections page records the change.

How to verify any of this in three minutes

You should not take a list like this on trust, from us or from anyone. Here is the fastest path to checking it against the source.

1. Open the TradFi tab. On the Binance website, go to Futures, use the symbol search, and select the [TradFi] tab. On mobile, open Futures, tap the symbol, then choose [TradFi] from the top menu. That tab is the live contract list — it is authoritative in a way this page can never be.
2. Compare a specification. Open the contract's trading-rules or parameters panel and compare the leverage tiers, tick size and minimum notional against the entry here. If they disagree, Binance is right and we are stale.
3. Read the announcement. Every contract in our table can be traced to its launch notice through the source list at the bottom of this page. The announcements are public and do not require an account.
4. Check the funding history. Binance publishes historical funding for perpetual contracts. If you are considering holding a position for days rather than hours, the funding history tells you more about the real cost than any leverage figure.

One thing the screenshot above shows that is easy to miss: the sidebar links to Important Updates on Mark Price Calculation of TradFi Perpetual Contracts. We read that notice on 11 September 2026: effective 31 August, Binance kept the same median mark formula and changed Price 2's moving-average basis from 30 seconds to one minute. The screenshot itself only shows what the sidebar listed when it was taken.

What is likely to change next

More non-US listings. Binance's FAQ documented Hong Kong, Korean and Chinese session handling, and a quanto mechanism treating one Hong Kong dollar as one USDT, before those listings arrived. Since July they have followed: 23 non-US contracts so far, and the September batches show no sign of the expansion stopping.

Pricing changes. Orderbook EWMA replaced Fixed mode for equity contracts on 16 May 2026 during maintenance, weekends and holidays; the index uses a smoothed impact mid from Binance's own book and blends back toward vendor data when the market reopens. On 31 August, Price 2's moving-average basis changed from 30 seconds to one minute while the median formula remained. See how Binance builds the price index and the mark price.

Current deviation constraints. Binance's TradFi FAQ, updated 24 September 2026, gives equities ±5% during regular, pre-market, after-hours and overnight sessions, and ±3% on weekends and holidays; commodities are ±3% at all times. Binance's Academy page on the product still showed ±8% for equities in regular, pre-market and after-hours sessions when we checked on 12 October; the comparison is in the price index guide. These constrain mark-to-index deviation, not execution price or maximum loss. Confirm live symbol parameters in the trading interface — here is the route to it.