Reference Updated 2026-09-12 72 contracts 17 launch batches By Ivo Renner

72 Binance TradFi perpetual contracts verified by 29 August 2026

Binance has listed US stocks, ETFs, leveraged ETFs, foreign equities and two metals as USDⓈ-margined perpetual contracts across seventeen separate launches since January 2026. It has never collected them in one place. This is that collection — every row read off an official announcement, with the gaps marked rather than filled in.

Roster framing and funding terms checked 11 September 2026. This remains a 29 August launch archive; use the live TradFi tab and current symbol panel for additions, intervals and caps.

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. All but one batch below was read directly off a Binance launch notice or a Binance Square launch post; the exception is a batch of seven taken from secondary reporting that reproduced Binance's specification table, because we could not reach the announcement permalink itself — it is marked in the source column and in the dataset. Where the announcement gave a specification table, the leverage, launch time and venue in our table are Binance's own numbers. Where we could not reach the announcement, the row is flagged as such, and four symbols that we know exist but could not verify are listed separately at the bottom rather than quietly folded in.

Three honest caveats before the table:

• It is a snapshot, not a live feed. The roster was verified on 29 August 2026. Binance has averaged a new batch roughly every two weeks this year. 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 every stock and ETF contract. Binance is not tuning these instruments individually. It has one template and it stamps it on Samsung, on a 3× leveraged Treasury ETF and on Trump Media without changing a single field except the leverage cap. The two metals notices are the exception that proves the habit: they publish no specification table at all and point 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 10 September 2026 notice moved MEITUAN, KUAISHOU, GIGADEV, POPMART, TENCENT, HK1810, HK0700, ZHIPU and MINIMAX from eight hours / ±2.00% to four hours / ±1.00%. Count the settlements shown for the symbol and use its current cap/floor. See the official adjustment notice.

The full board

Seventy-two contracts verified through 29 August 2026, oldest first. Use the filter to narrow this archived table; use Binance's live TradFi tab for the current roster.

The roster, batch by batch

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.

January — metals first (XAUUSDT, XAGUSDT)

Gold on 5 January, silver on 7 January. 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.

28 January — Tesla, alone (TSLAUSDT)

The first single-stock perp, and it launched with a maximum leverage of 5×. That number is worth remembering: it is the lowest cap on the entire roster, and Binance has never gone that low again. Tesla was the test case, and the platform treated it with more caution than it has treated anything since.

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

Meta, NVIDIA and Alphabet, ten minutes apart, at 10×. Doubling Tesla's cap within two months suggests the January experiment went the way Binance wanted. 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 are not single stocks — 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×.

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

Fluence Energy and Rocket Lab at 10×, and the Roundhill Memory ETF at 20×. This is the first time an ETF 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.

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 second country ETF, quietly turning the platform into a place to express macro views on Brazil at three in the morning.

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 moved to 25×, and it has stayed available since. 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 — the first leveraged-ETF perps (seven contracts)

The batch that should give people the most pause. 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.

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×. 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.

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)

The most recent batch we verified. 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.

What the roster reveals about Binance's 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×. 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 in the spring, the risk profile of a newly listed contract is now five times what it was.

2. Binance uses leverage as its only risk dial

Every other parameter — funding interval, cap, tick size, minimum notional — is identical across Tesla, Samsung and a 3× Treasury ETF. When Binance thinks something is dangerous, the only thing it changes is the leverage number. The two microcaps in the July batch got 10× while everything around them got 25×. That single field is the whole risk statement.

3. ETFs are where the growth is

Nineteen of seventy-two contracts — more than a quarter — are ETFs or leveraged ETFs, and the share has risen through the year. 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

Seven contracts on the roster track ETFs that are themselves 2× or 3× daily-reset products. 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, Shanghai in August, a Taiwan ETF, a Brazil ETF, a China STAR Market ETF, a Nokia ADR, a TSMC ADR. Binance's own documentation already describes session handling for Hong Kong, Korean and Chinese equities and explains a quanto structure that treats 1 HKD as 1 USDT. The infrastructure for a much wider international roster is already written down; the listings are lagging the documentation.

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 contract on this roster has a minimum notional of 5 USDT and 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.

Treat the archived 5 USDT minimum as an order constraint, not a suggested first position. Learn the interface from read-only panels or an available demo that actually supports TradFi. For costs, use the public TradFi fee table and promotion terms, model an assumed notional on paper, and reconcile existing fill and funding exports at their original precision. Do not open or enlarge a live position merely to reveal fee or funding digits. 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 board is not decoration. The five categories behave differently enough that treating them as one product is the most common analytical error on this roster.

Single-name US equities (47 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 (12 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 (7 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 (4 contracts)

Korean and 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 (2 contracts)

Gold and silver, and the easiest case: the underlying OTC markets trade nearly around the clock, so the gap problem that defines the equity contracts largely does not arise. 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 board 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 row here carries its announcement date, the roster is also a time series. Read it that way and three things emerge that no single announcement reveals.

The product went from experiment to programme in May

Ten contracts in the first four months, sixty-two in the next four. That is not gradual growth, it is a change of gear. The 57-day gap between the Tesla listing on 28 January and the mega-cap batch on 26 March is the longest pause on the roster, and it sits exactly where you would expect a firm to be watching whether the first single-stock perpetual behaved. After May the pauses never exceed 22 days again.

Batches come in pairs more often than they come alone

Three times the gap between batches is a single day: 1–2 June, 9–10 June, and 9–10 July. Each pair is a US batch followed immediately by something structurally different — the Korean equities on 2 June, the sector and country ETFs on 10 June, the AI build-out names on 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

The trajectory is 5× in January, 10× from March, 20× from May, and 25× across every batch from 2 July to 27 July. Then it stops. All three August batches (6, 17 and 25 August, sixteen contracts in total) came in at 20×.

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 stopped rising a month before this snapshot was taken. If you are reasoning from “Binance keeps raising leverage”, the data no longer supports the present tense.

All seven figures above are computed from the dataset behind this page, not quoted from Binance. Re-run them yourself against the announcement dates if you want to check the arithmetic — that is what publishing the dataset is for.

What is not on this list

Four symbols appear in Binance Square launch posts we found but whose specification tables we could not read. They are almost certainly live. They are not in the table above because we do not have their numbers, and inventing plausible ones would defeat the point of the exercise.

There are also conspicuous absences among the names you would expect. We found no verified TradFi perpetual on Microsoft, Amazon, Coinbase or MicroStrategy, despite all four being obvious candidates and frequently mentioned in coverage of this product. Either they exist and we missed the announcement, or Binance has not listed them. We are not going to guess which.

How to verify any of this in three minutes

You should not take a roster 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 roster — it is authoritative in a way this page can never be.
2. Cross-check a specification. Open the contract's trading-rules or parameters panel and compare the leverage tiers, tick size and minimum notional against the row here. If they disagree, Binance is right and we are stale.
3. Read the announcement. Every row in our table links back to the 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 opened that notice during our 11 September 2026 review. 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 older screenshot proves only what the sidebar displayed when captured.

What is likely to change next

More non-US listings. Binance's FAQ documents session handling for Hong Kong, Korean and Chinese equities in detail, including a quanto mechanism for Hong Kong that treats one Hong Kong dollar as one USDT for margin purposes. Documentation that specific usually precedes listings. Four non-US contracts today is not the end state.

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 18 August 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. 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.