How we build and verify the roster

MethodUpdated 2026-09-12By Ivo Renner

A contract list is only worth what its sourcing is worth. This page states exactly how the board was assembled so that you can decide how much of it to believe, and so that you can check any individual row yourself.

The sources

Two kinds of primary source, both published by Binance:

• Launch announcements in Binance's support and announcement centre — the notices titled along the lines of "Binance Futures Will Launch USDⓈ-Margined TradFi Perpetual Contracts". Each carries the symbols, the underlying names, the listing venue, the launch time in UTC and the maximum leverage, usually followed by a specification table.
• Binance Square launch posts, which Binance uses for some individual listings rather than a full announcement page. These carry less detail and are the weaker of the two.

Binance's FAQ Perpetual Futures on Traditional Assets, the TradFi perpetual announcements and the Binance Academy explainer supply mechanics rather than roster rows. For time-sensitive index and mark-price rules we use the current FAQ and dated change announcements; the Academy page is background and does not override a later rule where the two differ.

Every contract row on the board traces to one of those sources. Not to a news article, not to an aggregator, not to another list. Where we relied on secondary reporting at all, it is stated explicitly below.

Reading the specification template

Repeated wording across seventeen archived announcements is evidence of shared launch terms in that sample. It is not evidence that every TradFi contract has one permanent specification. The archive preserves what a dated source says; current product-wide rules and current symbol parameters must be checked separately.

Some archived stock and ETF launch tables state USDT margin and settlement, no expiry, 24/7 trading, eight-hour funding, a ±2% funding cap, 0% interest, a 0.01 tick and a 5 USDT minimum notional. These are source-specific historical fields, not values to inherit for an undocumented contract. The two metals notices link to a trading-parameters page instead of publishing a specification table; their missing fields must not be filled from an equity template.

Leverage is only one contract-level parameter. Funding intervals, cap/floor, minimum notional, tick size and eligible account modes also require their own applicable source. For example, the 10 September 2026 notice changed nine named contracts to four-hour funding and ±1%. It also describes their exemption from automatic interval compression; it does not prevent a later announced change. A launch announcement cannot establish today’s leverage tiers or order filters.

Flagged rows and unverified symbols

Two categories of imperfection exist in the dataset and both are marked rather than hidden.

Flagged: the 2026-07-09 batch

Seven contracts (BOTUSDT, WENUSDT, INTWUSDT, SNXXUSDT, XBIUSDT, BNCUSDT and FWDIUSDT) are on the board on the strength of secondary reporting that reproduced Binance's specification table for that batch. We were not able to capture the announcement permalink itself. The figures are consistent with the template and with the batch either side of them, which is why they are included; the missing permalink is why they carry a confidence flag in the dataset.

Unverified: four symbols not on the board

Four symbols appear in Binance Square launch posts we found but whose specification tables we could not read. They are listed separately as unverified rather than guessed at.

Those posts are not enough to establish that the four symbols are live now. Putting a plausible leverage figure next to them would make the table look more complete and make the site less trustworthy, so we did not.

Why announcements and not the API

The correct machine-readable source for this data is Binance's futures exchange-information endpoint, fapi.binance.com/fapi/v1/exchangeInfo. It returns the live contract universe with symbols, filters and tick sizes, and if you can reach it you should prefer it to any list on any website, including this one.

We could not use it. The endpoint enforces regional restrictions and refuses requests from restricted locations, which is why this roster was assembled by reading announcements instead. That is a limitation of our position, not of the API, and it is the single largest methodological compromise on the site. It has one direct consequence you should keep in mind: an announcement-derived roster can only ever contain contracts that were announced. If Binance listed something quietly, we do not have it.

The limits we will state in public

• Nothing has been verified against a live trading account. We have not placed an order, checked a leverage ladder in the parameters panel, or observed a funding settlement on any of these contracts. Every mechanical description on this site is read off Binance's documentation, not observed in a terminal. Where the documentation is silent, so are we.
• No fee percentages are published here. Binance states that "discounted trading fees apply to TradFi Perps" and publishes the numbers on a public fee page carrying a dedicated TradFi Futures tab. We quote no rate because it varies by VIP tier and by promotion, not because it is hidden. The fees guide shows you how to read your own rate from your own account instead.
• Current mark-price deviation constraints come from the live TradFi FAQ. The FAQ, updated 18 August 2026, gives equities ±5% during regular, pre-market, after-hours and overnight sessions and ±3% on weekends and holidays, with commodities ±3% at all times. These constrain mark-to-index deviation rather than execution price or maximum loss — see the price index guide.
• Launch-day leverage is not current leverage. Stated above, repeated here because it is the field people misuse most.
• Listing is not availability. Every announcement carries the line that products "may not be available in your region", and the FAQ separately notes EEA restrictions under MiCA. A contract can be on the board and closed to you.
• The 31 August change has been read. We opened "Important Updates on Mark Price Calculation of TradFi Perpetual Contracts" during our 11 September review. It kept the median mark formula and changed Price 2's moving-average basis from 30 seconds to one minute.

The dataset

The roster is not typed into the pages. It lives in a single JSON file, /data/contracts.json, and the contract tables on this site are generated from it. The file is organised by launch batch, and each batch carries its date, its source URL where we have one, and a confidence marker — which is where the 2026-07-09 flag lives.

It is served as a plain file on purpose. If you want to check our arithmetic, count the categories, or diff the roster against the API output from a location that can reach it, you should not have to scrape a table to do it.

Update cadence and the date stamp

Binance listed new batches frequently through 2026. The roster is an archival snapshot through its stated cutoff rather than a claim to be the current complete set. We re-check mechanics when Binance publishes a change; the mark-price update effective 31 August 2026 was verified during our 11 September review.

That is an intent, not a service-level promise, and we would rather say so than imply a guarantee we cannot enforce.

How to check any of this

1. Pick a row. Take any contract off the board and note the symbol and launch date.
2. Find the announcement. The source list at the foot of the contract archive links the launch notice for each batch. They are public and need no account.
3. Compare the numbers. Leverage, launch time, venue and underlying name should match exactly. If they do not, we are wrong.
4. Then check the live tab. Binance Futures → symbol search → the [TradFi] tab, or on mobile Futures → the symbol → [TradFi]. That is the authoritative roster and it is the one you trade against.
5. Tell us what you found. vozeso@vozeso.com. The corrections policy, and the log of everything already fixed, is on the corrections page: we check it against the source, fix it, and say that we fixed it. Which sources are allowed to settle it is on the editorial policy page.

The documents this rests on

1. Perpetual Futures on Traditional Assets (FAQ) — binance.com
2. Binance Academy: TradFi Perpetual Contracts
3. First TradFi listings, XAUUSDT and XAGUSDT (2026-01)
4. USDⓈ-Margined TradFi Perpetual Contracts (2026-04-06): QQQ, SPY, AAPL, TSM
5. TradFi Perpetual Contracts (2026-06-02): SK Hynix, Samsung, Hyundai
6. TradFi Perpetual Contracts (2026-07-02): STRC, CAT, TXN and others
7. TradFi Perpetual Contracts (2026-07-10): GEV, VRT, SNOW, APP
8. TradFi Perpetual Contracts (2026-07-27): TMF, TBT, BITO
9. TradFi Perpetual Contracts (2026-08-17 & 2026-08-18): GDX, NET, VST, SHOP, LYTE, CXMT
10. TradFi Perpetual Contracts (2026-08-25): SKUU, SKDD, RAM, DJT, MRNA
11. Mark Price in USDⓈ-M futures
12. The dataset generated from the above — /data/contracts.json

The 2026-07-09 batch (BOT, WEN, INTW, SNXX, XBI, BNC, FWDI) is included on the strength of secondary reporting that reproduced Binance's specification table; the announcement permalink itself was not captured. It is flagged as such in the dataset. Not every citation above is a link. Binance product pages are cited by title so you look up the version live today rather than a permalink we captured months ago, and every launch-announcement permalink is in the dataset, one row per batch — the same file the contract tables here are generated from.