Ethereum funding rate excess compensation plan… 30 days, $1,000 (about 1.36 million won)

A proposal has surfaced to strip perpetual-futures funding costs out of directional crypto trades by creating a separate contract that pays out the excess when funding rates breach a preset threshold, referencing a standardized position of $1,000 held for 30 days as one unit. Writing in a TechFlow piece, pseudonymous author thenarrator argued that crypto trading carries volatility costs unrelated to its original purpose, and framed the idea as an analysis of whether such costs can be handled as standalone contracts rather than a product launch announcement. The post likened the concept to variable interest borne by borrowers who post collateral for loans and to friction costs incurred by projects with frequent on-chain activity, arguing that cost risk taken on alongside price exposure or liquidity should be priced separately. The proposal matters because it would let traders hedge or isolate funding-rate risk instead of absorbing it inside a position, potentially reshaping how leverage costs are quoted and managed. What to watch next is whether the concept moves from commentary into a live instrument with defined settlement terms, threshold levels and demand from desks running large perpetual positions.