Derivatives

A periodic transfer between open long and short perpetual-futures positions, calculated under a venue's rules to encourage the contract price toward its reference price. It is a carrying cost or receipt, not yield, sentiment proof, or a reversal signal.

Pressure on short sellers to close positions after a sharp price rise or difficulty borrowing the security. Their purchases can add upward pressure, but a price rise or short-interest figure alone does not prove that a squeeze is occurring or predict one.

A transaction or position intended to reduce a defined exposure to price changes. It can reduce one risk while leaving or adding others, so it is not insurance or a guarantee against loss.

A contract- or platform-defined process that closes or transfers a leveraged position when collateral no longer meets its maintenance requirement. The trigger, price source, penalties, partial-close rules, and loss outcome vary by product and venue.