Nxos Commodity Perps

Hedge your inventory.
Earn the funding.

Perpetuals on silver, gold, copper, and oil. Open a short equal to your physical book and the spot move stops affecting your P&L. Funding settles every 8 hours: in today's bullish regime longs pay shorts, so a defensive hedge runs as a positive carry on inventory you already hold.

Margin from any Nxos balance. USDC if you hold stables, or USD, HKD, SGD, CHF, AED from your fiat side. Switch per trade.

XAG-USDSilver Perpetual
$30.42+0.18%
5,000
$30.42
SideSHORT
Size5,000 oz
Entry$30.18
Notional$150,900
+0.0085%Shorts earn

Bullish funding. While you stay short, longs pay you the funding rate every 8 hours.

The mechanic

A basis trade on your own inventory

You are already long the commodity. Inventory is your delta. A short perp of equal notional brings you to flat. The funding stream becomes your carry.

Bullish market

Short pays you while you stay flat

Inventory rallies, the perp loses, the two cancel. The funding rate is positive and longs pay shorts every eight hours. You collect that funding for the entire time the hedge is on. In a strong run, this turns a defensive hedge into a yield-generating position.

Inventory ↑+Perp short ↓=Flat P&L+Funding earned
Market turns

Hedge offsets the inventory loss

Spot drops, your inventory takes the hit, and the perp short gains by the same amount. You stay flat through the drawdown. Funding may flip and the short position pays instead of receives, but the net P&L on the basis is still close to zero. Close the perp when you sell the inventory and you exit clean.

Inventory ↓+Perp short ↑=Flat P&L
Inventory yield

Physical stock,
turned into a yield position.

The hedge keeps you delta-neutral. The funding rate, while it stays positive, pays you to hold it. Net result: the inventory you'd be sitting on anyway accrues a small carry in your account every 8 hours, without selling the physical or taking directional risk.

The mechanic is symmetric. In bull regimes funding stays positive (most of the past twelve months for silver, gold, and platinum) and the short side collects. In bear regimes funding flips and the short pays the long. Net effect: you pay for the hedge when you actually need it (the market is falling and your inventory is losing value), and you don't pay when you don't (the market is rising). Either way the hedge offsets your physical P&L; only the funding sign changes.

Worked exampleXAG · +0.0085% / 8h
Inventory
10,000 oz silver
Notional
$300,000
Hedge
Short XAG-USD perp, equal size
Funding earned
~$25 per 8h
~$75 per day
~$6,900 per quarter
5 to 15%annualised range in bullish regimes
Held delta-neutral. Without selling physical. The example uses the current ~9% rate; the realised yield moves with the funding regime.
Why perpetuals

Built for the way physical books actually move

No expiry, no roll

Hold the hedge for a day, a week, or a quarter. No quarterly roll cost, no rolling between contracts to stay near the front month. Adjust size as inventory turns.

Exit any time

Close the position the moment you sell physical. No settlement waiting period, no penalty, no liquidity wall at the close. The hedge tracks the book size in real time.

24 / 7 markets

Perps trade through weekends, holidays, and overnight. When the LBMA close leaves you naked, the perp is still on. Hedge weekend gap risk that traditional futures cannot cover.

$

Funding as carry

Funding settles every 8 hours. Sign reflects which side is paying. In persistent contango (where most metals sit today), shorts collect, so the hedge produces a small positive carry instead of a cost.

Crypto or fiat, your call

Margin from USDC if you already hold stables. Or fund directly from a USD, HKD, SGD, CHF, or AED balance and Nxos handles the conversion. Same position, same risk, same funding. Pick the rail per trade.

Any size, your unit

Hedge a few thousand or several million. No minimum order, no contract multiples. Size in troy ounces, kilos, or barrels. The interface speaks the same language as your physical book.

Execution

Hyperliquid runs the order book. We do the rest.

Your perp position sits on Hyperliquid. They run the matching engine, they custody the open interest, they hold the actual book. As more venues list commodity perpetuals at institutional size, we'll add them in.

What Nxos handles: the regulated account, the funding (fiat or stables, from your existing balance), the compliance, and the P&L reporting. The Hyperliquid relationship sits behind that. You never have to interact with it directly.

You
Nxos
Hyperliquid
+ partner venues
Markets

Hedge what you actually carry

XAG-USD
Silver
Per troy ounce
XAU-USD
Gold
Per troy ounce
XCU-USD
Copper
Per metric ton
XPT-USD
Platinum
Per troy ounce
WTI-USD
Crude oil (WTI)
Per barrel
BRENT-USD
Crude oil (Brent)
Per barrel

Coverage expands as venue liquidity matures. Custom markets on request for established physical traders.

How it works

Margin, hedge, manage

01

Post margin in fiat or crypto

Move USDC if you hold stables, or USD, HKD, SGD, CHF, or AED from your fiat side. Either way the funds land in the perp margin account. Conversion is handled inline.

02

Open the hedge

Short the perp at notional matching your inventory. Position is live in seconds. Delta-neutral immediately.

03

Collect or pay funding

Every 8 hours funding settles to your account in the currency of your choice (USD, HKD, SGD, CHF, AED, or USDC). Shorts earn in bullish funding, pay in bearish. Running rate visible in the dashboard.

04

Close on inventory exit

Sell physical, close the perp, withdraw margin to your fiat balance. P&L on the basis is the funding accrued plus the slippage at entry and exit. All settled back to USD.

A note on risk

Hedging is not free, but it is cheap

The hedge holds because perp price and spot are kept close by arbitrage. The gap (the basis) is normally a few basis points either way and reconverges within hours, even through stressed sessions. Day-to-day mark-to-market on the perp leg moves with that gap, but it does not break the directional offset.

Margin must be topped up or the position is liquidated. At 3x effective leverage on a hedge, a 33% adverse move is needed to trigger liquidation; physical hedges typically run at 2x to 3x and are auto-funded from the operating account. Funding can flip negative when sentiment reverses, which means paying carry instead of collecting it. The directional offset is unchanged either way.

The product on this page is calibrated to inventory hedging, not speculative directional trades on the same instrument.

8h
Funding settlement cadence. Adjust position before each window if needed.
2x to 10x
Typical margin range for hedge use. Lower leverage means lower liquidation risk.
Fiat in/out
Margin posted from your USD, HKD, SGD, or CHF balance, P&L returned the same way. Stablecoin leg handled by Nxos.

Hedge your inventory with commodity perps

Available to existing Nxos accounts. Talk to our desk to walk through fit, sizing, and execution for your book. New customers set up the account first.