Crypto Futures VIP Fee Calculator: Tiers & Savings

The first volume field looks backward. It represents executed futures turnover in the qualification window, where the selected public schedule supports an automatic 30-day route. The second looks forward: it is the executed value on which you want to compare fees. Those amounts need not be equal.

Suppose an account traded $10 million in the previous 30 days but expects only $2 million next month. Using $10 million for both inputs would overstate the future benefit of a discount fivefold. Conversely, a quiet past month does not mean future commission expenditure will be small. Keeping the two amounts separate makes the estimate usable after a change in trading activity.

Executed value includes opening and closing fills. Opening $10,000 and later closing approximately $10,000 contributes about $20,000 of turnover, not one $10,000 operation. Margin deposited, order count and maximum leverage are not substitutes. An order that never fills contributes no executed value.

The “typical one-way fill value” is a scale reference for commission per operation. It does not select the tier. The future volume field already represents the sum of all fills, so the calculator does not multiply that total again by an assumed number of round trips.

Use a hypothetical account qualifying through $10 million of 30-day volume, with $2 million of future executed turnover and a 30% maker share. The reviewed public schedule lists ordinary base futures rates of 0.02% maker and 0.055% taker, versus 0.018% and 0.04% for VIP 1. Regional and product-specific account rates can differ.

At that mix, the base blended rate is 0.0445%; VIP 1 is 0.0334%. Applying those rates to the future $2 million produces $890 and $668 respectively, a $222 difference. A typical $10,000 one-way fill at the VIP blend costs $3.34. These are commissions, excluding funding and execution costs.

This example is a fee comparison, not a prediction of qualification throughout the next month. As old volume rolls out of a moving window, the account can fall back to a higher rate. If your future activity is concentrated after that change, a single-tier scenario will be too optimistic.

With the default $10 million past futures volume, $2 million future turnover and 30% maker share, the stored Bybit volume route produces $668 in future commissions. Kraken’s international derivatives schedule produces $650 using its $10 million bracket. The $18 difference follows from the maker rates: 0.018% versus 0.015%, while both taker rates are 0.04%.

The comparison holds future turnover constant. It does not transfer your Bybit trading history into a Kraken account: the same past volume is a separate qualification scenario for each operator. If you are considering moving, enter the future venue’s actual qualifying history; a new account may begin at its base tier.

Kraken’s US-listed futures do not use this percentage schedule. The row is explicitly for international Coin-M and Multi-M derivatives; spot volume does not qualify it. If you select another exchange, its own route joins the table. A manual or conditional program keeps its restriction instead of receiving an invented tier.

MEXC’s stored API baseline and OKX’s incomplete numeric qualification table cannot supply a comparable automatic VIP result. Enter the rates from those accounts in manual mode to calculate the same future turnover. The different channel or missing qualification rule remains part of the decision, rather than being hidden behind a lowest-fee ranking.

The next-tier panel shows how much qualifying volume is missing, what the lower rate would save on your future scenario, and the commissions associated with that extra turnover at the current execution mix. The amounts answer different questions; a large threshold gap is not itself a large benefit.

Continuing the example, moving from $10 million toward a $25 million threshold leaves a $15 million gap. At the current 0.0334% blend, that turnover would incur approximately $5,010 of commission. The next published maker/taker pair, 0.016% and 0.0375%, blends to 0.03105%, saving $47 on the forecast $2 million.

Recovering only that $5,010 through the 0.00235 percentage-point improvement would require roughly $213.19 million of later executed volume. That ignores spread, impact, funding and trading losses. It is a comparison of quantities, not a suggestion to manufacture volume. Extra transactions made solely to reach a badge can cost far more than the discount returns.

If ordinary planned activity already crosses the threshold, the relevant question changes. You may obtain the rate without creating additional trades. In that case, compare the timing of qualification with the timing of future fills, and use only the volume likely to execute while the improved rate is active.

Some published thresholds are conditional. The calculator stops short of assigning the ordinary VIP rate when the required evidence is missing, rather than presenting a low fee with the restriction hidden below it. Open the ladder for the selected provider’s qualification notes and evidence date.

The blend weights the maker and taker rates by their shares of executed notional. If small trades are mostly maker while large trades are mostly taker, counting orders will exaggerate the maker contribution. Weight by value instead.

A limit order can execute immediately against resting liquidity and receive taker treatment. A post-only instruction can avoid that treatment but may be rejected or remain unfilled. The lowest commission scenario is therefore not automatically the best execution plan. This worksheet prices a fill mix; it does not estimate the opportunity cost of waiting.

For illustration, an account might open calmly with maker fills but routinely exit through taker stops. Using 100% maker for all future turnover would hide the more expensive exit leg. A 50% maker share can approximate equal-value maker openings and taker closings, though price movement and partial fills will change the exact weights.

Negative maker rates are preserved as rebates. A blended negative commission result requires actual rebate-eligible fills in the stated mix. It is not an unconditional payment for placing orders and does not offset unmodeled price losses.

Use the manual option when your regional entity, product, promotional treatment, holdings or program produces a different rate. Enter the maker and taker percentages shown for the relevant futures market. The calculator needs no credentials, account connection or API key.

Manual mode calculates spending on the future volume but makes no VIP-qualification claim and does not present a next-tier target. It also avoids displaying a misleading comparison with a public baseline belonging to a different customer class. Your entered rates are assumptions until matched to the account’s actual fill records.

Coinbase illustrates why this distinction matters. Following its October 2026 integration, legacy INTX rows are not a current universal Coinbase retail ladder. The automatic path is disabled here. A documented institutional fee does not establish what a retail perpetual account will pay.

Save separate scenarios for the rate you have now and any rate you can substantiate after a change. The share link stores the input assumptions; it is not an eligibility certificate. Because public schedules can change, reopening a volume-based scenario uses the edition’s current stored ladder, while a manual scenario retains the explicit rates you entered.