17,876 cryptos

My Account

Regulation

The systemic-risk debate over perpetual futures is aimed at the wrong target

CryptoInfo Editorial Team  ·  Published on July 29, 2026 at 13:00  ·  Updated on July 29, 2026  ·  1 min read

AI-assisted, based on real reporting Educational content only — not financial advice Transparent Methodology

Key Takeaways

  • The debate over perpetual futures may be misdirected, with venue design being the real issue, according to Chris Tyrer
  • Factors such as leverage limits, margin rules, index construction, and default handling contribute to systemic risk, not the contract itself
  • Perpetual futures are entering regulated markets, sparking concerns over systemic risk
Disclaimer: This content is provided for informational purposes only and does not constitute financial or investment advice.

The debate over perpetual futures and their potential to import systemic risk has gained attention as they enter regulated markets. However, Chris Tyrer, President of Bullish Exchange, argues that the risk does not come from the contract itself, but rather from venue design. According to Tyrer, factors such as leverage limits, margin rules, index construction, and default handling are the true sources of risk.

This perspective, as reported by CoinDesk, suggests that the focus of the debate may be misguided. Rather than targeting perpetual futures as a whole, critics should be examining the specific design elements of the venues on which they are traded.

Perpetual futures are a type of financial derivative that allows investors to bet on the future price of an asset without an expiration date. They are commonly used in cryptocurrency markets, where they can provide a means of speculation and hedging.

Source: CoinDesk ↗