火币HTX已上线QNTX、AMAT、IBM永续合约，并启动合约交易派对
火币HTX已上线QNTX、AMAT、IBM永续合约，并启动合约交易派对
HTX is continuing its push into crypto derivatives by expanding the range of USDT - margined perpetual contracts available to traders. On June 1 , HTX introduced three new perpetual markets — QNTX/USDT , AMAT/USDT , and IBM/USDT — each offering up to 10x leverage. Alongside the listings, HTX also launched a time - boxed trading campaign designed to reward active participation and deepen liquidity across the new pairs.
This update matters for two reasons. First, perpetual futures remain the dominant instrument for short - term positioning in crypto because they trade 24 / 7 and don’t expire. Second, the market is increasingly interested in “narrative - driven” derivatives (including products that resemble TradFi tickers), which reflects a broader 2025 - 2026 trend: stablecoin - collateralized trading is becoming a unified interface for multi - asset speculation.
What’s new: QNTX , AMAT , IBM perpetual contracts on HTX
The newly listed contracts are:
- QNTX/USDT perpetual
- AMAT/USDT perpetual
- IBM/USDT perpetual
- Max leverage: 10x (all three)
Perpetual contracts are designed to track a reference price via mechanisms like funding rates. If you’re revisiting the mechanics, it’s worth reviewing how funding works and when it’s charged, because it directly affects the true cost of holding a position overnight or through volatile periods. HTX provides a practical overview in its guide to the funding rate mechanism for USDT - margined perpetuals.
Trading Party details: schedule, prize pool, and eligibility
HTX is running a contract trading party tied specifically to these three new perpetual markets:
- Event window: June 1 15:00 to June 8 15:00 (UTC+8)
- Total prize pool: up to $20,000
- How to participate: complete event registration and trade any of the three eligible contracts
- Minimum requirement: cumulative effective trading volume ≥ 1,000 USDT
- Reward method: users share the prize pool based on trading volume ranking
- Extra perks: new futures users who trade the eligible pairs can receive dedicated benefits (as defined by the event rules)
From a trader’s perspective, competitions like this typically compress spreads early on (as market makers and participants concentrate volume) but can also increase short - term volatility as users chase leaderboard ranks. Treat the rewards as a bonus — not as a reason to increase risk beyond your plan.
Why exchanges keep launching new perpetuals (and why users care in 2026)
1) Perps are still the highest - velocity product in crypto
Spot markets are where long - term holders accumulate, but perpetual futures are where the majority of short - horizon risk is expressed: hedging, momentum trading, basis trades, and event - driven speculation. CoinGecko’s 2025 Q3 Crypto Industry Report provides broader context on how CEX and DEX trading activity has evolved, including derivatives as a key driver of volume.
2) USDT remains the core trading collateral
Most retail derivatives flow is settled in stablecoins, especially USDT. That makes transparency and risk awareness around stablecoin reserves a baseline competency for derivatives users. For ongoing disclosures, see Tether’s transparency portal.
3) “TradFi - styled” tickers reflect a bigger convergence trend
Even when a product is only a derivative reference (not ownership of an underlying security), the user demand is clear: traders want one venue, one collateral asset (USDT), and 24 / 7 access to price narratives. This is part of the broader “multi - asset rails” direction that has accelerated since 2025.
Risk checklist before trading 10x perpetual futures
Perpetuals are powerful tools — and unforgiving when misused. Before you trade QNTX/USDT , AMAT/USDT , or IBM/USDT perps, consider these practical guardrails:
-
Know the fee model
Fees apply on entry and exit, and they compound quickly for high - frequency strategies. HTX explains fee calculation in its USDT - margined futures fee guide. -
Understand liquidation mechanics
Leverage magnifies outcomes. A relatively small adverse move can trigger margin calls or liquidation, especially in fast markets or when liquidity thins out. -
Treat funding as a position cost (or yield)
Funding can flip direction. If you hold positions through multiple funding intervals, the “invisible” drag (or benefit) can be meaningful. -
Avoid competition - driven overtrading
Trading parties incentivize volume, but volume is not profit. If your strategy doesn’t have an edge, rewards won’t fix negative expectancy.
For a regulator - level reminder on leverage risk, the U.S. Commodity Futures Trading Commission summarizes key pitfalls in its advisory on the risks of virtual currency trading.
A custody note for active traders: separate “trading funds” from “long - term funds”
If you participate in perpetual futures events, you’ll likely keep some USDT on an exchange as working margin. A common best practice is to separate capital:
- On - exchange: only the amount needed for margin and near - term trades
- Off - exchange: long - term holdings and reserves you don’t need for immediate execution
This is where a hardware wallet can fit naturally into a derivatives workflow. OneKey hardware wallet is designed for self - custody, helping users keep long - term assets under their own control while still staying active in the broader Web3 ecosystem (multi - chain support, transparent security design, and a user experience built for daily on - chain operations).
Final thoughts
HTX’s rollout of QNTX/USDT , AMAT/USDT , and IBM/USDT perpetual contracts plus a $20,000 trading party (June 1 15:00 to June 8 15:00 UTC+8) is another signal that the competition for derivatives liquidity is intensifying — and that exchanges are packaging new markets with incentive programs to accelerate adoption.
If you choose to participate, focus on execution quality and risk limits first, and treat event rewards as secondary. In leveraged markets, longevity is the real edge.
