You can earn interest by shorting the Bitmex XBTUSD swap product. More information on the Bitmex blog.
We display the 8h funding rate historical chart in our Rates page. You will notice that the XBTUSD swap funding rate can be negative. In theory it could be possible to reduce your capital instead of earning interest.
But for the funding rate to become negative the swap has to trade at a significant discount (negative premium) from the spot price over an 8 hour period. Have a look at the funding calculations and the .XBTUSDPI8H index: here and here.
If the swap is trading at a 0.20% discount from spot (say) and the predicted funding rate for the next period is going to be -0.15%, then you have the option of closing your short at that 0.20% discount (i.e. 0.20% profit) instead of holding and paying 0.15%. This is why the blog post says 'limited' risk rather than 'no' risk. Indeed, a negative funding rate is always short lived because it encourages traders to long the swap and so then discount disappears and the funding rate goes back to positive - it is self correcting.
Due to the underlying interest component and the nature of the funding premium index the funding rate is overwhelmingly positive on average. If you had shorted XBTUSD on 1st September 2016 and held until end november you would have received 18.6018% in positive funding, paid 2.6652% in negative funding, and earnt in total 15.9366% which gives an annualised return of 66%.