ℹ️Futures Formula

How Futures Price Determined

The theoretical formula for calculating the futures price from the spot price is as follows:

FuturesPrice=Spotprice(1+rfd)Futures Price=Spot price ∗ (1+r f ​ −d)

where, rf = risk-free rate on an annual basis, and d = dividend

BitcoinFuturesPrice=BitcoinSpotprice[1+rf(365x)]Bitcoin Futures Price =Bitcoin Spot price ∗ [1+r f ∗ ​ ( 365 x ​ )] ​

where x = number of days to expiry

Last updated