โ„น๏ธFutures Formula

How Futures Price Determined

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

FuturesPrice=Spotpriceโˆ—(1+rfโ€‹โˆ’d)Futures Price=Spot price โˆ— (1+r f โ€‹ โˆ’d)

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

BitcoinFuturesPrice=BitcoinSpotpriceโˆ—[1+rfโˆ—โ€‹(365xโ€‹)]โ€‹Bitcoin Futures Price =Bitcoin Spot price โˆ— [1+r f โˆ— โ€‹ ( 365 x โ€‹ )] โ€‹

where x = number of days to expiry

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