ℹ️Futures Formula

How Futures Price Determined

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

FuturesPrice=Spotpriceβˆ—(1+rfβ€‹βˆ’d)Futures Price=Spot price βˆ— (1+r f ​ βˆ’d)

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

BitcoinFuturesPrice=BitcoinSpotpriceβˆ—[1+rfβˆ—β€‹(365x​)]​Bitcoin Futures Price =Bitcoin Spot price βˆ— [1+r f βˆ— ​ ( 365 x ​ )] ​

where x = number of days to expiry

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