Futures Pricing Calculator

Calculate theoretical futures prices using the cost of carry model for commodities and financial instruments.

Futures Parameters

$
%
days
%
%
units

Cost of Carry: F = S × e^((r + u - q) × t), where r is risk-free rate, u is storage cost, and q is dividend yield.

Theoretical Futures Price

$100.74

per unit

Basis
-$0.74
Contract Value
$10,074.25

Price Breakdown

Spot Price$100.00
Futures Price$100.74
Fair Value Premium$0.74 (0.74%)
Net Carry Rate3.00% per year

Cost of Carry Components

Financing + Storage$1.23
Dividend Income$0.49
Net Carry Cost$0.74