Futures Contracts Calculator – Investment Tools – Multi-Tools

Futures Contracts Calculator

Calculate futures contract prices, margins, and analyze potential profits/losses. Features comprehensive analysis including basis, carry costs, and position management.

Contract Parameters
Current spot price of the underlying asset
Number of units per contract
Number of contracts to trade
Pricing Parameters
Annual risk-free interest rate
Days until contract expiration
Annual storage cost as percentage of spot price
Annual convenience yield as percentage of spot price
Position Parameters
Price at which position was entered
Initial margin requirement as percentage
Maintenance margin requirement as percentage

Advertisement

Futures Price Formula

Futures Price:

F = S × (1 + r × t) + C – Y

Where:

  • F = Futures Price
  • S = Spot Price
  • r = Risk-Free Rate
  • t = Time to Expiry (in years)
  • C = Storage Cost
  • Y = Convenience Yield
How to Use
  1. Select contract type and enter parameters
  2. Input pricing parameters including rates and costs
  3. Specify position details and margin requirements
  4. Review futures analysis and recommendations

Leave a Comment

Your email address will not be published. Required fields are marked *

Scroll to Top