Cost of Carry

Futures Price Calculator (Cost of Carry Model)

Spot Price (S)

Risk-Free Rate (r)

% (Annually)

Dividend Yield of Underlying Asset (q)

% (Annually)

Time to Maturity (t)

Day (s)

Cost of Carry Model Formula

Formula

Variables

S is Spot Price

F is Futures Price by Cost of Carry Model

r is Risk-Free Rate

q is Dividend Yield of Underlying Asset

t is Time to Maturity