FTSE 100
^FTSEUpdated 17:38:03 · refreshes every 60s
Implied Opening Price
10,829.78▲
+7.65+0.07%
1σ 10,755.01 – 10,904.55VIX 11.0%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value |
|---|---|
| Futures Price (F) | 10,830.20 |
| Spot Price (S) | 10,822.13 |
| Risk-Free Rate (r) | 3.73% |
| Dividend Yield (q) | 3.60% |
| Time to Expiry (t) | 10.9d |
About this projection
The FTSE 100 implied open is derived from the front-month FTSE 100 futures using the cost-of-carry fair-value model: the futures price is discounted by the GBP risk-free rate net of expected index dividends over the remaining time to contract expiry.
The London cash session runs 8:00–16:30 local time; the projection tracks where FTSE 100 will open when it begins. The 1σ band around the projection is sized from the VFTSE 30-day implied-volatility index, and the number refreshes continuously while futures trade overnight.
This is not financial advice.← Back
