FTSE 100
^FTSEUpdated 07:46:37 UTC · refreshes every 60s
Implied Opening Price
10,646.40▲
+38.97+0.37%
1σ 10,572.89 – 10,719.90VIX 11.0%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value | Source |
|---|---|---|
| Futures Price (F) | 10,649.00 | |
| Spot Price (S) | 10,607.43 | ^FTSE |
| Risk-Free Rate (r) | 3.73% | Bank of England SONIA |
| Dividend Yield (q) | 3.60% | Yahoo Finance ETF |
| Time to Expiry (t) | 67.3d | Dec 18, 2026 |
About this instrument
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 estimates where FTSE 100 could open when it begins. The 1σ band around the projection is sized from the VFTSE 30-day implied-volatility index, with source and quote age shown separately. The implied opening level is an estimate, not a guaranteed opening price.
This is not financial advice.← Back
