Price the plumbing, not the panic.

Separate ordinary carry from excess futures basis using explicit scenario inputs. No live quotes, crash probability, or trading recommendation is implied.

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READY FOR SCENARIO
Continuous carry: F = S × exp((SOFR + spread − dividends) × T). Real contracts may require discrete dividends, borrow specials, and synchronized timestamps.
SPOT6,000.00cash index input
FAIR FUTURE6,066.954.500% net carry
OBSERVED FUTURE6,100.006.704% implied financing
EXCESS ANNUAL BASIS+2.204%
EXCESS / CONTRACT$1,652.70
ANNUAL DRAG ON CAPITAL8.814%4.00x notional leverage

DEALER-SPREAD SENSITIVITY

SPREADFAIR FUTUREEXCESS BASISCONTRACT $

The observed future is rich versus the selected carry assumptions.

T=0.246575 · implied=ln(F/S)/T · fair carry=SOFR+spread−dividends
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