Trading glossary · practical definition

What is futures basis?

The difference between a futures price and its underlying spot price.

Futures basis in plain English

The difference between a futures price and its underlying spot price.

Basis can reflect financing, positioning, time to expiry and market stress.

Practical example

A quarterly future above spot trades at contango; below spot trades at backwardation.

Common mistake

Confusing basis with perpetual funding.

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