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We know how to calculate the theoretical forward price of a stock. But what is the theoretical forward price of a futures contract?

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    $\begingroup$ I think you might be confused. Forwards and futures on an underlying are mostly equivalent (and will yield the yield the same if future is held to expiration). The primary differences between the two are that forwards are dealt OTC (futures are mostly done via exchange) and that futures are MTM daily while forwards are settled at maturity. $\endgroup$ – Chris Aug 25 '20 at 2:35
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But what is the theoretical forward price of a futures contract?

The forward price of the futures contract is equal to the current price of the futures contract. Exactly what the fair current price of the future might be, is another matter.

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