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This paper focuses on computational contractual distinctions as an explanation for the spread between a forward contract and a similar futures contract which is derived and investigated. We evaluate this spread by constructing a time series model, which was established based on copula functions, and also show that the forward-futures spread is more significant for long maturity.doi:10.7468/jksmeb.2014.21.1.77 fatcat:vcbrme643jh7pf7cnsjwgnfppm