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What Is an Index Price in the Context of Futures Marking?

A weighted average price from multiple spot exchanges used as a reliable, manipulation-resistant reference for futures.
Greeks.Live22.11.25

What Is an Index Price in the Context of Futures Marking?

The Index Price is a composite price calculated by taking a weighted average of the asset's price from multiple major spot exchanges. Its purpose is to create a fair, tamper-proof reference price that is resistant to manipulation on any single exchange.

Futures exchanges use this Index Price to calculate the Mark Price, which is then used for liquidation and unrealized P&L calculations.

What Is the Significance of the Index Price in the Context of Perpetual Futures?
Why Do Exchanges Use a Multi-Exchange Average for the Index Price?
What Is the Difference between a Spot Price Oracle and a Volume-Weighted Average Price (VWAP) Oracle?
What Is a Volume-Weighted Average Price (VWAP) and Why Is It Used?

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