All futures contracts have a forward date. In any instrument with a forward date, time value of money plays a role. As a future is not settled on trade date, funding interest is required to be priced into the future.
Therefore futures prices include the expected price of interest, plus or minus any incidental accruals or costs.
The difference between the spot price and the futures prices includes the funding rate. The interest rate is therefore implied in the futures price. The implied interest rate can be calculated from the futures price.