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Distant Months Contracts
[Index Arbitrage Program Trading Premium Values for
S&P 500, Nasdaq 100, and Dow Jones Ind. Avg. index futures contracts]

for May-03-2024
Updated: Friday, May-03-2024
12:05am ET

  Sell Programs No Programs Buy Programs  
Index Futures Sell
Active (SA)
Sell
Threshold (ST)
Fair Value
(Premium) (FV)
Buy
Threshold (BT)
Buy
Active (BA)
Graph
Link
S&P 500            
    JUN 2024 20.06      22.74      26.32      29.44      31.76     
    SEP 2024 59.96      67.52      77.69      86.53      93.09     
Nasdaq 100            
    JUN 2024 78.06      89.37      104.49      113.30      119.88     
    SEP 2024 235.30      267.24      310.30      335.39      353.99     
Dow Jones            
    JUN 2024 104.47      119.98      140.76      166.48      185.71     
    SEP 2024 369.41      413.19      472.11      545.09      599.31     


 

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