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IndexArb Values vs. Time
Dow Jones JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-16-2024 to the Last Trade Date of 06-20-2024.]
Updated: Wednesday, May-15-2024
9:45pm ET

Dow Jones JUN 2024 Arb Values to Contract End

 
Data Table for the Above Graph
[Note that the following values change daily].
 Date
 (Trading  days only)		 Number
of Days
to End		 Sell
Active
(SA)		 Sell
Threshold
(ST)		 Fair Value
Premium
(FV)		 Buy
Threshold
(BT)		 Buy
Active
(BA)
05-16-202436 117.85 130.46 147.33 166.46 180.75 
05-17-202435 112.14 124.42 140.84 159.38 173.24 
05-20-202432 103.04 114.34 129.44 146.30 158.91 
05-21-202431 97.25 108.23 122.90 139.22 151.43 
05-22-202430 90.46 101.11 115.33 131.10 142.90 
05-23-202429 88.31 98.64 112.42 127.65 139.05 
05-24-202428 81.61 91.61 104.97 119.67 130.68 
05-28-202424 55.21 63.99 75.71 88.42 97.96 
05-29-202423 48.71 57.21 68.53 80.78 89.96 
05-30-202422 60.65 68.86 79.81 91.60 100.45 
05-31-202421 58.84 66.77 77.34 88.69 97.20 
06-03-202418 53.26 60.38 69.88 79.96 87.53 
06-04-202417 47.01 53.88 63.03 72.72 79.99 
06-05-202416 40.81 47.43 56.24 65.54 72.52 
06-06-202415 49.43 55.80 64.29 73.21 79.91 
06-07-202414 43.31 49.44 57.61 66.17 72.59 
06-10-202411 32.10 37.54 44.80 52.32 57.97 
06-11-202410 26.14 31.37 38.34 45.54 50.94 
06-12-20249 20.23 25.25 31.93 38.82 43.99 
06-13-20248 16.99 21.80 28.21 34.80 39.73 
06-14-20247 14.35 18.96 25.11 31.40 36.11 
06-17-20244 14.54 18.56 23.96 29.44 33.51 
06-18-20243 8.89 12.72 17.89 23.11 26.98 
06-20-20241 -2.23 1.19 5.91 10.65 14.07 

 
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