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IndexArb Values vs. Time
Dow Jones SEP 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-16-2024 to the Last Trade Date of 09-19-2024.]
Updated: Wednesday, May-15-2024
9:45pm ET

Dow Jones SEP 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)
05-16-2024127 416.20 450.76 498.33 552.22 591.38 
05-17-2024126 410.89 445.19 492.39 545.87 584.74 
05-20-2024123 404.07 437.65 483.84 536.17 574.22 
05-21-2024122 399.22 432.58 478.43 530.40 568.19 
05-22-2024121 394.37 427.49 473.02 524.61 562.15 
05-23-2024120 394.10 427.00 472.19 523.41 560.69 
05-24-2024119 389.22 421.89 466.76 517.60 554.62 
05-28-2024115 369.59 401.33 444.87 494.21 530.17 
05-29-2024114 364.66 396.16 439.37 488.33 524.03 
05-30-2024113 378.11 409.38 452.25 500.83 536.26 
05-31-2024112 377.75 408.79 451.32 499.52 534.69 
06-03-2024109 376.22 406.54 448.06 495.12 529.47 
06-04-2024108 371.22 401.30 442.48 489.15 523.24 
06-05-2024107 366.20 396.05 436.89 483.17 516.99 
06-06-2024106 375.96 405.57 446.07 491.97 525.51 
06-07-2024105 370.93 400.29 440.45 485.96 519.23 
06-10-2024102 362.65 391.29 430.42 474.76 507.21 
06-11-2024101 357.57 385.96 424.75 468.71 500.88 
06-12-2024100 352.48 380.63 419.07 462.63 494.53 
06-13-202499 350.01 377.91 416.00 459.17 490.79 
06-14-202498 348.08 375.73 413.48 456.26 487.60 
06-17-202495 350.08 376.99 413.70 455.29 485.78 
06-18-202494 344.93 371.59 407.94 449.14 479.35 
06-20-202492 334.58 360.74 396.39 436.79 466.43 
06-21-202491 329.39 355.29 390.59 430.59 459.95 
06-24-202488 313.74 338.89 373.13 411.92 440.42 
06-25-202487 308.51 333.40 367.28 405.67 433.88 
06-26-202486 303.26 327.90 361.42 399.41 427.33 
06-27-202485 298.00 322.39 355.55 393.13 420.77 
06-28-202484 292.73 316.86 349.67 386.85 414.19 
07-01-202481 276.86 300.21 331.94 367.89 394.36 
07-02-202480 271.55 294.64 326.01 361.55 387.72 
07-03-202479 266.22 289.06 320.06 355.19 381.07 
07-05-202477 270.33 292.64 322.91 357.22 382.50 
07-08-202474 257.18 278.70 307.88 340.95 365.33 
07-09-202473 251.79 273.04 301.86 334.51 358.59 
07-10-202472 250.75 271.74 300.19 332.43 356.21 
07-11-202471 245.34 266.06 294.14 325.96 349.44 
07-12-202470 239.92 260.37 288.08 319.48 342.66 
07-15-202467 223.58 243.23 269.83 299.97 322.24 
07-16-202466 218.11 237.50 263.72 293.44 315.40 
07-17-202465 212.64 231.75 257.60 286.89 308.55 
07-18-202464 207.15 225.99 251.46 280.34 301.68 
07-19-202463 208.26 226.83 251.93 280.38 301.42 
07-22-202460 200.89 218.64 242.61 269.78 289.89 
07-23-202459 195.35 212.82 236.42 263.16 282.96 
07-24-202458 189.79 206.99 230.21 256.52 276.01 
07-25-202457 184.23 201.15 223.99 249.87 269.04 
07-26-202456 178.65 195.29 217.75 243.21 262.06 
07-29-202453 161.85 177.66 198.98 223.13 241.04 
07-30-202452 156.23 171.76 192.69 216.42 234.01 
07-31-202451 150.60 165.85 186.40 209.68 226.96 
08-01-202450 144.96 159.92 180.09 202.94 219.90 
08-02-202449 139.31 153.99 173.77 196.18 212.82 
08-05-202446 122.28 136.11 154.73 175.83 191.51 
08-06-202445 116.59 130.13 148.36 169.02 184.37 
08-07-202444 111.28 124.72 142.80 163.29 178.53 
08-08-202443 105.14 118.48 136.41 156.73 171.84 
08-09-202442 109.96 123.19 140.97 161.13 176.12 
08-12-202439 93.07 105.99 123.32 142.96 157.61 
08-13-202438 86.87 99.69 116.87 136.33 150.86 
08-14-202437 80.66 93.37 110.40 129.69 144.10 
08-15-202436 79.36 91.97 108.85 127.97 142.26 
08-16-202435 85.53 97.81 114.23 132.77 146.63 
08-19-202432 93.78 105.07 120.17 137.03 149.65 
08-20-202431 87.99 98.96 113.63 129.95 142.16 
08-21-202430 81.20 91.84 106.07 121.84 133.64 
08-22-202429 74.45 84.77 98.56 113.79 125.19 
08-23-202428 72.34 82.35 95.71 110.41 121.42 
08-26-202425 52.48 61.56 73.68 86.87 96.76 
08-27-202424 54.09 62.88 74.59 87.30 96.84 
08-28-202423 47.59 56.09 67.42 79.66 88.85 
08-29-202422 41.14 49.35 60.29 72.08 80.93 
08-30-202421 57.72 65.66 76.22 87.57 96.09 
09-03-202417 45.89 52.77 61.91 71.60 78.87 
09-04-202416 39.69 46.31 55.12 64.42 71.41 
09-05-202415 48.31 54.69 63.17 72.09 78.80 
09-06-202414 42.19 48.32 56.49 65.05 71.48 
09-09-202411 24.08 29.53 36.78 44.31 49.96 
09-10-202410 25.03 30.25 37.22 44.42 49.83 
09-11-20249 19.12 24.13 30.82 37.71 42.87 
09-12-20248 15.88 20.68 27.10 33.68 38.62 
09-13-20247 10.05 14.65 20.80 27.09 31.81 
09-16-20244 14.54 18.56 23.96 29.44 33.51 
09-17-20243 8.89 12.72 17.89 23.11 26.98 
09-18-20242 3.29 6.93 11.87 16.85 20.51 
09-19-20241 -2.23 1.19 5.91 10.65 14.07 

 
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