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IndexArb Values vs. Time
Dow Jones JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-13-2024 to the Last Trade Date of 06-20-2024.]
Updated: Saturday, May-11-2024
2:50pm 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)
05-13-202439 95.18 98.97 104.06 132.97 154.55 
05-14-202438 88.30 92.40 97.89 125.81 146.64 
05-15-202437 86.40 90.78 96.65 123.58 143.69 
05-16-202436 115.64 120.27 126.48 152.45 171.84 
05-17-202435 108.93 113.79 120.30 145.33 164.02 
05-20-202432 97.26 102.66 109.88 132.19 148.87 
05-21-202431 90.75 96.28 103.68 125.12 141.16 
05-22-202430 83.79 89.43 96.96 117.54 132.94 
05-23-202429 86.83 92.55 100.19 119.92 134.70 
05-24-202428 80.02 85.80 93.52 112.44 126.61 
05-28-202424 53.49 59.35 67.16 83.02 94.92 
05-29-202423 47.02 52.86 60.65 75.79 87.16 
05-30-202422 59.01 64.82 72.55 87.01 97.87 
05-31-202421 57.26 63.02 70.69 84.48 94.85 
06-03-202418 51.95 57.51 64.89 76.81 85.78 
06-04-202417 45.81 51.28 58.55 69.88 78.42 
06-05-202416 39.73 45.10 52.23 63.00 71.12 
06-06-202415 48.47 53.74 60.73 70.96 78.67 
06-07-202414 42.47 47.63 54.47 64.18 71.50 
06-10-202411 31.62 36.41 42.76 51.05 57.28 
06-11-202410 25.78 30.44 36.62 44.47 50.37 
06-12-20249 19.97 24.49 30.51 37.93 43.52 
06-13-20248 16.82 21.21 27.05 34.08 39.36 
06-14-20247 14.26 18.52 24.18 30.83 35.82 
06-17-20244 14.59 18.44 23.59 29.22 33.43 
06-18-20243 8.95 12.66 17.65 22.98 26.94 
06-20-20241 -2.22 1.17 5.86 10.64 14.10 

 
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