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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 Feb-09-2010 |
Updated: Monday, Feb-08-2010
8:20pm 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 |
|
|
|
|
|
|
| MAR 2010 |
-5.06 |
-4.10 |
-2.83 |
-1.80 |
-1.04 |
|
| JUN 2010 |
-13.98 |
-11.18 |
-7.42 |
-4.42 |
-2.18 |
|
| SEP 2010 |
-23.16 |
-18.36 |
-11.97 |
-6.86 |
-3.02 |
|
| DEC 2010 |
-32.00 |
-25.15 |
-16.06 |
-8.79 |
-3.31 |
|
| Nasdaq 100 |
|
|
|
|
|
|
| MAR 2010 |
-12.21 |
-7.74 |
-1.64 |
4.31 |
8.68 |
|
| JUN 2010 |
-38.33 |
-24.48 |
-3.64 |
16.91 |
30.55 |
|
| SEP 2010 |
-66.26 |
-42.19 |
-4.70 |
32.24 |
55.95 |
|
| Dow Jones |
|
|
|
|
|
|
| MAR 2010 |
-94.80 |
-70.41 |
-37.26 |
-10.31 |
9.52 |
|
| JUN 2010 |
-279.92 |
-207.07 |
-99.08 |
-11.29 |
47.94 |
|
| SEP 2010 |
-478.25 |
-352.77 |
-160.76 |
-4.66 |
97.35 |
|
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