|
|
Distant Months Contracts
[Index Arbitrage Program Trading Premium Values for
S&P 500, Nasdaq 100, and Dow Jones Ind. Avg. index futures contracts]
for June-18-2013 |
Updated: Monday, June-17-2013
8:45pm 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 |
|
|
|
|
|
|
| SEP 2013 |
-10.95 |
-8.83 |
-5.98 |
-3.20 |
-1.12 |
|
| DEC 2013 |
-22.83 |
-18.70 |
-13.17 |
-7.75 |
-3.71 |
|
| MAR 2014 |
-35.75 |
-29.68 |
-21.52 |
-13.55 |
-7.60 |
|
| JUN 2014 |
-48.53 |
-40.47 |
-29.65 |
-19.07 |
-11.18 |
|
| Nasdaq 100 |
|
|
|
|
|
|
| SEP 2013 |
-17.95 |
-12.50 |
-5.18 |
2.26 |
7.80 |
|
| DEC 2013 |
-37.99 |
-27.48 |
-13.62 |
0.53 |
11.27 |
|
| MAR 2014 |
-58.39 |
-42.89 |
-22.72 |
-2.13 |
13.71 |
|
| Dow Jones |
|
|
|
|
|
|
| SEP 2013 |
-157.15 |
-120.09 |
-70.19 |
-10.09 |
34.56 |
|
| DEC 2013 |
-320.08 |
-249.19 |
-156.95 |
-45.84 |
39.55 |
|
| MAR 2014 |
-481.47 |
-378.13 |
-246.93 |
-88.90 |
35.57 |
|
|
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