|
|
Distant Months Contracts
[Index Arbitrage Program Trading Premium Values for
S&P 500, Nasdaq 100, and Dow Jones Ind. Avg. index futures contracts]
for May-17-2012 |
Updated: Wednesday, May-16-2012
9:20pm 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 |
|
|
|
|
|
|
| JUN 2012 |
-5.38 |
-3.98 |
-2.07 |
-0.07 |
1.42 |
|
| SEP 2012 |
-17.76 |
-13.72 |
-8.30 |
-2.59 |
1.67 |
|
| DEC 2012 |
-31.23 |
-24.20 |
-14.82 |
-4.94 |
2.46 |
|
| MAR 2013 |
-43.94 |
-34.18 |
-21.18 |
-7.50 |
2.77 |
|
| Nasdaq 100 |
|
|
|
|
|
|
| JUN 2012 |
-17.79 |
-11.05 |
-1.73 |
7.75 |
14.60 |
|
| SEP 2012 |
-56.80 |
-36.97 |
-6.94 |
23.60 |
43.77 |
|
| DEC 2012 |
-100.64 |
-66.08 |
-13.29 |
40.42 |
75.58 |
|
| Dow Jones |
|
|
|
|
|
|
| JUN 2012 |
-113.44 |
-75.08 |
-21.60 |
34.92 |
75.47 |
|
| SEP 2012 |
-382.28 |
-268.65 |
-93.67 |
91.30 |
211.41 |
|
| DEC 2012 |
-681.53 |
-481.98 |
-171.96 |
155.74 |
366.67 |
|
|
|
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