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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 Dec-18-2014
Updated: Wednesday, Dec-17-2014
8:10pm 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 2015 -13.45      -10.30      -6.07      -0.30      4.00     
    JUN 2015 -28.59      -22.34      -13.95      -2.50      6.03     
    SEP 2015 -44.72      -35.37      -22.83      -5.70      7.07     
    DEC 2015 -60.09      -47.57      -30.82      -7.93      9.17     
Nasdaq 100            
    MAR 2015 -41.12      -24.96      -3.19      13.81      26.43     
    JUN 2015 -84.50      -52.58      -10.30      22.71      47.63     
    SEP 2015 -129.02      -81.41      -19.18      29.40      66.57     
Dow Jones            
    MAR 2015 -194.05      -138.30      -62.86      36.70      110.29     
    JUN 2015 -396.99      -287.08      -142.68      47.87      192.94     
    SEP 2015 -605.34      -441.58      -231.42      45.93      262.06     


 

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