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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 July-30-2014
Updated: Tuesday, July-29-2014
11:30pm 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 2014 -9.17      -7.65      -5.61      -3.34      -1.65     
    DEC 2014 -24.05      -19.81      -14.13      -7.81      -3.10     
    MAR 2015 -39.98      -33.01      -23.69      -13.33      -5.59     
    JUN 2015 -55.07      -45.33      -32.31      -17.85      -7.02     
Nasdaq 100            
    SEP 2014 -34.34      -22.72      -7.03      2.67      9.85     
    DEC 2014 -92.36      -60.02      -17.15      9.32      29.30     
    MAR 2015 -150.00      -96.84      -27.38      15.52      48.36     
    JUN 2015 -210.02      -135.15      -36.45      24.51      70.75     
Dow Jones            
    SEP 2014 -161.94      -120.89      -65.27      -13.89      24.02     
    DEC 2014 -421.33      -306.96      -155.47      -15.57      90.05     
    MAR 2015 -680.07      -491.92      -246.94      -20.69      153.07     


 

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