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IndexArb Values vs. Time
Dow Jones DEC 2023 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-25-2023 to the Last Trade Date of 12-14-2023.]
Updated: Friday, Sept-22-2023
11:20pm ET

Dow Jones DEC 2023 Arb Values to Contract End

 
Data Table for the Above Graph
[Note that the following values change daily].
 Date
 (Trading  days only)		 Number
of Days
to End		 Sell
Active
(SA)		 Sell
Threshold
(ST)		 Fair Value
Premium
(FV)		 Buy
Threshold
(BT)		 Buy
Active
(BA)
09-25-202383 233.12 244.16 258.90 275.16 287.33 
09-26-202382 227.76 238.73 253.38 269.52 281.60 
09-27-202381 222.41 233.31 247.87 263.88 275.87 
09-28-202378 206.37 217.06 231.34 246.98 258.69 
09-29-202377 201.03 211.65 225.83 241.35 252.97 
10-02-202376 195.70 206.25 220.33 235.73 247.25 
10-03-202375 192.94 203.42 217.40 232.67 244.11 
10-04-202374 187.62 198.02 211.91 227.05 238.39 
10-05-202371 178.59 188.77 202.36 217.13 228.19 
10-06-202370 177.67 187.77 201.26 215.91 226.87 
10-09-202369 172.37 182.39 195.79 210.30 221.17 
10-10-202368 167.07 177.02 190.31 204.70 215.47 
10-11-202367 161.77 171.65 184.84 199.10 209.77 
10-12-202364 149.87 159.51 172.39 186.27 196.65 
10-13-202363 144.59 154.16 166.93 180.68 190.97 
10-16-202362 139.32 148.80 161.48 175.09 185.28 
10-17-202361 134.05 143.46 156.02 169.51 179.60 
10-18-202360 128.79 138.11 150.57 163.93 173.92 
10-19-202357 119.22 128.30 140.44 153.40 163.10 
10-20-202356 122.55 131.54 143.57 156.40 166.00 
10-23-202355 117.30 126.22 138.13 150.83 160.33 
10-24-202354 112.06 120.90 132.70 145.27 154.67 
10-25-202353 106.83 115.58 127.27 139.71 149.00 
10-26-202350 91.16 99.65 111.01 123.04 132.03 
10-27-202349 85.94 94.35 105.59 117.48 126.38 
10-30-202348 80.73 89.05 100.18 111.94 120.73 
10-31-202347 75.52 83.75 94.77 106.39 115.08 
11-01-202346 70.32 78.46 89.36 100.85 109.43 
11-02-202343 54.73 62.62 73.16 84.23 92.51 
11-03-202342 49.55 57.34 67.76 78.70 86.88 
11-06-202341 45.19 52.89 63.20 73.99 82.07 
11-07-202340 40.02 47.63 57.81 68.47 76.43 
11-08-202339 49.24 56.76 66.82 77.34 85.21 
11-09-202336 35.33 42.58 52.27 62.37 69.91 
11-10-202335 30.18 37.33 46.90 56.85 64.29 
11-13-202334 25.03 32.08 41.53 51.34 58.68 
11-14-202333 23.05 30.01 39.32 49.00 56.22 
11-15-202332 22.85 29.71 38.90 48.43 55.55 
11-16-202329 38.32 44.90 53.70 62.80 69.60 
11-17-202328 32.98 39.46 48.13 57.09 63.78 
11-20-202327 27.65 34.04 42.58 51.39 57.97 
11-21-202325 17.07 23.25 31.54 40.06 46.42 
11-22-202322 11.23 17.12 25.00 33.08 39.11 
11-24-202321 6.03 11.82 19.56 27.50 33.42 
11-27-202320 8.70 14.38 21.99 29.78 35.59 
11-28-202319 3.54 9.12 16.60 24.23 29.93 
11-29-202318 16.80 22.27 29.61 37.09 42.68 
11-30-202315 33.61 38.77 45.69 52.73 57.98 
12-01-202314 43.45 48.51 55.29 62.17 67.31 
12-04-202313 38.42 43.37 50.01 56.74 61.76 
12-05-202312 33.41 38.25 44.75 51.33 56.23 
12-06-202311 28.42 33.15 39.50 45.93 50.72 
12-07-20238 17.34 21.74 27.65 33.62 38.06 
12-08-20237 19.02 23.31 29.08 34.89 39.22 
12-11-20236 14.14 18.32 23.94 29.59 33.80 
12-12-20235 9.28 13.34 18.81 24.31 28.40 
12-13-20234 4.44 8.38 13.71 19.05 23.01 
12-14-20231 -3.33 0.16 5.03 9.90 13.40 

 
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