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IndexArb Values vs. Time
Dow Jones DEC 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-09-2024 to the Last Trade Date of 12-20-2024.]
Updated: Saturday, Sept-07-2024
12:30am ET

Dow Jones DEC 2024 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)
09-09-2024103 301.79 327.95 357.88 394.88 427.24 
09-10-2024102 304.09 330.01 359.63 396.26 428.30 
09-11-2024101 299.49 325.16 354.47 390.72 422.46 
09-12-2024100 294.88 320.29 349.31 385.18 416.60 
09-13-202499 300.93 326.20 354.78 390.12 421.36 
09-16-202496 327.39 352.19 379.50 413.26 443.92 
09-17-202495 329.59 354.23 381.12 414.36 444.82 
09-18-202494 334.25 358.72 385.20 417.93 448.19 
09-19-202493 336.12 360.42 386.48 418.70 448.76 
09-20-202492 337.81 361.95 387.60 419.32 449.16 
09-23-202489 341.91 365.53 389.97 420.18 449.39 
09-24-202488 342.94 366.39 390.43 420.15 449.13 
09-25-202487 343.81 367.08 390.72 419.95 448.72 
09-26-202486 344.51 367.59 390.84 419.59 448.13 
09-27-202485 345.04 367.95 390.80 419.07 447.38 
09-30-202482 345.66 368.00 389.70 416.54 444.16 
10-01-202481 345.53 367.68 389.00 415.37 442.76 
10-02-202480 347.87 369.82 390.77 416.68 443.82 
10-03-202479 347.41 369.17 389.75 415.19 442.09 
10-04-202478 359.60 381.16 401.37 426.36 453.01 
10-07-202475 356.76 377.71 396.83 420.46 446.36 
10-08-202474 355.48 376.23 394.98 418.18 443.82 
10-09-202473 354.04 374.58 392.98 415.73 441.12 
10-10-202472 356.89 377.22 395.27 417.58 442.71 
10-11-202471 355.13 375.24 392.94 414.82 439.68 
10-14-202468 348.85 368.31 384.98 405.59 429.64 
10-15-202467 346.44 365.67 382.00 402.19 425.97 
10-16-202466 343.86 362.87 378.86 398.64 422.14 
10-17-202465 341.12 359.90 375.57 394.93 418.15 
10-18-202464 344.83 363.39 378.72 397.68 420.62 
10-21-202461 344.42 362.28 376.64 394.40 416.48 
10-22-202460 340.88 358.50 372.54 389.90 411.69 
10-23-202459 337.17 354.55 368.28 385.25 406.74 
10-24-202458 333.30 350.45 363.86 380.44 401.64 
10-25-202457 329.28 346.18 359.28 375.48 396.38 
10-28-202454 316.23 332.39 344.59 359.66 379.64 
10-29-202453 311.57 327.48 339.37 354.07 373.74 
10-30-202452 306.74 322.40 334.00 348.34 367.69 
10-31-202451 301.76 317.16 328.46 342.44 361.48 
11-01-202450 296.62 311.76 322.78 336.39 355.12 
11-04-202447 280.24 294.60 304.76 317.33 335.09 
11-05-202446 274.46 288.56 298.44 310.66 328.10 
11-06-202445 268.53 282.36 291.97 303.85 320.95 
11-07-202444 261.41 275.38 285.34 297.65 314.92 
11-08-202443 265.10 279.21 289.52 302.28 319.72 
11-11-202440 242.26 256.80 268.23 282.36 300.34 
11-12-202439 235.95 250.64 262.46 277.08 295.23 
11-13-202438 227.84 242.68 254.90 270.00 288.35 
11-14-202437 219.56 234.56 247.18 262.78 281.32 
11-15-202436 237.34 252.49 265.52 281.63 300.37 
11-18-202433 221.74 237.38 251.69 269.38 288.72 
11-19-202432 212.64 228.45 243.20 261.44 280.98 
11-20-202431 203.38 219.36 234.56 253.35 273.10 
11-21-202430 199.34 215.49 231.15 250.51 270.48 
11-22-202429 186.69 203.15 219.61 239.97 260.32 
11-25-202426 137.13 154.47 173.26 196.50 217.94 
11-26-202425 129.49 147.11 166.65 190.80 212.59 
11-27-202424 114.07 131.96 152.22 177.28 199.40 
11-29-202422 88.94 107.35 129.01 155.80 178.56 
12-02-202419 98.26 117.38 141.03 170.26 193.91 
12-03-202418 85.05 104.41 128.67 158.68 182.61 
12-04-202417 72.22 91.79 116.67 147.42 171.61 
12-05-202416 74.55 94.32 119.79 151.28 175.72 
12-06-202415 62.47 82.43 108.48 140.67 165.36 
12-09-202412 28.48 48.96 76.62 110.83 136.15 
12-10-202411 24.81 45.43 73.60 108.43 133.94 
12-11-202410 17.79 37.32 64.03 96.37 120.01 
12-12-20249 13.99 32.32 57.44 87.23 108.96 
12-13-20248 12.47 29.51 52.90 80.07 99.86 
12-16-20245 3.82 16.39 33.73 52.72 66.48 
12-17-20244 0.36 11.23 26.28 42.44 54.13 
12-18-20243 -2.52 6.57 19.17 32.47 42.06 
12-19-20242 -4.80 2.40 12.43 22.82 30.27 
12-20-20241 -6.45 -1.28 6.04 13.48 18.74 

 
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