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IndexArb Values vs. Time
Dow Jones DEC 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 10-21-2024 to the Last Trade Date of 12-19-2024.]
Updated: Saturday, Oct-19-2024
8:40pm 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)
10-21-202460 207.35 229.62 259.37 279.62 294.78 
10-22-202459 201.43 223.40 252.75 272.83 287.87 
10-23-202458 195.50 217.18 246.12 266.03 280.95 
10-24-202457 189.55 210.94 239.48 259.22 274.02 
10-25-202456 183.59 204.69 232.83 252.40 267.07 
10-28-202453 165.65 185.86 212.80 231.86 246.15 
10-29-202452 159.64 179.56 206.11 224.98 239.15 
10-30-202451 153.63 173.25 199.40 218.10 232.13 
10-31-202450 147.61 166.93 192.68 211.20 225.09 
11-01-202449 141.57 160.60 185.95 204.28 218.04 
11-04-202446 123.41 141.55 165.70 183.47 196.80 
11-05-202445 117.34 135.17 158.93 176.50 189.69 
11-06-202444 111.26 128.79 152.14 169.52 182.56 
11-07-202443 105.17 122.40 145.35 162.52 175.42 
11-08-202442 110.04 126.96 149.51 166.49 179.23 
11-11-202439 91.69 107.69 129.03 145.38 157.64 
11-12-202438 87.19 102.89 123.82 139.95 152.06 
11-13-202437 81.05 96.44 116.96 132.87 144.81 
11-14-202436 74.90 89.98 110.08 125.78 137.54 
11-15-202435 94.89 109.66 129.35 144.82 156.41 
11-18-202432 87.07 100.89 119.35 134.11 145.17 
11-19-202431 80.88 94.39 112.42 126.94 137.81 
11-20-202430 73.18 86.40 104.05 118.35 129.05 
11-21-202429 71.04 83.96 101.22 115.29 125.81 
11-22-202428 68.14 80.75 97.61 111.45 121.79 
11-25-202425 46.20 57.88 73.52 86.60 96.37 
11-26-202424 47.22 58.58 73.80 86.62 96.18 
11-27-202423 40.19 51.23 66.02 78.56 87.92 
11-29-202421 34.18 44.57 58.51 70.48 79.40 
12-02-202418 61.94 71.33 83.95 95.02 103.26 
12-03-202417 55.45 64.51 76.68 87.43 95.43 
12-04-202416 49.05 57.77 69.50 79.92 87.68 
12-05-202415 57.52 65.90 77.18 87.27 94.78 
12-06-202414 51.29 59.34 70.16 79.92 87.18 
12-09-202411 33.14 40.17 49.62 58.33 64.80 
12-10-202410 34.16 40.85 49.85 58.19 64.39 
12-11-20249 28.37 34.71 43.25 51.23 57.16 
12-12-20248 25.29 31.29 39.37 46.98 52.63 
12-13-20247 23.99 29.65 37.27 44.50 49.86 
12-16-20244 12.96 17.58 23.83 29.89 34.37 
12-17-20243 7.68 11.95 17.74 23.40 27.58 
12-18-20242 2.49 6.41 11.75 17.00 20.86 
12-19-20241 -2.58 0.95 5.83 10.67 14.18 

 
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