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IndexArb Values vs. Time
Dow Jones JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 02-27-2024 to the Last Trade Date of 06-20-2024.]
Updated: Monday, Feb-26-2024
9:10pm ET

Dow Jones JUN 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)
02-27-2024117 339.91 373.06 420.97 503.36 560.37 
02-28-2024116 357.41 390.28 437.79 519.49 576.02 
02-29-2024113 360.12 392.16 438.46 518.07 573.17 
03-01-2024112 358.14 389.94 435.89 514.91 569.61 
03-04-2024111 353.71 385.28 430.88 509.31 563.61 
03-05-2024110 349.27 380.61 425.86 503.69 557.58 
03-06-2024109 359.55 390.66 435.56 512.78 566.28 
03-07-2024106 352.65 383.04 426.89 502.29 554.57 
03-08-2024105 360.45 390.61 434.10 508.89 560.76 
03-11-2024104 355.92 385.84 428.97 503.16 554.61 
03-12-2024103 351.37 381.05 423.83 497.40 548.44 
03-13-2024102 346.81 376.25 418.67 491.62 542.25 
03-14-202499 342.59 371.31 412.64 483.73 533.11 
03-15-202498 337.98 366.44 407.42 477.88 526.84 
03-18-202497 333.34 361.56 402.17 472.02 520.55 
03-19-202496 328.69 356.67 396.91 466.13 514.24 
03-20-202495 324.03 351.76 391.64 460.22 507.90 
03-21-202492 309.96 336.93 375.71 442.39 488.78 
03-22-202491 305.23 331.96 370.36 436.40 482.37 
03-25-202490 300.50 326.97 365.00 430.40 475.93 
03-26-202489 295.75 321.97 359.62 424.38 469.48 
03-27-202485 276.59 301.79 337.94 400.12 443.45 
03-28-202484 271.77 296.71 332.48 394.00 436.89 
04-01-202483 266.93 291.61 327.00 387.87 430.32 
04-02-202482 262.08 286.50 321.51 381.72 423.72 
04-03-202481 259.83 283.99 318.62 378.17 419.72 
04-04-202478 256.60 279.97 313.44 371.01 411.21 
04-05-202477 251.67 274.78 307.87 364.77 404.51 
04-08-202476 246.73 269.57 302.27 358.51 397.79 
04-09-202475 246.13 268.70 301.01 356.58 395.40 
04-10-202474 241.16 263.47 295.39 350.28 388.64 
04-11-202471 226.16 247.66 278.40 331.27 368.24 
04-12-202470 221.13 242.36 272.70 324.89 361.40 
04-15-202469 216.09 237.04 266.99 318.50 354.54 
04-16-202468 211.03 231.71 261.26 312.09 347.66 
04-17-202467 205.95 226.36 255.52 305.66 340.75 
04-18-202464 196.99 216.57 244.53 292.60 326.28 
04-19-202463 200.38 219.68 247.23 294.61 327.81 
04-22-202462 195.23 214.26 241.41 288.09 320.81 
04-23-202461 190.07 208.82 235.56 281.55 313.79 
04-24-202460 184.90 203.36 229.70 274.99 306.74 
04-25-202457 169.29 186.90 212.02 255.20 285.50 
04-26-202456 164.05 181.39 206.09 248.57 278.38 
04-29-202455 158.81 175.86 200.15 241.92 271.24 
04-30-202454 153.55 170.31 194.18 235.25 264.07 
05-01-202453 148.27 164.74 188.21 228.56 256.89 
05-02-202450 132.35 147.96 170.18 208.38 235.23 
05-03-202449 127.02 142.34 164.14 201.62 227.97 
05-06-202448 122.49 137.52 158.90 195.66 221.50 
05-07-202447 117.13 131.86 152.82 188.86 214.20 
05-08-202446 111.75 126.19 146.73 182.05 206.88 
05-09-202443 107.24 121.06 140.65 174.35 198.11 
05-10-202442 103.15 116.80 136.13 169.38 192.86 
05-13-202441 97.40 110.89 129.96 162.76 185.95 
05-14-202440 91.64 104.96 123.77 156.12 179.03 
05-15-202439 90.78 103.93 122.48 154.37 177.00 
05-16-202436 112.07 124.72 142.48 173.01 194.77 
05-17-202435 106.23 118.72 136.21 166.28 187.76 
05-20-202434 100.38 112.70 129.92 159.53 180.72 
05-21-202433 94.51 106.66 123.61 152.77 173.67 
05-22-202432 88.62 100.61 117.29 145.99 166.60 
05-23-202428 71.03 82.31 97.88 124.65 144.04 
05-24-202427 64.16 75.24 90.50 116.75 135.80 
05-28-202426 65.54 76.42 91.38 117.09 135.81 
05-29-202425 58.78 69.47 84.12 109.31 127.70 
05-30-202422 38.83 48.96 62.70 86.34 103.75 
05-31-202421 54.89 64.83 78.28 101.42 118.50 
06-03-202420 61.77 71.52 84.68 107.31 124.08 
06-04-202419 55.34 64.91 77.78 99.91 116.36 
06-05-202418 49.10 58.42 70.93 91.68 107.12 
06-06-202415 45.70 54.17 65.49 82.39 95.04 
06-07-202414 39.84 48.00 58.88 74.61 86.40 
06-10-202413 41.08 48.90 59.34 73.95 84.92 
06-11-202412 35.38 42.87 52.84 66.39 76.58 
06-12-202411 29.76 36.91 46.41 58.95 68.38 
06-13-202413.30 19.38 27.46 37.26 44.64 
06-14-202411.07 16.80 24.40 33.39 40.16 
06-17-202417.83 22.85 29.54 37.04 42.69 
06-18-202412.60 17.27 23.51 30.35 35.48 
06-20-2024-2.82 0.79 5.79 10.90 14.60 

 

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