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IndexArb Values vs. Time Dow Jones MAR 2024 Futures Contract [Index Arbitrage Program Trading Premium Values from 03-08-2024 to the Last Trade Date of 03-14-2024.] Updated: Thursday, Mar-07-2024 10:20pm ET

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) 03-08-2024 7  10.62  20.01  33.13  74.01  103.29  03-11-2024 6  2.53  12.38  25.93  58.34  81.90  03-12-2024 5  -3.51  6.03  18.96  44.06  62.59  03-13-2024 4  -5.37  3.29  14.86  33.77  47.93  03-14-2024 1  -4.70  -0.25  5.73  12.36  17.29

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