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IndexArb Values vs. Time
Dow Jones SEP 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-26-2024 to the Last Trade Date of 09-19-2024.]
Updated: Thursday, July-25-2024
11:40pm ET

Dow Jones SEP 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)
07-26-202456 190.83 212.30 241.01 266.80 286.08 
07-29-202453 173.23 193.56 220.75 245.30 263.65 
07-30-202452 167.33 187.28 213.97 238.11 256.16 
07-31-202451 161.42 181.00 207.19 230.92 248.66 
08-01-202450 155.49 174.70 200.39 223.72 241.16 
08-02-202449 149.54 168.38 193.58 216.51 233.64 
08-05-202446 131.61 149.36 173.10 194.82 211.05 
08-06-202445 125.60 142.99 166.25 187.57 203.51 
08-07-202444 120.39 137.43 160.21 181.14 196.77 
08-08-202443 114.35 131.03 153.35 173.87 189.21 
08-09-202442 122.68 139.01 160.86 180.98 196.03 
08-12-202439 106.06 121.35 141.80 160.75 174.91 
08-13-202438 99.94 114.88 134.88 153.44 167.31 
08-14-202437 93.81 108.41 127.95 146.12 159.70 
08-15-202436 92.59 106.85 125.93 143.72 157.01 
08-16-202435 94.88 108.81 127.44 144.84 157.84 
08-19-202432 101.79 114.72 132.02 148.26 160.40 
08-20-202431 95.57 108.16 125.02 140.89 152.73 
08-21-202430 87.99 100.26 116.69 132.17 143.73 
08-22-202429 80.48 92.43 108.43 123.53 134.81 
08-23-202428 77.65 89.28 104.84 119.57 130.57 
08-26-202425 55.81 66.48 80.77 94.37 104.53 
08-27-202424 56.83 67.18 81.06 94.28 104.16 
08-28-202423 49.77 59.82 73.27 86.12 95.72 
08-29-202422 42.79 52.52 65.56 78.04 87.36 
08-30-202421 60.20 69.62 82.24 94.35 103.39 
09-03-202417 46.73 54.93 65.92 76.54 84.47 
09-04-202416 40.20 48.10 58.68 68.94 76.59 
09-05-202415 48.53 56.13 66.31 76.20 83.57 
09-06-202414 42.15 49.45 59.23 68.75 75.85 
09-09-202411 23.46 29.87 38.47 46.89 53.16 
09-10-202410 24.28 30.40 38.61 46.66 52.66 
09-11-20249 18.27 24.10 31.93 39.62 45.34 
09-12-20248 14.97 20.51 27.95 35.28 40.73 
09-13-20247 9.12 14.37 21.43 28.39 33.56 
09-16-20244 14.06 18.45 24.37 30.24 34.60 
09-17-20243 8.51 12.61 18.16 23.67 27.75 
09-18-20242 3.05 6.85 12.03 17.18 20.97 
09-19-20241 -2.30 1.17 5.97 10.77 14.23 

 
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