Home Page Distant Months Contracts IndexArb Values vs. Time Stock Performance vs. Indexes Capitalization Analysis Index Component Weights Dividend Analysis Fair Value Decomposition Yield Curve Program Trading Calculator Help Terms of Usage/Disclaimer Contact Us Demo of Institutional Services To Subscribe      Log-In:       Institutional Subscribers Advanced Services

IndexArb Values vs. Time S&P 500 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  0.87  2.25  4.11  5.99  7.37  03-11-2024 6  0.25  1.49  3.17  4.86  6.11  03-12-2024 5  -0.20  0.90  2.41  3.92  5.03  03-13-2024 4  -0.55  0.42  1.75  3.08  4.05  03-14-2024 1  -0.79  -0.23  0.55  1.33  1.89

No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our Terms of Usage and Disclaimer. All pages, content, images, and design Copyright 2000-2024 Ergo Inc. All Rights Reserved Worldwide.