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Distant Months Contracts
[Index Arbitrage Program Trading Premium Values for
S&P 500, Nasdaq 100, and Dow Jones Ind. Avg. index futures contracts]

for July-24-2024
Updated: Wednesday, July-24-2024
12:45am ET

  Sell Programs No Programs Buy Programs  
Index Futures Sell
Active (SA)
Threshold (ST)
Fair Value
(Premium) (FV)
Threshold (BT)
Active (BA)
S&P 500            
    SEP 2024 38.09      40.15      42.90      45.90      48.14     
    DEC 2024 92.64      97.64      104.46      111.88      117.32     
Nasdaq 100            
    SEP 2024 144.73      155.91      170.85      180.53      187.77     
    DEC 2024 350.33      377.41      414.44      438.43      455.98     
Dow Jones            
    SEP 2024 209.10      229.33      256.38      285.33      306.96     
    DEC 2024 534.47      583.74      650.67      722.28      775.00     


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