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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 Oct-14-2024
Updated: Saturday, Oct-12-2024
5:30pm ET

  Sell Programs No Programs Buy Programs  
Index Futures Sell
Active (SA)
Sell
Threshold (ST)
Fair Value
(Premium) (FV)
Buy
Threshold (BT)
Buy
Active (BA)
Graph
Link
S&P 500            
    DEC 2024 39.91      42.53      46.03      47.98      49.44     
    MAR 2025 90.22      95.78      103.43      107.71      110.81     
Nasdaq 100            
    DEC 2024 125.54      148.71      179.68      194.65      205.84     
    MAR 2025 285.52      336.37      405.39      438.73      463.29     
Dow Jones            
    DEC 2024 189.37      228.34      280.38      299.34      313.53     
    MAR 2025 451.75      535.65      650.46      692.29      722.85     


 

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