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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 Jan-21-2025
Updated: Saturday, Jan-18-2025
1:30pm 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            
    MAR 2025 26.59      30.44      35.57      37.91      39.66     
    JUN 2025 67.00      76.38      89.08      94.85      99.11     
Nasdaq 100            
    MAR 2025 128.26      134.90      143.79      168.80      187.46     
    JUN 2025 325.79      342.16      364.18      426.14      472.19     
Dow Jones            
    MAR 2025 139.61      169.33      209.08      236.33      256.72     
    JUN 2025 385.37      458.32      556.70      624.15      674.17     


 

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