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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 Sept-25-2023
Updated: Friday, Sept-22-2023
11:20pm 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            
    DEC 2023 36.90      38.31      40.21      42.71      44.59     
    MAR 2024 80.64      83.74      87.86      93.30      97.41     
Nasdaq 100            
    DEC 2023 143.86      150.21      158.79      171.55      181.00     
    MAR 2024 315.72      329.55      347.82      375.53      396.52     
Dow Jones            
    DEC 2023 233.12      244.16      258.90      275.16      287.33     
    MAR 2024 527.16      551.38      583.42      618.75      645.44     


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