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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 June-21-2024
Updated: Thursday, June-20-2024
9:55pm 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 65.00      66.90      69.43      71.98      73.89     
    DEC 2024 134.43      138.50      143.86      149.24      153.32     
Nasdaq 100            
    SEP 2024 249.53      261.68      277.92      295.18      308.09     
    DEC 2024 511.48      537.23      571.37      607.65      635.00     
Dow Jones            
    SEP 2024 397.28      413.91      436.15      475.91      505.65     
    DEC 2024 832.11      867.28      913.99      997.50      1060.39     


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