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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 Nov-01-2024
Updated: Friday, Nov-01-2024
12:00am 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 26.99      29.32      32.45      35.39      37.60     
    MAR 2025 76.18      82.55      91.21      99.38      105.40     
Nasdaq 100            
    DEC 2024 99.45      111.34      127.29      150.94      168.56     
    MAR 2025 281.24      313.76      357.63      422.67      470.88     
Dow Jones            
    DEC 2024 95.28      130.59      177.71      185.09      190.62     
    MAR 2025 323.16      419.19      553.53      574.57      589.61     


 

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