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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 Dec-08-2022
Updated: Wednesday, Dec-07-2022
10:25pm 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 2022 -3.24      -1.06      1.95      5.69      8.39     
    MAR 2023 22.39      27.09      33.49      41.44      47.27     
Nasdaq 100            
    DEC 2022 -2.95      0.88      6.27      23.40      35.54     
    MAR 2023 86.12      97.68      121.20      195.85      232.54     
Dow Jones            
    DEC 2022 -22.58      -1.63      27.09      51.37      69.08     
    MAR 2023 226.56      256.72      262.47      267.32      292.82     


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