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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 May-22-2024
Updated: Tuesday, May-21-2024
9:15pm 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            
    JUN 2024 18.45      19.59      21.13      23.23      24.80     
    SEP 2024 67.84      70.54      74.30      79.44      83.15     
Nasdaq 100            
    JUN 2024 63.49      71.20      81.52      90.51      97.22     
    SEP 2024 250.18      269.74      296.95      320.65      337.69     
Dow Jones            
    JUN 2024 90.04      103.97      122.61      137.98      149.46     
    SEP 2024 390.59      422.98      468.03      505.16      531.86     


 

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