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IndexArb Values vs. Time
Dow Jones JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-17-2024 to the Last Trade Date of 06-20-2024.]
Updated: Thursday, May-16-2024
11:55pm ET

Dow Jones JUN 2024 Arb Values to Contract End

 
Data Table for the Above Graph
[Note that the following values change daily].
 Date
 (Trading  days only)		 Number
of Days
to End		 Sell
Active
(SA)		 Sell
Threshold
(ST)		 Fair Value
Premium
(FV)		 Buy
Threshold
(BT)		 Buy
Active
(BA)
05-17-202435 103.63 114.40 128.83 151.40 168.25 
05-20-202432 94.24 104.50 118.22 138.70 154.01 
05-21-202431 88.40 98.48 111.95 131.76 146.57 
05-22-202430 82.00 91.88 105.09 124.21 138.52 
05-23-202429 80.24 89.92 102.86 121.31 135.12 
05-24-202428 73.92 83.40 96.06 113.86 127.19 
05-28-202424 49.01 57.65 69.18 84.50 95.99 
05-29-202423 42.88 51.31 62.54 77.27 88.32 
05-30-202422 69.96 78.17 89.12 103.27 113.90 
05-31-202421 68.50 76.49 87.14 100.73 110.94 
06-03-202418 63.93 71.26 81.01 92.99 102.00 
06-04-202417 58.00 65.11 74.57 86.03 94.65 
06-05-202416 52.11 59.00 68.15 79.12 87.36 
06-06-202415 46.25 52.91 61.77 72.25 80.13 
06-07-202414 40.43 46.86 55.42 65.42 72.94 
06-10-202411 30.04 35.80 43.46 52.11 58.60 
06-11-202410 24.34 29.87 37.24 45.45 51.62 
06-12-20249 18.67 23.98 31.05 38.84 44.69 
06-13-20248 15.66 20.74 27.52 34.91 40.45 
06-14-20247 13.23 18.09 24.58 31.57 36.81 
06-17-20244 13.99 18.18 23.80 29.67 34.04 
06-18-20243 8.49 12.46 17.80 23.32 27.41 
06-20-20241 -2.35 1.11 5.90 10.74 14.24 

 
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