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IndexArb Values vs. Time
Dow Jones SEP 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-13-2024 to the Last Trade Date of 09-19-2024.]
Updated: Saturday, May-11-2024
2:50pm ET

Dow Jones SEP 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)
05-13-2024130 421.49 432.77 448.07 535.16 599.36 
05-14-2024129 415.86 427.05 442.24 528.67 592.39 
05-15-2024128 415.15 426.26 441.33 527.11 590.34 
05-16-2024127 445.68 456.71 471.67 556.80 619.57 
05-17-2024126 440.20 451.15 466.00 550.49 612.79 
05-20-2024123 431.88 442.58 457.08 539.65 600.55 
05-21-2024122 426.37 436.99 451.39 533.31 593.74 
05-22-2024121 420.87 431.40 445.68 526.97 586.92 
05-23-2024120 425.27 435.73 449.90 530.54 590.02 
05-24-2024119 419.76 430.13 444.18 524.18 583.19 
05-28-2024115 397.62 407.66 421.26 498.68 555.81 
05-29-2024114 392.08 402.03 415.52 492.29 548.95 
05-30-2024113 404.92 414.80 428.17 504.29 560.48 
05-31-2024112 403.97 413.75 427.02 502.49 558.20 
06-03-2024109 400.66 410.20 423.12 496.65 550.94 
06-04-2024108 395.09 404.54 417.35 490.23 544.04 
06-05-2024107 389.50 398.87 411.56 483.79 537.13 
06-06-2024106 398.69 407.98 420.56 492.14 545.00 
06-07-2024105 393.10 402.30 414.76 485.69 538.07 
06-10-2024102 383.18 392.13 404.25 473.22 524.17 
06-11-2024101 377.56 386.43 398.43 466.75 517.22 
06-12-2024100 371.94 380.72 392.61 460.28 510.27 
06-13-202499 368.94 377.64 389.41 456.42 505.94 
06-14-202498 366.49 375.10 386.76 453.12 502.16 
06-17-202495 366.97 375.33 386.64 451.04 498.63 
06-18-202494 361.31 369.59 380.79 444.53 491.63 
06-20-202492 349.98 358.09 369.06 431.48 477.63 
06-21-202491 344.31 352.34 363.19 424.95 470.62 
06-24-202488 327.26 335.03 345.54 405.33 449.54 
06-25-202487 321.57 329.25 339.64 398.77 442.50 
06-26-202486 315.87 323.47 333.74 392.21 435.45 
06-27-202485 310.17 317.68 327.84 385.65 428.40 
06-28-202484 304.46 311.89 321.93 379.08 421.35 
07-01-202481 287.30 294.47 304.16 359.32 400.13 
07-02-202480 281.57 288.65 298.23 352.73 393.05 
07-03-202479 275.83 282.83 292.29 346.13 385.96 
07-05-202477 279.12 285.95 295.18 347.69 386.54 
07-08-202474 264.81 271.37 280.25 330.76 368.15 
07-09-202473 259.04 265.52 274.28 324.13 361.02 
07-10-202472 257.63 264.03 272.67 321.85 358.26 
07-11-202471 251.85 258.16 266.69 315.20 351.12 
07-12-202470 246.07 252.29 260.70 308.54 343.97 
07-15-202467 228.68 234.64 242.70 288.54 322.48 
07-16-202466 222.87 228.75 236.69 281.86 315.31 
07-17-202465 217.06 222.85 230.67 275.17 308.13 
07-18-202464 211.24 216.95 224.65 268.48 300.95 
07-19-202463 212.03 217.65 225.24 268.40 300.37 
07-22-202460 203.73 209.09 216.32 257.47 287.95 
07-23-202459 197.89 203.16 210.27 250.74 280.73 
07-24-202458 192.04 197.22 204.22 244.02 273.51 
07-25-202457 186.19 191.28 198.16 237.28 266.27 
07-26-202456 180.33 185.33 192.09 230.54 259.04 
07-29-202453 162.72 167.46 173.86 210.29 237.29 
07-30-202452 156.83 161.49 167.77 203.52 230.03 
07-31-202451 150.95 155.52 161.68 196.76 222.76 
08-01-202450 145.06 149.54 155.58 189.98 215.48 
08-02-202449 139.16 143.55 149.48 183.20 208.20 
08-05-202446 121.44 125.56 131.13 162.82 186.32 
08-06-202445 115.52 119.56 125.01 156.02 179.01 
08-07-202444 110.31 114.31 119.70 150.36 173.12 
08-08-202443 104.28 108.23 113.56 143.87 166.40 
08-09-202442 109.21 113.13 118.39 148.36 170.64 
08-12-202439 92.70 96.49 101.58 130.49 152.07 
08-13-202438 85.82 89.92 95.41 123.33 144.16 
08-14-202437 78.99 83.37 89.24 116.17 136.28 
08-15-202436 77.15 81.79 88.00 113.96 133.35 
08-16-202435 82.32 87.18 93.69 118.72 137.41 
08-19-202432 87.99 93.39 100.61 122.92 139.61 
08-20-202431 81.49 87.02 94.41 115.86 131.90 
08-21-202430 74.53 80.16 87.69 108.27 123.67 
08-22-202429 67.64 73.36 81.00 100.74 115.51 
08-23-202428 70.75 76.54 84.26 103.17 117.34 
08-26-202425 50.75 56.62 64.45 81.03 93.48 
08-27-202424 52.37 58.23 66.05 81.90 93.80 
08-28-202423 45.90 51.75 59.53 74.67 86.05 
08-29-202422 39.49 45.31 53.04 67.50 78.36 
08-30-202421 56.14 61.91 69.58 83.37 93.73 
09-03-202417 44.70 50.17 57.43 68.76 77.30 
09-04-202416 38.61 43.98 51.11 61.89 70.00 
09-05-202415 47.35 52.62 59.61 69.84 77.55 
09-06-202414 41.36 46.51 53.35 63.07 70.39 
09-09-202411 23.61 28.39 34.75 43.03 49.27 
09-10-202410 24.66 29.32 35.50 43.35 49.25 
09-11-20249 18.85 23.38 29.39 36.82 42.40 
09-12-20248 15.70 20.09 25.93 32.96 38.25 
09-13-20247 9.96 14.21 19.88 26.53 31.52 
09-16-20244 14.59 18.44 23.59 29.22 33.43 
09-17-20243 8.95 12.66 17.65 22.98 26.94 
09-18-20242 3.34 6.91 11.74 16.79 20.51 
09-19-20241 -2.22 1.17 5.86 10.64 14.10 

 
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