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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 Mar-19-2024
Updated: Monday, Mar-18-2024
8:15pm 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 60.93      62.13      63.73      67.49      70.30     
    SEP 2024 116.56      118.86      121.95      129.23      134.64     
Nasdaq 100            
    JUN 2024 234.45      237.59      241.87      261.99      276.73     
    SEP 2024 461.41      466.98      474.50      513.67      542.68     
Dow Jones            
    JUN 2024 390.84      409.70      434.87      454.70      469.55     
    SEP 2024 727.87      763.94      812.60      850.91      879.32     


 

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