|
|
Distant Months Contracts
[Index Arbitrage Program Trading Premium Values for
S&P 500, Nasdaq 100, and Dow Jones Ind. Avg. index futures contracts]
for July-07-2008 |
Updated: Friday, July-04-2008
6:30pm 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 |
|
|
|
|
|
|
| SEP 2008 |
-1.09 |
-0.35 |
0.63 |
2.29 |
3.52 |
|
| DEC 2008 |
-1.56 |
0.08 |
2.28 |
5.97 |
8.74 |
|
| MAR 2009 |
-1.48 |
1.12 |
4.57 |
10.37 |
14.74 |
|
| JUN 2009 |
-0.77 |
2.82 |
7.56 |
15.53 |
21.56 |
|
| SEP 2009 |
0.70 |
5.31 |
11.39 |
21.60 |
29.35 |
|
| DEC 2009 |
2.12 |
7.81 |
15.28 |
27.82 |
37.39 |
|
| Nasdaq 100 |
|
|
|
|
|
|
| SEP 2008 |
-3.73 |
1.23 |
7.87 |
12.88 |
16.61 |
|
| DEC 2008 |
-8.87 |
2.66 |
18.08 |
29.67 |
38.34 |
|
| MAR 2009 |
-13.11 |
5.40 |
30.12 |
48.70 |
62.61 |
|
| JUN 2009 |
-17.55 |
8.29 |
42.77 |
68.69 |
88.11 |
|
| Dow Jones |
|
|
|
|
|
|
| SEP 2008 |
-52.75 |
-36.79 |
-15.37 |
6.60 |
22.97 |
|
| DEC 2008 |
-103.61 |
-67.64 |
-19.46 |
29.95 |
66.84 |
|
| MAR 2009 |
-148.10 |
-90.96 |
-14.54 |
63.84 |
122.45 |
|
|
|
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