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IndexArb Values vs. Time
Dow Jones JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-07-2024 to the Last Trade Date of 06-20-2024.]
Updated: Monday, May-06-2024
9:50pm 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)
05-07-202447 123.63 128.18 134.27 168.18 193.48 
05-08-202446 116.89 121.74 128.24 161.20 185.80 
05-09-202443 109.29 114.92 122.46 152.67 175.21 
05-10-202442 104.38 110.22 118.05 147.37 169.26 
05-13-202441 97.86 103.91 112.00 140.44 161.68 
05-14-202440 91.39 97.61 105.94 133.52 154.12 
05-15-202439 89.89 96.26 104.80 131.53 151.50 
05-16-202436 116.74 123.49 132.51 156.78 174.92 
05-17-202435 110.46 117.29 126.43 149.91 167.46 
05-20-202434 112.35 119.25 128.49 151.19 168.16 
05-21-202433 106.13 113.09 122.39 144.33 160.74 
05-22-202432 99.94 106.94 116.30 137.49 153.34 
05-23-202428 74.12 81.13 90.48 108.78 122.48 
05-24-202427 67.69 74.66 83.97 101.58 114.76 
05-28-202426 61.30 68.23 77.48 94.42 107.10 
05-29-202425 54.98 61.85 71.03 87.30 99.50 
05-30-202422 54.70 61.35 70.22 84.61 95.40 
05-31-202421 53.18 59.73 68.47 82.27 92.61 
06-03-202420 60.51 66.96 75.56 88.77 98.68 
06-04-202419 54.48 60.82 69.27 81.91 91.40 
06-05-202418 48.49 54.71 63.01 75.10 84.17 
06-06-202415 45.59 51.41 59.17 69.69 77.58 
06-07-202414 39.77 45.46 53.03 63.04 70.56 
06-10-202413 40.90 46.43 53.80 63.34 70.49 
06-11-202412 35.17 40.54 47.71 56.78 63.58 
06-12-202411 29.47 34.69 41.64 50.26 56.71 
06-13-20248 15.22 19.94 26.25 33.57 39.06 
06-14-20247 12.84 17.40 23.48 30.41 35.59 
06-17-20245 19.23 23.44 29.07 35.24 39.84 
06-18-20244 13.77 17.79 23.20 29.01 33.33 
06-20-20241 -2.38 1.03 5.76 10.57 14.04 

 
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