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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 Oct-05-2022
Updated: Tuesday, Oct-04-2022
9:35pm ET

  Sell Programs No Programs Buy Programs  
Index Futures Sell
Active (SA)
Threshold (ST)
Fair Value
(Premium) (FV)
Threshold (BT)
Active (BA)
S&P 500            
    DEC 2022 5.40      8.84      13.44      18.21      21.78     
    MAR 2023 22.35      30.57      41.40      52.63      61.16     
Nasdaq 100            
    DEC 2022 34.95      45.07      58.38      75.02      87.66     
    MAR 2023 112.26      136.74      168.32      208.35      239.38     
Dow Jones            
    DEC 2022 16.17      33.23      56.06      90.23      115.75     
    MAR 2023 142.81      183.31      236.42      315.89      376.50     


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