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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 Dec-04-2023
Updated: Saturday, Dec-02-2023
2:30am 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 2023 1.26      3.78      7.18      9.72      11.60     
    MAR 2024 40.16      45.36      52.57      57.95      61.83     
Nasdaq 100            
    DEC 2023 2.07      11.66      24.66      43.04      56.61     
    MAR 2024 102.77      144.56      212.33      322.07      389.75     
Dow Jones            
    DEC 2023 6.35      28.79      59.12      80.79      96.81     
    MAR 2024 241.87      293.40      367.78      420.91      457.72     


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