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IndexArb Values vs. Time
Dow Jones JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-29-2024 to the Last Trade Date of 06-20-2024.]
Updated: Saturday, Apr-27-2024
3:45pm 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)
04-29-202455 125.86 150.21 182.78 203.41 218.85 
04-30-202454 120.75 144.71 176.73 197.16 212.44 
05-01-202453 115.64 139.20 170.68 190.90 206.03 
05-02-202450 100.25 122.63 152.50 172.08 186.75 
05-03-202449 95.11 117.09 146.43 165.80 180.31 
05-06-202448 90.79 112.37 141.18 160.34 174.69 
05-07-202447 85.64 106.83 135.11 154.04 168.23 
05-08-202446 80.48 101.28 129.03 147.75 161.77 
05-09-202443 77.31 96.93 123.12 141.15 154.67 
05-10-202442 73.77 93.01 118.67 136.48 149.82 
05-13-202441 68.59 87.43 112.58 130.15 143.32 
05-14-202440 63.40 81.85 106.48 123.81 136.81 
05-15-202439 63.14 81.20 105.30 122.40 135.21 
05-16-202436 86.36 103.26 125.81 142.17 154.43 
05-17-202435 81.15 97.66 119.69 135.81 147.87 
05-20-202434 84.09 100.20 121.72 137.58 149.45 
05-21-202433 78.87 94.59 115.60 131.20 142.88 
05-22-202432 73.64 88.98 109.47 124.81 136.29 
05-23-202428 58.67 72.47 90.95 105.22 115.88 
05-24-202427 52.92 66.35 84.32 98.32 108.78 
05-28-202426 47.21 60.26 77.73 91.45 101.69 
05-29-202425 41.54 54.20 71.17 84.60 94.63 
05-30-202422 43.14 54.66 70.11 82.66 92.01 
05-31-202421 42.22 53.35 68.29 80.53 89.65 
06-03-202420 50.13 60.88 75.31 87.24 96.13 
06-04-202419 44.67 55.04 68.97 80.58 89.22 
06-05-202418 39.25 49.24 62.66 73.94 82.34 
06-06-202415 37.98 46.83 58.72 69.00 76.64 
06-07-202414 32.70 41.16 52.55 62.49 69.87 
06-10-202413 34.34 42.43 53.32 62.90 70.01 
06-11-202412 29.13 36.84 47.22 56.44 63.29 
06-12-202411 23.94 31.28 41.16 50.01 56.59 
06-13-20248 11.21 17.42 25.80 33.54 39.27 
06-14-20247 9.33 15.18 23.07 30.42 35.86 
06-17-20245 16.73 21.83 28.74 35.30 40.15 
06-18-20244 11.76 16.50 22.92 29.08 33.63 
06-20-20241 -2.88 0.70 5.68 10.60 14.14 

 
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