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IndexArb Values vs. Time
Dow Jones MAR 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-11-2023 to the Last Trade Date of 03-14-2024.]
Updated: Saturday, Dec-09-2023
2:30pm ET

Dow Jones MAR 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)
12-11-202397 335.37 359.70 392.20 424.70 449.02 
12-12-202396 329.67 353.80 386.05 418.29 442.42 
12-13-202395 323.98 347.91 379.90 411.89 435.83 
12-14-202392 311.98 335.34 366.55 397.76 421.12 
12-15-202391 306.29 329.46 360.41 391.36 414.53 
12-18-202390 300.61 323.58 354.27 384.97 407.93 
12-19-202389 294.93 317.70 348.14 378.57 401.34 
12-20-202388 289.26 311.83 342.00 372.18 394.75 
12-21-202384 266.58 288.37 317.49 346.61 368.39 
12-22-202383 260.92 282.51 311.36 340.22 361.81 
12-26-202382 255.26 276.65 305.24 333.83 355.22 
12-27-202381 249.60 270.79 299.12 327.45 348.64 
12-28-202377 227.01 247.40 274.65 301.91 322.30 
12-29-202376 221.37 241.56 268.54 295.53 315.72 
01-02-202475 215.73 235.71 262.43 289.15 309.14 
01-03-202474 219.59 239.37 265.82 292.26 312.05 
01-04-202471 206.65 225.82 251.46 277.09 296.26 
01-05-202470 201.03 220.00 245.36 270.72 289.68 
01-08-202469 195.41 214.17 239.26 264.35 283.11 
01-09-202468 194.17 212.73 237.54 262.36 280.91 
01-10-202467 188.56 206.91 231.45 255.99 274.34 
01-11-202463 166.13 183.65 207.09 230.52 248.04 
01-12-202462 160.53 177.84 201.00 224.16 241.47 
01-16-202461 154.93 172.04 194.92 217.79 234.90 
01-17-202460 149.34 166.23 188.83 211.43 228.33 
01-18-202457 147.34 163.61 185.37 207.12 223.39 
01-19-202456 141.76 157.81 179.29 200.77 216.82 
01-22-202455 136.18 152.02 173.22 194.41 210.26 
01-23-202454 130.60 146.23 167.15 188.06 203.69 
01-24-202453 125.03 140.45 161.08 181.70 197.12 
01-25-202450 108.32 123.10 142.88 162.65 177.43 
01-26-202449 102.76 117.33 136.82 156.30 170.87 
01-29-202448 97.20 111.55 130.75 149.96 164.31 
01-30-202447 91.64 105.78 124.70 143.61 157.75 
01-31-202446 86.09 100.01 118.64 137.27 151.19 
02-01-202443 69.45 82.72 100.48 118.24 131.51 
02-02-202442 63.91 76.96 94.43 111.90 124.95 
02-05-202441 58.37 71.20 88.38 105.56 118.40 
02-06-202440 53.65 66.27 83.16 100.05 112.66 
02-07-202439 49.70 62.10 78.70 95.29 107.69 
02-08-202436 44.13 55.87 71.58 87.30 99.04 
02-09-202435 38.60 50.12 65.54 80.97 92.48 
02-12-202434 33.09 44.38 59.51 74.64 85.93 
02-13-202433 27.57 38.65 53.48 68.31 79.38 
02-14-202432 42.36 53.21 67.74 82.28 93.13 
02-15-202428 45.79 55.75 69.10 82.44 92.40 
02-16-202427 39.82 49.56 62.61 75.65 85.39 
02-20-202426 33.89 43.41 56.15 68.90 78.41 
02-21-202425 28.01 37.30 49.74 62.19 71.48 
02-22-202422 17.73 26.34 37.88 49.42 58.03 
02-23-202421 19.85 28.24 39.48 50.71 59.10 
02-26-202420 14.18 22.34 33.27 44.20 52.36 
02-27-202419 8.55 16.48 27.11 37.73 45.66 
02-28-202418 25.70 33.40 43.72 54.04 61.74 
02-29-202415 20.19 27.20 36.60 46.01 53.02 
03-01-202414 17.21 23.99 33.08 42.18 48.96 
03-04-202413 11.83 18.38 27.16 35.95 42.50 
03-05-202412 6.49 12.81 21.28 29.76 36.08 
03-06-202411 1.19 7.28 15.45 23.62 29.70 
03-07-20248 -7.85 -2.47 4.77 12.01 17.39 
03-08-20247 -0.58 4.56 11.49 18.41 23.56 
03-11-20246 -5.67 -0.76 5.85 12.47 17.38 
03-12-20245 -10.71 -6.04 0.26 6.56 11.23 
03-13-20244 -0.68 3.75 9.74 15.72 20.15 
03-14-20241 -3.27 0.35 5.39 10.43 14.05 

 
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