Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
S&P 500 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

S&P 500 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 27.77 29.51 31.84 36.69 40.31 
04-30-202454 27.13 28.86 31.19 35.93 39.48 
05-01-202453 26.37 28.10 30.42 35.06 38.53 
05-02-202450 24.23 25.94 28.23 32.57 35.82 
05-03-202449 23.68 25.38 27.67 31.91 35.08 
05-06-202448 23.05 24.75 27.02 31.17 34.26 
05-07-202447 22.54 24.23 26.48 30.54 33.56 
05-08-202446 21.82 23.50 25.74 29.70 32.65 
05-09-202443 20.33 21.97 24.16 27.84 30.60 
05-10-202442 20.49 22.11 24.29 27.88 30.57 
05-13-202441 19.78 21.38 23.53 27.04 29.66 
05-14-202440 19.51 21.10 23.23 26.65 29.20 
05-15-202439 19.60 21.17 23.28 26.61 29.10 
05-16-202436 18.36 19.88 21.91 24.99 27.29 
05-17-202435 17.95 19.45 21.45 24.45 26.69 
05-20-202434 17.57 19.05 21.03 23.95 26.13 
05-21-202433 16.95 18.41 20.36 23.20 25.31 
05-22-202432 16.41 17.84 19.77 22.52 24.58 
05-23-202428 13.45 14.79 16.59 19.03 20.86 
05-24-202427 12.63 13.95 15.72 18.09 19.85 
05-28-202426 11.95 13.24 14.97 17.27 18.98 
05-29-202425 11.15 12.42 14.12 16.34 18.00 
05-30-202422 9.00 10.18 11.77 13.77 15.27 
05-31-202421 8.92 10.07 11.62 13.56 15.00 
06-03-202420 8.70 9.83 11.34 13.21 14.60 
06-04-202419 8.08 9.18 10.65 12.44 13.78 
06-05-202418 7.46 8.53 9.96 11.68 12.97 
06-06-202415 5.51 6.49 7.79 9.32 10.45 
06-07-202414 5.66 6.60 7.87 9.32 10.41 
06-10-202413 5.33 6.24 7.46 8.85 9.89 
06-11-202412 4.59 5.47 6.64 7.97 8.96 
06-12-202411 3.95 4.79 5.92 7.19 8.13 
06-13-20248 1.84 2.58 3.57 4.65 5.45 
06-14-20247 2.54 3.24 4.19 5.20 5.96 
06-17-20245 1.72 2.35 3.20 4.10 4.76 
06-18-20244 1.09 1.68 2.48 3.32 3.93 
06-20-20241 -0.83 -0.36 0.30 0.95 1.43 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2024 Ergo Inc. All Rights Reserved Worldwide.