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
Distant Months Contracts
[Index Arbitrage Program Trading Premium Values for
S&P 500, Nasdaq 100, and Dow Jones Ind. Avg. index futures contracts]

for Jan-22-2025
Updated: Tuesday, Jan-21-2025
10:50pm ET

  Sell Programs No Programs Buy Programs  
Index Futures Sell
Active (SA)
Sell
Threshold (ST)
Fair Value
(Premium) (FV)
Buy
Threshold (BT)
Buy
Active (BA)
Graph
Link
S&P 500            
    MAR 2025 31.66      33.51      35.98      39.33      41.83     
    JUN 2025 81.86      86.56      92.88      101.43      107.79     
Nasdaq 100            
    MAR 2025 108.57      123.87      144.36      166.94      183.79     
    JUN 2025 284.99      323.88      376.09      433.62      476.48     
Dow Jones            
    MAR 2025 129.76      165.21      212.61      238.21      257.37     
    JUN 2025 375.70      465.75      586.81      652.21      700.86     


 

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.