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IndexArb Values vs. Time
Dow Jones SEP 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-14-2024 to the Last Trade Date of 09-19-2024.]
Updated: Tuesday, May-14-2024
12:15am ET

Dow Jones SEP 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)
05-14-2024129 410.30 426.86 449.43 556.32 634.77 
05-15-2024128 409.66 426.10 448.49 554.57 632.41 
05-16-2024127 440.09 456.40 478.63 583.89 661.14 
05-17-2024126 434.93 451.12 473.18 577.66 654.36 
05-20-2024123 427.51 443.35 464.92 567.08 642.09 
05-21-2024122 422.31 438.02 459.43 560.82 635.26 
05-22-2024121 417.09 432.69 453.93 554.54 628.42 
05-23-2024120 421.79 437.26 458.34 558.18 631.49 
05-24-2024119 416.55 431.91 452.82 551.88 624.63 
05-28-2024115 395.51 410.39 430.64 526.57 597.05 
05-29-2024114 390.22 404.98 425.07 520.22 590.13 
05-30-2024113 403.32 417.96 437.89 532.25 601.59 
05-31-2024112 402.62 417.14 436.89 530.47 599.24 
06-03-2024109 400.05 414.20 433.46 524.68 591.73 
06-04-2024108 394.70 408.74 427.83 518.26 584.74 
06-05-2024107 389.35 403.26 422.19 511.83 577.73 
06-06-2024106 398.77 412.56 431.32 520.17 585.50 
06-07-2024105 393.40 407.07 425.66 513.71 578.47 
06-10-2024102 384.12 397.42 415.51 501.18 564.20 
06-11-2024101 378.70 391.89 409.80 494.68 557.12 
06-12-2024100 373.28 386.34 404.09 488.17 550.03 
06-13-202499 370.48 383.41 401.00 484.28 545.56 
06-14-202498 368.22 381.04 398.45 480.94 541.63 
06-17-202495 369.25 381.69 398.60 478.69 537.63 
06-18-202494 363.77 376.09 392.83 472.11 530.47 
06-20-202492 352.78 364.85 381.25 458.93 516.11 
06-21-202491 347.27 359.22 375.45 452.32 508.92 
06-24-202488 330.68 342.25 357.97 432.43 487.26 
06-25-202487 325.13 336.58 352.13 425.77 480.01 
06-26-202486 319.57 330.90 346.27 419.11 472.76 
06-27-202485 314.00 325.20 340.41 412.44 465.49 
06-28-202484 308.43 319.50 334.54 405.75 458.21 
07-01-202481 291.63 302.33 316.85 385.63 436.31 
07-02-202480 286.02 296.59 310.94 378.90 428.98 
07-03-202479 280.39 290.84 305.01 372.16 421.65 
07-05-202477 283.89 294.09 307.92 373.43 421.72 
07-08-202474 269.86 279.67 292.98 356.04 402.53 
07-09-202473 264.17 273.86 287.00 349.23 395.12 
07-10-202472 262.85 272.41 285.37 346.78 392.07 
07-11-202471 257.14 266.58 279.37 339.96 384.64 
07-12-202470 251.43 260.74 273.36 333.12 377.20 
07-15-202467 234.24 243.16 255.25 312.54 354.81 
07-16-202466 228.48 237.28 249.20 305.66 347.32 
07-17-202465 222.72 231.39 243.13 298.77 339.82 
07-18-202464 216.95 225.49 237.06 291.87 332.31 
07-19-202463 217.79 226.20 237.59 291.57 331.40 
07-22-202460 209.59 217.61 228.48 279.96 317.96 
07-23-202459 203.77 211.66 222.35 273.00 310.39 
07-24-202458 197.94 205.71 216.22 266.03 302.81 
07-25-202457 192.10 199.74 210.08 259.06 295.22 
07-26-202456 186.26 193.76 203.93 252.07 287.62 
07-29-202453 168.66 175.77 185.41 231.04 264.74 
07-30-202452 162.77 169.76 179.21 224.01 257.09 
07-31-202451 156.88 163.73 173.01 216.96 249.43 
08-01-202450 150.98 157.70 166.80 209.91 241.76 
08-02-202449 145.06 151.65 160.58 202.85 234.07 
08-05-202446 127.26 133.46 141.85 181.59 210.95 
08-06-202445 121.31 127.38 135.59 174.48 203.23 
08-07-202444 115.99 122.01 130.14 168.67 197.17 
08-08-202443 109.84 115.80 123.86 162.02 190.29 
08-09-202442 114.65 120.56 128.54 166.34 194.36 
08-12-202439 97.74 103.51 111.26 147.95 175.25 
08-13-202438 91.54 97.26 104.93 141.26 168.32 
08-14-202437 84.44 90.48 98.59 133.54 159.58 
08-15-202436 82.35 88.67 97.16 130.78 155.81 
08-16-202435 87.27 93.85 102.68 134.98 159.04 
08-19-202432 92.32 99.46 109.04 137.59 158.86 
08-20-202431 85.62 92.89 102.64 130.00 150.39 
08-21-202430 78.15 85.51 95.38 121.54 141.04 
08-22-202429 70.79 78.21 88.16 113.17 131.81 
08-23-202428 73.46 80.92 90.91 114.79 132.60 
08-26-202425 52.30 59.74 69.69 90.39 105.85 
08-27-202424 53.59 60.98 70.86 90.57 105.29 
08-28-202423 46.82 54.14 63.93 82.68 96.68 
08-29-202422 40.14 47.37 57.05 74.86 88.18 
08-30-202421 56.53 63.67 73.21 90.12 102.77 
09-03-202417 44.32 50.93 59.74 73.36 83.57 
09-04-202416 38.10 44.54 53.14 66.01 75.66 
09-05-202415 46.73 53.00 61.37 73.52 82.63 
09-06-202414 40.64 46.74 54.87 66.32 74.92 
09-09-202411 22.74 28.27 35.63 45.18 52.34 
09-10-202410 23.78 29.11 36.22 45.18 51.91 
09-11-20249 17.98 23.11 29.95 38.36 44.66 
09-12-20248 14.86 19.79 26.36 34.23 40.14 
09-13-20247 9.16 13.88 20.18 27.55 33.08 
09-16-20244 14.04 18.15 23.66 29.67 34.15 
09-17-20243 8.52 12.42 17.67 23.28 27.44 
09-18-20242 3.04 6.73 11.73 16.96 20.81 
09-19-20241 -2.37 1.08 5.84 10.71 14.23 

 
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