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IndexArb Values vs. Time
Dow Jones JUN 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-20-2024 to the Last Trade Date of 06-20-2024.]
Updated: Saturday, May-18-2024
2:05pm 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)
05-20-202432 87.16 100.24 117.81 147.24 169.18 
05-21-202431 81.46 94.31 111.56 139.86 160.95 
05-22-202430 75.22 87.82 104.73 131.91 152.17 
05-23-202429 73.64 85.98 102.53 128.61 148.05 
05-24-202428 67.51 79.58 95.76 120.77 139.42 
05-28-202424 43.45 54.37 68.99 89.96 105.62 
05-29-202423 37.55 48.16 62.38 82.40 97.35 
05-30-202422 64.86 75.17 88.98 108.08 122.34 
05-31-202421 63.64 73.64 87.02 105.22 118.82 
06-03-202418 59.81 68.85 80.95 96.60 108.30 
06-04-202417 54.14 62.86 74.52 89.36 100.47 
06-05-202416 48.50 56.89 68.12 82.18 92.70 
06-06-202415 42.89 50.96 61.75 75.06 85.01 
06-07-202414 37.32 45.06 55.41 67.98 77.39 
06-10-202411 27.67 34.44 43.48 53.97 61.83 
06-11-202410 22.22 28.66 37.26 47.11 54.48 
06-12-20249 16.78 22.90 31.08 40.30 47.20 
06-13-20248 14.01 19.80 27.55 36.17 42.61 
06-14-20247 11.81 17.28 24.61 32.64 38.65 
06-17-20244 13.22 17.74 23.83 30.24 35.01 
06-18-20243 7.93 12.14 17.83 23.73 28.11 
06-20-20241 -2.54 1.01 5.91 10.88 14.47 

 
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