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IndexArb Values vs. Time
Dow Jones DEC 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-27-2024 to the Last Trade Date of 12-19-2024.]
Updated: Friday, Sept-27-2024
12:50am ET

Dow Jones DEC 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)
09-27-202484 311.74 331.84 358.71 395.84 423.62 
09-30-202481 294.01 313.40 339.31 374.65 401.09 
10-01-202480 288.10 307.25 332.85 367.59 393.59 
10-02-202479 284.81 303.72 329.00 363.16 388.73 
10-03-202478 278.89 297.57 322.53 356.11 381.24 
10-04-202477 285.78 304.22 328.86 361.87 386.57 
10-07-202474 267.99 285.72 309.42 340.74 364.18 
10-08-202473 262.06 279.55 302.93 333.69 356.72 
10-09-202472 256.12 273.38 296.44 326.66 349.28 
10-10-202471 254.63 271.65 294.40 324.07 346.29 
10-11-202470 248.69 265.48 287.90 317.04 338.86 
10-14-202467 230.83 246.92 268.40 295.96 316.59 
10-15-202466 224.87 240.73 261.89 288.94 309.19 
10-16-202465 218.91 234.53 255.39 281.92 301.79 
10-17-202464 212.95 228.33 248.87 274.90 294.39 
10-18-202463 213.59 228.74 248.97 274.50 293.62 
10-21-202460 204.92 219.38 238.68 262.74 280.75 
10-22-202459 198.93 213.16 232.16 255.73 273.39 
10-23-202458 192.94 206.94 225.63 248.73 266.04 
10-24-202457 186.95 200.72 219.10 241.73 258.69 
10-25-202456 180.95 194.49 212.57 234.74 251.34 
10-28-202453 162.92 175.79 192.96 213.76 229.35 
10-29-202452 156.90 169.55 186.42 206.78 222.04 
10-30-202451 150.88 163.30 179.88 199.79 214.73 
10-31-202450 144.85 157.05 173.33 192.81 207.42 
11-01-202449 138.81 150.80 166.78 185.84 200.12 
11-04-202446 120.68 132.01 147.12 164.92 178.27 
11-05-202445 114.62 125.74 140.56 157.95 171.00 
11-06-202444 108.56 119.46 133.99 150.99 163.73 
11-07-202443 102.50 113.18 127.43 144.03 156.47 
11-08-202442 107.40 117.87 131.83 148.04 160.19 
11-11-202439 89.14 98.99 112.12 127.18 138.47 
11-12-202438 84.69 94.33 107.18 121.87 132.89 
11-13-202437 78.59 88.03 100.60 114.92 125.67 
11-14-202436 72.48 81.71 94.02 107.98 118.46 
11-15-202435 92.58 101.61 113.65 127.26 137.46 
11-18-202432 84.91 93.35 104.59 117.16 126.59 
11-19-202431 78.77 87.01 97.99 110.23 119.41 
11-20-202430 72.62 80.67 91.40 103.30 112.23 
11-21-202429 70.95 78.81 89.27 100.84 109.52 
11-22-202428 68.49 76.15 86.35 97.59 106.03 
11-25-202425 47.66 54.75 64.20 74.49 82.22 
11-26-202424 48.98 55.89 65.09 75.08 82.59 
11-27-202423 42.21 48.94 57.90 67.60 74.88 
11-29-202421 33.45 39.83 48.32 57.44 64.28 
12-02-202418 64.81 70.67 78.48 86.78 93.02 
12-03-202417 58.40 64.09 71.68 79.72 85.76 
12-04-202416 52.04 57.57 64.95 72.73 78.58 
12-05-202415 60.53 65.90 73.06 80.60 86.25 
12-06-202414 54.29 59.51 66.46 73.75 79.22 
12-09-202411 35.93 40.69 47.04 53.63 58.56 
12-10-202410 36.83 41.44 47.59 53.96 58.73 
12-11-20249 30.88 35.35 41.31 47.46 52.06 
12-12-20248 27.63 31.95 37.73 43.66 48.10 
12-13-20247 26.12 30.31 35.90 41.62 45.91 
12-16-20244 14.33 18.10 23.16 28.30 32.11 
12-17-20243 8.75 12.38 17.28 22.22 25.89 
12-18-20242 3.24 6.73 11.45 16.21 19.72 
12-19-20241 -2.18 1.13 5.69 10.27 13.59 

 
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