|
|
Distant Months Contracts
[Index Arbitrage Program Trading Premium Values for
S&P 500, Nasdaq 100, and Dow Jones Ind. Avg. index futures contracts]
for Mar-10-2010 |
Updated: Tuesday, Mar-09-2010
8:20pm 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 2010 |
-2.40 |
-1.57 |
-0.44 |
0.31 |
0.86 |
|
| JUN 2010 |
-9.45 |
-7.55 |
-5.02 |
-3.34 |
-2.08 |
|
| SEP 2010 |
-18.13 |
-14.48 |
-9.62 |
-6.40 |
-3.98 |
|
| DEC 2010 |
-26.54 |
-21.08 |
-13.83 |
-9.04 |
-5.42 |
|
| Nasdaq 100 |
|
|
|
|
|
|
| MAR 2010 |
-7.95 |
-4.66 |
0.05 |
4.17 |
7.04 |
|
| JUN 2010 |
-24.06 |
-15.99 |
-2.01 |
10.20 |
17.25 |
|
| SEP 2010 |
-46.70 |
-31.07 |
-3.23 |
21.09 |
34.74 |
|
| Dow Jones |
|
|
|
|
|
|
| MAR 2010 |
-42.72 |
-27.81 |
-6.51 |
15.19 |
30.39 |
|
| JUN 2010 |
-167.89 |
-131.45 |
-68.73 |
-4.81 |
32.33 |
|
| SEP 2010 |
-326.82 |
-256.32 |
-131.49 |
-4.26 |
67.58 |
|
|
|
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