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IndexArb Values vs. Time
Dow Jones DEC 2024 Futures Contract
[Index Arbitrage Program Trading Premium Values from 11-21-2024 to the Last Trade Date of 12-19-2024.]
Updated: Wednesday, Nov-20-2024
11:39pm 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)
11-21-202429 51.58 81.64 121.95 141.94 156.84 
11-22-202428 43.96 73.44 113.05 133.03 147.90 
11-25-202425 22.68 50.09 87.06 106.76 121.36 
11-26-202424 23.69 50.31 86.26 105.78 120.24 
11-27-202423 31.13 56.93 91.79 111.09 125.37 
11-29-202421 21.99 46.01 78.54 97.27 111.10 
12-02-202418 37.03 58.18 86.87 104.45 117.42 
12-03-202417 31.80 51.95 79.29 96.42 109.05 
12-04-202416 26.74 45.87 71.84 88.48 100.73 
12-05-202415 21.89 39.99 64.57 80.68 92.54 
12-06-202414 17.13 34.19 57.36 72.90 84.35 
12-09-202411 16.54 30.45 49.37 63.02 73.06 
12-10-202410 18.73 31.60 49.10 62.05 71.58 
12-11-20249 14.58 26.41 42.49 54.72 63.71 
12-12-20248 12.98 23.78 38.47 49.94 58.37 
12-13-20247 13.07 22.85 36.15 46.83 54.68 
12-16-20244 6.66 13.48 22.77 30.92 36.90 
12-17-20243 3.01 8.88 16.90 24.15 29.46 
12-18-20242 -0.57 4.37 11.14 17.47 22.08 
12-19-20241 -4.06 -0.05 5.51 10.89 14.75 

 
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