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IndexArb Values vs. Time
Dow Jones JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-01-2025 to the Last Trade Date of 06-19-2025.]
Updated: Wednesday, Apr-30-2025
11:20pm ET

Dow Jones JUN 2025 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)
05-01-202550 48.33 78.13 118.26 190.13 243.52 
05-02-202549 43.49 73.18 113.14 183.61 235.96 
05-05-202546 29.19 58.41 97.75 164.02 213.24 
05-06-202545 24.49 53.52 92.60 157.48 205.67 
05-07-202544 19.82 48.64 87.45 150.93 198.09 
05-08-202543 15.18 43.78 82.29 144.38 190.51 
05-09-202542 22.35 50.71 88.89 149.60 194.70 
05-12-202539 10.32 37.86 74.94 131.51 173.53 
05-13-202538 5.85 33.08 69.75 124.94 165.93 
05-14-202537 1.41 28.31 64.54 118.37 158.34 
05-15-202536 2.10 28.66 64.43 116.89 155.84 
05-16-202535 27.78 53.98 89.27 140.36 178.29 
05-19-202532 25.34 50.37 84.08 131.08 165.98 
05-20-202531 21.09 45.70 78.84 124.48 158.36 
05-21-202530 16.38 40.54 73.09 117.38 150.26 
05-22-202529 11.73 35.43 67.37 110.31 142.18 
05-23-202528 11.63 34.86 66.17 107.76 138.63 
05-27-202524 1.94 23.10 51.64 87.85 114.71 
05-28-202523 -2.32 18.29 46.07 80.95 106.81 
05-29-202522 -6.52 13.52 40.53 74.07 98.93 
05-30-202521 7.80 27.24 53.46 85.65 109.52 
06-02-202518 9.13 26.70 50.40 78.59 99.48 
06-03-202517 5.26 22.17 44.99 71.85 91.74 
06-04-202516 1.45 17.69 39.60 65.13 84.03 
06-05-202515 11.85 27.39 48.38 72.57 90.49 
06-06-202514 8.17 23.01 43.04 65.90 82.83 
06-09-202511 -2.48 10.14 27.18 46.06 60.03 
06-10-202510 0.93 12.76 28.77 46.33 59.31 
06-11-20259 -2.43 8.62 23.56 39.79 51.80 
06-12-20258 -5.72 4.52 18.38 33.29 44.31 
06-13-20257 -8.95 0.46 13.22 26.81 36.84 
06-16-20254 3.94 10.78 20.08 29.72 36.81 
06-17-20253 0.98 6.92 15.02 23.34 29.45 
06-18-20252 -1.92 3.11 9.99 17.00 22.11 

 
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