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IndexArb Values vs. Time
Dow Jones JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-02-2026 to the Last Trade Date of 06-17-2026.]
Updated: Wednesday, Apr-01-2026
11:55pm ET

Dow Jones JUN 2026 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)
04-02-202677 165.14 194.05 232.72 276.05 308.45 
04-06-202673 160.53 188.12 225.00 266.08 296.80 
04-07-202672 155.62 182.87 219.32 259.84 290.13 
04-08-202671 150.71 177.63 213.63 253.59 283.47 
04-09-202670 148.51 175.10 210.65 250.06 279.52 
04-10-202669 147.96 174.21 209.32 248.17 277.22 
04-13-202666 133.26 158.51 192.29 229.49 257.30 
04-14-202665 128.37 153.28 186.61 223.27 250.67 
04-15-202664 123.47 148.06 180.94 217.05 244.05 
04-16-202663 118.58 142.84 175.27 210.84 237.43 
04-17-202662 113.70 137.62 169.61 204.63 230.82 
04-20-202659 108.33 131.25 161.91 195.32 220.29 
04-21-202658 103.45 126.04 156.25 189.12 213.70 
04-22-202657 98.58 120.83 150.59 182.94 207.11 
04-23-202656 93.70 115.62 144.94 176.75 200.53 
04-24-202655 95.62 117.21 146.08 177.36 200.75 
04-27-202652 81.02 101.61 129.15 158.85 181.04 
04-28-202651 76.16 96.41 123.51 152.68 174.49 
04-29-202650 71.30 91.22 117.87 146.52 167.93 
04-30-202649 66.44 86.03 112.23 140.36 161.39 
05-01-202648 61.59 80.84 106.60 134.21 154.84 
05-04-202645 47.04 65.29 89.71 115.77 135.24 
05-05-202644 42.19 60.11 84.08 109.63 128.72 
05-06-202643 37.35 54.93 78.46 103.49 122.20 
05-07-202642 32.51 49.76 72.84 97.36 115.69 
05-08-202641 39.58 56.50 79.13 103.14 121.09 
05-11-202638 26.77 42.68 63.98 86.47 103.28 
05-12-202637 21.94 37.52 58.37 80.36 96.79 
05-13-202636 17.11 32.36 52.77 74.25 90.31 
05-14-202635 12.29 27.20 47.16 68.15 83.82 
05-15-202634 31.99 46.57 66.08 86.57 101.87 
05-18-202631 17.54 31.12 49.29 68.28 82.47 
05-19-202630 23.67 36.91 54.64 73.14 86.96 
05-20-202629 18.10 31.01 48.29 66.29 79.75 
05-21-202628 18.18 30.75 47.58 65.10 78.18 
05-22-202627 24.83 37.07 53.45 70.48 83.20 
05-26-202623 11.96 22.86 37.45 52.53 63.79 
05-27-202622 6.78 17.34 31.49 46.08 56.98 
05-28-202621 1.65 11.87 25.57 39.69 50.22 
05-29-202620 -3.43 6.46 19.71 33.34 43.52 
06-01-202617 23.29 32.17 44.08 56.27 65.37 
06-02-202616 18.43 26.98 38.44 50.16 58.90 
06-03-202615 13.63 21.85 32.85 44.09 52.48 
06-04-202614 23.21 31.09 41.64 52.41 60.44 
06-05-202613 18.52 26.06 36.17 46.46 54.14 
06-08-202610 4.78 11.31 20.06 28.95 35.57 
06-09-20260.37 6.56 14.87 23.28 29.55 
06-10-20263.08 8.94 16.80 24.74 30.66 
06-11-2026-1.28 4.24 11.65 19.13 24.70 
06-12-2026-5.58 -0.40 6.55 13.57 18.79 
06-15-20264.71 8.86 14.46 20.09 24.26 
06-16-20260.64 4.44 9.59 14.75 18.56 
06-17-2026-3.35 0.07 4.77 9.47 12.89 

 

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