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IndexArb Values vs. Time
Dow Jones DEC 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 10-13-2025 to the Last Trade Date of 12-18-2025.]
Updated: Friday, Oct-10-2025
11:33pm ET

Dow Jones DEC 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)
10-13-202567 168.46 189.78 218.29 252.78 278.57 
10-14-202566 163.25 184.38 212.63 246.71 272.19 
10-15-202565 158.04 178.98 206.97 240.63 265.80 
10-16-202564 152.83 173.57 201.31 234.54 259.41 
10-17-202563 147.61 168.16 195.63 228.45 253.00 
10-20-202560 141.23 161.19 187.85 219.41 243.03 
10-21-202559 136.01 155.76 182.15 213.29 236.60 
10-22-202558 130.78 150.32 176.44 207.16 230.16 
10-23-202557 125.55 144.89 170.72 201.03 223.71 
10-24-202556 126.82 145.94 171.50 201.38 223.75 
10-27-202553 111.11 129.59 154.29 182.91 204.33 
10-28-202552 105.87 124.13 148.54 176.73 197.84 
10-29-202551 100.63 118.67 142.78 170.55 191.34 
10-30-202550 95.38 113.21 137.02 164.37 184.84 
10-31-202549 90.14 107.74 131.25 158.17 178.32 
11-03-202546 74.40 91.30 113.89 139.54 158.73 
11-04-202545 69.15 85.82 108.10 133.31 152.18 
11-05-202544 63.90 80.33 102.29 127.07 145.62 
11-06-202543 58.64 74.84 96.48 120.83 139.05 
11-07-202542 53.39 69.34 90.66 114.58 132.48 
11-10-202539 49.55 64.76 85.09 107.70 124.62 
11-11-202538 44.29 59.25 79.24 101.42 118.01 
11-12-202537 39.04 53.74 73.39 95.13 111.39 
11-13-202536 33.78 48.22 67.53 88.83 104.75 
11-14-202535 44.32 58.50 77.46 98.32 113.91 
11-17-202532 43.17 56.55 74.45 93.97 108.56 
11-18-202531 48.42 61.53 79.07 98.14 112.40 
11-19-202530 42.28 55.12 72.31 90.94 104.86 
11-20-202529 41.79 54.36 71.18 89.37 102.96 
11-21-202528 40.26 52.55 69.01 86.75 100.00 
11-24-202525 22.55 33.99 49.32 65.71 77.94 
11-25-202524 24.76 35.91 50.85 66.78 78.67 
11-26-202523 19.04 29.89 44.44 59.91 71.45 
11-28-202521 7.77 18.03 31.78 46.32 57.16 
12-01-202518 33.37 42.69 55.21 68.33 78.12 
12-02-202517 28.00 37.01 49.10 61.75 71.18 
12-03-202516 22.70 31.39 43.05 55.22 64.29 
12-04-202515 31.59 39.96 51.19 62.88 71.58 
12-05-202514 26.41 34.44 45.24 56.44 64.78 
12-08-202511 24.79 31.83 41.28 51.01 58.25 
12-09-202510 19.84 26.54 35.53 44.77 51.64 
12-10-202521.72 28.06 36.60 45.34 51.84 
12-11-202516.89 22.89 30.96 39.20 45.32 
12-12-202513.57 19.21 26.81 34.55 40.30 
12-15-20257.98 12.54 18.69 24.91 29.52 
12-16-20253.45 7.64 13.31 19.01 23.23 
12-17-2025-1.01 2.80 7.97 13.16 16.99 
12-18-2025-2.82 0.57 5.24 9.92 13.32 

 

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