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IndexArb Values vs. Time
Dow Jones DEC 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 11-14-2025 to the Last Trade Date of 12-18-2025.]
Updated: Tuesday, Nov-04-2025
12:05am 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)
11-14-202535 51.10 68.93 92.88 136.93 169.72 
11-17-202532 34.29 51.63 74.93 114.90 144.65 
11-18-202531 39.25 56.39 79.41 118.06 146.82 
11-19-202530 33.72 50.64 73.37 110.70 138.49 
11-20-202529 32.47 49.15 71.55 107.58 134.40 
11-21-202528 40.37 56.79 78.85 113.59 139.45 
11-24-202525 20.86 36.40 57.28 88.25 111.31 
11-25-202524 22.57 37.78 58.22 87.97 110.12 
11-26-202523 16.40 31.27 51.26 79.79 101.03 
11-28-202521 4.40 18.54 37.54 63.69 83.16 
12-01-202518 4.55 17.48 34.84 57.53 74.42 
12-02-202517 23.63 36.12 52.90 74.46 90.51 
12-03-202516 18.22 30.27 46.45 66.89 82.11 
12-04-202515 27.06 38.64 54.20 73.55 87.94 
12-05-202514 21.87 32.97 47.89 66.15 79.73 
12-08-202511 20.51 30.10 43.00 58.05 69.25 
12-09-202510 15.73 24.79 36.98 51.00 61.42 
12-10-20259 17.82 26.34 37.80 50.79 60.44 
12-11-20258 13.25 21.21 31.93 43.90 52.80 
12-12-20257 10.22 17.62 27.58 38.55 46.69 
12-15-20254 5.79 11.41 19.00 27.01 32.95 
12-16-20253 1.73 6.73 13.50 20.55 25.76 
12-17-20252 -2.23 2.14 8.08 14.17 18.66 
12-18-20251 -3.50 0.19 5.28 10.44 14.18 

 
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