Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
Dow Jones JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-21-2025 to the Last Trade Date of 06-19-2025.]
Updated: Friday, Apr-18-2025
3:15pm 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)
04-21-202560 57.38 104.61 167.94 219.61 258.13 
04-22-202559 53.76 100.35 162.84 213.97 252.09 
04-23-202558 50.15 96.10 157.73 208.31 246.02 
04-24-202557 46.55 91.84 152.61 202.65 239.94 
04-25-202556 42.95 87.59 147.50 196.97 233.84 
04-28-202553 32.18 74.84 132.11 179.86 215.42 
04-29-202552 28.60 70.60 126.98 174.13 209.24 
04-30-202551 25.03 66.35 121.84 168.38 203.05 
05-01-202550 21.46 62.10 116.69 162.63 196.83 
05-02-202549 17.89 57.86 111.54 156.86 190.60 
05-05-202546 7.22 45.12 96.06 139.48 171.79 
05-06-202545 3.67 40.88 90.89 133.66 165.48 
05-07-202544 0.12 36.64 85.72 127.82 159.15 
05-08-202543 -3.42 32.39 80.54 121.97 152.80 
05-09-202542 4.81 39.92 87.13 127.89 158.20 
05-12-202539 -4.19 28.79 73.15 111.83 140.58 
05-13-202538 -7.72 24.55 67.95 105.91 134.14 
05-14-202537 -11.24 20.30 62.74 99.99 127.68 
05-15-202536 -9.66 21.16 62.63 99.15 126.30 
05-16-202535 9.93 40.03 80.53 116.31 142.91 
05-19-202532 9.90 37.81 75.37 108.89 133.79 
05-20-202531 6.40 33.56 70.13 102.89 127.21 
05-21-202530 2.89 29.31 64.90 96.87 120.61 
05-22-202529 -1.28 24.41 59.00 90.20 113.36 
05-23-202528 6.03 30.98 64.58 94.99 117.56 
05-27-202524 -1.99 19.97 49.57 76.71 96.85 
05-28-202523 -5.87 15.33 43.92 70.22 89.74 
05-29-202522 -9.71 10.74 38.31 63.77 82.65 
05-30-202521 4.95 24.63 51.18 75.78 94.02 
06-02-202518 7.20 24.59 48.05 70.02 86.30 
06-03-202517 3.60 20.21 42.64 63.71 79.33 
06-04-202516 0.04 15.88 37.27 57.44 72.38 
06-05-202515 10.67 25.73 46.08 65.33 79.60 
06-06-202514 7.20 21.49 40.79 59.12 72.70 
06-09-202511 -2.93 9.02 25.17 40.67 52.15 
06-10-202510 0.61 11.77 26.86 41.41 52.17 
06-11-20259 -2.64 7.74 21.78 35.35 45.39 
06-12-20258 -5.84 3.76 16.73 29.33 38.64 
06-13-20257 -8.99 -0.19 11.72 23.33 31.91 
06-16-20254 4.00 10.42 19.14 27.73 34.05 
06-17-20253 1.02 6.64 14.29 21.86 27.42 
06-18-20252 -1.90 2.90 9.49 16.02 20.80 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2024 Ergo Inc. All Rights Reserved Worldwide.