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IndexArb Values vs. Time
Dow Jones JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-28-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Mar-27-2025
10:55pm 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)
03-28-202584 233.11 265.18 308.05 347.18 376.44 
03-31-202581 218.33 249.13 290.30 328.00 356.20 
04-01-202580 213.40 243.78 284.39 321.61 349.46 
04-02-202579 208.46 238.43 278.48 315.23 342.72 
04-03-202578 206.04 235.59 275.09 311.37 338.51 
04-04-202577 214.75 243.88 282.83 318.64 345.43 
04-07-202574 199.89 227.80 265.11 299.52 325.27 
04-08-202573 194.94 222.44 259.21 293.16 318.55 
04-09-202572 189.97 217.08 253.31 286.80 311.85 
04-10-202571 189.17 215.88 251.57 284.60 309.31 
04-11-202570 184.20 210.51 245.67 278.24 302.61 
04-14-202567 169.27 194.40 227.98 259.19 282.53 
04-15-202566 166.85 191.58 224.65 255.40 278.40 
04-16-202565 161.86 186.21 218.75 249.05 271.72 
04-17-202564 156.87 180.83 212.86 242.71 265.05 
04-21-202560 145.54 167.98 197.97 226.05 247.05 
04-22-202559 140.53 162.59 192.09 219.72 240.40 
04-23-202558 135.52 157.21 186.20 213.40 233.75 
04-24-202557 130.50 151.82 180.32 207.08 227.10 
04-25-202556 132.06 153.01 181.01 207.34 227.03 
04-28-202553 116.98 136.83 163.37 188.40 207.12 
04-29-202552 111.95 131.44 157.50 182.09 200.50 
04-30-202551 106.91 126.04 151.62 175.79 193.87 
05-01-202550 101.87 120.65 145.74 169.49 187.25 
05-02-202549 96.83 115.25 139.87 163.19 180.64 
05-05-202546 81.68 99.04 122.26 144.31 160.82 
05-06-202545 76.62 93.64 116.39 138.03 154.22 
05-07-202544 71.56 88.23 110.52 131.74 147.62 
05-08-202543 66.50 82.83 104.65 125.46 141.03 
05-09-202542 73.20 89.19 110.56 130.95 146.21 
05-12-202539 59.58 74.56 94.57 113.73 128.07 
05-13-202538 54.50 69.14 88.71 107.47 121.50 
05-14-202537 49.42 63.73 82.85 101.20 114.93 
05-15-202536 49.43 63.41 82.09 100.04 113.47 
05-16-202535 67.46 81.11 99.35 116.90 130.02 
05-19-202532 62.68 75.36 92.30 108.65 120.88 
05-20-202531 57.58 69.93 86.45 102.40 114.33 
05-21-202530 51.80 63.83 79.92 95.47 107.11 
05-22-202529 46.05 57.77 73.43 88.59 99.93 
05-23-202528 51.79 63.19 78.43 93.20 104.24 
05-27-202524 37.40 47.56 61.14 74.35 84.23 
05-28-202523 31.91 41.76 54.93 67.76 77.36 
05-29-202522 26.47 36.01 48.77 61.22 70.53 
05-30-202521 39.50 48.74 61.10 73.17 82.20 
06-02-202518 36.88 45.22 56.39 67.32 75.50 
06-03-202517 31.64 39.69 50.46 61.03 68.92 
06-04-202516 26.45 34.20 44.58 54.78 62.39 
06-05-202515 35.43 42.90 52.89 62.71 70.05 
06-06-202514 30.32 37.50 47.10 56.56 63.62 
06-09-202511 15.24 21.56 30.02 38.38 44.62 
06-10-202510 17.12 23.16 31.25 39.25 45.21 
06-11-20259 12.23 17.98 25.70 33.33 39.03 
06-12-20258 7.37 12.85 20.19 27.47 32.89 
06-13-20257 2.56 7.75 14.73 21.65 26.80 
06-16-20254 10.57 14.94 20.82 26.67 31.02 
06-17-20253 5.93 10.02 15.54 21.05 25.12 
06-18-20252 1.35 5.15 10.32 15.47 19.26 

 
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