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IndexArb Values vs. Time
Dow Jones JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 03-06-2026 to the Last Trade Date of 06-17-2026.]
Updated: Thursday, Mar-05-2026
10:59pm 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)
03-06-2026104 72.51 149.99 263.19 444.26 568.19 
03-09-2026101 77.74 152.99 262.95 438.84 559.20 
03-10-2026100 81.80 156.32 265.21 439.38 558.57 
03-11-202699 79.17 152.94 260.76 433.22 551.22 
03-12-202698 90.78 163.82 270.56 441.30 558.13 
03-13-202697 91.32 163.62 269.29 438.32 553.96 
03-16-202694 88.35 158.43 260.89 424.76 536.86 
03-17-202693 85.60 154.95 256.33 418.48 529.39 
03-18-202692 82.85 151.45 251.76 412.19 521.92 
03-19-202691 80.09 147.95 247.18 405.89 514.44 
03-20-202690 78.84 145.96 244.12 401.11 508.48 
03-23-202687 70.48 135.39 230.31 382.14 485.96 
03-24-202686 67.68 131.85 225.69 375.80 478.43 
03-25-202685 64.87 128.30 221.07 369.45 470.90 
03-26-202684 62.05 124.74 216.43 363.09 463.35 
03-27-202683 59.23 121.17 211.79 356.72 455.80 
03-30-202680 50.71 110.43 197.81 337.57 433.09 
03-31-202679 47.86 106.84 193.13 331.17 425.50 
04-01-202678 44.99 103.23 188.45 324.76 417.91 
04-02-202677 44.70 102.20 186.34 320.92 412.88 
04-06-202673 48.20 102.73 182.55 310.21 397.43 
04-07-202672 45.30 99.08 177.81 303.75 389.78 
04-08-202671 42.38 95.42 173.07 297.28 382.12 
04-09-202670 42.16 94.46 171.03 293.50 377.15 
04-10-202669 43.58 95.13 170.62 291.36 373.82 
04-13-202666 34.73 84.06 156.30 271.84 350.74 
04-14-202665 31.77 80.35 151.51 265.31 343.02 
04-15-202664 28.80 76.64 146.71 258.78 335.30 
04-16-202663 25.82 72.92 141.90 252.24 327.57 
04-17-202662 22.83 69.19 137.09 245.69 319.83 
04-20-202659 23.11 67.23 131.87 235.26 305.84 
04-21-202658 20.09 63.47 127.03 228.68 298.06 
04-22-202657 17.07 59.70 122.17 222.08 290.28 
04-23-202656 14.04 55.93 117.31 215.48 282.48 
04-24-202655 17.79 58.93 119.23 215.66 281.47 
04-27-202652 8.62 47.53 104.56 195.77 258.01 
04-28-202651 5.55 43.72 99.66 189.13 250.17 
04-29-202650 2.47 39.89 94.74 182.47 242.33 
04-30-202649 -0.61 36.06 89.82 175.81 234.47 
05-01-202648 -3.70 32.22 84.89 169.14 226.61 
05-04-202645 -13.03 20.66 70.06 149.07 202.96 
05-05-202644 -17.72 15.90 65.10 143.78 197.56 
05-06-202643 -22.41 11.14 60.13 138.48 192.15 
05-07-202642 -27.11 6.37 55.15 133.17 186.73 
05-08-202641 -19.91 13.50 62.07 139.76 193.21 
05-11-202638 -32.39 0.81 48.76 125.44 178.55 
05-12-202637 -37.13 -4.00 43.74 120.09 173.09 
05-13-202636 -41.87 -8.81 38.71 114.73 167.61 
05-14-202635 -46.62 -13.64 33.68 109.36 162.12 
05-15-202634 -42.35 -9.43 37.67 113.02 165.66 
05-18-202631 -41.17 -8.49 37.99 112.32 164.60 
05-19-202630 -35.40 -2.79 43.45 117.42 169.57 
05-20-202629 -40.55 -8.02 38.00 111.60 163.62 
05-21-202628 -40.08 -7.64 38.15 111.40 163.28 
05-22-202627 -33.08 -0.73 44.84 117.73 169.48 
05-26-202623 -44.91 -12.90 31.77 103.23 154.42 
05-27-202622 -49.92 -18.00 26.45 97.55 148.59 
05-28-202621 -54.91 -23.09 21.14 91.89 142.78 
05-29-202620 -59.88 -28.16 15.85 86.25 136.99 
06-01-202617 -33.05 -1.64 41.71 111.06 161.30 
06-02-202616 -37.94 -6.63 36.50 105.50 155.56 
06-03-202615 -42.79 -11.61 31.31 99.95 149.83 
06-04-202614 -33.31 -2.25 40.45 108.75 158.43 
06-05-202613 -35.26 -5.55 35.29 97.94 143.51 
06-08-202610 -39.21 -14.30 19.93 66.68 100.70 
06-09-20269 -39.90 -16.81 14.91 56.70 87.12 
06-10-20268 -33.26 -12.09 16.98 53.97 80.91 
06-11-20267 -33.52 -14.36 11.93 44.29 67.87 
06-12-20266 -33.56 -16.50 6.91 34.79 55.11 
06-15-20263 -9.64 0.65 14.80 30.19 41.38 
06-16-20262 -8.95 -1.06 9.85 21.37 29.71 
06-17-20261 -8.09 -2.67 4.92 12.71 18.28 

 
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