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IndexArb Values vs. Time
Dow Jones JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-13-2026 to the Last Trade Date of 06-17-2026.]
Updated: Saturday, Apr-11-2026
6:20pm 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)
04-13-202666 149.83 169.36 195.47 245.32 282.60 
04-14-202665 144.39 163.83 189.81 238.74 275.34 
04-15-202664 138.97 158.31 184.16 232.17 268.09 
04-16-202663 133.57 152.80 178.50 225.61 260.86 
04-17-202662 128.19 147.30 172.84 219.06 253.63 
04-20-202659 121.41 140.14 165.16 208.72 241.33 
04-21-202658 116.08 134.67 159.50 202.19 234.15 
04-22-202657 110.78 129.22 153.85 195.68 226.99 
04-23-202656 105.48 123.77 148.19 189.17 219.85 
04-24-202655 107.00 125.12 149.33 189.46 219.51 
04-27-202652 91.24 108.86 132.37 169.99 198.18 
04-28-202651 86.02 103.45 126.72 163.52 191.10 
04-29-202650 80.81 98.05 121.06 157.05 184.02 
04-30-202649 75.61 92.66 115.41 150.59 176.96 
05-01-202648 70.43 87.28 109.76 144.14 169.92 
05-04-202645 54.95 71.17 92.80 124.83 148.85 
05-05-202644 49.81 65.81 87.15 118.41 141.85 
05-06-202643 44.69 60.46 81.50 112.00 134.87 
05-07-202642 39.57 55.12 75.85 105.59 127.90 
05-08-202641 46.38 61.69 82.11 111.10 132.85 
05-11-202638 32.82 47.41 66.85 93.64 113.73 
05-12-202637 27.76 42.10 61.20 87.27 106.82 
05-13-202636 22.71 36.79 55.55 80.90 99.92 
05-14-202635 17.66 31.49 49.91 74.55 93.04 
05-15-202634 37.15 50.72 68.78 92.72 110.69 
05-18-202631 22.10 34.86 51.84 73.72 90.15 
05-19-202630 28.04 40.52 57.14 78.34 94.26 
05-20-202629 22.22 34.41 50.64 71.16 86.57 
05-21-202628 22.06 33.95 49.79 69.64 84.55 
05-22-202627 28.47 40.07 55.52 74.71 89.12 
05-26-202623 14.74 25.15 39.01 55.63 68.11 
05-27-202622 9.36 19.47 32.93 48.92 60.94 
05-28-202621 4.04 13.85 26.90 42.28 53.84 
05-29-202620 -1.22 8.29 20.93 35.71 46.82 
06-01-202617 25.01 33.58 45.00 58.02 67.79 
06-02-202616 20.00 28.27 39.27 51.71 61.05 
06-03-202615 15.06 23.01 33.60 45.48 54.39 
06-04-202614 24.50 32.13 42.31 53.63 62.12 
06-05-202613 19.68 27.00 36.76 47.52 55.60 
06-08-202610 5.58 11.95 20.45 29.61 36.47 
06-09-20261.07 7.12 15.20 23.83 30.30 
06-10-20263.69 9.42 17.07 25.19 31.27 
06-11-2026-0.76 4.64 11.87 19.48 25.17 
06-12-2026-5.15 -0.07 6.73 13.84 19.15 
06-15-20264.92 9.02 14.53 20.17 24.35 
06-16-20260.79 4.55 9.63 14.79 18.60 
06-17-2026-3.25 0.13 4.79 9.47 12.88 

 

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