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IndexArb Values vs. Time
Dow Jones MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-17-2025 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Jan-16-2025
11:16pm ET

Dow Jones MAR 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)
01-17-202563 180.65 198.26 221.78 243.26 259.33 
01-21-202559 168.06 184.47 206.38 226.48 241.54 
01-22-202558 162.73 178.84 200.35 220.12 234.92 
01-23-202557 157.38 173.20 194.32 213.76 228.31 
01-24-202556 158.22 173.75 194.48 213.58 227.89 
01-27-202553 142.10 156.78 176.37 194.49 208.08 
01-28-202552 136.71 151.11 170.32 188.13 201.47 
01-29-202551 131.32 145.44 164.28 181.77 194.87 
01-30-202550 125.91 139.75 158.23 175.40 188.27 
01-31-202549 120.49 134.07 152.18 169.04 181.68 
02-03-202546 104.19 116.97 134.01 149.95 161.89 
02-04-202545 98.74 111.26 127.95 143.58 155.30 
02-05-202544 93.28 105.54 121.89 137.21 148.71 
02-06-202543 87.81 99.81 115.82 130.85 142.12 
02-07-202542 82.33 94.08 109.75 124.48 135.53 
02-10-202539 77.65 88.66 103.33 117.18 127.57 
02-11-202538 72.14 82.90 97.25 110.81 120.99 
02-12-202537 66.62 77.14 91.17 104.45 114.41 
02-13-202536 61.09 71.37 85.08 98.08 107.83 
02-14-202535 88.99 99.04 112.43 125.15 134.69 
02-18-202531 74.38 83.51 95.67 107.29 116.01 
02-19-202530 67.79 76.69 88.55 99.89 108.40 
02-20-202529 66.36 75.03 86.59 97.66 105.97 
02-21-202528 59.89 68.34 79.60 90.40 98.51 
02-24-202525 40.82 48.62 59.01 69.02 76.54 
02-25-202524 34.58 42.17 52.28 62.04 69.36 
02-26-202523 28.40 35.78 45.62 55.12 62.25 
02-27-202522 22.28 29.46 39.02 48.27 55.21 
02-28-202521 41.61 48.58 57.87 66.87 73.62 
03-03-202518 41.91 48.29 56.79 65.06 71.27 
03-04-202517 36.09 42.27 50.52 58.55 64.58 
03-05-202516 30.32 36.32 44.31 52.11 57.96 
03-06-202515 24.62 30.42 38.17 45.74 51.41 
03-07-202514 18.97 24.59 32.09 39.43 44.93 
03-10-202511 21.76 26.84 33.61 40.28 45.28 
03-11-202510 16.36 21.25 27.80 34.25 39.07 
03-12-20259 11.01 15.74 22.05 28.28 32.94 
03-13-20258 23.06 27.61 33.70 39.71 44.21 
03-14-20257 22.28 26.66 32.52 38.32 42.65 
03-17-20254 11.96 15.83 21.03 26.21 30.05 
03-18-20253 6.99 10.69 15.68 20.64 24.33 
03-19-20252 2.08 5.61 10.39 15.15 18.66 
03-20-20251 -2.72 0.59 5.16 9.72 13.03 

 
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