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IndexArb Values vs. Time
Dow Jones MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-21-2025 to the Last Trade Date of 03-20-2025.]
Updated: Saturday, Jan-18-2025
1:30pm 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)
01-21-202559 139.61 169.33 209.08 236.33 256.72 
01-22-202558 135.15 164.21 203.05 229.83 249.86 
01-23-202557 130.66 159.06 197.02 223.33 243.02 
01-24-202556 132.33 160.09 197.18 223.02 242.36 
01-27-202553 118.64 144.51 179.04 203.51 221.83 
01-28-202552 114.02 139.28 172.99 197.00 214.99 
01-29-202551 109.38 134.03 166.93 190.50 208.15 
01-30-202550 104.72 128.77 160.87 183.99 201.32 
01-31-202549 100.03 123.50 154.81 177.49 194.48 
02-03-202546 85.81 107.57 136.59 157.96 173.99 
02-04-202545 81.02 102.23 130.50 151.45 167.17 
02-05-202544 76.21 96.88 124.42 144.94 160.34 
02-06-202543 71.38 91.50 118.33 138.43 153.52 
02-07-202542 66.52 86.12 112.23 131.92 146.70 
02-10-202539 63.61 81.67 105.72 124.18 138.04 
02-11-202538 58.67 76.23 99.61 117.66 131.22 
02-12-202537 53.70 70.77 93.49 111.15 124.40 
02-13-202536 48.70 65.29 87.37 104.63 117.59 
02-14-202535 77.13 93.24 114.69 131.55 144.21 
02-18-202531 64.49 78.77 97.77 113.08 124.58 
02-19-202530 58.34 72.16 90.55 105.47 116.68 
02-20-202529 57.33 70.71 88.51 103.03 113.95 
02-21-202528 51.27 64.22 81.43 95.57 106.20 
02-24-202525 33.39 45.06 60.59 73.60 83.38 
02-25-202524 27.52 38.79 53.78 66.42 75.92 
02-26-202523 21.70 32.58 47.04 59.30 68.53 
02-27-202522 15.94 26.42 40.36 52.26 61.21 
02-28-202521 35.61 45.71 59.14 70.68 79.36 
03-03-202518 36.91 45.89 57.84 68.32 76.19 
03-04-202517 31.41 40.02 51.49 61.62 69.24 
03-05-202516 25.95 34.22 45.22 55.00 62.35 
03-06-202515 20.55 28.47 39.01 48.45 55.53 
03-07-202514 15.21 22.78 32.86 41.96 48.79 
03-10-202511 18.87 25.44 34.20 42.27 48.33 
03-11-202510 13.74 19.99 28.33 36.06 41.86 
03-12-20259 8.67 14.60 22.52 29.91 35.45 
03-13-20258 21.00 26.61 34.11 41.17 46.45 
03-14-20257 20.48 25.78 32.87 39.59 44.62 
03-17-20254 10.96 15.34 21.23 26.94 31.19 
03-18-20253 6.24 10.32 15.82 21.19 25.18 
03-19-20252 1.60 5.37 10.48 15.51 19.23 
03-20-20251 -2.96 0.48 5.21 9.90 13.31 

 
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