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IndexArb Values vs. Time
Dow Jones MAR 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-20-2026 to the Last Trade Date of 03-19-2026.]
Updated: Friday, Jan-16-2026
11:55pm ET

Dow Jones MAR 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)
01-20-202659 79.29 122.10 179.35 213.10 238.33 
01-21-202658 75.69 117.59 173.62 206.89 231.76 
01-22-202657 72.05 113.05 167.89 200.66 225.17 
01-23-202656 74.90 115.00 168.64 200.93 225.08 
01-26-202653 63.79 101.27 151.39 182.23 205.28 
01-27-202652 60.04 96.66 145.63 175.98 198.67 
01-28-202651 56.26 92.03 139.87 169.73 192.05 
01-29-202650 52.46 87.39 134.10 163.47 185.43 
01-30-202649 48.64 82.73 128.33 157.21 178.81 
02-02-202646 37.04 68.67 110.98 138.39 158.89 
02-03-202645 33.12 63.95 105.18 132.11 152.24 
02-04-202644 29.18 59.22 99.38 125.82 145.59 
02-05-202643 25.22 54.47 93.58 119.53 138.93 
02-06-202642 21.23 49.70 87.78 113.23 132.26 
02-09-202639 10.72 36.91 71.92 95.90 113.83 
02-10-202638 21.08 46.52 80.54 104.03 121.59 
02-11-202637 16.98 41.68 74.71 97.70 114.90 
02-12-202636 12.85 36.82 68.88 91.37 108.20 
02-13-202635 28.85 52.10 83.20 105.20 121.65 
02-17-202631 23.19 43.63 70.98 91.00 105.96 
02-18-202630 17.97 37.73 64.16 83.68 98.27 
02-19-202629 18.39 37.47 63.00 82.02 96.24 
02-20-202628 13.24 31.66 56.30 74.82 88.66 
02-23-202625 -1.94 14.53 36.56 53.57 66.29 
02-24-202624 1.06 16.90 38.09 54.60 66.94 
02-25-202623 -3.88 11.33 31.68 47.69 59.66 
02-26-202622 -8.79 5.81 25.34 40.84 52.43 
02-27-202621 -6.34 7.65 26.37 41.37 52.58 
03-02-202618 26.19 38.41 54.76 68.25 78.33 
03-03-202617 21.54 33.18 48.77 61.75 71.45 
03-04-202616 16.87 27.95 42.78 55.25 64.57 
03-05-202615 12.23 22.76 36.84 48.81 57.75 
03-06-202614 7.64 17.61 30.97 42.43 50.99 
03-09-202611 7.68 16.06 27.28 37.22 44.63 
03-10-202610 10.00 17.87 28.40 37.83 44.86 
03-11-20269 5.61 12.96 22.82 31.73 38.38 
03-12-20268 15.88 22.73 31.93 40.33 46.59 
03-13-20267 13.19 19.55 28.09 35.98 41.85 
03-16-20264 8.99 13.92 20.56 26.90 31.62 
03-17-20263 4.83 9.30 15.33 21.16 25.48 
03-18-20262 0.72 4.73 10.16 15.47 19.39 
03-19-20261 -3.32 0.21 5.05 9.84 13.32 

 
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