Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
S&P 500 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

S&P 500 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 23.69 27.88 33.48 37.88 41.17 
01-21-202658 23.18 27.30 32.80 37.15 40.40 
01-22-202657 22.64 26.69 32.11 36.40 39.60 
01-23-202656 22.62 26.60 31.93 36.16 39.32 
01-26-202653 20.68 24.45 29.50 33.56 36.59 
01-27-202652 20.05 23.75 28.71 32.71 35.70 
01-28-202651 19.47 23.11 27.98 31.92 34.86 
01-29-202650 18.92 22.49 27.27 31.15 34.05 
01-30-202649 18.78 22.28 26.97 30.79 33.65 
02-02-202646 17.09 20.39 24.81 28.45 31.18 
02-03-202645 16.51 19.75 24.08 27.66 30.34 
02-04-202644 15.86 19.03 23.27 26.79 29.42 
02-05-202643 15.20 18.30 22.45 25.91 28.50 
02-06-202642 14.91 17.94 22.00 25.41 27.95 
02-09-202639 13.41 16.25 20.05 23.27 25.67 
02-10-202638 13.69 16.46 20.17 23.33 25.69 
02-11-202637 13.17 15.88 19.50 22.60 24.91 
02-12-202636 12.57 15.21 18.75 21.78 24.05 
02-13-202635 12.76 15.34 18.79 21.76 23.98 
02-17-202631 11.25 13.57 16.67 19.39 21.42 
02-18-202630 10.65 12.91 15.93 18.58 20.57 
02-19-202629 10.72 12.91 15.85 18.44 20.37 
02-20-202628 10.24 12.37 15.22 17.75 19.64 
02-23-202625 8.08 10.02 12.62 14.95 16.69 
02-24-202624 7.78 9.66 12.18 14.44 16.13 
02-25-202623 7.21 9.02 11.46 13.65 15.30 
02-26-202622 6.48 8.23 10.58 12.71 14.31 
02-27-202621 6.41 8.11 10.37 12.44 13.98 
03-02-202618 4.94 6.45 8.47 10.33 11.73 
03-03-202617 4.36 5.81 7.75 9.55 10.89 
03-04-202616 3.76 5.14 7.00 8.73 10.02 
03-05-202615 3.24 4.57 6.34 8.00 9.24 
03-06-202614 3.40 4.67 6.36 7.95 9.14 
03-09-202611 1.89 2.98 4.43 5.82 6.85 
03-10-202610 1.93 2.96 4.33 5.65 6.63 
03-11-20269 1.51 2.47 3.77 5.02 5.94 
03-12-20268 1.19 2.10 3.32 4.49 5.37 
03-13-20267 1.32 2.17 3.31 4.41 5.23 
03-16-20264 0.40 1.08 1.98 2.87 3.53 
03-17-20263 0.11 0.72 1.55 2.37 2.97 
03-18-20262 -0.36 0.20 0.95 1.70 2.25 
03-19-20261 -0.93 -0.44 0.24 0.91 1.40 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2025 Ergo Inc. All Rights Reserved Worldwide.