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IndexArb Values vs. Time
Dow Jones DEC 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 09-18-2025 to the Last Trade Date of 12-18-2025.]
Updated: Wednesday, Sept-17-2025
8:28pm ET

Dow Jones DEC 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)
09-18-202592 324.06 340.16 361.67 396.16 421.98 
09-19-202591 318.41 334.36 355.67 389.62 415.03 
09-22-202588 301.44 316.95 337.66 370.03 394.26 
09-23-202587 295.78 311.14 331.65 363.51 387.36 
09-24-202586 290.12 305.33 325.65 357.00 380.47 
09-25-202585 284.45 299.52 319.64 350.49 373.59 
09-26-202584 278.79 293.70 313.63 343.99 366.72 
09-29-202581 261.77 276.25 295.59 324.52 346.17 
09-30-202580 256.10 270.43 289.57 318.03 339.34 
10-01-202579 250.42 264.61 283.55 311.56 332.52 
10-02-202578 244.74 258.78 277.54 305.08 325.71 
10-03-202577 246.62 260.51 279.07 306.18 326.46 
10-06-202574 238.78 252.24 270.22 296.01 315.32 
10-07-202573 233.09 246.41 264.20 289.56 308.55 
10-08-202572 227.40 240.57 258.17 283.11 301.79 
10-09-202571 221.71 234.74 252.14 276.67 295.03 
10-10-202570 220.25 233.14 250.35 274.47 292.53 
10-13-202567 203.16 215.61 232.25 255.17 272.33 
10-14-202566 197.45 209.76 226.21 248.74 265.61 
10-15-202565 191.75 203.91 220.17 242.31 258.89 
10-16-202564 186.04 198.07 214.13 235.89 252.19 
10-17-202563 180.33 192.21 208.09 229.48 245.49 
10-20-202560 172.47 183.93 199.23 219.52 234.70 
10-21-202559 166.76 178.07 193.19 213.11 228.03 
10-22-202558 161.04 172.21 187.14 206.71 221.36 
10-23-202557 155.32 166.35 181.09 200.31 214.69 
10-24-202556 156.09 166.98 181.53 200.40 214.53 
10-27-202553 138.92 149.38 163.36 181.22 194.58 
10-28-202552 133.19 143.51 157.31 174.83 187.95 
10-29-202551 127.45 137.64 151.25 168.44 181.31 
10-30-202550 121.72 131.77 145.18 162.05 174.68 
10-31-202549 115.99 125.89 139.12 155.67 168.06 
11-03-202546 98.77 108.25 120.92 136.53 148.21 
11-04-202545 93.03 102.37 114.86 130.16 141.61 
11-05-202544 87.29 96.49 108.79 123.78 135.00 
11-06-202543 81.54 90.60 102.71 117.41 128.41 
11-07-202542 75.79 84.72 96.64 111.04 121.81 
11-10-202539 70.47 78.97 90.34 103.86 113.98 
11-11-202538 64.71 73.08 84.26 97.49 107.40 
11-12-202537 58.96 67.18 78.18 91.13 100.82 
11-13-202536 53.20 61.29 72.09 84.77 94.25 
11-14-202535 63.18 71.13 81.75 94.14 103.42 
11-17-202532 60.52 68.05 78.12 89.70 98.37 
11-18-202531 65.27 72.66 82.54 93.85 102.32 
11-19-202530 59.50 66.75 76.45 87.50 95.77 
11-20-202529 58.96 66.08 75.58 86.38 94.45 
11-21-202528 57.34 64.31 73.64 84.17 92.05 
11-24-202525 39.15 45.71 54.48 64.25 71.56 
11-25-202524 41.12 47.55 56.14 65.66 72.78 
11-26-202523 35.13 41.42 49.82 59.10 66.04 
11-28-202521 23.22 29.23 37.26 46.05 52.63 
12-01-202518 47.57 53.17 60.65 68.73 74.77 
12-02-202517 41.72 47.18 54.48 62.32 68.19 
12-03-202516 35.89 41.21 48.33 55.94 61.63 
12-04-202515 44.23 49.41 56.34 63.72 69.24 
12-05-202514 38.45 43.49 50.24 57.40 62.75 
12-08-202511 34.83 39.46 45.66 52.15 57.00 
12-09-202510 29.15 33.64 39.65 45.92 50.61 
12-10-20259 30.25 34.60 40.43 46.48 51.00 
12-11-20258 24.61 28.82 34.47 40.31 44.67 
12-12-20257 20.44 24.51 29.98 35.60 39.80 
12-15-20254 12.10 15.76 20.67 25.67 29.38 
12-16-20253 6.59 10.10 14.83 19.62 23.17 
12-17-20252 1.10 4.46 9.01 13.60 16.98 
12-18-20251 -1.77 1.41 5.77 10.16 13.35 

 
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