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IndexArb Values vs. Time
Dow Jones JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-03-2025 to the Last Trade Date of 06-19-2025.]
Updated: Wednesday, Apr-02-2025
9:53pm ET

Dow Jones JUN 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)
04-03-202578 198.90 226.30 262.95 308.30 342.19 
04-04-202577 207.35 234.54 270.92 315.79 349.34 
04-07-202574 191.78 218.34 253.88 297.33 329.81 
04-08-202573 186.60 212.95 248.21 291.18 323.29 
04-09-202572 181.42 207.56 242.53 285.02 316.78 
04-10-202571 180.42 206.34 241.01 283.02 314.42 
04-11-202570 175.25 200.95 235.33 276.86 307.90 
04-14-202567 159.79 184.81 218.28 258.36 288.31 
04-15-202566 157.20 181.99 215.15 254.75 284.33 
04-16-202565 152.06 176.61 209.47 248.57 277.80 
04-17-202564 146.93 171.24 203.78 242.40 271.26 
04-21-202560 135.11 158.46 189.70 226.35 253.73 
04-22-202559 130.01 153.10 184.01 220.16 247.18 
04-23-202558 124.90 147.74 178.32 213.98 240.62 
04-24-202557 119.81 142.39 172.62 207.79 234.06 
04-25-202556 121.29 143.62 173.51 208.17 234.07 
04-28-202553 106.05 127.59 156.43 189.59 214.36 
04-29-202552 100.98 122.25 150.73 183.39 207.78 
04-30-202551 95.92 116.92 145.04 177.19 201.20 
05-01-202550 90.86 111.59 139.34 170.99 194.62 
05-02-202549 85.81 106.26 133.64 164.78 188.03 
05-05-202546 70.69 90.29 116.55 146.15 168.26 
05-06-202545 65.66 84.97 110.85 139.94 161.66 
05-07-202544 60.63 79.66 105.15 133.72 155.06 
05-08-202543 55.62 74.35 99.44 127.51 148.46 
05-09-202542 62.37 80.81 105.51 133.06 153.62 
05-12-202539 48.97 66.51 90.00 115.98 135.38 
05-13-202538 43.98 61.21 84.29 109.75 128.76 
05-14-202537 39.00 55.92 78.59 103.52 122.13 
05-15-202536 39.13 55.73 77.98 102.39 120.61 
05-16-202535 57.27 73.56 95.38 119.27 137.09 
05-19-202532 52.91 68.23 88.77 111.06 127.69 
05-20-202531 47.96 62.95 83.06 104.82 121.05 
05-21-202530 43.02 57.68 77.34 98.57 114.40 
05-22-202529 37.51 51.84 71.06 91.75 107.18 
05-23-202528 43.47 57.47 76.24 96.40 111.44 
05-27-202524 30.06 42.69 59.63 77.64 91.06 
05-28-202523 24.83 37.11 53.58 71.04 84.05 
05-29-202522 19.64 31.56 47.56 64.48 77.08 
05-30-202521 32.95 44.51 60.03 76.40 88.59 
06-02-202518 31.14 41.61 55.68 70.39 81.34 
06-03-202517 26.19 36.29 49.86 64.01 74.55 
06-04-202516 21.28 31.01 44.07 57.68 67.80 
06-05-202515 30.56 39.91 52.47 65.51 75.22 
06-06-202514 25.75 34.71 46.77 59.25 68.54 
06-09-202511 11.58 19.39 29.89 40.68 48.70 
06-10-202510 13.78 21.19 31.16 41.39 48.99 
06-11-20259 9.20 16.21 25.65 35.31 42.48 
06-12-20258 4.66 11.28 20.18 29.27 36.01 
06-13-20257 0.17 6.38 14.75 23.26 29.58 
06-16-20254 9.18 14.15 20.88 27.66 32.69 
06-17-20253 4.89 9.43 15.60 21.81 26.39 
06-18-20252 0.65 4.76 10.36 15.99 20.12 

 
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