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IndexArb Values vs. Time
Dow Jones JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-29-2026 to the Last Trade Date of 06-17-2026.]
Updated: Tuesday, Apr-28-2026
9:25pm ET

Dow Jones JUN 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)
04-29-202650 63.02 95.80 139.73 187.80 223.65 
04-30-202649 58.56 90.75 133.90 181.01 216.15 
05-01-202648 54.10 85.70 128.06 174.22 208.66 
05-04-202645 40.67 70.50 110.49 153.83 186.16 
05-05-202644 36.17 65.42 104.62 147.02 178.66 
05-06-202643 31.67 60.33 98.74 140.21 171.15 
05-07-202642 27.16 55.23 92.85 133.40 163.64 
05-08-202641 34.55 62.03 98.86 138.49 168.05 
05-11-202638 22.64 48.35 82.82 119.69 147.20 
05-12-202637 18.09 43.21 76.89 112.85 139.68 
05-13-202636 13.53 38.06 70.96 106.01 132.16 
05-14-202635 8.97 32.91 65.01 99.17 124.64 
05-15-202634 31.32 54.67 85.98 119.24 144.04 
05-18-202631 17.55 39.14 68.08 98.65 121.45 
05-19-202630 23.89 44.89 73.04 102.72 124.86 
05-20-202629 18.03 38.43 65.80 94.60 116.08 
05-21-202628 17.83 37.65 64.23 92.16 112.98 
05-22-202627 21.84 41.07 66.86 93.91 114.08 
05-26-202623 8.05 24.91 47.55 71.12 88.68 
05-27-202622 2.74 19.01 40.86 63.56 80.48 
05-28-202621 -2.49 13.20 34.25 56.08 72.35 
05-29-202620 -7.63 7.46 27.71 48.69 64.31 
06-01-202617 19.03 32.33 50.19 68.59 82.29 
06-02-202616 14.20 26.90 43.97 61.51 74.57 
06-03-202615 9.46 21.56 37.82 54.52 66.94 
06-04-202614 19.11 30.62 46.08 61.92 73.71 
06-05-202613 14.53 25.44 40.09 55.09 66.24 
06-08-202610 1.26 10.36 22.60 35.06 44.32 
06-09-2026-2.95 5.56 16.99 28.60 37.24 
06-10-20260.55 8.45 19.08 29.85 37.86 
06-11-2026-3.55 3.74 13.56 23.50 30.88 
06-12-2026-7.57 -0.89 8.12 17.22 23.98 
06-15-20263.71 8.57 15.14 21.75 26.63 
06-16-20260.02 4.26 10.02 15.80 20.05 
06-17-2026-3.57 0.02 4.97 9.92 13.52 

 

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