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IndexArb Values vs. Time
Dow Jones MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-22-2025 to the Last Trade Date of 03-20-2025.]
Updated: Tuesday, Jan-21-2025
10:50pm ET

Dow Jones MAR 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)
01-22-202558 129.76 165.21 212.61 238.21 257.37 
01-23-202557 125.58 160.15 206.37 231.53 250.36 
01-24-202556 127.55 161.25 206.31 231.04 249.54 
01-27-202553 114.70 145.88 187.55 210.99 228.53 
01-28-202552 110.35 140.71 181.29 204.31 221.53 
01-29-202551 105.97 135.53 175.03 197.63 214.53 
01-30-202550 101.56 130.32 168.77 190.95 207.54 
01-31-202549 97.11 125.10 162.51 184.27 200.55 
02-03-202546 83.59 109.31 143.70 164.23 179.58 
02-04-202545 79.02 104.01 137.42 157.55 172.60 
02-05-202544 74.41 98.69 131.14 150.87 165.62 
02-06-202543 69.78 93.35 124.86 144.19 158.64 
02-07-202542 65.12 88.00 118.58 137.51 151.66 
02-10-202539 62.75 83.62 111.52 129.27 142.54 
02-11-202538 57.97 78.19 105.23 122.58 135.57 
02-12-202537 53.16 72.74 98.93 115.90 128.60 
02-13-202536 48.32 67.28 92.63 109.22 121.63 
02-14-202535 76.89 95.24 119.77 135.98 148.10 
02-18-202531 64.75 80.76 102.17 116.88 127.88 
02-19-202530 58.63 74.08 94.73 109.08 119.80 
02-20-202529 57.65 72.55 92.48 106.45 116.90 
02-21-202528 51.62 65.98 85.19 98.80 108.98 
02-24-202525 33.81 46.62 63.76 76.29 85.66 
02-25-202524 27.97 40.29 56.76 68.93 78.04 
02-26-202523 22.18 34.01 49.83 61.65 70.50 
02-27-202522 16.44 27.79 42.97 54.45 63.03 
02-28-202521 36.13 47.01 61.57 72.70 81.03 
03-03-202518 37.47 47.02 59.79 69.89 77.44 
03-04-202517 31.97 41.09 53.29 63.06 70.36 
03-05-202516 26.52 35.22 46.87 56.30 63.35 
03-06-202515 21.12 29.42 40.52 49.62 56.41 
03-07-202514 15.77 23.67 34.24 43.00 49.55 
03-10-202511 19.39 26.15 35.19 42.98 48.80 
03-11-202510 14.25 20.64 29.20 36.67 42.24 
03-12-20259 9.15 15.19 23.28 30.43 35.76 
03-13-20258 21.45 27.14 34.77 41.60 46.69 
03-14-20257 20.89 26.25 33.43 39.95 44.80 
03-17-20254 11.22 15.61 21.52 27.10 31.24 
03-18-20253 6.44 10.52 16.03 21.30 25.21 
03-19-20252 1.73 5.50 10.61 15.58 19.25 
03-20-20251 -2.90 0.53 5.27 9.94 13.33 

 
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