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
Dow Jones JUN 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-25-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, Apr-24-2025
9:55pm 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)
04-25-202556 88.41 119.29 160.70 209.29 245.52 
04-28-202553 74.85 104.70 144.73 191.28 225.98 
04-29-202552 70.34 99.83 139.40 185.25 219.45 
04-30-202551 65.83 94.97 134.06 179.22 212.89 
05-01-202550 61.33 90.11 128.71 173.18 206.33 
05-02-202549 56.84 85.25 123.36 167.12 199.75 
05-05-202546 43.40 70.67 107.26 148.90 179.94 
05-06-202545 38.94 65.82 101.88 142.81 173.31 
05-07-202544 34.48 60.96 96.50 136.70 166.67 
05-08-202543 30.02 56.11 91.11 130.59 160.01 
05-09-202542 37.35 63.03 97.48 136.23 165.11 
05-12-202539 25.65 50.07 82.86 119.40 146.63 
05-13-202538 21.23 45.22 77.43 113.23 139.90 
05-14-202537 16.81 40.38 72.01 107.06 133.17 
05-15-202536 17.51 40.63 71.68 105.98 131.52 
05-16-202535 36.23 58.90 89.35 122.89 147.88 
05-19-202532 33.59 54.89 83.50 114.76 138.02 
05-20-202531 29.22 50.06 78.04 108.52 131.21 
05-21-202530 24.86 45.22 72.57 102.27 124.38 
05-22-202529 19.64 39.52 66.24 95.18 116.71 
05-23-202528 25.92 45.32 71.40 99.56 120.51 
05-27-202524 13.98 31.39 54.81 79.82 98.41 
05-28-202523 9.17 26.07 48.80 73.01 90.99 
05-29-202522 4.43 20.80 42.84 66.24 83.62 
05-30-202521 18.20 34.04 55.38 77.96 94.73 
06-02-202518 17.93 32.16 51.31 71.42 86.35 
06-03-202517 13.54 27.20 45.62 64.89 79.20 
06-04-202516 9.21 22.31 39.97 58.41 72.09 
06-05-202515 19.09 31.62 48.52 66.11 79.16 
06-06-202514 14.90 26.86 42.98 59.73 72.14 
06-09-202511 2.73 12.93 26.69 40.85 51.35 
06-10-202510 5.64 15.23 28.18 41.48 51.33 
06-11-20259 1.79 10.77 22.91 35.33 44.54 
06-12-20258 -1.99 6.38 17.69 29.24 37.78 
06-13-20257 -5.70 2.04 12.52 23.19 31.08 
06-16-20254 5.77 11.60 19.52 27.52 33.41 
06-17-20253 2.33 7.51 14.56 21.66 26.88 
06-18-20252 -1.03 3.48 9.65 15.85 20.39 

 
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 2000-2024 Ergo Inc. All Rights Reserved Worldwide.