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 03-10-2025 to the Last Trade Date of 06-19-2025.]
Updated: Saturday, Mar-08-2025
8:30pm 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)
03-10-2025102 226.04 269.16 320.84 422.83 507.92 
03-11-2025101 221.97 264.67 315.84 416.80 501.05 
03-12-2025100 217.96 260.23 310.89 410.84 494.24 
03-13-202599 231.65 273.54 323.63 422.49 505.13 
03-14-202598 234.25 275.75 325.30 423.06 504.95 
03-17-202595 237.17 277.51 325.40 419.89 499.49 
03-18-202594 236.33 276.28 323.62 417.03 495.86 
03-19-202593 235.40 274.97 321.76 414.08 492.15 
03-20-202592 234.40 273.58 319.82 411.06 488.36 
03-21-202591 237.23 276.01 321.71 411.87 488.39 
03-24-202588 233.52 271.13 315.19 402.12 476.32 
03-25-202587 232.13 269.35 312.86 398.72 472.14 
03-26-202586 230.67 267.48 310.45 395.24 467.88 
03-27-202585 229.12 265.54 307.97 391.69 463.55 
03-28-202584 227.50 263.52 305.41 388.06 459.14 
03-31-202581 222.16 256.99 297.26 376.72 445.44 
04-01-202580 220.22 254.65 294.38 372.79 440.72 
04-02-202579 218.21 252.24 291.44 368.78 435.92 
04-03-202578 218.64 252.27 290.93 367.22 433.56 
04-04-202577 229.14 262.36 300.49 375.72 441.27 
04-07-202574 222.17 254.18 290.71 362.79 425.95 
04-08-202573 219.69 251.30 287.30 358.34 420.69 
04-09-202572 217.14 248.34 283.81 353.80 415.36 
04-10-202571 218.68 249.46 284.41 353.36 414.11 
04-11-202570 215.97 246.35 280.76 348.67 408.62 
04-14-202567 207.38 236.53 269.37 334.17 391.69 
04-15-202566 204.37 233.11 265.42 329.19 385.89 
04-16-202565 201.27 229.60 261.39 324.13 380.02 
04-17-202564 198.10 226.02 257.29 318.99 374.07 
04-21-202560 193.33 219.58 248.78 306.38 358.19 
04-22-202559 189.77 215.61 244.29 300.88 351.86 
04-23-202558 186.15 211.56 239.73 295.30 345.46 
04-24-202557 182.44 207.44 235.09 289.65 338.98 
04-25-202556 185.24 209.82 236.95 290.49 339.00 
04-28-202553 173.43 196.75 222.35 272.87 318.88 
04-29-202552 169.35 192.24 217.33 266.84 312.02 
04-30-202551 165.19 187.66 212.24 260.75 305.09 
05-01-202550 160.95 183.00 207.07 254.57 298.08 
05-02-202549 156.63 178.26 201.83 248.33 291.00 
05-05-202546 143.23 163.58 185.64 229.15 269.30 
05-06-202545 138.62 158.54 180.09 222.61 261.92 
05-07-202544 132.78 152.74 174.47 217.34 256.73 
05-08-202543 126.86 146.86 168.77 211.99 251.47 
05-09-202542 132.63 152.68 174.77 218.35 257.91 
05-12-202539 115.77 135.95 158.59 203.28 243.10 
05-13-202538 109.46 129.69 152.52 197.58 237.49 
05-14-202537 103.08 123.35 146.37 191.81 231.81 
05-15-202536 101.72 122.03 145.25 191.07 231.16 
05-16-202535 118.29 138.65 162.07 208.28 248.45 
05-19-202532 108.72 129.21 153.24 200.64 241.08 
05-20-202531 101.87 122.41 146.64 194.45 234.98 
05-21-202530 91.12 111.73 136.28 184.71 225.39 
05-22-202529 80.55 101.23 126.09 175.14 215.95 
05-23-202528 81.59 102.34 127.50 177.16 218.10 
05-27-202524 49.80 70.80 97.14 149.11 190.55 
05-28-202523 40.30 61.36 87.98 140.51 182.06 
05-29-202522 30.99 52.10 78.99 132.06 173.72 
05-30-202521 40.29 61.45 88.62 142.23 183.98 
06-02-202518 27.32 48.60 76.55 131.70 173.70 
06-03-202517 18.91 40.23 68.43 124.07 166.14 
06-04-202516 10.69 32.03 60.48 116.60 158.73 
06-05-202515 16.78 38.15 66.84 123.44 165.61 
06-06-202514 8.93 30.31 59.23 116.30 158.50 
06-09-202511 -13.52 7.86 37.46 95.86 138.04 
06-10-202510 -12.86 8.21 37.37 90.24 128.43 
06-11-20259 -18.16 2.30 30.63 78.12 112.43 
06-12-20258 -22.62 -3.04 24.07 66.33 96.86 
06-13-20257 -26.24 -7.83 17.67 54.85 81.68 
06-16-20254 -10.14 3.19 21.73 44.33 60.57 
06-17-20253 -10.61 0.52 16.04 33.97 46.83 
06-18-20252 -10.32 -1.64 10.52 23.88 33.41 

 
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.