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 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-14-2026 to the Last Trade Date of 06-17-2026.]
Updated: Wednesday, May-13-2026
10:30pm 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)
05-14-202635 28.57 50.76 80.48 105.76 124.65 
05-15-202634 46.64 68.26 97.22 121.96 140.44 
05-18-202631 32.30 52.22 78.91 102.00 119.25 
05-19-202630 36.65 56.02 81.96 104.50 121.33 
05-20-202629 30.16 48.96 74.16 96.15 112.57 
05-21-202628 29.36 47.60 72.05 93.49 109.49 
05-22-202627 32.77 50.46 74.16 95.03 110.61 
05-26-202623 16.76 32.22 52.94 71.51 85.37 
05-27-202622 10.94 25.84 45.81 63.80 77.22 
05-28-202621 5.21 19.55 38.78 56.19 69.16 
05-29-202620 -0.43 13.36 31.85 48.66 61.19 
06-01-202617 24.85 36.98 53.25 68.24 79.42 
06-02-202616 19.59 31.17 46.70 61.08 71.80 
06-03-202615 14.43 25.45 40.25 54.02 64.27 
06-04-202614 23.68 34.16 48.22 61.36 71.15 
06-05-202613 18.70 28.63 41.96 54.48 63.80 
06-08-202610 4.33 12.62 23.77 34.38 42.28 
06-09-2026-0.22 7.54 17.96 27.93 35.35 
06-10-20262.96 10.17 19.87 29.19 36.13 
06-11-2026-1.46 5.21 14.19 22.86 29.31 
06-12-2026-5.79 0.35 8.60 16.62 22.58 
06-15-20264.65 9.18 15.30 21.33 25.79 
06-16-20260.70 4.69 10.10 15.46 19.41 
06-17-2026-3.13 0.30 5.00 9.69 13.10 

 

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 2000-2025 Ergo Inc. All Rights Reserved Worldwide.