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 MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-20-2024 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Dec-19-2024
10:35pm 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)
12-20-202491 393.41 419.21 453.70 499.21 533.25 
12-23-202488 372.95 398.21 431.99 476.10 509.09 
12-24-202487 366.14 391.23 424.76 468.41 501.05 
12-26-202485 352.57 377.29 410.33 453.04 484.99 
12-27-202484 345.79 370.33 403.13 445.37 476.97 
12-30-202481 325.53 349.50 381.54 422.39 452.95 
12-31-202480 318.80 342.57 374.36 414.75 444.95 
01-02-202578 305.36 328.75 360.01 399.47 428.99 
01-03-202577 305.41 328.61 359.61 398.61 427.78 
01-06-202574 293.04 315.63 345.84 383.45 411.58 
01-07-202573 286.37 308.76 338.70 375.85 403.63 
01-08-202572 279.72 301.90 331.56 368.25 395.70 
01-09-202571 273.07 295.05 324.43 360.66 387.76 
01-10-202570 270.60 292.37 321.47 357.24 384.00 
01-13-202567 250.74 271.88 300.14 334.53 360.26 
01-14-202566 244.14 265.07 293.04 326.98 352.36 
01-15-202565 237.56 258.26 285.95 319.43 344.47 
01-16-202564 230.98 251.47 278.86 311.88 336.58 
01-17-202563 224.41 244.68 271.78 304.34 328.70 
01-21-202559 206.89 226.27 252.18 282.92 305.91 
01-22-202558 200.37 219.53 245.13 275.41 298.06 
01-23-202557 193.86 212.79 238.09 267.91 290.22 
01-24-202556 193.55 212.24 237.23 266.60 288.57 
01-27-202553 174.10 192.09 216.15 244.16 265.11 
01-28-202552 167.64 185.39 209.13 236.69 257.30 
01-29-202551 161.18 178.70 202.12 229.23 249.50 
01-30-202550 154.74 172.02 195.12 221.77 241.70 
01-31-202549 148.30 165.34 188.12 214.32 233.91 
02-03-202546 129.06 145.36 167.16 192.00 210.58 
02-04-202545 122.66 138.72 160.19 184.58 202.82 
02-05-202544 116.28 132.08 153.22 177.16 195.06 
02-06-202543 109.90 125.46 146.26 169.75 187.31 
02-07-202542 103.54 118.84 139.30 162.34 179.57 
02-10-202539 96.30 110.83 130.27 151.96 168.17 
02-11-202538 89.97 104.24 123.33 144.57 160.45 
02-12-202537 83.65 97.66 116.41 137.20 152.74 
02-13-202536 77.34 91.09 109.48 129.83 145.04 
02-14-202535 104.48 117.97 136.01 155.90 170.77 
02-18-202531 79.38 91.80 108.40 126.51 140.04 
02-19-202530 71.81 83.95 100.20 117.85 131.04 
02-20-202529 69.44 81.31 97.18 114.38 127.24 
02-21-202528 62.07 73.66 89.16 105.91 118.44 
02-24-202525 48.15 58.90 73.28 88.69 100.21 
02-25-202524 41.16 51.63 65.64 80.60 91.78 
02-26-202523 34.28 44.46 58.09 72.60 83.45 
02-27-202522 27.49 37.38 50.63 64.70 75.22 
02-28-202521 46.18 55.79 68.65 82.28 92.46 
03-03-202518 44.82 53.56 65.26 77.55 86.73 
03-04-202517 38.51 46.96 58.27 70.12 78.97 
03-05-202516 32.31 40.46 51.38 62.78 71.30 
03-06-202515 26.20 34.06 44.58 55.54 63.73 
03-07-202514 20.19 27.75 37.88 48.39 56.24 
03-10-202511 22.11 28.77 37.69 46.88 53.73 
03-11-202510 16.50 22.85 31.36 40.11 46.63 
03-12-20259 10.98 17.02 25.12 33.43 39.62 
03-13-20258 22.89 28.62 36.32 44.18 50.04 
03-14-20257 22.00 27.43 34.71 42.13 47.66 
03-17-20254 11.61 16.08 22.11 28.21 32.73 
03-18-20253 6.68 10.83 16.44 22.10 26.28 
03-19-20252 1.87 5.68 10.87 16.08 19.92 
03-20-20251 -2.82 0.63 5.39 10.16 13.61 

 
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.