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IndexArb Values vs. Time
Dow Jones MAR 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 01-30-2025 to the Last Trade Date of 03-20-2025.]
Updated: Thursday, Jan-30-2025
12:18am 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)
01-30-202550 95.44 124.74 163.98 197.74 222.96 
01-31-202549 90.82 119.52 157.94 191.10 215.87 
02-03-202546 76.86 103.77 139.79 171.14 194.56 
02-04-202545 72.17 98.49 133.73 164.47 187.45 
02-05-202544 67.46 93.20 127.65 157.80 180.33 
02-06-202543 62.73 87.89 121.57 151.13 173.21 
02-07-202542 57.98 82.57 115.48 144.44 166.09 
02-10-202539 55.43 78.33 108.96 136.16 156.48 
02-11-202538 50.62 72.95 102.84 129.45 149.33 
02-12-202537 45.78 67.56 96.70 122.73 142.18 
02-13-202536 40.93 62.16 90.56 116.01 135.02 
02-14-202535 69.50 90.18 117.86 142.71 161.29 
02-18-202531 57.48 76.01 100.81 123.34 140.18 
02-19-202530 52.53 70.53 94.62 116.58 132.98 
02-20-202529 52.67 70.14 93.53 114.91 130.87 
02-21-202528 46.68 63.63 86.33 107.15 122.69 
02-24-202525 29.06 44.48 65.13 84.25 98.50 
02-25-202524 23.31 38.21 58.19 76.73 90.56 
02-26-202523 17.61 32.01 51.31 69.28 82.68 
02-27-202522 11.97 25.86 44.50 61.89 74.86 
02-28-202521 31.78 45.17 63.13 79.95 92.48 
03-03-202518 33.53 45.42 61.38 76.46 87.70 
03-04-202517 28.18 39.57 54.88 69.38 80.18 
03-05-202516 22.89 33.79 48.43 62.36 72.72 
03-06-202515 17.66 28.07 42.06 55.39 65.32 
03-07-202514 12.49 22.41 35.74 48.49 57.98 
03-10-202511 16.69 25.15 36.53 47.52 55.69 
03-11-202510 11.75 19.73 30.47 40.87 48.60 
03-12-20259 6.87 14.37 24.46 34.27 41.56 
03-13-20258 19.38 26.40 35.86 45.07 51.92 
03-14-20257 19.05 25.60 34.42 43.04 49.44 
03-17-20254 10.08 15.21 22.14 28.97 34.03 
03-18-20253 5.56 10.21 16.51 22.75 27.35 
03-19-20252 1.09 5.26 10.94 16.58 20.73 
03-20-20251 -3.28 0.38 5.44 10.48 14.13 

 
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