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IndexArb Values vs. Time
Dow Jones MAR 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 12-29-2025 to the Last Trade Date of 03-19-2026.]
Updated: Saturday, Dec-27-2025
11:45pm ET

Dow Jones MAR 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)
12-29-202581 260.58 264.81 270.46 301.81 325.28 
12-30-202580 254.39 258.80 264.69 295.62 318.77 
12-31-202579 248.22 252.80 258.91 289.43 312.27 
01-02-202677 243.47 248.38 254.93 284.62 306.84 
01-05-202674 225.12 230.47 237.62 266.09 287.40 
01-06-202673 228.25 233.74 241.07 269.14 290.15 
01-07-202672 222.18 227.80 235.31 262.97 283.68 
01-08-202671 216.12 221.86 229.54 256.81 277.22 
01-09-202670 210.07 215.94 223.77 250.65 270.76 
01-12-202667 196.26 202.45 210.73 236.43 255.66 
01-13-202666 190.27 196.56 204.97 230.28 249.23 
01-14-202665 184.29 190.67 199.21 224.14 242.80 
01-15-202664 178.32 184.80 193.45 217.99 236.37 
01-16-202663 172.37 178.93 187.69 211.86 229.95 
01-20-202659 157.98 164.81 173.95 196.62 213.59 
01-21-202658 152.09 158.98 168.19 190.50 207.19 
01-22-202657 146.21 153.16 162.44 184.38 200.79 
01-23-202656 146.85 153.84 163.19 184.76 200.90 
01-26-202653 129.33 136.44 145.94 166.43 181.76 
01-27-202652 123.52 130.66 140.19 160.32 175.39 
01-28-202651 117.71 124.88 134.45 154.22 169.03 
01-29-202650 111.92 119.11 128.70 148.13 162.66 
01-30-202649 106.14 113.34 122.96 142.03 156.31 
02-02-202646 88.88 96.09 105.73 123.77 137.26 
02-03-202645 83.14 90.36 99.99 117.68 130.93 
02-04-202644 77.42 84.63 94.25 111.60 124.59 
02-05-202643 71.71 78.90 88.51 105.53 118.26 
02-06-202642 66.01 73.19 82.78 99.45 111.94 
02-09-202639 50.57 57.68 67.17 82.85 94.58 
02-10-202638 59.36 66.43 75.88 91.23 102.72 
02-11-202637 53.71 60.75 70.15 85.17 96.42 
02-12-202636 48.08 55.07 64.42 79.12 90.12 
02-13-202635 62.61 69.56 78.85 93.23 103.99 
02-17-202631 51.40 58.13 67.12 80.23 90.04 
02-18-202630 45.10 51.76 60.67 73.46 83.03 
02-19-202629 44.44 51.04 59.86 72.33 81.67 
02-20-202628 38.26 44.78 53.50 65.67 74.77 
02-23-202625 20.04 26.33 34.73 45.98 54.39 
02-24-202624 22.08 28.28 36.56 47.51 55.70 
02-25-202623 16.18 22.29 30.46 41.10 49.06 
02-26-202622 10.34 16.36 24.40 34.74 42.48 
02-27-202621 11.87 17.79 25.70 35.75 43.27 
03-02-202618 38.70 44.31 51.80 60.97 67.83 
03-03-202617 33.21 38.71 46.06 54.93 61.57 
03-04-202616 27.71 33.10 40.30 48.89 55.31 
03-05-202615 22.28 27.54 34.59 42.89 49.10 
03-06-202614 16.90 22.04 28.93 36.95 42.94 
03-09-202611 14.68 19.45 25.83 33.00 38.37 
03-10-202610 16.29 20.92 27.13 34.03 39.18 
03-11-20269 11.20 15.69 21.71 28.34 33.28 
03-12-20268 20.79 25.14 30.98 37.33 42.07 
03-13-20267 17.43 21.64 27.29 33.37 37.90 
03-16-20264 11.34 15.10 20.16 25.43 29.35 
03-17-20263 6.59 10.19 15.05 20.05 23.77 
03-18-20262 1.91 5.34 9.98 14.72 18.22 
03-19-20261 -2.70 0.53 4.97 9.44 12.71 

 
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