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 05-02-2025 to the Last Trade Date of 06-19-2025.]
Updated: Thursday, May-01-2025
11:19pm 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)
05-02-202549 59.61 81.95 111.91 152.95 183.56 
05-05-202546 44.58 66.83 96.56 136.39 166.20 
05-06-202545 39.60 61.80 91.43 130.83 160.36 
05-07-202544 34.65 56.78 86.29 125.26 154.48 
05-08-202543 29.72 51.77 81.15 119.66 148.56 
05-09-202542 36.58 58.53 87.77 125.82 154.39 
05-12-202539 23.58 45.17 73.88 110.46 137.96 
05-13-202538 18.76 40.20 68.70 104.76 131.88 
05-14-202537 13.96 35.24 63.52 99.04 125.78 
05-15-202536 14.29 35.39 63.43 98.41 124.73 
05-16-202535 39.60 60.51 88.29 122.71 148.62 
05-19-202532 36.03 56.27 83.16 115.82 140.39 
05-20-202531 31.40 51.38 77.94 109.98 134.08 
05-21-202530 26.34 46.06 72.29 103.72 127.35 
05-22-202529 21.34 40.78 66.66 97.47 120.62 
05-23-202528 20.89 40.04 65.55 95.71 118.36 
05-27-202524 9.76 27.55 51.32 78.72 99.23 
05-28-202523 5.14 22.55 45.82 72.47 92.42 
05-29-202522 0.58 17.59 40.34 66.23 85.59 
05-30-202521 14.53 31.12 53.32 78.44 97.20 
06-02-202518 14.79 30.00 50.41 73.07 89.96 
06-03-202517 10.56 25.27 45.04 66.84 83.08 
06-04-202516 6.40 20.60 39.68 60.61 76.18 
06-05-202515 16.44 30.11 48.48 68.52 83.41 
06-06-202514 12.42 25.53 43.17 62.29 76.50 
06-09-202511 0.76 12.08 27.36 43.63 55.68 
06-10-202510 3.83 14.52 28.95 44.23 55.54 
06-11-20259 0.15 10.18 23.75 38.02 48.57 
06-12-20258 -3.45 5.90 18.56 31.80 41.58 
06-13-20257 -6.99 1.66 13.39 25.59 34.59 
06-16-20254 5.02 11.45 20.21 29.16 35.73 
06-17-20253 1.78 7.42 15.12 22.96 28.69 
06-18-20252 -1.38 3.44 10.06 16.76 21.63 

 
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.