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IndexArb Values vs. Time
Dow Jones JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 04-06-2026 to the Last Trade Date of 06-17-2026.]
Updated: Saturday, Apr-04-2026
2:05am 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)
04-06-202673 132.07 164.88 208.92 298.88 365.90 
04-07-202672 126.79 159.54 203.49 292.01 357.95 
04-08-202671 121.55 154.22 198.07 285.15 350.02 
04-09-202670 119.04 151.62 195.35 281.00 344.81 
04-10-202669 118.20 150.68 194.27 278.51 341.26 
04-13-202666 102.82 134.92 178.01 258.03 317.64 
04-14-202665 97.74 129.70 172.59 251.23 309.80 
04-15-202664 92.70 124.49 167.17 244.43 301.97 
04-16-202663 87.68 119.30 161.76 237.64 294.16 
04-17-202662 82.69 114.13 156.34 230.86 286.36 
04-20-202659 77.15 107.99 149.38 219.85 272.34 
04-21-202658 72.26 102.88 143.97 213.11 264.60 
04-22-202657 67.40 97.78 138.56 206.37 256.87 
04-23-202656 62.57 92.70 133.15 199.64 249.16 
04-24-202655 64.55 94.43 134.54 199.72 248.26 
04-27-202652 50.27 79.32 118.32 179.61 225.26 
04-28-202651 45.55 74.31 112.92 172.93 217.62 
04-29-202650 40.86 69.32 107.52 166.25 210.00 
04-30-202649 36.20 64.34 102.12 159.58 202.39 
05-01-202648 31.56 59.37 96.72 152.92 194.79 
05-04-202645 17.77 44.56 80.52 133.00 172.09 
05-05-202644 13.22 39.64 75.13 126.38 164.55 
05-06-202643 8.69 34.75 69.73 119.76 157.02 
05-07-202642 4.18 29.86 64.34 113.15 149.51 
05-08-202641 11.60 36.90 70.86 118.46 153.92 
05-11-202638 -0.04 24.04 56.38 100.41 133.20 
05-12-202637 -4.44 19.22 50.99 93.84 125.76 
05-13-202636 -8.82 14.41 45.60 87.28 118.33 
05-14-202635 -13.18 9.61 40.22 80.73 110.91 
05-15-202634 7.00 29.35 59.36 98.72 128.04 
05-18-202631 -5.90 15.06 43.21 79.15 105.92 
05-19-202630 0.77 21.26 48.77 83.58 109.51 
05-20-202629 -4.07 15.93 42.79 76.47 101.56 
05-21-202628 -3.26 16.25 42.44 75.00 99.26 
05-22-202627 4.12 23.13 48.65 80.10 103.54 
05-26-202623 -5.78 11.16 33.90 60.99 81.18 
05-27-202622 -10.21 6.19 28.21 54.24 73.62 
05-28-202621 -14.58 1.28 22.57 47.53 66.12 
05-29-202620 -18.90 -3.59 16.97 40.87 58.68 
06-01-202617 10.11 23.74 42.05 62.82 78.30 
06-02-202616 6.02 19.08 36.62 56.37 71.08 
06-03-202615 1.99 14.47 31.24 49.96 63.91 
06-04-202614 12.34 24.24 40.22 57.93 71.12 
06-05-202613 8.42 19.73 34.92 51.63 64.06 
06-08-202610 -2.99 6.51 19.28 33.01 43.23 
06-09-2026-6.62 2.27 14.21 26.97 36.45 
06-10-2026-3.13 5.14 16.26 28.04 36.80 
06-11-2026-6.71 0.94 11.22 22.03 30.07 
06-12-2026-10.23 -3.22 6.22 16.08 23.39 
06-15-20262.40 7.48 14.35 21.37 26.55 
06-16-2026-0.89 3.52 9.52 15.61 20.08 
06-17-2026-4.09 -0.38 4.74 9.90 13.64 

 

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