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IndexArb Values vs. Time
Dow Jones JUN 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 05-11-2026 to the Last Trade Date of 06-17-2026.]
Updated: Sunday, May-10-2026
3:45pm 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)
05-11-202638 22.99 48.48 82.66 121.48 150.42 
05-12-202637 21.75 47.04 80.97 119.37 148.00 
05-13-202636 16.39 41.49 75.15 113.12 141.42 
05-14-202635 11.04 35.93 69.32 106.84 134.81 
05-15-202634 28.51 53.18 86.28 123.34 150.96 
05-18-202631 12.58 36.52 68.65 104.25 130.78 
05-19-202630 16.91 40.58 72.35 107.43 133.57 
05-20-202629 10.40 33.79 65.18 99.73 125.46 
05-21-202628 9.60 32.69 63.69 97.68 122.99 
05-22-202627 13.03 35.80 66.38 99.80 124.68 
05-26-202623 -2.74 18.61 47.30 78.22 101.23 
05-27-202622 -8.44 12.51 40.65 70.89 93.39 
05-28-202621 -14.01 6.50 34.09 63.62 85.59 
05-29-202620 -19.46 0.61 27.59 56.39 77.81 
06-01-202617 6.61 25.18 50.18 76.58 96.21 
06-02-202616 1.70 19.72 43.98 69.53 88.50 
06-03-202615 -3.05 14.38 37.86 62.51 80.81 
06-04-202614 6.66 23.49 46.14 69.84 87.44 
06-05-202613 2.22 18.39 40.17 62.89 79.74 
06-08-202610 -10.12 3.86 22.71 42.18 56.61 
06-09-20269 -13.81 -0.65 17.11 35.38 48.92 
06-10-20268 -9.69 2.60 19.19 36.22 48.82 
06-11-20267 -13.04 -1.68 13.67 29.38 40.99 
06-12-20266 -16.19 -5.81 8.23 22.54 33.12 
06-15-20263 -1.34 5.67 15.21 24.84 31.92 
06-16-20262 -3.49 2.24 10.07 17.94 23.71 
06-17-20261 -5.32 -1.00 5.00 11.01 15.35 

 
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