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IndexArb Values vs. Time
Dow Jones SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-01-2025 to the Last Trade Date of 09-18-2025.]
Updated: Tuesday, July-01-2025
12:20am ET

Dow Jones SEP 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)
07-01-202580 258.10 275.96 299.85 336.96 364.73 
07-02-202579 252.29 270.06 293.81 330.46 357.88 
07-03-202578 254.05 271.71 295.32 331.51 358.59 
07-07-202574 239.49 256.72 279.75 314.11 339.81 
07-08-202573 233.71 250.83 273.70 307.60 332.97 
07-09-202572 227.94 244.94 267.65 301.10 326.13 
07-10-202571 226.33 243.21 265.77 298.76 323.45 
07-11-202570 220.57 237.32 259.72 292.26 316.61 
07-14-202567 203.29 219.67 241.56 272.76 296.11 
07-15-202566 197.54 213.79 235.50 266.26 289.27 
07-16-202565 191.80 207.91 229.44 259.76 282.44 
07-17-202564 186.06 202.04 223.39 253.26 275.61 
07-18-202563 186.82 202.66 223.83 253.25 275.28 
07-21-202560 178.91 194.33 214.93 243.04 264.08 
07-22-202559 173.19 188.46 208.86 236.54 257.25 
07-23-202558 167.48 182.60 202.80 230.04 250.43 
07-24-202557 161.77 176.74 196.73 223.54 243.61 
07-25-202556 156.06 170.88 190.67 217.04 236.79 
07-28-202553 138.96 153.30 172.47 197.55 216.34 
07-29-202552 133.26 147.45 166.40 191.06 209.52 
07-30-202551 127.58 141.60 160.32 184.56 202.71 
07-31-202550 121.89 135.75 154.25 178.07 195.89 
08-01-202549 116.21 129.90 148.18 171.57 189.08 
08-04-202546 99.19 112.36 129.95 152.08 168.65 
08-05-202545 93.52 106.52 123.88 145.59 161.85 
08-06-202544 87.86 100.68 117.80 139.10 155.04 
08-07-202543 82.20 94.84 111.72 132.60 148.24 
08-08-202542 86.87 99.33 115.97 136.43 151.76 
08-11-202539 71.52 83.42 99.32 118.55 132.96 
08-12-202538 65.88 77.59 93.23 112.06 126.16 
08-13-202537 60.24 71.76 87.15 105.57 119.36 
08-14-202536 54.61 65.93 81.06 99.08 112.57 
08-15-202535 65.85 76.98 91.85 109.46 122.64 
08-18-202532 63.61 74.14 88.21 104.61 116.90 
08-19-202531 68.50 78.83 92.63 108.63 120.62 
08-20-202530 62.16 72.28 85.80 101.41 113.10 
08-21-202529 60.98 70.89 84.13 99.34 110.72 
08-22-202528 59.23 68.93 81.89 96.70 107.79 
08-25-202525 40.83 49.89 62.00 75.63 85.83 
08-26-202524 42.79 51.63 63.45 76.69 86.60 
08-27-202523 36.81 45.44 56.97 69.81 79.43 
08-28-202522 30.88 39.29 50.52 62.98 72.31 
08-29-202521 45.59 53.78 64.72 76.79 85.83 
09-02-202517 35.94 43.22 52.96 63.51 71.39 
09-03-202516 30.31 37.37 46.81 56.97 64.57 
09-04-202515 38.88 45.71 54.84 64.62 71.94 
09-05-202514 33.43 40.02 48.84 58.25 65.28 
09-08-202511 17.18 23.07 30.94 39.23 45.42 
09-09-202510 11.87 17.51 25.07 32.99 38.90 
09-10-20259 13.37 18.77 26.01 33.56 39.19 
09-11-20258 8.16 13.32 20.24 27.41 32.77 
09-12-20257 3.00 7.91 14.51 21.32 26.39 
09-15-20254 9.53 13.70 19.31 25.02 29.26 
09-16-20253 4.59 8.50 13.77 19.12 23.08 
09-17-20252 -0.30 3.34 8.28 13.27 16.94 
09-18-20251 -2.55 0.79 5.40 10.02 13.38 

 
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