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IndexArb Values vs. Time
Dow Jones SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-18-2025 to the Last Trade Date of 09-18-2025.]
Updated: Tuesday, June-17-2025
9:43pm 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)
06-18-202593 290.36 308.18 332.01 381.18 417.95 
06-20-202591 278.98 296.78 320.58 368.60 404.50 
06-23-202588 262.01 279.74 303.46 349.75 384.38 
06-24-202587 256.37 274.08 297.76 343.48 377.68 
06-25-202586 253.82 271.50 295.13 340.29 374.06 
06-26-202585 248.21 265.85 289.43 334.03 367.38 
06-27-202584 242.60 260.21 283.74 327.77 360.70 
06-30-202581 225.86 243.32 266.66 309.02 340.70 
07-01-202580 220.31 237.71 260.98 302.78 334.04 
07-02-202579 214.76 232.10 255.29 296.54 327.39 
07-03-202578 216.78 234.07 257.17 297.87 328.31 
07-07-202574 203.35 220.35 243.07 281.59 310.40 
07-08-202573 197.87 214.79 237.40 275.38 303.79 
07-09-202572 192.40 209.23 231.73 269.17 297.18 
07-10-202571 191.10 207.84 230.23 267.13 294.74 
07-11-202570 185.65 202.30 224.56 260.94 288.15 
07-14-202567 169.35 185.71 207.58 242.37 268.40 
07-15-202566 163.94 180.20 201.93 236.19 261.82 
07-16-202565 158.54 174.69 196.27 230.01 255.26 
07-17-202564 153.15 169.19 190.62 223.84 248.70 
07-18-202563 154.26 170.19 191.47 224.17 248.64 
07-21-202560 147.46 163.02 183.82 214.98 238.29 
07-22-202559 142.12 157.55 178.18 208.83 231.76 
07-23-202558 136.78 152.09 172.54 202.68 225.24 
07-24-202557 131.46 146.63 166.91 196.54 218.72 
07-25-202556 126.15 141.18 161.27 190.40 212.20 
07-28-202553 110.26 124.87 144.39 172.02 192.70 
07-29-202552 104.99 119.44 138.76 165.90 186.21 
07-30-202551 99.72 114.02 133.14 159.79 179.72 
07-31-202550 94.46 108.61 127.52 153.67 173.25 
08-01-202549 89.21 103.21 121.90 147.57 166.77 
08-04-202546 73.52 87.02 105.06 129.27 147.39 
08-05-202545 68.31 81.64 99.45 123.18 140.94 
08-06-202544 63.11 76.26 93.85 117.10 134.50 
08-07-202543 57.91 70.89 88.24 111.02 128.06 
08-08-202542 63.05 75.86 92.97 115.27 131.96 
08-11-202539 49.14 61.39 77.77 98.66 114.30 
08-12-202538 43.99 56.05 72.18 92.60 107.89 
08-13-202537 38.84 50.72 66.59 86.55 101.49 
08-14-202536 33.71 45.39 61.00 80.50 95.09 
08-15-202535 45.45 56.94 72.28 91.32 105.57 
08-18-202532 44.75 55.63 70.17 87.84 101.06 
08-19-202531 50.17 60.84 75.10 92.32 105.21 
08-20-202530 45.08 55.54 69.52 86.29 98.84 
08-21-202529 44.68 54.93 68.63 84.95 97.16 
08-22-202528 43.71 53.74 67.15 83.03 94.91 
08-25-202525 27.54 36.92 49.45 64.00 74.88 
08-26-202524 30.22 39.37 51.60 65.71 76.27 
08-27-202523 24.94 33.87 45.80 59.47 69.70 
08-28-202522 19.70 28.40 40.02 53.26 63.16 
08-29-202521 35.09 43.55 54.87 67.68 77.26 
09-02-202517 27.96 35.48 45.54 56.65 64.95 
09-03-202516 22.94 30.22 39.95 50.64 58.62 
09-04-202515 32.09 39.12 48.53 58.80 66.47 
09-05-202514 27.19 33.98 43.07 52.92 60.28 
09-08-202511 12.55 18.59 26.68 35.29 41.72 
09-09-202510 7.74 13.53 21.28 29.48 35.61 
09-10-20259 9.73 15.26 22.67 30.47 36.29 
09-11-20258 4.99 10.26 17.33 24.73 30.24 
09-12-20257 0.29 5.30 12.02 19.02 24.23 
09-15-20254 8.11 12.32 17.99 23.79 28.09 
09-16-20253 3.55 7.49 12.80 18.21 22.21 
09-17-20252 -0.95 2.70 7.65 12.67 16.36 
09-18-20251 -2.84 0.49 5.09 9.71 13.06 

 
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