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IndexArb Values vs. Time
Dow Jones SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 08-01-2025 to the Last Trade Date of 09-18-2025.]
Updated: Thursday, July-31-2025
10:49pm 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)
08-01-202549 62.87 96.66 142.15 216.66 272.02 
08-04-202546 49.75 81.72 124.78 192.66 243.05 
08-05-202545 45.37 76.73 118.96 184.72 233.53 
08-06-202544 41.00 71.73 113.13 176.81 224.07 
08-07-202543 36.62 66.72 107.30 168.94 214.68 
08-08-202542 42.56 72.04 111.77 171.42 215.67 
08-11-202539 30.98 58.56 95.75 149.65 189.62 
08-12-202538 26.58 53.52 89.85 141.91 180.51 
08-13-202537 22.17 48.47 83.95 134.20 171.46 
08-14-202536 17.76 43.42 78.03 126.51 162.46 
08-15-202535 30.21 55.22 88.97 135.72 170.38 
08-18-202532 31.51 54.60 85.74 127.50 158.45 
08-19-202531 37.57 60.00 90.27 130.43 160.20 
08-20-202530 32.09 53.86 83.24 121.82 150.42 
08-21-202529 31.76 52.88 81.37 118.40 145.85 
08-22-202528 30.88 51.35 78.95 114.46 140.79 
08-25-202525 15.09 33.61 58.56 89.71 112.81 
08-26-202524 17.93 35.80 59.87 89.62 111.70 
08-27-202523 12.83 30.05 53.25 81.64 102.71 
08-28-202522 7.79 24.36 46.69 73.74 93.83 
08-29-202521 27.38 43.31 64.77 90.52 109.64 
09-02-202517 21.27 34.65 52.65 73.47 88.94 
09-03-202516 16.54 29.28 46.44 66.09 80.69 
09-04-202515 25.99 38.11 54.41 72.92 86.68 
09-05-202514 21.42 32.91 48.37 65.76 78.70 
09-08-202511 7.82 17.46 30.41 44.60 55.16 
09-09-202510 3.39 12.41 24.54 37.71 47.51 
09-10-20259 5.77 14.18 25.48 37.66 46.71 
09-11-20258 1.43 9.23 19.72 30.93 39.26 
09-12-20257 -2.85 4.34 14.03 24.28 31.90 
09-15-20254 6.29 11.69 18.97 26.50 32.07 
09-16-20253 2.20 7.00 13.50 20.16 25.08 
09-17-20252 -1.83 2.37 8.09 13.90 18.18 
09-18-20251 -3.23 0.35 5.30 10.28 13.89 

 
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