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IndexArb Values vs. Time
Dow Jones SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-15-2025 to the Last Trade Date of 09-18-2025.]
Updated: Monday, July-14-2025
8:21pm 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)
07-15-202566 197.93 208.80 223.33 249.80 269.61 
07-16-202565 192.03 202.91 217.46 243.65 263.25 
07-17-202564 186.12 197.03 211.59 237.49 256.89 
07-18-202563 186.72 197.64 212.22 237.83 257.02 
07-21-202560 178.33 189.27 203.87 228.62 247.17 
07-22-202559 172.45 183.39 197.98 222.45 240.79 
07-23-202558 166.57 177.51 192.10 216.28 234.40 
07-24-202557 160.70 171.63 186.21 210.10 228.01 
07-25-202556 154.83 165.75 180.31 203.92 221.62 
07-28-202553 137.25 148.12 162.62 185.35 202.40 
07-29-202552 131.40 142.25 156.71 179.16 195.99 
07-30-202551 125.56 136.38 150.80 172.96 189.57 
07-31-202550 119.72 130.51 144.89 166.75 183.14 
08-01-202549 113.88 124.64 138.98 160.54 176.71 
08-04-202546 96.42 107.04 121.21 141.89 157.39 
08-05-202545 90.61 101.18 115.28 135.66 150.93 
08-06-202544 84.80 95.32 109.35 129.43 144.47 
08-07-202543 79.00 89.47 103.42 123.19 138.01 
08-08-202542 83.54 93.94 107.81 127.27 141.86 
08-11-202539 67.80 77.99 91.58 110.11 124.01 
08-12-202538 62.04 72.14 85.63 103.85 117.51 
08-13-202537 56.28 66.30 79.68 97.59 111.00 
08-14-202536 50.53 60.46 73.72 91.31 104.49 
08-15-202535 61.66 71.50 84.64 101.91 114.84 
08-18-202532 59.11 68.64 81.37 97.67 109.87 
08-19-202531 63.91 73.33 85.91 101.88 113.83 
08-20-202530 57.48 66.79 79.23 94.88 106.59 
08-21-202529 56.22 65.41 77.69 93.02 104.48 
08-22-202528 54.39 63.46 75.59 90.59 101.80 
08-25-202525 35.81 44.47 56.07 70.06 80.51 
08-26-202524 37.72 46.24 57.65 71.29 81.48 
08-27-202523 31.70 40.06 51.27 64.57 74.50 
08-28-202522 25.74 33.94 44.94 57.89 67.55 
08-29-202521 44.42 52.46 63.25 75.84 85.23 
09-02-202517 34.72 42.05 51.89 63.02 71.31 
09-03-202516 29.11 36.25 45.82 56.58 64.59 
09-04-202515 37.70 44.63 53.94 64.31 72.04 
09-05-202514 32.27 38.99 48.03 58.02 65.45 
09-08-202511 16.14 22.21 30.36 39.18 45.74 
09-09-202510 10.88 16.72 24.56 32.98 39.25 
09-10-20259 12.44 18.04 25.57 33.59 39.55 
09-11-20258 7.31 12.66 19.86 27.47 33.13 
09-12-20257 2.23 7.32 14.19 21.40 26.75 
09-15-20254 9.05 13.35 19.15 25.11 29.52 
09-16-20253 4.22 8.23 13.65 19.20 23.29 
09-17-20252 -0.55 3.16 8.21 13.32 17.09 
09-18-20251 -2.67 0.70 5.36 10.05 13.45 

 
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