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IndexArb Values vs. Time
Dow Jones SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-11-2025 to the Last Trade Date of 09-18-2025.]
Updated: Thursday, July-10-2025
8:25pm 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)
07-11-202570 223.09 231.88 243.64 275.88 300.00 
07-14-202567 205.26 214.20 226.14 256.63 279.45 
07-15-202566 199.34 208.31 220.30 250.22 272.61 
07-16-202565 193.43 202.43 214.46 243.82 265.78 
07-17-202564 187.53 196.56 208.62 237.41 258.96 
07-18-202563 188.14 197.19 209.27 237.51 258.64 
07-21-202560 179.83 188.90 201.01 227.60 247.51 
07-22-202559 173.99 183.05 195.15 221.21 240.73 
07-23-202558 168.16 177.21 189.30 214.82 233.94 
07-24-202557 162.33 171.37 183.44 208.44 227.17 
07-25-202556 156.52 165.54 177.57 202.06 220.40 
07-28-202553 139.13 148.06 159.97 182.94 200.14 
07-29-202552 133.35 142.24 154.10 176.57 193.40 
07-30-202551 127.58 136.43 148.23 170.20 186.67 
07-31-202550 121.82 130.61 142.35 163.84 179.95 
08-01-202549 116.06 124.81 136.47 157.48 173.23 
08-04-202546 98.84 107.40 118.82 138.42 153.12 
08-05-202545 93.11 101.60 112.93 132.07 146.43 
08-06-202544 87.39 95.81 107.03 125.72 139.74 
08-07-202543 81.68 90.02 101.14 119.38 133.07 
08-08-202542 86.29 94.56 105.57 123.37 136.73 
08-11-202539 70.79 78.80 89.46 105.97 118.36 
08-12-202538 65.11 73.02 83.55 99.64 111.72 
08-13-202537 59.42 67.23 77.64 93.32 105.09 
08-14-202536 53.74 61.46 71.73 87.00 98.46 
08-15-202535 64.94 72.55 82.69 97.56 108.72 
08-18-202532 62.56 69.85 79.56 93.25 103.53 
08-19-202531 67.41 74.59 84.15 97.46 107.45 
08-20-202530 61.16 68.22 77.63 90.55 100.26 
08-21-202529 60.06 67.00 76.25 88.80 98.22 
08-22-202528 58.38 65.21 74.29 86.47 95.62 
08-25-202525 40.14 46.59 55.17 66.28 74.63 
08-26-202524 42.12 48.45 56.87 67.63 75.72 
08-27-202523 36.16 42.36 50.61 61.03 68.87 
08-28-202522 30.24 36.31 44.38 54.48 62.06 
08-29-202521 48.94 54.88 62.79 72.55 79.89 
09-02-202517 39.13 44.54 51.75 60.28 66.68 
09-03-202516 33.43 38.72 45.75 53.98 60.16 
09-04-202515 41.92 47.07 53.92 61.86 67.83 
09-05-202514 36.36 41.38 48.06 55.72 61.46 
09-08-202511 19.73 24.35 30.50 37.34 42.47 
09-09-202510 14.26 18.75 24.73 31.30 36.24 
09-10-20259 15.59 19.94 25.75 32.07 36.81 
09-11-20258 10.19 14.41 20.04 26.11 30.66 
09-12-20257 4.83 8.92 14.38 20.20 24.56 
09-15-20254 10.67 14.36 19.30 24.42 28.24 
09-16-20253 5.46 9.01 13.78 18.68 22.32 
09-17-20252 0.30 3.69 8.30 12.98 16.44 
09-18-20251 -2.25 0.98 5.41 9.88 13.13 

 
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