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IndexArb Values vs. Time
Dow Jones SEP 2025 Futures Contract
[Index Arbitrage Program Trading Premium Values from 07-07-2025 to the Last Trade Date of 09-18-2025.]
Updated: Friday, July-04-2025
1:10am 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)
07-07-202574 238.34 253.44 273.69 343.44 395.48 
07-08-202573 231.92 247.23 267.75 336.19 387.23 
07-09-202572 225.54 241.04 261.81 328.94 379.01 
07-10-202571 223.36 239.02 260.03 325.86 374.97 
07-11-202570 217.04 232.87 254.08 318.64 366.78 
07-14-202567 198.28 214.49 236.22 297.01 342.34 
07-15-202566 192.09 208.39 230.25 289.82 334.23 
07-16-202565 185.93 202.31 224.29 282.64 326.15 
07-17-202564 179.79 196.25 218.32 275.47 318.08 
07-18-202563 180.18 196.69 218.84 274.81 316.53 
07-21-202560 171.31 187.91 210.19 262.67 301.78 
07-22-202559 165.31 181.92 204.21 255.54 293.80 
07-23-202558 159.33 175.94 198.22 248.43 285.85 
07-24-202557 153.38 169.97 192.23 241.32 277.91 
07-25-202556 147.46 164.01 186.23 234.23 269.99 
07-28-202553 129.81 146.22 168.23 212.99 246.35 
07-29-202552 123.98 140.31 162.22 205.93 238.50 
07-30-202551 118.16 134.41 156.21 198.88 230.68 
07-31-202550 112.37 128.52 150.19 191.84 222.87 
08-01-202549 106.60 122.64 144.18 184.80 215.07 
08-04-202546 89.39 105.07 126.10 163.75 191.80 
08-05-202545 83.69 99.23 120.07 156.75 184.08 
08-06-202544 78.01 93.40 114.04 149.75 176.37 
08-07-202543 72.35 87.57 108.00 142.77 168.68 
08-08-202542 77.03 92.08 112.29 146.12 171.33 
08-11-202539 61.78 76.28 95.74 126.84 150.01 
08-12-202538 56.19 70.50 89.69 119.89 142.40 
08-13-202537 50.62 64.72 83.63 112.96 134.81 
08-14-202536 45.06 58.95 77.57 106.03 127.24 
08-15-202535 56.38 70.05 88.38 115.98 136.56 
08-18-202532 54.44 67.41 84.80 109.89 128.61 
08-19-202531 59.46 72.18 89.24 113.52 131.62 
08-20-202530 53.32 65.79 82.50 105.96 123.47 
08-21-202529 52.33 64.54 80.90 103.57 120.48 
08-22-202528 50.79 62.73 78.73 100.61 116.93 
08-25-202525 33.00 44.11 59.00 78.59 93.21 
08-26-202524 35.16 45.99 60.50 79.34 93.41 
08-27-202523 29.38 39.92 54.04 72.16 85.68 
08-28-202522 23.65 33.90 47.63 65.03 78.02 
08-29-202521 42.56 52.52 65.84 82.53 95.00 
09-02-202517 33.67 42.41 54.10 68.08 78.52 
09-03-202516 28.23 36.65 47.93 61.26 71.21 
09-04-202515 36.97 45.09 55.94 68.63 78.10 
09-05-202514 31.69 39.48 49.92 61.97 70.97 
09-08-202511 15.93 22.76 31.90 42.13 49.76 
09-09-202510 10.76 17.27 25.98 35.61 42.81 
09-10-20259 12.41 18.58 26.86 35.91 42.67 
09-11-20258 7.33 13.18 21.02 29.50 35.84 
09-12-20257 2.30 7.82 15.21 23.14 29.05 
09-15-20254 9.18 13.69 19.75 26.06 30.75 
09-16-20253 4.33 8.49 14.11 19.90 24.19 
09-17-20252 -0.48 3.34 8.52 13.79 17.68 
09-18-20251 -2.65 0.79 5.52 10.29 13.76 

 
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