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IndexArb Values vs. Time
Dow Jones SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-09-2026 to the Last Trade Date of 09-17-2026.]
Updated: Monday, June-08-2026
9:50pm ET

Dow Jones SEP 2026 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)
06-09-2026101 233.44 261.99 305.05 349.58 379.12 
06-10-2026100 236.41 264.68 307.31 351.39 380.63 
06-11-202699 234.40 262.39 304.59 348.23 377.17 
06-12-202698 247.52 275.73 317.49 360.67 389.85 
06-15-202695 307.29 336.12 376.56 418.39 448.20 
06-16-202694 318.87 347.88 387.88 429.25 459.25 
06-17-202693 330.06 359.24 398.81 439.72 469.90 
06-18-202692 340.88 370.21 409.34 449.80 480.14 
06-22-202688 380.33 410.18 447.55 486.20 517.07 
06-23-202687 393.85 423.80 460.74 498.94 529.91 
06-24-202686 402.39 432.43 468.92 506.67 537.73 
06-25-202685 410.54 440.66 476.72 514.01 545.16 
06-26-202684 418.32 448.51 484.13 520.97 552.18 
06-29-202681 439.40 469.72 504.03 539.51 570.86 
06-30-202680 445.68 476.02 509.89 544.91 576.29 
07-01-202679 451.58 481.93 515.36 549.94 581.32 
07-02-202678 462.95 493.29 526.29 560.41 591.80 
07-06-202674 493.13 523.37 554.62 586.93 618.20 
07-07-202673 496.80 526.98 557.79 589.66 620.87 
07-08-202672 500.09 530.21 560.59 592.00 623.15 
07-09-202671 503.02 533.06 563.00 593.97 625.03 
07-10-202670 509.93 539.88 569.39 599.90 630.87 
07-13-202667 515.39 545.02 573.22 602.38 633.02 
07-14-202666 516.48 545.98 573.75 602.46 632.96 
07-15-202665 517.20 546.56 573.89 602.16 632.52 
07-16-202664 517.56 546.77 573.67 601.48 631.69 
07-17-202663 517.56 546.60 573.07 600.43 630.47 
07-20-202660 525.31 553.82 578.98 605.00 634.48 
07-21-202659 523.86 552.16 576.89 602.46 631.73 
07-22-202658 522.04 550.13 574.43 599.55 628.60 
07-23-202657 519.86 547.73 571.59 596.27 625.09 
07-24-202656 524.02 551.65 575.08 599.32 627.89 
07-27-202653 514.25 541.13 563.27 586.17 613.96 
07-28-202652 510.29 536.89 558.60 581.05 608.56 
07-29-202651 505.96 532.29 553.56 575.57 602.79 
07-30-202650 501.28 527.32 548.16 569.73 596.64 
07-31-202649 496.25 521.98 542.40 563.52 590.12 
08-03-202646 479.04 503.80 522.94 542.72 568.33 
08-04-202645 472.59 497.02 515.73 535.07 560.33 
08-05-202644 464.57 489.11 508.16 527.86 553.23 
08-06-202643 456.16 480.82 500.23 520.30 545.80 
08-07-202642 447.38 472.16 491.94 512.39 538.02 
08-10-202639 430.83 456.01 476.99 498.69 524.73 
08-11-202638 420.55 445.87 467.28 489.43 515.61 
08-12-202637 409.89 435.36 457.22 479.82 506.16 
08-13-202636 398.86 424.49 446.80 469.88 496.38 
08-14-202635 396.50 422.28 445.07 468.64 495.30 
08-17-202632 375.59 401.86 426.16 451.28 478.45 
08-18-202631 362.72 389.16 413.99 439.67 467.01 
08-19-202630 360.43 387.05 412.42 438.66 466.18 
08-20-202629 334.47 361.49 388.09 415.60 443.54 
08-21-202628 317.40 344.82 372.61 401.36 429.71 
08-24-202625 230.50 259.02 290.21 322.47 351.96 
08-25-202624 211.51 240.37 272.63 305.98 335.83 
08-26-202623 185.15 214.34 247.63 282.06 312.25 
08-27-202622 159.67 189.17 223.47 258.93 289.45 
08-28-202621 135.06 164.87 200.14 236.60 267.43 
08-31-202618 96.05 126.69 164.66 203.93 235.61 
09-01-202617 86.43 117.31 156.12 196.25 228.19 
09-02-202616 66.27 97.38 136.99 177.94 210.12 
09-03-202615 61.32 92.65 133.03 174.78 207.18 
09-04-202614 44.50 76.03 117.13 159.64 192.24 
09-08-202610 -17.29 14.82 58.51 103.68 136.88 
09-09-20269 -31.05 1.13 45.38 91.13 124.41 
09-10-20268 -28.09 0.89 40.81 81.93 111.78 
09-11-20267 -31.87 -6.12 29.43 65.91 92.34 
09-14-20264 -23.37 -7.37 14.83 37.35 53.60 
09-15-20263 -14.96 -2.22 15.46 33.35 46.22 
09-16-20262 -14.11 -4.66 8.51 21.77 31.29 
09-17-20261 -12.32 -6.19 2.45 11.12 17.28 

 
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