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IndexArb Values vs. Time
Dow Jones SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-04-2026 to the Last Trade Date of 09-17-2026.]
Updated: Wednesday, June-03-2026
9:44pm 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)
06-04-2026106 216.05 262.62 335.31 388.91 423.24 
06-05-2026105 211.76 257.88 329.89 382.98 416.99 
06-08-2026102 210.66 256.40 327.30 379.59 413.32 
06-09-2026101 212.07 257.83 328.51 380.64 414.38 
06-10-2026100 221.05 266.82 337.27 389.22 422.97 
06-11-202699 224.93 270.69 340.91 392.68 426.43 
06-12-202698 225.99 271.74 341.70 393.29 427.03 
06-15-202695 251.19 296.85 366.00 416.99 450.65 
06-16-202694 251.78 297.38 366.24 417.02 450.64 
06-17-202693 252.24 297.78 366.34 416.90 450.48 
06-18-202692 252.59 298.06 366.31 416.63 450.16 
06-22-202688 252.79 297.88 364.79 414.13 447.38 
06-23-202687 257.16 302.13 368.68 417.75 450.91 
06-24-202686 256.80 301.64 367.82 416.62 449.69 
06-25-202685 256.32 301.02 366.82 415.34 448.31 
06-26-202684 255.72 300.27 365.69 413.92 446.78 
06-29-202681 253.22 297.27 361.46 408.80 441.28 
06-30-202680 252.15 296.02 359.78 406.80 439.15 
07-01-202679 250.97 294.64 357.96 404.66 436.86 
07-02-202678 255.50 298.97 361.85 408.22 440.27 
07-06-202674 260.92 303.48 364.47 409.45 440.83 
07-07-202673 259.04 301.34 361.84 406.45 437.64 
07-08-202672 257.03 299.07 359.07 403.31 434.31 
07-09-202671 254.91 296.68 356.16 400.02 430.82 
07-10-202670 257.02 298.51 357.47 400.94 431.54 
07-13-202667 249.61 290.20 347.53 389.80 419.74 
07-14-202666 246.90 287.18 343.95 385.81 415.51 
07-15-202665 244.08 284.03 340.23 381.67 411.13 
07-16-202664 241.14 280.76 336.38 377.39 406.60 
07-17-202663 238.09 277.36 332.39 372.97 401.93 
07-20-202660 238.19 276.38 329.58 368.81 396.97 
07-21-202659 234.68 272.48 325.06 363.83 391.70 
07-22-202658 231.04 268.46 320.40 358.70 386.29 
07-23-202657 227.30 264.31 315.61 353.43 380.73 
07-24-202656 230.12 266.73 317.37 354.72 381.71 
07-27-202653 217.84 253.17 301.79 337.65 363.70 
07-28-202652 213.52 248.40 296.34 331.68 357.41 
07-29-202651 209.08 243.51 290.74 325.57 350.96 
07-30-202650 204.52 238.49 285.02 319.33 344.37 
07-31-202649 199.86 233.35 279.16 312.94 337.64 
08-03-202646 185.16 217.19 260.79 292.94 316.56 
08-04-202645 180.03 211.56 254.40 286.00 309.24 
08-05-202644 173.58 205.08 247.88 279.45 302.68 
08-06-202643 166.99 198.47 241.23 272.76 295.98 
08-07-202642 160.27 191.73 234.45 265.95 289.15 
08-10-202639 151.38 182.77 225.36 256.76 279.90 
08-11-202638 144.15 175.50 218.05 249.42 272.54 
08-12-202637 136.78 168.11 210.61 241.95 265.05 
08-13-202636 129.28 160.58 203.04 234.34 257.42 
08-14-202635 130.69 161.96 204.37 235.64 258.70 
08-17-202632 122.52 153.71 195.97 227.14 250.13 
08-18-202631 114.38 145.54 187.75 218.88 241.85 
08-19-202630 117.05 148.18 190.34 221.43 244.38 
08-20-202629 107.33 138.40 180.47 211.49 234.40 
08-21-202628 105.98 137.00 178.98 209.94 232.81 
08-24-202625 63.15 94.02 135.74 166.51 189.27 
08-25-202624 57.81 88.63 130.27 160.97 183.70 
08-26-202623 44.57 75.34 116.90 147.55 170.24 
08-27-202622 31.69 62.41 103.89 134.48 157.14 
08-28-202621 19.16 49.83 91.24 121.77 144.39 
08-31-202618 13.17 43.70 84.89 115.26 137.77 
09-01-202617 13.48 43.95 85.08 115.40 137.87 
09-02-202616 2.71 33.13 74.18 104.46 126.89 
09-03-202615 6.61 36.97 77.97 108.20 130.59 
09-04-202614 -1.92 28.39 69.33 99.51 121.86 
09-08-202610 -16.52 5.26 34.68 58.14 75.50 
09-09-20269 -20.10 -0.38 26.28 47.98 64.03 
09-10-20268 -15.73 1.97 25.93 45.83 60.54 
09-11-20267 -18.77 -3.04 18.24 36.31 49.67 
09-14-20264 -11.98 -1.97 11.61 23.95 33.03 
09-15-20263 -5.43 2.74 13.85 24.18 31.77 
09-16-20262 -7.10 -0.73 7.97 16.25 22.31 
09-17-20261 -8.47 -3.89 2.45 8.64 13.10 

 
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