Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
IndexArb Values vs. Time
Dow Jones SEP 2026 Futures Contract
[Index Arbitrage Program Trading Premium Values from 06-05-2026 to the Last Trade Date of 09-17-2026.]
Updated: Thursday, June-04-2026
11:30pm 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)
06-05-2026105 109.46 190.36 332.78 441.17 502.75 
06-08-2026102 103.91 183.84 324.05 430.76 491.59 
06-09-2026101 104.95 185.41 326.09 433.17 494.41 
06-10-2026100 113.58 194.55 335.67 443.07 504.70 
06-11-202699 117.14 198.59 340.11 447.82 509.81 
06-12-202698 117.91 199.82 341.69 449.67 512.00 
06-15-202695 142.44 225.53 368.25 476.86 540.10 
06-16-202694 142.86 226.29 369.21 477.98 541.48 
06-17-202693 143.19 226.94 370.01 478.91 542.65 
06-18-202692 143.43 227.46 370.67 479.66 543.61 
06-22-202688 143.52 228.42 371.74 480.82 545.43 
06-23-202687 147.93 232.97 376.23 485.26 549.98 
06-24-202686 147.64 232.81 375.96 484.91 549.72 
06-25-202685 147.27 232.53 375.53 484.37 549.26 
06-26-202684 146.80 232.13 374.95 483.66 548.60 
06-29-202681 144.88 230.24 372.30 480.42 545.38 
06-30-202680 144.07 229.38 371.11 478.97 543.91 
07-01-202679 143.16 228.41 369.76 477.35 542.23 
07-02-202678 148.01 233.16 374.11 481.38 546.19 
07-06-202674 154.96 239.46 378.40 484.15 548.46 
07-07-202673 153.52 237.79 376.14 481.44 545.57 
07-08-202672 152.00 236.02 373.73 478.55 542.49 
07-09-202671 150.39 234.12 371.17 475.48 539.20 
07-10-202670 153.04 236.47 372.81 476.57 540.07 
07-13-202667 147.42 229.76 363.76 465.75 528.41 
07-14-202666 145.37 227.29 360.44 461.78 524.13 
07-15-202665 143.23 224.71 356.97 457.64 519.65 
07-16-202664 141.01 222.02 353.36 453.31 514.97 
07-17-202663 138.69 219.21 349.59 448.81 510.09 
07-20-202660 141.18 220.07 347.33 444.19 504.23 
07-21-202659 138.51 216.81 342.96 438.98 498.57 
07-22-202658 135.76 213.43 338.44 433.59 492.70 
07-23-202657 132.92 209.94 333.77 428.02 486.64 
07-24-202656 136.68 213.03 335.65 428.97 487.08 
07-27-202653 127.36 201.54 320.29 410.68 467.13 
07-28-202652 124.08 197.48 314.88 404.23 460.09 
07-29-202651 120.71 193.31 309.31 397.60 452.86 
07-30-202650 117.25 189.03 303.60 390.80 445.43 
07-31-202649 113.70 184.63 297.74 383.83 437.81 
08-03-202646 102.54 170.76 279.27 361.85 413.78 
08-04-202645 98.64 165.92 272.82 354.18 405.38 
08-05-202644 93.84 160.48 266.22 346.69 397.41 
08-06-202643 88.92 154.92 259.47 339.04 389.27 
08-07-202642 83.90 149.24 252.58 331.23 380.95 
08-10-202639 80.23 143.51 243.06 318.83 366.99 
08-11-202638 74.77 137.33 235.58 310.35 357.97 
08-12-202637 69.20 131.04 227.95 301.71 348.78 
08-13-202636 63.52 124.63 220.18 292.90 339.41 
08-14-202635 66.77 127.12 221.29 292.97 338.90 
08-17-202632 64.25 122.27 212.15 280.56 324.72 
08-18-202631 58.03 115.25 203.65 270.93 314.48 
08-19-202630 62.64 119.05 205.95 272.08 315.01 
08-20-202629 56.06 110.97 195.10 259.12 300.92 
08-21-202628 57.79 111.26 192.66 254.62 295.32 
08-24-202625 23.82 73.12 146.76 202.81 240.33 
08-25-202624 21.31 69.28 140.46 194.64 231.15 
08-26-202623 10.84 57.53 126.31 178.66 214.19 
08-27-202622 0.66 46.10 112.54 163.11 197.68 
08-28-202621 -9.23 34.98 99.15 147.99 181.63 
08-31-202618 -7.66 33.07 90.80 134.73 165.74 
09-01-202617 -4.97 34.68 90.38 132.78 162.95 
09-02-202616 -13.41 25.17 78.92 119.83 149.20 
09-03-202615 -7.25 30.31 82.17 121.64 150.22 
09-04-202614 -13.58 22.99 73.02 111.09 138.92 
09-08-202610 -23.13 2.50 36.66 64.18 84.83 
09-09-20269 -25.00 -2.26 27.92 52.71 71.39 
09-10-20268 -19.27 0.75 27.25 49.45 66.24 
09-11-20267 -21.28 -3.80 19.28 39.03 53.99 
09-14-20264 -12.83 -2.14 12.01 24.92 34.66 
09-15-20263 -6.04 2.59 14.10 24.83 32.88 
09-16-20262 -7.53 -0.86 8.10 16.66 23.02 
09-17-20261 -8.74 -4.00 2.50 8.85 13.48 

 
No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2025 Ergo Inc. All Rights Reserved Worldwide.