Historical Data

Historical Data:

20yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum42573632831.0046.38%6.65%
Top 1/4tile31212788335.0033.39%-10.22%
Median24122239283.0026.95%-11.99%
Bot 1/4tile18321585228.0022.27%-14.22%
Minimum889727-154.0011.79%-21.20%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum42573632831.0034.26%6.65%
Top 1/4tile33472963368.0026.89%-8.92%
Median28342629307.0024.69%-10.53%
Bot 1/4tile24152268248.0019.81%-12.07%
Minimum20191825-154.0011.79%-21.20%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum37153377599.0028.09%6.65%
Top 1/4tile32172873321.0025.58%1.34%
Median24602467266.0022.87%-9.28%
Bot 1/4tile22712177-13.0019.55%-11.50%
Minimum20191825-154.0011.79%-21.20%