Historical Data

Historical Data:

20yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum42573632831.0046.38%6.65%
Top 1/4tile31212782335.0033.39%-10.33%
Median23962212283.0027.14%-12.06%
Bot 1/4tile18041554228.0022.53%-14.50%
Minimum889727-141.0011.79%-21.20%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum42573632831.0034.26%6.65%
Top 1/4tile33792986376.0027.22%-9.15%
Median29722664315.0024.95%-10.67%
Bot 1/4tile24302272256.0019.81%-12.24%
Minimum20191825-141.0011.79%-21.20%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum37153377599.0028.09%6.65%
Top 1/4tile32582911324.0025.58%-0.10%
Median25552482282.0022.85%-9.54%
Bot 1/4tile2277217730.0019.31%-11.62%
Minimum20191825-141.0011.79%-21.20%