Historical Data:

20yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum209.20197.828.5044.75%22.98%
Top 1/4tile74.3777.04-1.2527.63%9.49%
Median62.2265.28-2.7521.29%5.96%
Bot 1/4tile50.6255.71-4.0018.37%1.89%
Minimum26.6130.67-31.1015.64%-12.28%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum209.20197.828.5044.75%10.36%
Top 1/4tile83.5285.14-0.7323.39%4.22%
Median74.2776.61-1.7019.06%1.95%
Bot 1/4tile65.6167.37-3.5017.44%0.14%
Minimum55.4456.88-31.1015.64%-12.28%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum93.9493.463.0421.79%10.36%
Top 1/4tile74.8376.64-0.3818.74%2.93%
Median68.2568.61-1.0017.61%1.59%
Bot 1/4tile62.4464.06-1.5216.83%0.31%
Minimum55.4456.88-31.1015.64%-12.28%