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%
Median62.6165.58-2.7521.30%5.92%
Bot 1/4tile50.6455.75-4.0018.32%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 1/4tile83.5285.14-0.7322.41%4.22%
Median73.6476.31-1.7018.84%1.95%
Bot 1/4tile65.0366.78-3.3717.44%0.14%
Minimum47.5852.07-31.1015.64%-12.28%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum93.9493.463.0423.43%10.36%
Top 1/4tile74.8376.64-0.4418.77%4.09%
Median68.3869.28-1.0017.80%1.61%
Bot 1/4tile63.1064.43-2.2616.84%0.34%
Minimum47.5852.07-31.1015.64%-12.28%