Historical Data:

20yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum171.98168.2829.1319.72%15.05%
Top 1/4tile122.00120.702.9315.25%4.42%
Median96.9998.48-0.3412.51%0.73%
Bot 1/4tile83.2984.88-2.4510.35%-3.90%
Minimum61.6563.12-16.856.29%-22.90%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum171.98168.2829.1319.72%15.05%
Top 1/4tile129.87129.614.9615.62%3.00%
Median122.04120.730.5913.30%-0.73%
Bot 1/4tile113.00112.30-1.9310.65%-4.63%
Minimum90.9089.62-16.856.29%-22.90%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum168.00153.1029.1319.72%15.05%
Top 1/4tile127.00121.647.1517.07%2.12%
Median120.00116.891.6515.62%-2.84%
Bot 1/4tile112.60110.65-2.4513.35%-6.36%
Minimum90.9089.62-16.856.29%-22.90%