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Sugar Historical Data
Historical Data:
20yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
Maximum | 38.57 | 31.25 | 8.77 | 32.68% | 15.77% |
Top 1/4tile | 18.67 | 17.59 | 1.66 | 23.24% | -1.05% |
Median | 13.20 | 13.11 | 0.85 | 20.00% | -7.27% |
Bot 1/4tile | 10.44 | 9.16 | 0.16 | 17.33% | -11.55% |
Minimum | 5.28 | 5.01 | -1.64 | 10.23% | -31.76% |
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10yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
Maximum | 38.57 | 31.25 | 8.77 | 31.75% | 15.77% |
Top 1/4tile | 22.18 | 20.26 | 2.18 | 23.58% | 0.73% |
Median | 17.75 | 16.88 | 0.24 | 19.01% | -1.23% |
Bot 1/4tile | 13.44 | 13.71 | 0.00 | 16.28% | -9.40% |
Minimum | 10.44 | 10.79 | -1.64 | 10.23% | -28.97% |
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5yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
Maximum | 23.42 | 22.64 | 0.78 | 24.95% | 7.24% |
Top 1/4tile | 15.13 | 15.32 | 0.10 | 21.22% | 1.74% |
Median | 13.54 | 13.71 | 0.00 | 18.67% | 0.13% |
Bot 1/4tile | 12.59 | 12.73 | 0.00 | 17.63% | -0.23% |
Minimum | 10.44 | 10.79 | -1.64 | 10.23% | -28.97% |