{
  "name": "Haven SPX Box Rate Historical Dataset",
  "creator": "Haven Systems LLC",
  "methodologyVersion": "cm-360-v1",
  "temporalCoverage": "2012-01-03/2026-10-06",
  "frequency": "Daily trading days",
  "variables": [
    "1M",
    "3M",
    "6M",
    "1Y",
    "2Y"
  ],
  "tenorDays": {
    "1M": 30,
    "3M": 90,
    "6M": 180,
    "1Y": 365,
    "2Y": 730
  },
  "latest": {
    "1M": {
      "date": "2026-10-06",
      "rate": 0.04492871,
      "confidence": "Moderate"
    },
    "3M": {
      "date": "2026-10-06",
      "rate": 0.0454616,
      "confidence": "standard"
    },
    "6M": {
      "date": "2026-10-06",
      "rate": 0.04595333,
      "confidence": "standard"
    },
    "1Y": {
      "date": "2026-10-06",
      "rate": 0.04876919,
      "confidence": "standard"
    },
    "2Y": {
      "date": "2026-10-06",
      "rate": 0.05120303,
      "confidence": "standard"
    }
  },
  "oneYearAverage2020Through2025": {
    "average": 0.038971,
    "observations": 1129,
    "start": "2020-01-01",
    "end": "2025-12-31"
  },
  "yearlyAverages": [
    {
      "year": 2012,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": null,
        "observations": 0
      },
      "6M": {
        "average": null,
        "observations": 0
      },
      "1Y": {
        "average": null,
        "observations": 11
      },
      "2Y": {
        "average": 0.005428,
        "observations": 79
      }
    },
    {
      "year": 2013,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": null,
        "observations": 0
      },
      "6M": {
        "average": null,
        "observations": 2
      },
      "1Y": {
        "average": 0.004988,
        "observations": 41
      },
      "2Y": {
        "average": 0.006204,
        "observations": 70
      }
    },
    {
      "year": 2014,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": null,
        "observations": 1
      },
      "6M": {
        "average": null,
        "observations": 1
      },
      "1Y": {
        "average": 0.004866,
        "observations": 22
      },
      "2Y": {
        "average": 0.007838,
        "observations": 134
      }
    },
    {
      "year": 2015,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": null,
        "observations": 0
      },
      "6M": {
        "average": null,
        "observations": 0
      },
      "1Y": {
        "average": 0.008441,
        "observations": 54
      },
      "2Y": {
        "average": 0.010545,
        "observations": 115
      }
    },
    {
      "year": 2016,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": null,
        "observations": 0
      },
      "6M": {
        "average": 0.009653,
        "observations": 65
      },
      "1Y": {
        "average": 0.009179,
        "observations": 247
      },
      "2Y": {
        "average": 0.010529,
        "observations": 250
      }
    },
    {
      "year": 2017,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": null,
        "observations": 19
      },
      "6M": {
        "average": 0.015546,
        "observations": 216
      },
      "1Y": {
        "average": 0.015717,
        "observations": 251
      },
      "2Y": {
        "average": 0.016906,
        "observations": 251
      }
    },
    {
      "year": 2018,
      "1M": {
        "average": 0.024855,
        "observations": 67
      },
      "3M": {
        "average": 0.024549,
        "observations": 190
      },
      "6M": {
        "average": 0.025776,
        "observations": 242
      },
      "1Y": {
        "average": 0.026893,
        "observations": 249
      },
      "2Y": {
        "average": 0.027867,
        "observations": 248
      }
    },
    {
      "year": 2019,
      "1M": {
        "average": 0.026795,
        "observations": 87
      },
      "3M": {
        "average": 0.024257,
        "observations": 229
      },
      "6M": {
        "average": 0.023247,
        "observations": 249
      },
      "1Y": {
        "average": 0.022382,
        "observations": 249
      },
      "2Y": {
        "average": 0.021061,
        "observations": 248
      }
    },
    {
      "year": 2020,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": 0.017221,
        "observations": 21
      },
      "6M": {
        "average": 0.013483,
        "observations": 62
      },
      "1Y": {
        "average": 0.018134,
        "observations": 39
      },
      "2Y": {
        "average": 0.017212,
        "observations": 39
      }
    },
    {
      "year": 2021,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": null,
        "observations": 8
      },
      "6M": {
        "average": 0.005019,
        "observations": 122
      },
      "1Y": {
        "average": 0.00537,
        "observations": 111
      },
      "2Y": {
        "average": null,
        "observations": 6
      }
    },
    {
      "year": 2022,
      "1M": {
        "average": 0.041473,
        "observations": 58
      },
      "3M": {
        "average": 0.036266,
        "observations": 129
      },
      "6M": {
        "average": 0.03287,
        "observations": 186
      },
      "1Y": {
        "average": 0.032794,
        "observations": 229
      },
      "2Y": {
        "average": 0.039205,
        "observations": 151
      }
    },
    {
      "year": 2023,
      "1M": {
        "average": 0.053552,
        "observations": 241
      },
      "3M": {
        "average": 0.052983,
        "observations": 250
      },
      "6M": {
        "average": 0.053122,
        "observations": 250
      },
      "1Y": {
        "average": 0.051529,
        "observations": 248
      },
      "2Y": {
        "average": 0.043826,
        "observations": 218
      }
    },
    {
      "year": 2024,
      "1M": {
        "average": 0.056392,
        "observations": 208
      },
      "3M": {
        "average": 0.05383,
        "observations": 249
      },
      "6M": {
        "average": 0.051603,
        "observations": 252
      },
      "1Y": {
        "average": 0.048168,
        "observations": 252
      },
      "2Y": {
        "average": 0.044056,
        "observations": 251
      }
    },
    {
      "year": 2025,
      "1M": {
        "average": 0.048925,
        "observations": 163
      },
      "3M": {
        "average": 0.045219,
        "observations": 240
      },
      "6M": {
        "average": 0.043276,
        "observations": 250
      },
      "1Y": {
        "average": 0.041072,
        "observations": 250
      },
      "2Y": {
        "average": 0.038994,
        "observations": 249
      }
    },
    {
      "year": 2026,
      "1M": {
        "average": 0.043106,
        "observations": 161
      },
      "3M": {
        "average": 0.041474,
        "observations": 191
      },
      "6M": {
        "average": 0.042043,
        "observations": 191
      },
      "1Y": {
        "average": 0.042421,
        "observations": 191
      },
      "2Y": {
        "average": 0.042559,
        "observations": 185
      }
    }
  ],
  "notes": "An annual average is included when at least 20 trading days were published for that maturity. The CSV contains every observation."
}