{
  "name": "Haven SPX Box Rate Historical Dataset",
  "creator": "Haven Systems LLC",
  "methodologyVersion": "cm-360-v1",
  "temporalCoverage": "2012-01-03/2026-10-13",
  "frequency": "Daily trading days",
  "variables": [
    "1M",
    "3M",
    "6M",
    "1Y",
    "2Y"
  ],
  "tenorDays": {
    "1M": 30,
    "3M": 90,
    "6M": 180,
    "1Y": 365,
    "2Y": 730
  },
  "latest": {
    "1M": {
      "date": "2026-10-13",
      "rate": 0.04598311,
      "confidence": "Moderate"
    },
    "3M": {
      "date": "2026-10-13",
      "rate": 0.04451694,
      "confidence": "wide"
    },
    "6M": {
      "date": "2026-10-13",
      "rate": 0.04772146,
      "confidence": "wide"
    },
    "1Y": {
      "date": "2026-10-13",
      "rate": 0.04923357,
      "confidence": "standard"
    },
    "2Y": {
      "date": "2026-10-13",
      "rate": 0.05124582,
      "confidence": "standard"
    }
  },
  "oneYearAverage2020Through2025": {
    "average": 0.030647,
    "observations": 1506,
    "start": "2020-01-01",
    "end": "2025-12-31"
  },
  "yearlyAverages": [
    {
      "year": 2012,
      "1M": {
        "average": null,
        "observations": 0
      },
      "3M": {
        "average": 0.005046,
        "observations": 26
      },
      "6M": {
        "average": 0.004642,
        "observations": 215
      },
      "1Y": {
        "average": 0.004672,
        "observations": 250
      },
      "2Y": {
        "average": 0.005139,
        "observations": 248
      }
    },
    {
      "year": 2013,
      "1M": {
        "average": null,
        "observations": 3
      },
      "3M": {
        "average": 0.003569,
        "observations": 55
      },
      "6M": {
        "average": 0.004327,
        "observations": 185
      },
      "1Y": {
        "average": 0.004599,
        "observations": 252
      },
      "2Y": {
        "average": 0.005446,
        "observations": 249
      }
    },
    {
      "year": 2014,
      "1M": {
        "average": 0.004849,
        "observations": 39
      },
      "3M": {
        "average": 0.004189,
        "observations": 134
      },
      "6M": {
        "average": 0.004169,
        "observations": 246
      },
      "1Y": {
        "average": 0.004499,
        "observations": 252
      },
      "2Y": {
        "average": 0.007263,
        "observations": 248
      }
    },
    {
      "year": 2015,
      "1M": {
        "average": 0.006317,
        "observations": 157
      },
      "3M": {
        "average": 0.005614,
        "observations": 251
      },
      "6M": {
        "average": 0.005717,
        "observations": 252
      },
      "1Y": {
        "average": 0.006802,
        "observations": 252
      },
      "2Y": {
        "average": 0.009851,
        "observations": 248
      }
    },
    {
      "year": 2016,
      "1M": {
        "average": 0.008017,
        "observations": 163
      },
      "3M": {
        "average": 0.008295,
        "observations": 252
      },
      "6M": {
        "average": 0.008873,
        "observations": 252
      },
      "1Y": {
        "average": 0.009217,
        "observations": 252
      },
      "2Y": {
        "average": 0.010525,
        "observations": 252
      }
    },
    {
      "year": 2017,
      "1M": {
        "average": 0.015159,
        "observations": 143
      },
      "3M": {
        "average": 0.014679,
        "observations": 251
      },
      "6M": {
        "average": 0.015108,
        "observations": 251
      },
      "1Y": {
        "average": 0.015717,
        "observations": 251
      },
      "2Y": {
        "average": 0.016906,
        "observations": 251
      }
    },
    {
      "year": 2018,
      "1M": {
        "average": 0.024081,
        "observations": 217
      },
      "3M": {
        "average": 0.024545,
        "observations": 251
      },
      "6M": {
        "average": 0.025627,
        "observations": 251
      },
      "1Y": {
        "average": 0.026844,
        "observations": 251
      },
      "2Y": {
        "average": 0.027867,
        "observations": 248
      }
    },
    {
      "year": 2019,
      "1M": {
        "average": 0.025414,
        "observations": 240
      },
      "3M": {
        "average": 0.024003,
        "observations": 251
      },
      "6M": {
        "average": 0.023219,
        "observations": 251
      },
      "1Y": {
        "average": 0.022348,
        "observations": 251
      },
      "2Y": {
        "average": 0.021032,
        "observations": 249
      }
    },
    {
      "year": 2020,
      "1M": {
        "average": 0.009243,
        "observations": 233
      },
      "3M": {
        "average": 0.007328,
        "observations": 252
      },
      "6M": {
        "average": 0.00711,
        "observations": 252
      },
      "1Y": {
        "average": 0.006977,
        "observations": 252
      },
      "2Y": {
        "average": 0.007007,
        "observations": 251
      }
    },
    {
      "year": 2021,
      "1M": {
        "average": 0.005177,
        "observations": 250
      },
      "3M": {
        "average": 0.004782,
        "observations": 252
      },
      "6M": {
        "average": 0.004998,
        "observations": 252
      },
      "1Y": {
        "average": 0.005313,
        "observations": 252
      },
      "2Y": {
        "average": 0.006938,
        "observations": 252
      }
    },
    {
      "year": 2022,
      "1M": {
        "average": 0.021236,
        "observations": 246
      },
      "3M": {
        "average": 0.023899,
        "observations": 250
      },
      "6M": {
        "average": 0.027184,
        "observations": 251
      },
      "1Y": {
        "average": 0.031159,
        "observations": 251
      },
      "2Y": {
        "average": 0.032562,
        "observations": 250
      }
    },
    {
      "year": 2023,
      "1M": {
        "average": 0.052048,
        "observations": 246
      },
      "3M": {
        "average": 0.052955,
        "observations": 250
      },
      "6M": {
        "average": 0.053124,
        "observations": 250
      },
      "1Y": {
        "average": 0.051504,
        "observations": 249
      },
      "2Y": {
        "average": 0.043774,
        "observations": 229
      }
    },
    {
      "year": 2024,
      "1M": {
        "average": 0.054351,
        "observations": 239
      },
      "3M": {
        "average": 0.053824,
        "observations": 250
      },
      "6M": {
        "average": 0.051602,
        "observations": 252
      },
      "1Y": {
        "average": 0.04819,
        "observations": 252
      },
      "2Y": {
        "average": 0.044022,
        "observations": 251
      }
    },
    {
      "year": 2025,
      "1M": {
        "average": 0.045688,
        "observations": 229
      },
      "3M": {
        "average": 0.044962,
        "observations": 247
      },
      "6M": {
        "average": 0.043222,
        "observations": 250
      },
      "1Y": {
        "average": 0.041071,
        "observations": 250
      },
      "2Y": {
        "average": 0.038993,
        "observations": 248
      }
    },
    {
      "year": 2026,
      "1M": {
        "average": 0.040816,
        "observations": 173
      },
      "3M": {
        "average": 0.04154,
        "observations": 196
      },
      "6M": {
        "average": 0.042175,
        "observations": 196
      },
      "1Y": {
        "average": 0.042583,
        "observations": 196
      },
      "2Y": {
        "average": 0.042752,
        "observations": 196
      }
    }
  ],
  "notes": "An annual average is included when at least 20 trading days were published for that maturity. The CSV contains every observation. October 7, 2026 uses that day's closing SPX option marks. These rates are indicative reference marks, not executable complex-order-book quotes."
}