S&P 500 Index (SPX)
9 days18 Sep 26 about 1 month16 Oct 26 2 months20 Nov 26 3 months18 Dec 26 4 months15 Jan 27 5 months19 Feb 27 6 months19 Mar 27 7 months16 Apr 27 8 months21 May 27 9 months17 Jun 27 10 months16 Jul 27 12 months20 Aug 27 about 1 year17 Sep 27 over 1 year17 Dec 27 almost 2 years16 Jun 28 over 2 years15 Dec 28 over 3 years21 Dec 29 over 4 years20 Dec 30 over 5 years19 Dec 31

SPX Box Spread Yield Curve

S&P 500 Index (SPX)