Three-Month SOFR Futures (SR3 October 2024)/ XFTTSR3CMEGL / CME GLOBEX
SR3| 2024-12-24 1:58:30 PM | Chg. -0.0025 | Bid12:42:03 PM | Ask12:43:21 PM | Open | High | Low | Previous Close |
|---|---|---|---|---|---|---|---|
| 95.3875USD | 0.00% | 95.3850 | 95.3875 | 95.3900 | 95.3900 | 95.3875 | 95.3900 |
Master data
| WKN: | - |
|---|---|
| Ticker: | SR3 |
| Currency: | USD |
| Type: | Futures Contract |
| Exchange: | CME GLOBEX |
| Number of members: | - |
| Next exchange holiday: | 2025-01-01 |
Quote data
| Open: | 95.3900 |
|---|---|
| High: | 95.3900 |
| Low: | 95.3875 |
| Previous Close: | 95.3900 |
| Trades: | 7 |
| Settlement Price(2024-12-24): | 95.3900 |
| Change Settlement: | 0.00%(-0.0025) |
Other Futures Contracts
| Name | Last | Time | Change (%) | Bid | Ask | OI | |
|---|---|---|---|---|---|---|---|
| F SR3 10/24 | 95.3875 | 2024-12-24 | 0.00% | 95.3850 | 95.3875 | 9,475 | |
| F SR3 11/24 | 95.5625 | 2024-12-24 | 0.00% | 95.5500 | 95.5650 | 1,455 | |
| F SR3 12/24 | 95.6500 | 12:42 PM | 0.00% | 95.6500 | 95.6525 | 1,201,587 | |
| F SR3 1/25 | 95.7050 | 2024-12-24 | -0.01% | 95.6975 | 95.7075 | 1,586 | |
| F SR3 2/25 | 95.7650 | 2024-12-24 | +0.02% | 95.7450 | 95.7600 | 322 | |
| F SR3 3/25 | 95.7900 | 12:39 PM | -0.02% | 95.7850 | 95.7900 | 1,111,572 | |
| F SR3 4/25 | 95.8400 | 2024-12-24 | +0.02% | 95.8050 | 95.8250 | 285 | |
| F SR3 5/25 | 95.8700 | 2024-12-24 | +0.01% | 95.8400 | 95.8600 | 87 | |
| F SR3 6/25 | 95.8750 | 12:31 PM | -0.02% | 95.8700 | 95.8750 | 1,025,111 | |
| F SR3 9/25 | 95.9300 | 12:30 PM | -0.02% | 95.9250 | 95.9300 | 847,749 | |
| F SR3 12/25 | 95.9600 | 12:35 PM | -0.02% | 95.9550 | 95.9600 | 915,966 | |
| F SR3 3/26 | 95.9650 | 12:32 PM | -0.03% | 95.9600 | 95.9650 | 562,482 | |
| F SR3 6/26 | 95.9550 | 12:44 PM | -0.03% | 95.9500 | 95.9600 | 623,197 | |
| F SR3 9/26 | 95.9500 | 12:31 PM | -0.03% | 95.9450 | 95.9500 | 616,296 | |
| F SR3 12/26 | 95.9350 | 12:39 PM | -0.03% | 95.9350 | 95.9400 | 689,893 | |
| F SR3 3/27 | 95.9300 | 12:35 PM | -0.04% | 95.9250 | 95.9300 | 444,985 | |
| F SR3 6/27 | 95.9200 | 12:36 PM | -0.04% | 95.9200 | 95.9250 | 364,538 | |
| F SR3 9/27 | 95.9200 | 12:44 PM | -0.04% | 95.9150 | 95.9200 | 279,788 | |
| F SR3 12/27 | 95.9100 | 12:39 PM | -0.04% | 95.9100 | 95.9150 | 291,192 | |
| F SR3 3/28 | 95.9050 | 12:35 PM | -0.04% | 95.9000 | 95.9050 | 226,240 | |
| F SR3 6/28 | 95.9000 | 12:33 PM | -0.03% | 95.8950 | 95.9000 | 159,357 | |
| F SR3 9/28 | 95.8900 | 12:35 PM | -0.03% | 95.8850 | 95.8900 | 119,425 | |
| F SR3 12/28 | 95.8800 | 12:35 PM | -0.03% | 95.8750 | 95.8800 | 116,973 | |
| F SR3 3/29 | 95.8700 | 12:31 PM | -0.03% | 95.8650 | 95.8700 | 106,749 | |
| F SR3 6/29 | 95.8500 | 12:31 PM | -0.03% | 95.8450 | 95.8500 | 85,498 | |
| F SR3 9/29 | 95.8300 | 12:30 PM | -0.03% | 95.8250 | 95.8300 | 41,051 | |
| F SR3 12/29 | 95.8050 | 12:39 PM | -0.03% | 95.8050 | 95.8100 | 15,674 | |
| F SR3 3/30 | 95.8100 | 12:02 AM | +0.02% | 95.7800 | 95.7900 | 4,505 | |
| F SR3 6/30 | 95.7500 | 2024-12-24 | -0.02% | 95.7500 | 95.8450 | 2,403 | |
| F SR3 9/30 | 95.7200 | 2024-12-24 | -0.02% | 95.7200 | 95.7450 | 1,306 |
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +0.04% | ||
| 3 Months | -0.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 95.3900 | 95.3875 |
|---|---|---|
| 1M High / 1M Low: | 95.3900 | 95.3525 |
| 6M High / 6M Low: | 95.5400 | 94.9050 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 95.3894 | |
| Avg. volume 1W: | 547.5000 | |
| Avg. price 1M: | 95.3743 | |
| Avg. volume 1M: | 353.7273 | |
| Avg. price 6M: | 95.2942 | |
| Avg. volume 6M: | 191.6077 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 0.08% | |
| Volatility 6M: | 0.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
