Three-Month SOFR Futures (SR3 December 2027)/ XFTTSR3CMEGL / CME GLOBEX
SR3| 2024-12-27 2:45:16 AM | Chg. +0.0100 | Bid2:57:20 AM | Ask2:57:21 AM | Open | High | Low | Previous Close |
|---|---|---|---|---|---|---|---|
| 95.9700USD | +0.01% | 95.9650 | 95.9700 | 95.9600 | 95.9700 | 95.9600 | 95.9600 |
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: | 95.9600 |
|---|---|
| High: | 95.9700 |
| Low: | 95.9600 |
| Previous Close: | 95.9600 |
| Trades: | 40 |
| Settlement Price(2024-12-27): | 95.9650 |
| Change Settlement: | +0.01%(+0.0050) |
Other Futures Contracts
| Name | Last | Time | Change (%) | Bid | Ask | OI | |
|---|---|---|---|---|---|---|---|
| F SR3 10/24 | 95.3775 | 2024-12-26 | -0.01% | 95.3750 | 95.3775 | 9,475 | |
| F SR3 11/24 | 95.5500 | 2024-12-26 | -0.01% | 95.3675 | 95.5600 | 1,455 | |
| F SR3 12/24 | 95.6500 | 2:53 AM | 0.00% | 95.6475 | 95.6500 | 1,201,587 | |
| F SR3 1/25 | 95.7000 | 2024-12-26 | -0.01% | 95.7050 | 95.7125 | 1,586 | |
| F SR3 2/25 | 95.7500 | 2024-12-26 | -0.02% | 95.7550 | 95.7700 | 322 | |
| F SR3 3/25 | 95.8000 | 2:50 AM | 0.00% | 95.8000 | 95.8050 | 1,111,572 | |
| F SR3 4/25 | 95.8300 | 2024-12-26 | -0.01% | 95.8300 | 95.8450 | 285 | |
| F SR3 5/25 | 95.8600 | 2024-12-26 | -0.01% | 95.8650 | 95.8850 | 87 | |
| F SR3 6/25 | 95.9000 | 2:38 AM | +0.01% | 95.8950 | 95.9000 | 1,025,111 | |
| F SR3 9/25 | 95.9550 | 2:29 AM | -0.01% | 95.9550 | 95.9600 | 847,749 | |
| F SR3 12/25 | 95.9900 | 2:45 AM | 0.00% | 95.9850 | 95.9900 | 915,966 | |
| F SR3 3/26 | 95.9950 | 2:56 AM | +0.01% | 95.9950 | 96.0000 | 562,482 | |
| F SR3 6/26 | 95.9900 | 2:56 AM | +0.01% | 95.9900 | 95.9950 | 623,197 | |
| F SR3 9/26 | 95.9900 | 2:56 AM | +0.01% | 95.9850 | 95.9900 | 616,296 | |
| F SR3 12/26 | 95.9800 | 2:35 AM | 0.00% | 95.9800 | 95.9850 | 689,893 | |
| F SR3 3/27 | 95.9800 | 2:56 AM | 0.00% | 95.9800 | 95.9850 | 444,985 | |
| F SR3 6/27 | 95.9800 | 2:56 AM | +0.01% | 95.9750 | 95.9800 | 364,538 | |
| F SR3 9/27 | 95.9800 | 2:41 AM | +0.01% | 95.9750 | 95.9800 | 279,788 | |
| F SR3 12/27 | 95.9700 | 2:45 AM | +0.01% | 95.9650 | 95.9700 | 291,192 | |
| F SR3 3/28 | 95.9600 | 2:35 AM | +0.01% | 95.9600 | 95.9650 | 226,240 | |
| F SR3 6/28 | 95.9550 | 2:56 AM | +0.01% | 95.9500 | 95.9550 | 159,357 | |
| F SR3 9/28 | 95.9450 | 2:51 AM | +0.01% | 95.9400 | 95.9450 | 119,425 | |
| F SR3 12/28 | 95.9300 | 2:35 AM | +0.01% | 95.9300 | 95.9350 | 116,973 | |
| F SR3 3/29 | 95.9150 | 2:36 AM | +0.01% | 95.9150 | 95.9200 | 106,749 | |
| F SR3 6/29 | 95.8950 | 2:51 AM | +0.01% | 95.8900 | 95.8950 | 85,498 | |
| F SR3 9/29 | 95.8750 | 2:56 AM | +0.01% | 95.8700 | 95.8750 | 41,051 | |
| F SR3 12/29 | 95.8500 | 2:37 AM | 0.00% | 95.8500 | 95.8550 | 15,674 | |
| F SR3 3/30 | 95.8250 | 2:25 AM | -0.01% | 95.8250 | 95.8350 | 4,505 | |
| F SR3 6/30 | 95.7500 | 2024-12-26 | 0.00% | 95.7900 | 95.8100 | 2,403 | |
| F SR3 9/30 | 95.7750 | 2024-12-26 | +0.06% | 95.7600 | 95.7850 | 1,306 |
Performance
| 1 Week | +0.01% | ||
|---|---|---|---|
| 1 Month | -0.32% | ||
| 3 Months | -0.90% | ||
| YTD | -0.78% | ||
| 1 Year | -0.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 96.0150 | 95.9450 |
|---|---|---|
| 1M High / 1M Low: | 96.4350 | 95.9450 |
| 6M High / 6M Low: | 97.0600 | 95.9450 |
| High (YTD): | 2024-09-11 | 97.0600 |
| Low (YTD): | 2024-04-25 | 95.8550 |
| 52W High: | 2024-09-11 | 97.0600 |
| 52W Low: | 2024-04-25 | 95.8550 |
| Avg. price 1W: | 95.9660 | |
| Avg. volume 1W: | 95,832.4000 | |
| Avg. price 1M: | 96.2370 | |
| Avg. volume 1M: | 79,706.1304 | |
| Avg. price 6M: | 96.5356 | |
| Avg. volume 6M: | 69,196.1667 | |
| Avg. price 1Y: | 96.4199 | |
| Avg. volume 1Y: | 56,602.9540 | |
| Volatility 1M: | 0.82% | |
| Volatility 6M: | 0.91% | |
| Volatility 1Y: | 0.96% | |
| Volatility 3Y: | - |
