Three-Month SOFR Futures (SR3 April 2024)/ XFTTSR3CMEGL / CME GLOBEX
SR3| 04/06/2024 16:52:52 | Chg. -0.0050 | Bid19:03:02 | Ask14:00:43 | Open | High | Low | Previous Close |
|---|---|---|---|---|---|---|---|
| 94.6475USD | -0.01% | 94.6450 | 94.6500 | 94.6475 | 94.6475 | 94.6475 | 94.6525 |
Master data
| WKN: | - |
|---|---|
| Ticker: | SR3 |
| Currency: | USD |
| Type: | Futures Contract |
| Exchange: | CME GLOBEX |
| Number of members: | - |
| Next exchange holiday: | 19/06/2024 |
Quote data
| Open: | 94.6475 |
|---|---|
| High: | 94.6475 |
| Low: | 94.6475 |
| Previous Close: | 94.6525 |
| Trades: | 3 |
| Settlement Price(07/06/2024): | 94.6450 |
| Change Settlement: | 0.00%(+0.0025) |
Other Futures Contracts
| Name | Last | Time | Change (%) | Bid | Ask | OI | |
|---|---|---|---|---|---|---|---|
| F SR3 3/24 | 94.6475 | 19:54 | 0.00% | 94.6450 | 94.6475 | 903,546 | |
| F SR3 4/24 | 94.6475 | 04/06/2024 | -0.01% | 94.6450 | 94.6500 | 4,630 | |
| F SR3 5/24 | 94.6550 | 07/06/2024 | 0.00% | 94.6450 | 94.6475 | 1,861 | |
| F SR3 6/24 | 94.6550 | 20:01 | 0.00% | 94.6550 | 94.6575 | 1,358,948 | |
| F SR3 7/24 | 94.6900 | 07/06/2024 | -0.05% | 94.6900 | 94.7000 | 788 | |
| F SR3 8/24 | 94.7600 | 07/06/2024 | -0.06% | 94.7450 | 94.7550 | 610 | |
| F SR3 9/24 | 94.8100 | 20:00 | +0.01% | 94.8050 | 94.8100 | 1,202,879 | |
| F SR3 10/24 | 94.9650 | 06/06/2024 | +0.02% | 94.8650 | 94.8750 | 347 | |
| F SR3 11/24 | 95.0150 | 03/06/2024 | +0.07% | 94.9600 | 94.9750 | 144 | |
| F SR3 12/24 | 95.0500 | 20:02 | +0.01% | 95.0450 | 95.0500 | 1,104,966 | |
| F SR3 3/25 | 95.2850 | 20:02 | +0.02% | 95.2800 | 95.2850 | 808,268 | |
| F SR3 6/25 | 95.5000 | 20:02 | +0.01% | 95.4950 | 95.5000 | 793,392 | |
| F SR3 9/25 | 95.6800 | 20:02 | +0.01% | 95.6750 | 95.6850 | 742,807 | |
| F SR3 12/25 | 95.8200 | 20:02 | -0.01% | 95.8150 | 95.8200 | 809,359 | |
| F SR3 3/26 | 95.9250 | 20:01 | -0.02% | 95.9250 | 95.9300 | 560,372 | |
| F SR3 6/26 | 96.0050 | 20:02 | -0.03% | 96.0000 | 96.0050 | 504,456 | |
| F SR3 9/26 | 96.0550 | 20:02 | -0.04% | 96.0550 | 96.0600 | 414,084 | |
| F SR3 12/26 | 96.1000 | 20:02 | -0.04% | 96.0950 | 96.1000 | 386,235 | |
| F SR3 3/27 | 96.1250 | 20:02 | -0.05% | 96.1200 | 96.1250 | 257,395 | |
| F SR3 6/27 | 96.1450 | 20:02 | -0.05% | 96.1400 | 96.1450 | 193,888 | |
| F SR3 9/27 | 96.1500 | 20:01 | -0.05% | 96.1500 | 96.1550 | 160,187 | |
| F SR3 12/27 | 96.1550 | 20:02 | -0.05% | 96.1500 | 96.1550 | 163,435 | |
| F SR3 3/28 | 96.1500 | 20:02 | -0.05% | 96.1450 | 96.1500 | 113,843 | |
| F SR3 6/28 | 96.1400 | 20:02 | -0.05% | 96.1350 | 96.1400 | 101,719 | |
| F SR3 9/28 | 96.1200 | 20:02 | -0.05% | 96.1200 | 96.1250 | 80,841 | |
| F SR3 12/28 | 96.0950 | 20:02 | -0.05% | 96.0900 | 96.0950 | 82,437 | |
| F SR3 3/29 | 96.0600 | 20:01 | -0.05% | 96.0600 | 96.0650 | 35,692 | |
| F SR3 6/29 | 96.0300 | 20:01 | -0.05% | 96.0250 | 96.0350 | 11,484 | |
| F SR3 9/29 | 96.0450 | 07/06/2024 | -0.15% | 95.9900 | 96.0050 | 5,050 | |
| F SR3 12/29 | 96.0300 | 07/06/2024 | -0.13% | 95.9550 | 95.9750 | 1,383 |
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -0.01% | ||
| 3 Months | -0.12% | ||
| YTD | -0.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 94.6500 | 94.6450 |
|---|---|---|
| 1M High / 1M Low: | 94.6625 | 94.6450 |
| 6M High / 6M Low: | 95.1550 | 94.6450 |
| High (YTD): | 01/02/2024 | 95.0550 |
| Low (YTD): | 07/06/2024 | 94.6450 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 94.6475 | |
| Avg. volume 1W: | 23.6000 | |
| Avg. price 1M: | 94.6530 | |
| Avg. volume 1M: | 89.8000 | |
| Avg. price 6M: | 94.7569 | |
| Avg. volume 6M: | 134.2747 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 0.04% | |
| Volatility 6M: | 0.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
