Three-Month SOFR Futures (SR3 March 2024)/ XFTTSR3CMEGL / CME GLOBEX
SR3| 2024-06-10 10:50:31 AM | Chg. +0.0025 | Bid10:50:33 AM | Ask10:50:33 AM | Open | High | Low | Previous Close |
|---|---|---|---|---|---|---|---|
| 94.6475USD | 0.00% | 94.6450 | 94.6475 | 94.6475 | 94.6475 | 94.6450 | 94.6450 |
Master data
| WKN: | - |
|---|---|
| Ticker: | SR3 |
| Currency: | USD |
| Type: | Futures Contract |
| Exchange: | CME GLOBEX |
| Number of members: | - |
| Next exchange holiday: | 2024-06-19 |
Quote data
| Open: | 94.6475 |
|---|---|
| High: | 94.6475 |
| Low: | 94.6450 |
| Previous Close: | 94.6450 |
| Trades: | 42 |
| Settlement Price(2024-06-07): | 94.6450 |
| Change Settlement: | 0.00%(+0.0025) |
Other Futures Contracts
| Name | Last | Time | Change (%) | Bid | Ask | OI | |
|---|---|---|---|---|---|---|---|
| F SR3 3/24 | 94.6475 | 10:50 AM | 0.00% | 94.6450 | 94.6475 | - | |
| F SR3 4/24 | 94.6475 | 2024-06-04 | -0.01% | 94.6450 | 94.6500 | 4,630 | |
| F SR3 5/24 | 94.6550 | 2024-06-07 | 0.00% | 94.6450 | 94.6500 | 1,861 | |
| F SR3 6/24 | 94.6550 | 10:50 AM | 0.00% | 94.6550 | 94.6575 | - | |
| F SR3 7/24 | 94.6900 | 2024-06-07 | -0.05% | 94.6900 | 94.7000 | 788 | |
| F SR3 8/24 | 94.7600 | 2024-06-07 | -0.06% | 94.7400 | 94.7500 | 610 | |
| F SR3 9/24 | 94.8000 | 10:47 AM | 0.00% | 94.8000 | 94.8050 | - | |
| F SR3 10/24 | 94.9650 | 2024-06-06 | +0.02% | 94.8550 | 94.8650 | 347 | |
| F SR3 11/24 | 95.0150 | 2024-06-03 | +0.07% | 94.9500 | 94.9700 | 144 | |
| F SR3 12/24 | 95.0350 | 10:49 AM | -0.01% | 95.0350 | 95.0400 | - | |
| F SR3 3/25 | 95.2750 | 10:44 AM | +0.01% | 95.2700 | 95.2750 | - | |
| F SR3 6/25 | 95.4850 | 10:50 AM | -0.01% | 95.4800 | 95.4850 | - | |
| F SR3 9/25 | 95.6700 | 10:50 AM | -0.01% | 95.6650 | 95.6700 | - | |
| F SR3 12/25 | 95.8150 | 10:50 AM | -0.01% | 95.8150 | 95.8200 | - | |
| F SR3 3/26 | 95.9250 | 10:50 AM | -0.02% | 95.9250 | 95.9300 | - | |
| F SR3 6/26 | 96.0100 | 10:45 AM | -0.02% | 96.0050 | 96.0100 | - | |
| F SR3 9/26 | 96.0650 | 10:49 AM | -0.03% | 96.0650 | 96.0700 | - | |
| F SR3 12/26 | 96.1100 | 10:45 AM | -0.03% | 96.1050 | 96.1100 | - | |
| F SR3 3/27 | 96.1400 | 10:45 AM | -0.03% | 96.1350 | 96.1400 | - | |
| F SR3 6/27 | 96.1600 | 10:45 AM | -0.04% | 96.1550 | 96.1600 | - | |
| F SR3 9/27 | 96.1650 | 10:49 AM | -0.04% | 96.1650 | 96.1700 | - | |
| F SR3 12/27 | 96.1700 | 10:43 AM | -0.04% | 96.1650 | 96.1700 | - | |
| F SR3 3/28 | 96.1650 | 10:43 AM | -0.04% | 96.1600 | 96.1650 | - | |
| F SR3 6/28 | 96.1550 | 10:43 AM | -0.04% | 96.1500 | 96.1550 | - | |
| F SR3 9/28 | 96.1350 | 10:43 AM | -0.04% | 96.1300 | 96.1350 | - | |
| F SR3 12/28 | 96.1050 | 10:50 AM | -0.04% | 96.1000 | 96.1050 | - | |
| F SR3 3/29 | 96.0750 | 10:48 AM | -0.03% | 96.0700 | 96.0750 | - | |
| F SR3 6/29 | 96.0400 | 10:50 AM | -0.04% | 96.0400 | 96.0450 | - | |
| F SR3 9/29 | 96.0450 | 2024-06-07 | -0.15% | - | 96.0150 | 5,050 | |
| F SR3 12/29 | 96.0300 | 2024-06-07 | -0.13% | 95.9700 | 95.9850 | 1,383 |
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -0.01% | ||
| 3 Months | -0.05% | ||
| YTD | -0.38% | ||
| 1 Year | -0.71% | ||
| 3 Years | -4.65% | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 94.6475 | 94.6450 |
|---|---|---|
| 1M High / 1M Low: | 94.6550 | 94.6450 |
| 6M High / 6M Low: | 95.0300 | 94.6450 |
| High (YTD): | 2024-01-12 | 95.0000 |
| Low (YTD): | 2024-06-07 | 94.6450 |
| 52W High: | 2023-06-12 | 95.3350 |
| 52W Low: | 2023-09-20 | 94.5600 |
| Avg. price 1W: | 94.6455 | |
| Avg. volume 1W: | 19,045.6000 | |
| Avg. price 1M: | 94.6493 | |
| Avg. volume 1M: | 21,117.6667 | |
| Avg. price 6M: | 94.7493 | |
| Avg. volume 6M: | 234,818.3858 | |
| Avg. price 1Y: | 94.7716 | |
| Avg. volume 1Y: | 285,762.3074 | |
| Volatility 1M: | 0.03% | |
| Volatility 6M: | 0.38% | |
| Volatility 1Y: | 0.65% | |
| Volatility 3Y: | 1.47% |
