Three-Month SOFR Futures (SR3 September 2024)/ XFTTSR3CMEGL / CME GLOBEX
SR3| 12/2/2024 10:58:59 PM | Chg. 0.0000 | Bid2:27:27 AM | Ask1:36:20 AM | Open | High | Low | Previous Close |
|---|---|---|---|---|---|---|---|
| 95.2400USD | 0.00% | 95.2375 | 95.2400 | 95.2400 | 95.2400 | 95.2375 | 95.2400 |
Master data
| WKN: | - |
|---|---|
| Ticker: | SR3 |
| Currency: | USD |
| Type: | Futures Contract |
| Exchange: | CME GLOBEX |
| Number of members: | - |
| Next exchange holiday: | 12/24/2024 |
Quote data
| Open: | 95.2400 |
|---|---|
| High: | 95.2400 |
| Low: | 95.2375 |
| Previous Close: | 95.2400 |
| Trades: | 249 |
| Settlement Price(12/3/2024): | 95.2375 |
| Change Settlement: | 0.00%(+0.0025) |
Other Futures Contracts
| Name | Last | Time | Change (%) | Bid | Ask | OI | |
|---|---|---|---|---|---|---|---|
| F SR3 9/24 | 95.2400 | 12/2/2024 | 0.00% | 95.2375 | 95.2400 | 1,264,240 | |
| F SR3 10/24 | 95.3625 | 12/2/2024 | +0.01% | 95.3625 | 95.3675 | 6,205 | |
| F SR3 11/24 | 95.4925 | 12/2/2024 | -0.01% | 95.5100 | 95.5175 | 1,473 | |
| F SR3 12/24 | 95.5900 | 2:17 AM | 0.00% | 95.5900 | 95.5925 | - | |
| F SR3 1/25 | 95.6500 | 11/29/2024 | +0.01% | 95.6550 | 95.6650 | 1,025 | |
| F SR3 2/25 | 95.7400 | 11/29/2024 | +0.03% | 95.7200 | 95.7400 | 190 | |
| F SR3 3/25 | 95.8000 | 2:27 AM | +0.01% | 95.8000 | 95.8050 | - | |
| F SR3 4/25 | 95.8500 | 11/29/2024 | +0.02% | 95.8450 | 95.8650 | 283 | |
| F SR3 5/25 | - | - | - | 95.92 | 95.94 | - | |
| F SR3 6/25 | 95.9800 | 2:26 AM | +0.01% | 95.9800 | 95.9850 | - | |
| F SR3 9/25 | 96.1100 | 2:27 AM | +0.01% | 96.1050 | 96.1100 | - | |
| F SR3 12/25 | 96.2000 | 2:27 AM | +0.01% | 96.1950 | 96.2000 | - | |
| F SR3 3/26 | 96.2700 | 2:25 AM | +0.01% | 96.2700 | 96.2750 | - | |
| F SR3 6/26 | 96.3250 | 2:27 AM | +0.01% | 96.3200 | 96.3250 | - | |
| F SR3 9/26 | 96.3550 | 2:30 AM | +0.01% | 96.3500 | 96.3550 | - | |
| F SR3 12/26 | 96.3600 | 2:27 AM | 0.00% | 96.3650 | 96.3700 | - | |
| F SR3 3/27 | 96.3800 | 2:27 AM | 0.00% | 96.3800 | 96.3850 | - | |
| F SR3 6/27 | 96.3900 | 2:27 AM | 0.00% | 96.3900 | 96.3950 | - | |
| F SR3 9/27 | 96.4000 | 2:23 AM | 0.00% | 96.4000 | 96.4050 | - | |
| F SR3 12/27 | 96.4000 | 2:27 AM | 0.00% | 96.4000 | 96.4050 | - | |
| F SR3 3/28 | 96.4000 | 2:27 AM | 0.00% | 96.3950 | 96.4000 | - | |
| F SR3 6/28 | 96.3900 | 2:26 AM | -0.01% | 96.3900 | 96.3950 | - | |
| F SR3 9/28 | 96.3800 | 2:26 AM | -0.01% | 96.3800 | 96.3850 | - | |
| F SR3 12/28 | 96.3700 | 2:24 AM | -0.01% | 96.3700 | 96.3750 | - | |
| F SR3 3/29 | 96.3550 | 2:20 AM | -0.01% | 96.3550 | 96.3600 | - | |
| F SR3 6/29 | 96.3350 | 2:17 AM | -0.01% | 96.3300 | 96.3350 | - | |
| F SR3 9/29 | 96.3100 | 2:26 AM | -0.01% | 96.3100 | 96.3150 | - | |
| F SR3 12/29 | 96.2900 | 2:26 AM | -0.01% | 96.2900 | 96.2950 | - | |
| F SR3 3/30 | 96.2900 | 12/2/2024 | +0.03% | 96.2600 | 96.2750 | 4,765 | |
| F SR3 6/30 | 96.2450 | 12/2/2024 | +0.02% | 96.1850 | 96.2450 | 1,903 |
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +0.02% | ||
| 3 Months | +0.17% | ||
| YTD | -0.68% | ||
| 1 Year | -0.48% | ||
| 3 Years | -3.38% | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 95.2400 | 95.2375 |
|---|---|---|
| 1M High / 1M Low: | 95.2400 | 95.2300 |
| 6M High / 6M Low: | 95.3000 | 94.8000 |
| High (YTD): | 1/12/2024 | 96.0150 |
| Low (YTD): | 5/28/2024 | 94.7900 |
| 52W High: | 1/12/2024 | 96.0150 |
| 52W Low: | 5/28/2024 | 94.7900 |
| Avg. price 1W: | 95.2387 | |
| Avg. volume 1W: | 21,846.3333 | |
| Avg. price 1M: | 95.2349 | |
| Avg. volume 1M: | 30,938.5238 | |
| Avg. price 6M: | 95.0906 | |
| Avg. volume 6M: | 286,188.5802 | |
| Avg. price 1Y: | 95.1925 | |
| Avg. volume 1Y: | 310,561.5930 | |
| Volatility 1M: | 0.03% | |
| Volatility 6M: | 0.48% | |
| Volatility 1Y: | 0.84% | |
| Volatility 3Y: | 1.45% |
