Daily Snapshot
Listed Volumes, Open Interest, Settlement Prices and Initial Margin Contract Cost
| Contract | Contract Code | Contract Month | Daily Settlement Price (USD) | Final Settlement Price (USD) | Open Interest (lots) | Daily Volume (lots) | Buy IM Cost (USD) | Sell IM Cost (USD) |
|---|---|---|---|---|---|---|---|---|
| Three Month SOFR Futures | FS3 | SEP-24 | 95.2075 | NA | 11 | 0 | -279.77 | -279.69 |
| Three Month SOFR Futures | FS3 | DEC-24 | 95.64 | NA | 498 | 0 | -394.56 | -463.66 |
| Three Month SOFR Futures | FS3 | MAR-25 | 96.04 | NA | 283 | 0 | -576.08 | -602.44 |
| Three Month SOFR Futures | FS3 | JUN-25 | 96.325 | NA | 97 | 0 | -683.12 | -698.2 |
| Three Month SOFR Futures | FS3 | SEP-25 | 96.485 | NA | 85 | 0 | -743.95 | -771.17 |
| Three Month SOFR Futures | FS3 | DEC-25 | 96.58 | NA | 22 | 0 | -809.18 | -855.83 |
| Three Month SOFR Futures | FS3 | MAR-26 | 96.62 | NA | 43 | 0 | -762.78 | -826.63 |
| Three Month SOFR Futures | FS3 | JUN-26 | 96.63 | NA | 85 | 0 | -752.19 | -867.0 |
| Three Month SOFR Futures | FS3 | SEP-26 | 99.0 | NA | 0 | 0 | -727.76 | -791.99 |
| Three Month SOFR Futures | FS3 | DEC-26 | 99.0 | NA | 0 | 0 | -722.74 | -763.5 |
| Three Month SOFR Futures | FS3 | MAR-27 | 99.0 | NA | 0 | 0 | -736.44 | -789.78 |
| Three Month SOFR Futures | FS3 | JUN-27 | 99.0 | NA | 0 | 0 | -809.12 | -824.5 |
| Three Month SOFR Futures | FS3 | SEP-27 | 99.0 | NA | 0 | 0 | -741.53 | -769.18 |
| Three Month SOFR Futures | FS3 | DEC-27 | 99.0 | NA | 0 | 0 | -791.55 | -788.57 |
| Three Month SOFR Futures | FS3 | MAR-28 | 99.0 | NA | 0 | 0 | -809.8 | -792.79 |
| Three Month SOFR Futures | FS3 | JUN-28 | 99.0 | NA | 0 | 0 | -835.49 | -822.62 |
| Three Month SOFR Futures | FS3 | SEP-28 | 99.0 | NA | 0 | 0 | -704.57 | -738.46 |
| Three Month SOFR Futures | FS3 | DEC-28 | 99.0 | NA | 0 | 0 | -743.61 | -744.2 |
| Three Month SOFR Futures | FS3 | MAR-29 | 99.0 | NA | 0 | 0 | -789.7 | -780.07 |
| Three Month SOFR Futures | FS3 | JUN-29 | 99.0 | NA | 0 | 0 | -794.55 | -792.62 |
| Three Month SOFR Futures | FS3 | SEP-29 | 99.0 | NA | 0 | 0 | -703.05 | -688.33 |
Figures as of COB Oct 14, 2024.Open Interest figures are indicative only. Further information is available from FMX Futures Exchange,LP.