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 | 95.215 | NA | 11 | 0 | -279.76 | -279.69 |
| Three Month SOFR Futures | FS3 | DEC-24 | 95.68 | NA | 498 | 13 | -401.55 | -470.15 |
| Three Month SOFR Futures | FS3 | MAR-25 | 96.105 | NA | 283 | 10 | -584.39 | -609.95 |
| Three Month SOFR Futures | FS3 | JUN-25 | 96.395 | NA | 97 | 10 | -691.03 | -703.1 |
| Three Month SOFR Futures | FS3 | SEP-25 | 96.555 | NA | 85 | 10 | -740.72 | -772.15 |
| Three Month SOFR Futures | FS3 | DEC-25 | 96.64 | NA | 22 | 5 | -813.84 | -854.19 |
| Three Month SOFR Futures | FS3 | MAR-26 | 96.68 | NA | 43 | 1 | -762.48 | -825.47 |
| Three Month SOFR Futures | FS3 | JUN-26 | 96.69 | NA | 85 | 0 | -747.03 | -871.37 |
| Three Month SOFR Futures | FS3 | SEP-26 | 99.0 | NA | 0 | 0 | -721.09 | -785.27 |
| Three Month SOFR Futures | FS3 | DEC-26 | 99.0 | NA | 0 | 0 | -721.74 | -761.87 |
| Three Month SOFR Futures | FS3 | MAR-27 | 99.0 | NA | 0 | 0 | -736.45 | -792.64 |
| Three Month SOFR Futures | FS3 | JUN-27 | 99.0 | NA | 0 | 0 | -812.09 | -827.85 |
| Three Month SOFR Futures | FS3 | SEP-27 | 99.0 | NA | 0 | 0 | -735.95 | -765.32 |
| Three Month SOFR Futures | FS3 | DEC-27 | 99.0 | NA | 0 | 0 | -790.59 | -788.16 |
| Three Month SOFR Futures | FS3 | MAR-28 | 99.0 | NA | 0 | 0 | -811.09 | -792.79 |
| Three Month SOFR Futures | FS3 | JUN-28 | 99.0 | NA | 0 | 0 | -835.44 | -821.2 |
| Three Month SOFR Futures | FS3 | SEP-28 | 99.0 | NA | 0 | 0 | -704.88 | -737.77 |
| Three Month SOFR Futures | FS3 | DEC-28 | 99.0 | NA | 0 | 0 | -743.87 | -746.15 |
| Three Month SOFR Futures | FS3 | MAR-29 | 99.0 | NA | 0 | 0 | -789.46 | -781.63 |
| Three Month SOFR Futures | FS3 | JUN-29 | 99.0 | NA | 0 | 0 | -793.9 | -794.65 |
| Three Month SOFR Futures | FS3 | SEP-29 | 99.0 | NA | 0 | 0 | -694.66 | -676.7 |
Figures as of COB Oct 11, 2024.Open Interest figures are indicative only. Further information is available from FMX Futures Exchange,LP.