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 | 95.3 | NA | 2 | 1 | -345.53 | -368.89 |
| Three Month SOFR Futures | FS3 | DEC-24 | 96.06 | NA | 3 | 4 | -429.57 | -514.92 |
| Three Month SOFR Futures | FS3 | MAR-25 | 96.63 | NA | 0 | 0 | -597.4 | -626.95 |
| Three Month SOFR Futures | FS3 | JUN-25 | 96.94 | NA | 0 | 0 | -682.48 | -723.8 |
| Three Month SOFR Futures | FS3 | SEP-25 | 97.065 | NA | 0 | 0 | -728.05 | -775.81 |
| Three Month SOFR Futures | FS3 | DEC-25 | 97.105 | NA | 0 | 0 | -775.88 | -873.14 |
| Three Month SOFR Futures | FS3 | MAR-26 | 97.105 | NA | 0 | 0 | -750.6 | -818.43 |
| Three Month SOFR Futures | FS3 | JUN-26 | 97.08 | NA | 0 | 0 | -748.1 | -894.42 |
| Three Month SOFR Futures | FS3 | SEP-26 | 99.0 | NA | 0 | 0 | -700.61 | -779.26 |
| Three Month SOFR Futures | FS3 | DEC-26 | 99.0 | NA | 0 | 0 | -720.81 | -755.53 |
| Three Month SOFR Futures | FS3 | MAR-27 | 99.0 | NA | 0 | 0 | -737.63 | -789.54 |
| Three Month SOFR Futures | FS3 | JUN-27 | 99.0 | NA | 0 | 0 | -826.89 | -828.52 |
| Three Month SOFR Futures | FS3 | SEP-27 | 99.0 | NA | 0 | 0 | -757.23 | -788.84 |
| Three Month SOFR Futures | FS3 | DEC-27 | 99.0 | NA | 0 | 0 | -781.88 | -792.79 |
| Three Month SOFR Futures | FS3 | MAR-28 | 99.0 | NA | 0 | 0 | -817.98 | -792.75 |
| Three Month SOFR Futures | FS3 | JUN-28 | 99.0 | NA | 0 | 0 | -835.18 | -838.78 |
| Three Month SOFR Futures | FS3 | SEP-28 | 99.0 | NA | 0 | 0 | -710.39 | -734.02 |
| Three Month SOFR Futures | FS3 | DEC-28 | 99.0 | NA | 0 | 0 | -747.57 | -748.8 |
| Three Month SOFR Futures | FS3 | MAR-29 | 99.0 | NA | 0 | 0 | -788.2 | -789.97 |
| Three Month SOFR Futures | FS3 | JUN-29 | 99.0 | NA | 0 | 0 | -801.61 | -805.46 |
| Three Month SOFR Futures | FS3 | SEP-29 | 99.0 | NA | 0 | 0 | -670.75 | -625.91 |
Figures as of COB Sep 25, 2024.Open Interest figures are indicative only. Further information is available from FMX Futures Exchange,LP.