Interest Rate Futures Settlements

30-Day Fed Funds Settlement

MAY 2018 30-DAY FEDERAL FUNDS FUTURES SETTLE @ 98.300

30-Day Federal Funds futures for May 2018 have been cash settled to a final settlement price of 98.300, implying an average daily effective federal funds rate of 1.700 percent per annum during the delivery month.


One-Month SOFR Futures Settlement

MAY 2018 ONE-MONTH SOFR FUTURES SETTLE @ 98.270

One-Month SOFR futures for May 2018 have been cash settled to a final settlement price of 98.270, implying an average daily Secured Overnight Financing Rate of 1.730 percent per annum during the delivery month.


Three-Month SOFR Futures Settlement

Download Settlement File

For more information, please contact:

Jonathan Kronstein
+1 312 930 3472

David Reif
+1 312 648 3839

Frederick Sturm
+1 312 930 1282