Interest Rate Futures Settlements

30-Day Fed Funds Settlement

AUGUST 2018 30-DAY FEDERAL FUNDS FUTURES SETTLE @ 98.085

30-Day Federal Funds futures for August 2018 have been cash settled to a final settlement price of 98.085, implying an average daily effective federal funds rate of 1.915 percent per annum during the delivery month.


One-Month SOFR Futures Settlement

AUGUST 2018 ONE-MONTH SOFR FUTURES SETTLE @ 98.086

One-Month SOFR futures for August 2018 have been cash settled to a final settlement price of 98.086, implying an average daily Secured Overnight Financing Rate of 1.914 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