Interest Rate Futures Settlements

30-Day Fed Funds Settlement

DECEMBER 2019 FED FUNDS FUTURES SETTLE @ 98.449

Fed Funds Futures for December 2019 have been settled to a final settlement of 98.449 implying a daily Effective Federal Funds Rate of 1.551 percent


One-Month SOFR Futures Settlement

DECEMBER 2019 ONE-MONTH SOFR FUTURES SETTLE @ 98.454

One-Month SOFR Futures for December 2019 have been settled to a final settlement of 98.454 implying a daily Secured Overnight Financing Rate of 1.546 percent


Three-Month SOFR Futures Settlement

SEPTEMBER 2019 Three-Month SOFR Futures Settle @ 98.2712

Three-Month SOFR Futures for September 2019 have been settled to a final price of 98.2712, implying a daily Secured Overnight Financing Rate of 1.7288 percent


MPC SONIA Futures Settlement

NOVEMBER 2019 MPC SONIA FUTURES SETTLE @ 99.2896

MPC SONIA Futures for November 2019 (Dec MPC meeting) have been settled to a final settlement of 99.2896, implying a daily Sterling Overnight Rate of0.7104 percent


Quarterly IMM SONIA Futures Settlement

SEPTEMBER 2019 IMM SONIA Futures Settle @ 99.2889

IMM SONIA Futures for September 2019 have been settled to a final price of 99.2889, implying a daily Overnight SONIA Rate of 0.7111 percent

For more information, please contact:

Jonathan Kronstein
+1 312 930 3472

David Reif
+1 312 648 3839

Frederick Sturm
+1 312 930 1282