Interest Rate Futures Settlements

30-Day Fed Funds Settlement

APRIL 2019 FED FUNDS FUTURES SETTLE @ 97.576

Fed Funds Futures for April 2019 have been settled to a final settlement of 97.576, implying a daily Effective Federal Funds Rate of 2.424 percent.


One-Month SOFR Futures Settlement

APRIL 2019 ONE-MONTH SOFR FUTURES SETTLE @97.526

One-Month SOFR Futures for April 2019 have been settled to a final settlement of 97.526, implying a daily Secured Overnight Financing Rate of 2.474 percent.


Three-Month SOFR Futures Settlement

Dec 2018 Three-Month SOFR Futures Settle @ 97.5556

Three-Month SOFR Futures for Dec 2018 (expiring March) have been settled to a final price of 97.5556, implying a daily Secured Overnight Financing Rate of 2.4444 percent per annum.


MPC SONIA Futures Settlement

MARCH 2018 MPC SONIA FUTURES SETTLE @ 99.2923

MPC SONIA Futures for March 2018 (May MPC meeting) have been settled to a final settlement of 99.2923, implying a daily Sterling Overnight Rate of 0.7077 percent.


Quarterly IMM SONIA Futures Settlement

DEC 2018 QUARTERLY IMM SONIA FUTURES SETTLE @ 99.2940

Quarterly IMM SONIA Futures for Dec 2018 (expiring March) have been settled to a final price of 99.2940, implying a daily Overnight SONIA Rate of 0.7060 percent per annum.

For more information, please contact:

Jonathan Kronstein
+1 312 930 3472

David Reif
+1 312 648 3839

Frederick Sturm
+1 312 930 1282