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.

Download Settlement File

2017 30-Day Fed Funds Settlement

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.

Download Settlement File

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

SOFR Settlement Methodology

Quick Links

Stay Informed

Rates Recap

CME Group Interest Rates

Tools

Trading Resourcess

Product Information

View All IR Product Information

Send Us Feedback

Who We Are

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.