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3-Month SOFR Dec '24 (SQZ24)

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Contract Specifications

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Contract
3-Month SOFR
Contract Size
$25 per basis point
Tick Size
0.0025 points ($6.25 per contract)
Trading Hours
5:00p.m. - 4:00p.m. (Sun-Fri) CST
Exchange
CME
Point Value
$2,500
Margin/Maintenance
$330/300
First Notice Date
03/15/25 (320 days)
Expiration Date
03/15/25 (320 days)

Seasonal Chart

3-Month SOFR Dec '24
Average Price Chart for 5 Prior Dec Contracts

Commitment of Traders Positions as of Apr 23, 2024

View Chart Details
Commercials - Long / Short
5,894,339 (+75,095)
5,657,268 (-30,633)
Non-Commercials - Long / Short
1,467,240 (-18,424)
1,699,617 (+85,986)
Dealers / Intermediary - Long / Short
1,981,340 (-51,463)
1,603,353 (-114,639)
Asset / Manager - Long / Short
580,232 (+1,206)
1,130,294 (-24,985)
Leveraged Funds - Long / Short
1,634,470 (-10,789)
1,159,110 (+63,213)
Other Reportables - Long / Short
92,753 (-5,027)
391,344 (+9,020)
Get Realtime - Quotes and Charts for Futures Traders. Learn More >>

Price Performance

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Period Period Low Period High Performance
1-Month
94.9800 +0.05%
on 04/26/24
95.4550 -0.45%
on 04/01/24
-0.4050 (-0.42%)
since 03/28/24
3-Month
94.9800 +0.05%
on 04/26/24
96.2700 -1.29%
on 02/01/24
-1.0450 (-1.09%)
since 01/29/24
52-Week
94.9800 +0.05%
on 04/26/24
97.4300 -2.47%
on 05/04/23
-1.9650 (-2.03%)
since 04/28/23

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Barchart Trading Guide

The Barchart Trading Guide is a Sell Signal with a Average Signal Strength.

Key Turning Points

3rd Resistance Point 95.1183
2nd Resistance Point 95.0867
1st Resistance Point 95.0433
Last Price 95.0200
1st Support Level 94.9683
2nd Support Level 94.9367
3rd Support Level 94.8933

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52-Week High 97.4300
Fibonacci 61.8% 96.4941
Fibonacci 50% 96.2050
Fibonacci 38.2% 95.9159
Last Price 95.0200
52-Week Low 94.9800

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