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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
$220/200
First Notice Date
03/15/25 (257 days)
Expiration Date
03/15/25 (257 days)

Seasonal Chart

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

Commitment of Traders Positions as of Jun 25, 2024

View Chart Details
Commercials - Long / Short
5,579,165 (-550,263)
5,380,503 (-553,189)
Non-Commercials - Long / Short
1,417,167 (-35,309)
1,613,004 (-32,862)
Dealers / Intermediary - Long / Short
2,053,301 (-116,322)
2,139,737 (-128,297)
Asset / Manager - Long / Short
779,641 (-36,451)
717,669 (-34,415)
Leveraged Funds - Long / Short
1,393,334 (-20,322)
1,215,237 (+52,183)
Other Reportables - Long / Short
104,737 (+10,905)
255,545 (-52,140)
Get Realtime - Quotes and Charts for Futures Traders. Learn More >>

Price Performance

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Period Period Low Period High Performance
1-Month
95.0250 +0.12%
on 06/03/24
95.2350 -0.11%
on 06/14/24
+0.1050 (+0.11%)
since 05/31/24
3-Month
94.9150 +0.23%
on 05/01/24
95.4350 -0.31%
on 04/04/24
-0.2000 (-0.21%)
since 04/01/24
52-Week
94.9150 +0.23%
on 05/01/24
96.3950 -1.31%
on 01/12/24
-0.8400 (-0.88%)
since 06/30/23

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Barchart Trading Guide

The Barchart Trading Guide is a Buy Signal with a Weak Signal Strength.

Key Turning Points

3rd Resistance Point 95.2283
2nd Resistance Point 95.2017
1st Resistance Point 95.1733
Last Price 95.1350
1st Support Level 95.1183
2nd Support Level 95.0917
3rd Support Level 95.0633

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52-Week High 96.3950
Fibonacci 61.8% 95.8296
Fibonacci 50% 95.6550
Fibonacci 38.2% 95.4804
Last Price 95.1350
52-Week Low 94.9150

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