FFsI | Futures, Forex, and (some) Indexes

Cheap, Historical Daily Backfill for Futures, Forex, and Index Data

In order to ensure a smooth rollout of the futures dataset, forex and index data will remain unavailable for a limited time.

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures Historical Futures Data

Financials | Equity Index

Historical daily data for ASR futures on Chicago Mercantile Exchange. The dataset contains 24 daily contracts covering 2020-09-28 through 2026-06-05.

Daily Only

(INFO) | Price: $5.00

Daily Contracts: 24

Avg. Weekday Coverage: 96.13%

Daily Observations: 13861

Daily History: 2020 - 2026

Contracts With OI: 22

First OI Obs: 2020-09-28

Contracts With Volume: 22

First Volume Obs: 2020-09-28

Available Contracts

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Jun 2026

Daily Only | Financials | Equity Index

Daily Observations: 809

Daily History: 2023 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Jul 2026

Daily Only | Financials | Equity Index

Daily Observations: 74

Daily History: 2026 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Aug 2026

Daily Only | Financials | Equity Index

Daily Observations: 35

Daily History: 2026 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Sep 2026

Daily Only | Financials | Equity Index

Daily Observations: 746

Daily History: 2023 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Oct 2026

Daily Only | Financials | Equity Index

Daily Observations: 15

Daily History: 2026 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2026

Daily Only | Financials | Equity Index

Daily Observations: 1431

Daily History: 2020 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Jan 2027

Daily Only | Financials | Equity Index

Daily Observations: 97

Daily History: 2026 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Mar 2027

Daily Only | Financials | Equity Index

Daily Observations: 620

Daily History: 2023 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Jun 2027

Daily Only | Financials | Equity Index

Daily Observations: 558

Daily History: 2024 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Sep 2027

Daily Only | Financials | Equity Index

Daily Observations: 491

Daily History: 2024 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2027

Daily Only | Financials | Equity Index

Daily Observations: 1431

Daily History: 2020 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Mar 2028

Daily Only | Financials | Equity Index

Daily Observations: 364

Daily History: 2024 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Jun 2028

Daily Only | Financials | Equity Index

Daily Observations: 303

Daily History: 2025 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Sep 2028

Daily Only | Financials | Equity Index

Daily Observations: 242

Daily History: 2025 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2028

Daily Only | Financials | Equity Index

Daily Observations: 1177

Daily History: 2021 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Mar 2029

Daily Only | Financials | Equity Index

Daily Observations: 115

Daily History: 2025 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Jun 2029

Daily Only | Financials | Equity Index

Daily Observations: 54

Daily History: 2026 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2029

Daily Only | Financials | Equity Index

Daily Observations: 1025

Daily History: 2022 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2030

Daily Only | Financials | Equity Index

Daily Observations: 1025

Daily History: 2022 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2031

Daily Only | Financials | Equity Index

Daily Observations: 1025

Daily History: 2022 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2032

Daily Only | Financials | Equity Index

Daily Observations: 933

Daily History: 2022 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2033

Daily Only | Financials | Equity Index

Daily Observations: 684

Daily History: 2023 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2034

Daily Only | Financials | Equity Index

Daily Observations: 428

Daily History: 2024 - 2026

Adjusted Interest Rate S&P 500 Total Return (EFFR) Futures, Dec 2035

Daily Only | Financials | Equity Index

Daily Observations: 179

Daily History: 2025 - 2026