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.

One-Month SOFR Futures Historical Futures Data

Financials | Short-Term Interest Rates

Historical daily data for SR1 futures on ICE Futures U.S.. The dataset contains 66 daily contracts covering 2022-09-21 through 2026-06-05.

Daily Only

(INFO) | Price: $5.00

Daily Contracts: 66

Avg. Weekday Coverage: 90.72%

Daily Observations: 21698

Daily History: 2022 - 2026

Contracts With OI: 9

First OI Obs: 2022-09-21

Contracts With Volume: 10

First Volume Obs: 2022-09-21

Available Contracts

One-Month SOFR Futures, Dec 2022

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 20

Daily History: 2022 - 2022

One-Month SOFR Futures, Jan 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 41

Daily History: 2022 - 2023

One-Month SOFR Futures, Feb 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 61

Daily History: 2022 - 2023

One-Month SOFR Futures, Mar 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 84

Daily History: 2022 - 2023

One-Month SOFR Futures, Apr 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 103

Daily History: 2022 - 2023

One-Month SOFR Futures, May 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 126

Daily History: 2022 - 2023

One-Month SOFR Futures, Jun 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 148

Daily History: 2022 - 2023

One-Month SOFR Futures, Jul 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 169

Daily History: 2022 - 2023

One-Month SOFR Futures, Aug 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 192

Daily History: 2022 - 2023

One-Month SOFR Futures, Sep 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 213

Daily History: 2022 - 2023

One-Month SOFR Futures, Oct 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 235

Daily History: 2022 - 2023

One-Month SOFR Futures, Nov 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 257

Daily History: 2022 - 2023

One-Month SOFR Futures, Dec 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 277

Daily History: 2022 - 2023

One-Month SOFR Futures, Jan 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 299

Daily History: 2022 - 2024

One-Month SOFR Futures, Feb 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 320

Daily History: 2022 - 2024

One-Month SOFR Futures, Mar 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 340

Daily History: 2022 - 2024

One-Month SOFR Futures, Apr 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 362

Daily History: 2022 - 2024

One-Month SOFR Futures, May 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 385

Daily History: 2022 - 2024

One-Month SOFR Futures, Jun 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 405

Daily History: 2022 - 2024

One-Month SOFR Futures, Jul 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 428

Daily History: 2022 - 2024

One-Month SOFR Futures, Aug 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 450

Daily History: 2022 - 2024

One-Month SOFR Futures, Sep 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 471

Daily History: 2022 - 2024

One-Month SOFR Futures, Oct 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 494

Daily History: 2022 - 2024

One-Month SOFR Futures, Nov 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 515

Daily History: 2022 - 2024

One-Month SOFR Futures, Dec 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 517

Daily History: 2022 - 2024

One-Month SOFR Futures, Jan 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 517

Daily History: 2023 - 2025

One-Month SOFR Futures, Feb 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 517

Daily History: 2023 - 2025

One-Month SOFR Futures, Mar 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 516

Daily History: 2023 - 2025

One-Month SOFR Futures, Apr 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 517

Daily History: 2023 - 2025

One-Month SOFR Futures, May 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 515

Daily History: 2023 - 2025

One-Month SOFR Futures, Jun 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 514

Daily History: 2023 - 2025

One-Month SOFR Futures, Jul 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 516

Daily History: 2023 - 2025

One-Month SOFR Futures, Aug 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 514

Daily History: 2023 - 2025

One-Month SOFR Futures, Sep 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 515

Daily History: 2023 - 2025

One-Month SOFR Futures, Oct 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 516

Daily History: 2023 - 2025

One-Month SOFR Futures, Nov 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 514

Daily History: 2023 - 2025

One-Month SOFR Futures, Dec 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 516

Daily History: 2024 - 2025

One-Month SOFR Futures, Jan 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 515

Daily History: 2024 - 2026

One-Month SOFR Futures, Feb 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 514

Daily History: 2024 - 2026

One-Month SOFR Futures, Mar 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 516

Daily History: 2024 - 2026

One-Month SOFR Futures, Apr 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 516

Daily History: 2024 - 2026

One-Month SOFR Futures, May 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 514

Daily History: 2024 - 2026

One-Month SOFR Futures, Jun 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 499

Daily History: 2024 - 2026

One-Month SOFR Futures, Jul 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 476

Daily History: 2024 - 2026

One-Month SOFR Futures, Aug 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 454

Daily History: 2024 - 2026

One-Month SOFR Futures, Sep 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 433

Daily History: 2024 - 2026

One-Month SOFR Futures, Oct 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 410

Daily History: 2024 - 2026

One-Month SOFR Futures, Nov 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 389

Daily History: 2024 - 2026

One-Month SOFR Futures, Dec 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 368

Daily History: 2025 - 2026

One-Month SOFR Futures, Jan 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 346

Daily History: 2025 - 2026

One-Month SOFR Futures, Feb 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 326

Daily History: 2025 - 2026

One-Month SOFR Futures, Mar 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 305

Daily History: 2025 - 2026

One-Month SOFR Futures, Apr 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 284

Daily History: 2025 - 2026

One-Month SOFR Futures, May 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 263

Daily History: 2025 - 2026

One-Month SOFR Futures, Jun 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 242

Daily History: 2025 - 2026

One-Month SOFR Futures, Jul 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 219

Daily History: 2025 - 2026

One-Month SOFR Futures, Aug 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 198

Daily History: 2025 - 2026

One-Month SOFR Futures, Sep 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 176

Daily History: 2025 - 2026

One-Month SOFR Futures, Oct 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 153

Daily History: 2025 - 2026

One-Month SOFR Futures, Nov 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 133

Daily History: 2025 - 2026

One-Month SOFR Futures, Dec 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 111

Daily History: 2026 - 2026

One-Month SOFR Futures, Jan 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 90

Daily History: 2026 - 2026

One-Month SOFR Futures, Feb 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 70

Daily History: 2026 - 2026

One-Month SOFR Futures, Mar 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 48

Daily History: 2026 - 2026

One-Month SOFR Futures, Apr 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 26

Daily History: 2026 - 2026

One-Month SOFR Futures, May 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 5

Daily History: 2026 - 2026