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.

Three-Month SOFR Futures Historical Futures Data

Financials | Short-Term Interest Rates

Historical daily data for SR3 futures on ICE Futures U.S.. The dataset contains 36 daily contracts covering 2022-09-21 through 2026-06-05.

Daily Only

(INFO) | Price: $5.00

Daily Contracts: 36

Avg. Weekday Coverage: 92.54%

Daily Observations: 20778

Daily History: 2022 - 2026

Contracts With OI: 16

First OI Obs: 2022-09-21

Contracts With Volume: 17

First Volume Obs: 2022-09-21

Available Contracts

Three-Month SOFR Futures, Dec 2022

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 71

Daily History: 2022 - 2023

Three-Month SOFR Futures, Mar 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 140

Daily History: 2022 - 2023

Three-Month SOFR Futures, Jun 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 205

Daily History: 2022 - 2023

Three-Month SOFR Futures, Sep 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 270

Daily History: 2022 - 2023

Three-Month SOFR Futures, Dec 2023

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 333

Daily History: 2022 - 2024

Three-Month SOFR Futures, Mar 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 397

Daily History: 2022 - 2024

Three-Month SOFR Futures, Jun 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 462

Daily History: 2022 - 2024

Three-Month SOFR Futures, Sep 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 527

Daily History: 2022 - 2024

Three-Month SOFR Futures, Dec 2024

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 590

Daily History: 2022 - 2025

Three-Month SOFR Futures, Mar 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 653

Daily History: 2022 - 2025

Three-Month SOFR Futures, Jun 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 718

Daily History: 2022 - 2025

Three-Month SOFR Futures, Sep 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 783

Daily History: 2022 - 2025

Three-Month SOFR Futures, Dec 2025

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 846

Daily History: 2022 - 2026

Three-Month SOFR Futures, Mar 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Sep 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Dec 2026

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Mar 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Jun 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Sep 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Dec 2027

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Mar 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Jun 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 904

Daily History: 2022 - 2026

Three-Month SOFR Futures, Sep 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 891

Daily History: 2022 - 2026

Three-Month SOFR Futures, Dec 2028

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 834

Daily History: 2023 - 2026

Three-Month SOFR Futures, Mar 2029

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 763

Daily History: 2023 - 2026

Three-Month SOFR Futures, Jun 2029

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 699

Daily History: 2023 - 2026

Three-Month SOFR Futures, Sep 2029

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 634

Daily History: 2023 - 2026

Three-Month SOFR Futures, Dec 2029

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 571

Daily History: 2024 - 2026

Three-Month SOFR Futures, Mar 2030

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 507

Daily History: 2024 - 2026

Three-Month SOFR Futures, Jun 2030

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 442

Daily History: 2024 - 2026

Three-Month SOFR Futures, Sep 2030

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 377

Daily History: 2024 - 2026

Three-Month SOFR Futures, Dec 2030

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 314

Daily History: 2025 - 2026

Three-Month SOFR Futures, Mar 2031

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 251

Daily History: 2025 - 2026

Three-Month SOFR Futures, Jun 2031

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 185

Daily History: 2025 - 2026

Three-Month SOFR Futures, Sep 2031

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 121

Daily History: 2025 - 2026

Three-Month SOFR Futures, Dec 2031

Daily Only | Financials | Short-Term Interest Rates

Daily Observations: 58

Daily History: 2026 - 2026