One-month SOFR futures CFD SOFR1M

96.0988100 minus the rateNOV26

CFD reference price, indicative
Market closed
Front month NOV26
As of Nov 15, 13:16 UTC

One-month SOFR, the month by month path the market prices for US overnight rates. TickerLayer prices every listed month of One-month SOFR as a CFD with its own methodology, then publishes the front-month chain and four roll series on top: one symbol for whichever way your product rolls.

One-month SOFR forward curve

15 months priced

Contract	Last trade	Bid	Ask	Price	Carry, annualized
`SOFR1M.NOV26`C1Nov 2026	Nov 30	96.0975	96.1000	96.0988	–
`SOFR1M.DEC26`C2Dec 2026	Dec 31	95.9050	95.9150	95.9100	–
`SOFR1M.JAN27`C3Jan 2027	Jan 29	95.7950	95.8050	95.8000	–
`SOFR1M.FEB27`Feb 2027	Feb 26	95.6500	95.6600	95.6550	–
`SOFR1M.MAR27`Mar 2027	Mar 31	95.5750	95.5850	95.5800	–
`SOFR1M.APR27`Apr 2027	Apr 30	95.4950	95.5050	95.5000	–
`SOFR1M.MAY27`May 2027	May 28	95.4200	95.4250	95.4225	–
`SOFR1M.JUN27`Jun 2027	Jun 30	95.3450	95.3550	95.3500	–
`SOFR1M.JUL27`Jul 2027	Jul 30	95.3100	95.3150	95.3125	–
`SOFR1M.AUG27`Aug 2027	Aug 31	95.2750	95.2800	95.2775	–
`SOFR1M.SEP27`Sep 2027	Sep 30	95.2450	95.2650	95.2550	–
`SOFR1M.OCT27`Oct 2027	Oct 29	95.2200	95.2450	95.2325	–
`SOFR1M.NOV27`Nov 2027	Nov 30	95.1950	95.2500	95.2225	–
`SOFR1M.DEC27`Dec 2027	Dec 31	95.0850	95.3950	95.2400	–
`SOFR1M.JAN28`Jan 2028	Jan 31	95.0900	95.4050	95.2475	–

Price is the mid of bid and ask, in 100 minus the rate. Carry is the annualized change from the month before. A month whose book is too wide to trust is left off rather than shown with a misleading price.

SOFR1M rolled four ways

Each series blends the front month with the next on its own schedule and reports the weight it holds on the next month. Pick the one that matches how your product rolls.

SOFR1M.R55-day roll
95.9100
100% on the next month
Moves to the next month in five equal steps, one at each 17:00 New York close over business days 5 to 9 of the roll month.
SOFR1M.R5C5-day roll, continuous
95.9100
100% on the next month
The same five-day window, with the weight moving every second of each session instead of once a day.
SOFR1M.CYCLEFull-cycle roll
96.0089
48% on the next month
Moves a little every weekday across the whole cycle, from the previous roll date to the next, so the series never jumps.
SOFR1M.NOTICERoll at first notice
95.9100
100% on the next month
Holds the front month and switches in one step at the first notice date, the last weekday before the contract month.

Next One-month SOFR rolls

The dates every series follows, from GET /futures/roll-calendar/SOFR1M, which reaches up to 36 months ahead.

NOV26DEC26
5-day window
Oct 7 to Oct 13
Chain moves
Nov 29, 18:00 New York
Last trade
Nov 30
First notice
Oct 30
DEC26JAN27
5-day window
Nov 6 to Nov 12
Chain moves
Dec 30, 18:00 New York
Last trade
Dec 31
First notice
Nov 30

Every SOFR1M symbol

Seven standing symbols, plus one dated symbol for every month the market lists, such as SOFR1M.NOV26.

front month: SOFR1M.C1
second month: SOFR1M.C2
third month: SOFR1M.C3
5-day roll: SOFR1M.R5
5-day roll, continuous: SOFR1M.R5C
full-cycle roll: SOFR1M.CYCLE
roll at first notice: SOFR1M.NOTICE
Listed months: JAN · FEB · MAR · APR · MAY · JUN · JUL · AUG · SEP · OCT · NOV · DEC

SOFR1M in your app, in real time

One quote call with the roll series you want, one curve call for every month, one WebSocket subscription for every change after that.

GET Front month with two roll series

curl "https://api.tickerlayer.com/futures/quote/SOFR1M.C1?rolls=r5,cycle" \
  -H "x-api-key: YOUR_API_KEY"

GET Forward curve

curl "https://api.tickerlayer.com/futures/curve/SOFR1M" \
  -H "x-api-key: YOUR_API_KEY"

WS Subscribe on stream.tickerlayer.com

{
  "action": "subscribe",
  "channels": ["futures.quotes"],
  "symbols": ["SOFR1M.C1", "SOFR1M.R5"],
  "rolls": ["r5", "cycle"]
}

200 Quote shape, values from this page

{
  "symbol": "SOFR1M.C1",
  "kind": "chain",
  "contract": "SOFR1M.NOV26",
  "bid": 96.0975,
  "ask": 96.1,
  "price": 96.09875,
  "timestamp": 1794607200082,
  "rolls": {
    "r5": {
      "price": 95.91,
      "weight": 1
    },
    "cycle": {
      "price": 96.0089,
      "weight": 0.4762
    }
  }
}

Frequently asked questions

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What is the One-month SOFR futures CFD?

SOFR1M is a contract for difference on One-month SOFR futures that TickerLayer prices with its own methodology. Every listed contract month has its own symbol, such as SOFR1M.NOV26, and the front-month chain and four roll series are built from those months. Prices are in 100 minus the rate. It is a calculated reference price, not a futures contract and not the official settlement price of any market.

How does SOFR1M.C1 roll to the next month?

SOFR1M.C1 is the front month, SOFR1M.C2 and SOFR1M.C3 the next two. The chain moves to the next month at 18:00 New York time on the roll date and carries raw prices with no adjustment, so it can step at each roll. The roll date of the current front month is in the roll_date field of every quote and in GET /futures/roll-calendar/SOFR1M.

What is the difference between SOFR1M.R5, SOFR1M.R5C, SOFR1M.CYCLE and SOFR1M.NOTICE?

All four blend the front month with the next one, on different schedules. R5 steps 20% a day over five business days of the roll month, R5C makes the same move second by second, CYCLE moves a little every weekday across the whole cycle, and NOTICE switches in one step at the first notice date. Each frame carries the weight on the next month, the two legs and their prices.

Which contract months does SOFR1M cover?

The chain walks through the JAN, FEB, MAR, APR, MAY, JUN, JUL, AUG, SEP, OCT, NOV, DEC months, and every month the market lists is also available as a dated symbol for as long as it trades. GET /futures/contracts?base=SOFR1M lists them with their last trade, roll and first notice dates; GET /futures/curve/SOFR1M prices them all in one call.

How do I stream SOFR1M in real time?

Subscribe to the futures.quotes channel with SOFR1M.C1 or any other SOFR1M symbol. Add "rolls": ["r5", "cycle"] to the subscribe message to receive the roll series on the SOFR1M.C1 frames as well. Snapshots are sent on subscribe, and every frame carries a per-symbol sequence number and microsecond timestamps.

How do I get access to SOFR1M prices?

Products, contract months and roll calendars answer every API key, so you can integrate before you buy. Prices, the curve and the stream come with a Futures CFDs plan: Individual for your own use, Business for commercial use in your product, both with hosted checkout.

Futures CFDs are reference prices that TickerLayer calculates with its own methodology, one per contract month, chain position or roll series. They are not futures contracts, not executable, and not the official settlement, closing or index price of any market. TickerLayer publishes data only: it does not list, offer, broker or clear any contract, and it is not affiliated with, sponsored or endorsed by any trading venue, index provider or benchmark administrator. See the market data disclaimer.