Futures CFDRates

Three-month SOFR futures CFD SOFR3M

95.9738100 minus the rateSEP26

CFD reference price, indicative
Market closed
Front month SEP26
As of Oct 24, 14:00 UTC

Three-month SOFR, the market’s path for US short-term rates. TickerLayer prices every listed month of Three-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.

Three-month SOFR forward curve

24 months priced

Contract	Last trade	Bid	Ask	Price	Carry, annualized
`SOFR3M.OCT26`Oct 2026	Jan 19	95.9675	95.9800	95.9738	–
`SOFR3M.NOV26`Nov 2026	Feb 16	95.8650	95.9000	95.8825	–
`SOFR3M.DEC26`C2Dec 2026	Mar 16	95.8200	95.8250	95.8225	–
`SOFR3M.JAN27`Jan 2027	Apr 20	95.7250	95.7550	95.7400	–
`SOFR3M.FEB27`Feb 2027	May 18	95.6600	95.6850	95.6725	–
`SOFR3M.MAR27`C3Mar 2027	Jun 15	95.5850	95.5900	95.5875	–
`SOFR3M.JUN27`Jun 2027	Sep 14	95.4350	95.4400	95.4375	–
`SOFR3M.SEP27`Sep 2027	Dec 14	95.3850	95.3900	95.3875	–
`SOFR3M.DEC27`Dec 2027	Mar 14	95.3950	95.4000	95.3975	–
`SOFR3M.MAR28`Mar 2028	Jun 20	95.4200	95.4250	95.4225	–
`SOFR3M.JUN28`Jun 2028	Sep 19	95.4400	95.4500	95.4450	–
`SOFR3M.SEP28`Sep 2028	Dec 19	95.4600	95.4650	95.4625	–
`SOFR3M.DEC28`Dec 2028	Mar 20	95.4800	95.4850	95.4825	–
`SOFR3M.MAR29`Mar 2029	Jun 18	95.5000	95.5050	95.5025	–
`SOFR3M.JUN29`Jun 2029	Sep 18	95.5100	95.5200	95.5150	–
`SOFR3M.SEP29`Sep 2029	Dec 18	95.5200	95.5250	95.5225	–
`SOFR3M.DEC29`Dec 2029	Mar 19	95.5200	95.5250	95.5225	–
`SOFR3M.MAR30`Mar 2030	Jun 18	95.5150	95.5200	95.5175	–
`SOFR3M.JUN30`Jun 2030	Sep 17	95.5100	95.5150	95.5125	–
`SOFR3M.SEP30`Sep 2030	Dec 17	95.4950	95.5000	95.4975	–
`SOFR3M.DEC30`Dec 2030	Mar 18	95.4750	95.4800	95.4775	–
`SOFR3M.MAR31`Mar 2031	Jun 17	95.4500	95.4550	95.4525	–
`SOFR3M.JUN31`Jun 2031	Sep 16	95.4200	95.4300	95.4250	–
`SOFR3M.SEP31`Sep 2031	Dec 16	95.3900	95.3950	95.3925	–

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.

Roll series

SOFR3M 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.

SOFR3M.R55-day roll
95.8225
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.
SOFR3M.R5C5-day roll, continuous
95.8225
100% on the next month
The same five-day window, with the weight moving every second of each session instead of once a day.
SOFR3M.CYCLEFull-cycle roll
95.9086
43% 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.
SOFR3M.NOTICERoll at first notice
95.8225
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.

Roll calendar

Next Three-month SOFR rolls

The dates every series follows, from GET /futures/roll-calendar/SOFR3M, which reaches up to 36 months ahead.

SEP26DEC26
5-day window
Aug 7 to Aug 13
Chain moves
Dec 14, 18:00 New York
Last trade
Dec 15
First notice
Aug 31
DEC26MAR27
5-day window
Nov 6 to Nov 12
Chain moves
Mar 15, 18:00 New York
Last trade
Mar 16
First notice
Nov 30

Symbols

Every SOFR3M symbol

Seven standing symbols, plus one dated symbol for every month the market lists, such as SOFR3M.SEP26.

front month: SOFR3M.C1
second month: SOFR3M.C2
third month: SOFR3M.C3
5-day roll: SOFR3M.R5
5-day roll, continuous: SOFR3M.R5C
full-cycle roll: SOFR3M.CYCLE
roll at first notice: SOFR3M.NOTICE
Listed months: MAR · JUN · SEP · DEC

Integration

SOFR3M 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/SOFR3M.C1?rolls=r5,cycle" \
  -H "x-api-key: YOUR_API_KEY"

GET Forward curve

curl "https://api.tickerlayer.com/futures/curve/SOFR3M" \
  -H "x-api-key: YOUR_API_KEY"

WS Subscribe on stream.tickerlayer.com

{
  "action": "subscribe",
  "channels": ["futures.quotes"],
  "symbols": ["SOFR3M.C1", "SOFR3M.R5"],
  "rolls": ["r5", "cycle"]
}

200 Quote shape, values from this page

{
  "symbol": "SOFR3M.C1",
  "kind": "chain",
  "contract": "SOFR3M.SEP26",
  "bid": 95.9675,
  "ask": 95.98,
  "price": 95.97375,
  "timestamp": 1792789199045,
  "rolls": {
    "r5": {
      "price": 95.8225,
      "weight": 1
    },
    "cycle": {
      "price": 95.9086,
      "weight": 0.4308
    }
  }
}

More futures CFDs

Frequently asked questions

What is the Three-month SOFR futures CFD?

SOFR3M is a contract for difference on Three-month SOFR futures that TickerLayer prices with its own methodology. Every listed contract month has its own symbol, such as SOFR3M.SEP26, 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 SOFR3M.C1 roll to the next month?

SOFR3M.C1 is the front month, SOFR3M.C2 and SOFR3M.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/SOFR3M.

What is the difference between SOFR3M.R5, SOFR3M.R5C, SOFR3M.CYCLE and SOFR3M.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 SOFR3M cover?

The chain walks through the MAR, JUN, SEP, 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=SOFR3M lists them with their last trade, roll and first notice dates; GET /futures/curve/SOFR3M prices them all in one call.

How do I stream SOFR3M in real time?

Subscribe to the futures.quotes channel with SOFR3M.C1 or any other SOFR3M symbol. Add "rolls": ["r5", "cycle"] to the subscribe message to receive the roll series on the SOFR3M.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 SOFR3M 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.