Report Jul 21, 2026 · live minutes after CFTC

3-Month SOFR Futures Calculator

SR3 · CME · tick 0.005 = $12.50 · point = $2,500.00

Worked example — A 10-tick move on 1 3-Month SOFR contract (SR3) is $125.00 — tick size 0.005 × tick value $12.50.

ExchangeCME
SymbolSR3
Contract unit$2,500 x IMM index
Tick size0.005
Tick value$12.50
Point value$2,500.00
Quote notemonths within 4 months of expiry tick at 0.0025 = $6.25

Full contract details: 3-Month SOFR specifications · positioning: 3-Month SOFR COT report · history: CSV.

FAQ

What is one tick worth on 3-Month SOFR (SR3)?
$12.50 per contract — the contract moves in 0.005 increments.
What is a full point worth on SR3?
$2,500.00 per contract (tick value ÷ tick size).
How much is a 10-tick move on SR3?
$125.00 per contract.

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Calculators are arithmetic on contract specifications, not advice. Futures trading involves substantial risk of loss. Specs from exchange sources, verified 2026-07-25 — methodology.