Interest Rate Futures · CME

3-Month SOFR (SR3)

The secured overnight financing rate benchmark.

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Tick coverage: 2019-06-03 → 2026-10-26
Bar timeframes: 8 published
Catalog updated: 2026-10-26

SR3 Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

SR3 annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free2.3 MB	1.2 MB	850.3 KB	485.2 KB	145.1 KB	89.9 KB	41.3 KB	21.2 KB
2025	2.9 MB	1.5 MB	1001.3 KB	563.7 KB	170.9 KB	107.1 KB	49.3 KB	25.3 KB
2024	3.1 MB	1.6 MB	1.1 MB	621.4 KB	183.2 KB	112.5 KB	51.1 KB	25.8 KB
2023	3.4 MB	1.7 MB	1.1 MB	653.4 KB	189.4 KB	116.5 KB	53.1 KB	26.3 KB
2022	2.3 MB	1.3 MB	979.6 KB	600.0 KB	187.1 KB	117.1 KB	54.0 KB	26.6 KB
2021	175.8 KB	144.3 KB	128.9 KB	107.3 KB	64.3 KB	51.3 KB	34.7 KB	22.9 KB
2020	113.8 KB	98.1 KB	89.9 KB	77.1 KB	53.0 KB	44.3 KB	32.6 KB	23.6 KB
2019	44.8 KB	40.9 KB	37.9 KB	35.0 KB	27.4 KB	24.0 KB	18.8 KB	14.7 KB

Continuous futures data (8)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

SR3 back-adjusted continuous files by year
Year	Size	File
2026	22.2 MB	download
2025	29.0 MB	download
2024	32.1 MB	download
2023	33.7 MB	download
2022	23.1 MB	download
2021	1005.1 KB	download
2020	429.1 KB	download
2019	124.6 KB	download

All contracts (35)

SR3 per-contract tick datasets
Contract	Coverage	Rows	Size	File
SR3Z7	2022-01 to 2026-10	7,548,481	101.6 MB	parquet
SR3M7	2022-01 to 2026-10	8,967,547	113.7 MB	parquet
SR3H7	2021-11 to 2026-10	9,899,743	124.1 MB	parquet
SR3Z6	2021-11 to 2026-10	12,844,263	151.7 MB	parquet
SR3M6	2021-11 to 2026-09	11,411,829	135.8 MB	parquet
SR3H6	2021-11 to 2026-06	11,206,787	133.7 MB	parquet
SR3U7	2021-10 to 2026-10	7,763,081	105.1 MB	parquet
SR3U6	2021-10 to 2026-10	11,327,226	135.6 MB	parquet
SR3Z5	2021-09 to 2026-03	14,022,961	155.9 MB	parquet
SR3U5	2021-09 to 2025-12	11,282,744	132.8 MB	parquet
SR3H5	2021-08 to 2025-06	10,402,776	122.7 MB	parquet
SR3Z4	2021-06 to 2025-03	12,962,885	138.5 MB	parquet
SR3U4	2021-06 to 2024-12	9,926,360	114.0 MB	parquet
SR3M4	2021-04 to 2024-09	9,746,940	109.4 MB	parquet
SR3M5	2021-03 to 2025-09	11,173,056	129.4 MB	parquet
SR3H4	2021-02 to 2024-06	8,823,049	100.8 MB	parquet
SR3Z3	2021-01 to 2024-01	9,606,497	104.3 MB	parquet
SR3U3	2021-01 to 2023-12	7,811,470	88.3 MB	parquet
SR3M3	2020-12 to 2023-09	7,232,534	80.2 MB	parquet
SR3H3	2020-11 to 2023-06	5,183,867	59.9 MB	parquet
SR3Z2	2020-09 to 2022-12	3,905,102	45.2 MB	parquet
SR3U2	2020-05 to 2022-12	2,481,588	31.4 MB	parquet
SR3M2	2020-04 to 2022-09	1,402,350	19.4 MB	parquet
SR3H2	2020-03 to 2022-06	693,668	9.7 MB	parquet
SR3Z1	2019-06 to 2021-12	161,164	1.9 MB	parquet
SR3U1	2019-06 to 2021-12	110,972	1.3 MB	parquet
SR3M1	2019-06 to 2021-09	84,561	1.1 MB	parquet
SR3H1	2019-06 to 2021-06	69,174	904.8 KB	parquet
SR3Z0	2019-06 to 2020-12	53,133	718.6 KB	parquet
SR3U0	2019-06 to 2020-12	59,606	822.3 KB	parquet
SR3M0	2019-06 to 2020-09	45,151	651.2 KB	parquet
SR3H0	2019-06 to 2020-06	24,864	367.2 KB	parquet
SR3Z9	2019-06 to 2020-01	19,769	296.2 KB	parquet
SR3U9	2019-06 to 2019-12	15,682	234.5 KB	parquet
SR3M9	2019-06 to 2019-09	1,915	37.3 KB	parquet

Latest 20 rolls

Latest 20 of 30 rolls. Download the full JSON ledger.

SR3 latest roll records
Session	From	To	Diff	Old volume	New volume
2026-09-01	SR3U26-CME	SR3Z26-CME	-0.2275	284,353	318,314
2026-08-17	SR3M26-CME	SR3U26-CME	-0.1475	12,448	232,604
2026-05-18	SR3H26-CME	SR3M26-CME	-0.0275	102,322	259,055
2026-02-17	SR3Z25-CME	SR3H26-CME	0.05	57,548	271,466
2025-11-17	SR3U25-CME	SR3Z25-CME	0.2775	54,196	322,720
2025-08-18	SR3M25-CME	SR3U25-CME	0.2625	10,159	223,408
2025-05-19	SR3H25-CME	SR3M25-CME	0.0375	15,654	253,940
2025-02-17	SR3Z24-CME	SR3H25-CME	0.045	8,149	12,970
2024-11-18	SR3U24-CME	SR3Z24-CME	0.3075	15,322	318,780
2024-08-19	SR3M24-CME	SR3U24-CME	0.42	17,689	273,867
2024-05-21	SR3H24-CME	SR3M24-CME	0.03	7,378	177,213
2023-12-06	SR3Z23-CME	SR3H24-CME	0.25	203,855	220,925
2023-11-20	SR3U23-CME	SR3Z23-CME	-0.0325	50,623	139,623
2023-08-21	SR3M23-CME	SR3U23-CME	-0.18	16,483	182,839
2023-05-22	SR3H23-CME	SR3M23-CME	-0.245	22,090	264,410
2022-11-30	SR3Z22-CME	SR3H23-CME	-0.355	197,211	224,162
2022-11-21	SR3U22-CME	SR3Z22-CME	-1.085	37,587	141,075
2022-08-22	SR3M22-CME	SR3U22-CME	-1.215	14,636	121,663
2022-05-16	SR3H22-CME	SR3M22-CME	-1.0825	13,884	84,131
2021-12-03	SR3Z21-CME	SR3H22-CME	-0.0875	23,543	32,030

SR3 Instrument specifications

Exchange: CME
Contract listings: Quarterly · H/M/U/Z
Minimum tick: 0.0025
Point value: 2500.00 USD

Methodology

Per-contract, continuous and bar files are derived datasets. Continuous datasets join contracts with documented rolls and additive adjustments; bars aggregate ticks into OHLCV.

Read the schemas, timeframe rules and HTTP documentation.

SR3 Quick start

View Python example

curl -LO https://historicalfuturesdata.com/SR3/bars/10s/cme.sr3.bars.10s.2026.parquet

import pandas as pd
df = pd.read_parquet("cme.sr3.bars.10s.2026.parquet")

import polars as pl
df = pl.read_parquet("cme.sr3.bars.10s.2026.parquet")

Frequently asked questions about SR3 historical data

What period does SR3 cover?

2019-06-03 → 2026-10-26. This range comes from the current instrument catalog.

Which SR3 timeframes are published?

10s, 1m, 2m, 5m, 30m, 1h, 4h, 1D. The bars table lists each available annual download.

How do I get a SR3 sample?

Download cme.sr3.bars.10s.2026.parquet using the free sample button. No account or API key is needed for this 10-second sample.