instrument report · Rates
Historical statistics for 3-Month SOFR over 4,295 observations, from 2022-01-03 to 2026-10-23. Every table shows its sample size (n) next to the percentage.
Historical frequencies, not forecasts: each row's sample size sits on the right.
After an inside day, does it break the prior range?
SR3
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| Day | Breaks | Stays inside | Sessions |
|---|---|---|---|
| Monday | 67.7% | 32.3% | 235 |
| Tuesday | 71.1% | 28.9% | 249 |
| Wednesday | 79.3% | 20.7% | 227 |
| Thursday | 72.6% | 27.4% | 248 |
| Friday | 81.0% | 19.0% | 248 |
n = 1,207 · 2022-01-03 to 2026-10-23 · historical futures data
Inside day = its high and low fit within the prior day's range. Breaking out is the norm; what informs is how far this instrument sits from that norm.
How close the day's range is to its average
SR3
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| Kind of day | Frequency | Days |
|---|---|---|
| Compressed (under 70% of the average range) | 39.4% | 484 |
| Normal (70-130%) | 37.8% | 464 |
| Expanded (over 130%) | 22.7% | 279 |
n = 1,227 · 2022-01-21 to 2026-10-23 · historical futures data
Compares each session's range with the instrument's own recent average range.
Sessions with a range above the average of the prior 20
SR3
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| Day | Range above its average | Sessions |
|---|---|---|
| Monday | 23.6% | 242 |
| Tuesday | 28.5% | 246 |
| Wednesday | 43.9% | 244 |
| Thursday | 38.4% | 245 |
| Friday | 43.0% | 244 |
n = 1,221 · 2022-01-31 to 2026-10-23 · historical futures data
Share of sessions whose range (high minus low) exceeds the average range of the 20 sessions before it. Measures size, not direction.
Monthly snapshot of October 24, 2026.
In the platform
These tables, with every row and refreshed every night, are inside Perfiltrade.
The tables on this page are our own work, built from historical futures data. You may reproduce them, translate them or build on them, including commercially, as long as you credit the source and link back to the original page. If you use them, tell us: we like knowing what they get used for.
Licence: CC BY 4.0
Suggested citation:
Perfiltrade (October 24, 2026). 3-Month SOFR (SR3): how much it moves, with its sample. https://www.perfiltrade.com/en/instruments/sr3
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Which Session Makes the Daily High and Low: 10 Futures, 39,937 Sessions
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Historical frequencies describe what happened; they do not guarantee what will happen and are not investment advice.