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One-Month SOFR Margins

CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. One-Month SOFR futures (SR1) are cash settled and based on the arithmetic average of daily SOFR values during the contract delivery month. 

Start Period End Period
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 05/2019 06/2019 185 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2019 07/2019 200 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 08/2019 08/2019 215 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 09/2019 09/2019 250 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 10/2019 10/2019 280 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2019 11/2019 330 USD 8.000%