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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 10/2020 10/2020 450 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2020 08/2021 450 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 09/2020 09/2020 400 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 08/2020 08/2020 300 USD 40.000%