THREE-MONTH SOFR - MARGINS

Start Period End Period
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2020 12/2020 145 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 06/2021 180 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 12/2021 180 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2022 06/2022 190 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 12/2022 210 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 12/2023 215 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2024 06/2025 250 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2025 06/2030 260 USD 25.000%