THREE-MONTH SOFR - MARGINS

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
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 03/2021 160 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 06/2021 210 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 09/2021 220 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 12/2021 230 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2022 03/2022 235 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 06/2022 255 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 09/2022 280 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2022 12/2022 300 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 12/2023 325 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2024 06/2030 360 USD 25.000%

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2021 CME Group Inc. All rights reserved.

Disclaimer  |  Privacy Policy  |  Cookie Policy  |  Terms of Use  |  Data Terms of Use  |  Modern Slavery Act Transparency Statement  |  Report a Security Concern