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 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%