Three-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. Three-Month SOFR futures are cash settled and based on a business-day compounded SOFR per annum during contract Reference Quarter.
| CME | INTEREST RATES | 3M SOFR FUTURES | S0 | 12 USD | |
|---|---|---|---|---|---|
| CME | INTEREST RATES | 3M SOFR FUTURES | S01 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S02 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S03 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S04 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S05 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S2 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S21 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S22 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S23 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S24 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S25 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S3 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S31 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S32 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S33 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S34 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S35 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S4 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | S5 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | SR3 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | TS2 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | TS3 | 12 USD | |
| CME | INTEREST RATES | 3M SOFR FUTURES | TS4 | 12 USD | |
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