THREE-MONTH SOFR - MARGINS

Start Period End Period
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 03/2021 160 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 06/2021 175 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 09/2021 200 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 03/2022 210 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 06/2022 220 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 09/2022 250 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2022 12/2022 280 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 03/2023 320 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2023 06/2023 370 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2023 09/2023 400 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2023 03/2024 460 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2024 09/2030 500 USD 25.000%