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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. 

Start Period End Period
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2020 12/2020 280 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 06/2021 280 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 12/2029 280 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2020 06/2020 190 USD 45.000%