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 180 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 09/2021 190 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 12/2021 200 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2022 03/2022 210 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 06/2022 225 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 260 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 12/2023 270 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2024 06/2030 300 USD 25.000%

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