• SOFR and Treasury options were added into CME Group's Portfolio Margining with OTC Swaps on December 12, 2022. Client average daily savings were $8.4 billion in 4Q22 • December SOFR futures RPC is closely approaching legacy Eurodollar futures RPC With significant rally of the U.S. dollar throughout most of 2022, and varying pace of global central bank policies causing interest rate differentials, the global foreign exchange market is in a highervolatility environment and CME Group FX ADV has come alive in ...