collateral yield

In the CFAI text, it stated that it is earned because of the assumption that when investing in a commodity future index, the full value of the underlying futures contract is invested at a risk free rate as the invetor post 100 percent margin with Tbills. Can someone help me to understand the meaning? Thanks!

like synthetic index for equities… it assumes that we invest in synthetic commodities combining the futures + Risk free asset… so the collateral retuen

thank you, zidane2.