Intras for Margins

Ratio Side Start Period End Period Maintenance
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

03/2032
11/2030

05/2032
110 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

06/2032
11/2030

08/2032
120 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

09/2032
11/2030

09/2032
175 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
12/2030

03/2031

09/2031

12/2031
02/2031

05/2031

11/2031

02/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
12/2030

03/2031

06/2031

09/2031
02/2031

05/2031

08/2031

11/2031
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2030

03/2031

06/2031
02/2031

05/2031

08/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
12/2030

03/2031

06/2031

09/2031
02/2031

05/2031

08/2031

11/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

03/2031
02/2031

05/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
12/2030

06/2031

12/2031

06/2032
02/2031

08/2031

02/2032

08/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2030

06/2031

12/2031
02/2031

08/2031

02/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

06/2031
02/2031

08/2031
80 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
12/2030

06/2031

12/2031

06/2032
02/2031

08/2031

02/2032

08/2032
125 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2030

09/2031

06/2032
02/2031

11/2031

08/2032
90 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

09/2031
02/2031

11/2031
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

12/2031
02/2031

02/2032
85 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

03/2032
02/2031

05/2032
100 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

06/2032
02/2031

08/2032
110 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

09/2032
02/2031

09/2032
120 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
03/2031

06/2031

12/2031

03/2032
05/2031

08/2031

02/2032

05/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2031

06/2031

09/2031

12/2031
05/2031

08/2031

11/2031

02/2032
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2031

06/2031

09/2031
05/2031

08/2031

11/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2031

06/2031

09/2031

12/2031
05/2031

08/2031

11/2031

02/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

06/2031
05/2031

08/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2031

09/2031

03/2032

09/2032
05/2031

11/2031

05/2032

09/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2031

09/2031

03/2032
05/2031

11/2031

05/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

09/2031
05/2031

11/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2031

09/2031

03/2032

09/2032
05/2031

11/2031

05/2032

09/2032
125 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2031

12/2031

09/2032
05/2031

02/2032

09/2032
90 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

12/2031
05/2031

02/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

03/2032
05/2031

05/2032
85 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

06/2032
05/2031

08/2032
100 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

09/2032
05/2031

09/2032
110 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
06/2031

09/2031

03/2032

06/2032
08/2031

11/2031

05/2032

08/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
06/2031

09/2031

12/2031

03/2032
08/2031

11/2031

02/2032

05/2032
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2031

09/2031

12/2031
08/2031

11/2031

02/2032
50 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
06/2031

09/2031

12/2031

03/2032
08/2031

11/2031

02/2032

05/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2031

09/2031
08/2031

11/2031
40 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2031

12/2031

06/2032
08/2031

02/2032

08/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2031

12/2031
08/2031

02/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2031

03/2032
08/2031

05/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2031

06/2032
08/2031

08/2032
85 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2031

09/2032
08/2031

09/2032
100 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
09/2031

12/2031

06/2032

09/2032
11/2031

02/2032

08/2032

09/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
09/2031

12/2031

03/2032

06/2032
11/2031

02/2032

05/2032

08/2032
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2031

12/2031

03/2032
11/2031

02/2032

05/2032
50 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
09/2031

12/2031

03/2032

06/2032
11/2031

02/2032

05/2032

08/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2031

12/2031
11/2031

02/2032
40 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2031

03/2032

09/2032
11/2031

05/2032

09/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2031

03/2032
11/2031

05/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2031

06/2032
11/2031

08/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2031

09/2032
11/2031

09/2032
85 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
12/2031

03/2032

06/2032

09/2032
02/2032

05/2032

08/2032

09/2032
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2031

03/2032

06/2032
02/2032

05/2032

08/2032
50 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
12/2031

03/2032

06/2032

09/2032
02/2032

05/2032

08/2032

09/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2031

03/2032
02/2032

05/2032
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2031

06/2032
02/2032

08/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2031

09/2032
02/2032

09/2032
75 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2032

06/2032

09/2032
05/2032

08/2032

09/2032
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2032

06/2032
05/2032

08/2032
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2032

09/2032
05/2032

09/2032
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2032

09/2032
08/2032

09/2032
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
B

A
09/2032

09/2032
09/2032

09/2032
50 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
10/2022

11/2022
10/2022

11/2022
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
10/2022

11/2022

12/2022
10/2022

11/2022

12/2022
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
11/2022

12/2022
11/2022

12/2022
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
11/2022

12/2022

01/2023
11/2022

12/2022

01/2023
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
12/2022

01/2023
12/2022

01/2023
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
12/2022

01/2023

02/2023
12/2022

01/2023

02/2023
550 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
01/2023

02/2023
01/2023

02/2023
225 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
01/2023

02/2023

03/2023
01/2023

02/2023

03/2023
550 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
02/2023

03/2023

04/2023
02/2023

03/2023

04/2023
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
02/2023

03/2023
02/2023

03/2023
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
03/2023

04/2023
03/2023

04/2023
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
04/2023

05/2023
04/2023

05/2023
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
05/2023

06/2023
05/2023

06/2023
175 USD
CME INTEREST RATES LIBOR EM 1

1
B

A
10/2022

10/2022
01/2023

01/2023
225 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
10/2022

02/2023
01/2023

06/2023
500 USD
CME INTEREST RATES LIBOR EM 1

1
B

A
02/2023

02/2023
06/2023

06/2023
250 USD
CME INTEREST RATES ETHER BTIC EMB 1

1
B

A
09/2022

09/2022
03/2024

03/2024
0 USD
CME INTEREST RATES ETHER BTIC ENB 1

1
B

A
09/2022

09/2022
03/2024

03/2024
1 USD
CME INTEREST RATES ETHER BTIC ETB 1

1
B

A
09/2022

09/2022
03/2024

03/2024
1 USD
CME INTEREST RATES ETHER BTIC EYB 1

1
B

A
09/2022

09/2022
03/2024

03/2024
0 USD
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
B

A
09/2022

09/2022
11/2022

11/2022
350 GBP
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
A

B
09/2022

12/2022
11/2022

11/2023
700 GBP
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
B

A
12/2022

12/2022
11/2023

11/2023
500 GBP
CME INTEREST RATES SR3-ED INTERCOMMODITY SPREAD SED 1

1
B

A
09/2023

09/2023
03/2032

03/2032
1 USD
CME INTEREST RATES SR3-ED INTERCOMMODITY SPREAD SEP 1

1
B

A
09/2023

09/2023
03/2032

03/2032
1 USD
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

12/2022

03/2023
11/2022

02/2023

05/2023
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2022
11/2022

02/2023
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

12/2022

03/2023

06/2023
11/2022

02/2023

05/2023

08/2023
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

03/2023

09/2023
11/2022

05/2023

11/2023
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

03/2023
11/2022

05/2023
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

03/2023

09/2023

03/2024
11/2022

05/2023

11/2023

05/2024
760 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

06/2023

03/2024
11/2022

08/2023

05/2024
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

06/2023
11/2022

08/2023
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

06/2023

03/2024

12/2024
11/2022

08/2023

05/2024

02/2025
700 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

09/2023

09/2024
11/2022

11/2023

11/2024
700 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

09/2023
11/2022

11/2023
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

09/2023

09/2024

09/2025
11/2022

11/2023

11/2024

11/2025
740 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

12/2023

03/2025
11/2022

02/2024

05/2025
850 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2023
11/2022

02/2024
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

12/2023

03/2025

06/2026
11/2022

02/2024

05/2025

08/2026
850 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

03/2024

09/2025
11/2022

05/2024

11/2025
875 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

03/2024
11/2022

05/2024
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

03/2024

09/2025

03/2027
11/2022

05/2024

11/2025

05/2027
850 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

06/2024

03/2026
11/2022

08/2024

05/2026
875 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

06/2024
11/2022

08/2024
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

09/2024

09/2026
11/2022

11/2024

11/2026
900 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

09/2024
11/2022

11/2024
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

12/2024

03/2027
11/2022

02/2025

05/2027
900 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2024
11/2022

02/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

03/2025
11/2022

05/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

06/2025
11/2022

08/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

09/2025
11/2022

11/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2025
11/2022

02/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

03/2026
11/2022

05/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

06/2026
11/2022

08/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

09/2026
11/2022

11/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2026
11/2022

02/2027
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

03/2027
11/2022

05/2027
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

06/2027
11/2022

06/2027
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2022

03/2023

06/2023

09/2023
02/2023

05/2023

08/2023

11/2023
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2023
02/2023

05/2023
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

03/2023

06/2023
02/2023

05/2023

08/2023
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

06/2023

12/2023
02/2023

08/2023

02/2024
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

06/2023
02/2023

08/2023
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2022

06/2023

12/2023

06/2024
02/2023

08/2023

02/2024

08/2024
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

09/2023

06/2024
02/2023

11/2023

08/2024
525 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

09/2023
02/2023

11/2023
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2022

09/2023

06/2024

03/2025
02/2023

11/2023

08/2024

05/2025
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

12/2023

12/2024
02/2023

02/2024

02/2025
700 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

12/2023
02/2023

02/2024
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2022

12/2023

12/2024

12/2025
02/2023

02/2024

02/2025

02/2026
675 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

03/2024

06/2025
02/2023

05/2024

08/2025
720 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2024
02/2023

05/2024
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2022

03/2024

06/2025

09/2026
02/2023

05/2024

08/2025

11/2026
850 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

06/2024

12/2025
02/2023

08/2024

02/2026
725 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

06/2024
02/2023

08/2024
650 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2022

06/2024

12/2025

06/2027
02/2023

08/2024

02/2026

06/2027
850 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

09/2024

06/2026
02/2023

11/2024

08/2026
825 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

09/2024
02/2023

11/2024
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

12/2024

12/2026
02/2023

02/2025

02/2027
900 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

12/2024
02/2023

02/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

03/2025

06/2027
02/2023

05/2025

06/2027
900 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2025
02/2023

05/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

06/2025
02/2023

08/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

09/2025
02/2023

11/2025
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

12/2025
02/2023

02/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2026
02/2023

05/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

06/2026
02/2023

08/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

09/2026
02/2023

11/2026
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

12/2026
02/2023

02/2027
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2027
02/2023

05/2027
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

06/2027
02/2023

06/2027
750 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

06/2023

09/2023
05/2023

08/2023

11/2023
190 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2023
05/2023

08/2023
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2023

06/2023

09/2023

12/2023
05/2023

08/2023

11/2023

02/2024
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

09/2023

03/2024
05/2023

11/2023

05/2024
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

09/2023
05/2023

11/2023
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2023

09/2023

03/2024

09/2024
05/2023

11/2023

05/2024

11/2024
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

12/2023

09/2024
05/2023

02/2024

11/2024
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

12/2023
05/2023

02/2024
475 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2023

12/2023

09/2024

06/2025
05/2023

02/2024

11/2024

08/2025
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

03/2024

03/2025
05/2023

05/2024

05/2025
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

03/2024
05/2023

05/2024
525 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2023

03/2024

03/2025

03/2026
05/2023

05/2024

05/2025

05/2026
675 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

06/2024

09/2025
05/2023

08/2024

11/2025
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2024
05/2023

08/2024
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2023

06/2024

09/2025

12/2026
05/2023

08/2024

11/2025

02/2027
850 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

09/2024

03/2026
05/2023

11/2024

05/2026
725 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

09/2024
05/2023

11/2024
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

12/2024

09/2026
05/2023

02/2025

11/2026
825 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

12/2024
05/2023

02/2025
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2023

03/2025

03/2027
05/2023

05/2025

05/2027
900 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

03/2025
05/2023

05/2025
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2025
05/2023

08/2025
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

09/2025
05/2023

11/2025
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

12/2025
05/2023

02/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

03/2026
05/2023

05/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2026
05/2023

08/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

09/2026
05/2023

11/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

12/2026
05/2023

02/2027
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

03/2027
05/2023

05/2027
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2027
05/2023

06/2027
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2023
08/2023

11/2023
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2023

09/2023

12/2023

03/2024
08/2023

11/2023

02/2024

05/2024
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

09/2023

12/2023
08/2023

11/2023

02/2024
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

12/2023

06/2024
08/2023

02/2024

08/2024
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

12/2023
08/2023

02/2024
425 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2023

12/2023

06/2024

12/2024
08/2023

02/2024

08/2024

02/2025
425 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

03/2024

12/2024
08/2023

05/2024

02/2025
475 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

03/2024
08/2023

05/2024
475 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2023

03/2024

12/2024

09/2025
08/2023

05/2024

02/2025

11/2025
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

06/2024

06/2025
08/2023

08/2024

08/2025
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

06/2024
08/2023

08/2024
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2023

06/2024

06/2025

06/2026
08/2023

08/2024

08/2025

08/2026
675 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

09/2024

12/2025
08/2023

11/2024

02/2026
575 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2024
08/2023

11/2024
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2023

09/2024

12/2025

03/2027
08/2023

11/2024

02/2026

05/2027
800 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

12/2024

06/2026
08/2023

02/2025

08/2026
725 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

12/2024
08/2023

02/2025
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

03/2025

12/2026
08/2023

05/2025

02/2027
775 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

03/2025
08/2023

05/2025
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

06/2025

06/2027
08/2023

08/2025

06/2027
900 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

06/2025
08/2023

08/2025
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2025
08/2023

11/2025
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

12/2025
08/2023

02/2026
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

03/2026
08/2023

05/2026
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

06/2026
08/2023

08/2026
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2026
08/2023

11/2026
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

12/2026
08/2023

02/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

03/2027
08/2023

05/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

06/2027
08/2023

06/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

12/2023
11/2023

02/2024
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2023

12/2023

03/2024

06/2024
11/2023

02/2024

05/2024

08/2024
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

12/2023

03/2024
11/2023

02/2024

05/2024
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

03/2024

09/2024
11/2023

05/2024

11/2024
190 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

03/2024
11/2023

05/2024
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2023

03/2024

09/2024

03/2025
11/2023

05/2024

11/2024

05/2025
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

06/2024

03/2025
11/2023

08/2024

05/2025
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

06/2024
11/2023

08/2024
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2023

06/2024

03/2025

12/2025
11/2023

08/2024

05/2025

02/2026
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

09/2024

09/2025
11/2023

11/2024

11/2025
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

09/2024
11/2023

11/2024
280 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2023

09/2024

09/2025

09/2026
11/2023

11/2024

11/2025

11/2026
525 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

12/2024

03/2026
11/2023

02/2025

05/2026
425 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

12/2024
11/2023

02/2025
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2023

12/2024

03/2026

06/2027
11/2023

02/2025

05/2026

06/2027
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

03/2025

09/2026
11/2023

05/2025

11/2026
600 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

03/2025
11/2023

05/2025
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

06/2025

03/2027
11/2023

08/2025

05/2027
675 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

06/2025
11/2023

08/2025
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

09/2025
11/2023

11/2025
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

12/2025
11/2023

02/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

03/2026
11/2023

05/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

06/2026
11/2023

08/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

09/2026
11/2023

11/2026
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

12/2026
11/2023

02/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

03/2027
11/2023

05/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

06/2027
11/2023

06/2027
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2023

03/2024

06/2024

09/2024
02/2024

05/2024

08/2024

11/2024
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

03/2024
02/2024

05/2024
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

03/2024

06/2024
02/2024

05/2024

08/2024
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

06/2024
02/2024

08/2024
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2023

06/2024

12/2024

06/2025
02/2024

08/2024

02/2025

08/2025
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

06/2024

12/2024
02/2024

08/2024

02/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

09/2024

06/2025
02/2024

11/2024

08/2025
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2023

09/2024

06/2025

03/2026
02/2024

11/2024

08/2025

05/2026
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

09/2024
02/2024

11/2024
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

12/2024
02/2024

02/2025
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2023

12/2024

12/2025

12/2026
02/2024

02/2025

02/2026

02/2027
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

12/2024

12/2025
02/2024

02/2025

02/2026
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

03/2025

06/2026
02/2024

05/2025

08/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

03/2025
02/2024

05/2025
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

06/2025

12/2026
02/2024

08/2025

02/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

06/2025
02/2024

08/2025
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

09/2025

06/2027
02/2024

11/2025

06/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

09/2025
02/2024

11/2025
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

12/2025
02/2024

02/2026
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

03/2026
02/2024

05/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

06/2026
02/2024

08/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

09/2026
02/2024

11/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

12/2026
02/2024

02/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

03/2027
02/2024

05/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

06/2027
02/2024

06/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2024

06/2024

09/2024

12/2024
05/2024

08/2024

11/2024

02/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2024
05/2024

08/2024
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2024

06/2024

09/2024
05/2024

08/2024

11/2024
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

09/2024
05/2024

11/2024
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2024

09/2024

03/2025

09/2025
05/2024

11/2024

05/2025

11/2025
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2024

09/2024

03/2025
05/2024

11/2024

05/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2024

12/2024

09/2025
05/2024

02/2025

11/2025
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2024

12/2024

09/2025

06/2026
05/2024

02/2025

11/2025

08/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

12/2024
05/2024

02/2025
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

03/2025
05/2024

05/2025
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2024

03/2025

03/2026

03/2027
05/2024

05/2025

05/2026

05/2027
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2024

03/2025

03/2026
05/2024

05/2025

05/2026
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2024

06/2025

09/2026
05/2024

08/2025

11/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2025
05/2024

08/2025
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2024

09/2025

03/2027
05/2024

11/2025

05/2027
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

09/2025
05/2024

11/2025
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

12/2025
05/2024

02/2026
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

03/2026
05/2024

05/2026
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2026
05/2024

08/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

09/2026
05/2024

11/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

12/2026
05/2024

02/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

03/2027
05/2024

05/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2027
05/2024

06/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

09/2024
08/2024

11/2024
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2024

09/2024

12/2024

03/2025
08/2024

11/2024

02/2025

05/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2024

09/2024

12/2024
08/2024

11/2024

02/2025
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

12/2024
08/2024

02/2025
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2024

12/2024

06/2025

12/2025
08/2024

02/2025

08/2025

02/2026
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2024

12/2024

06/2025
08/2024

02/2025

08/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

03/2025
08/2024

05/2025
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2024

03/2025

12/2025

09/2026
08/2024

05/2025

02/2026

11/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2024

03/2025

12/2025
08/2024

05/2025

02/2026
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

06/2025
08/2024

08/2025
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2024

06/2025

06/2026

06/2027
08/2024

08/2025

08/2026

06/2027
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2024

06/2025

06/2026
08/2024

08/2025

08/2026
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2024

09/2025

12/2026
08/2024

11/2025

02/2027
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

09/2025
08/2024

11/2025
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2024

12/2025

06/2027
08/2024

02/2026

06/2027
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

12/2025
08/2024

02/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

03/2026
08/2024

05/2026
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

06/2026
08/2024

08/2026
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

09/2026
08/2024

11/2026
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

12/2026
08/2024

02/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

03/2027
08/2024

05/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

06/2027
08/2024

06/2027
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

12/2024
11/2024

02/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2024

12/2024

03/2025

06/2025
11/2024

02/2025

05/2025

08/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2024

12/2024

03/2025
11/2024

02/2025

05/2025
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

03/2025
11/2024

05/2025
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2024

03/2025

09/2025

03/2026
11/2024

05/2025

11/2025

05/2026
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2024

03/2025

09/2025
11/2024

05/2025

11/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

06/2025
11/2024

08/2025
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2024

06/2025

03/2026

12/2026
11/2024

08/2025

05/2026

02/2027
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2024

06/2025

03/2026
11/2024

08/2025

05/2026
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

09/2025
11/2024

11/2025
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2024

09/2025

09/2026
11/2024

11/2025

11/2026
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

12/2025
11/2024

02/2026
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2024

12/2025

03/2027
11/2024

02/2026

05/2027
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

03/2026
11/2024

05/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

06/2026
11/2024

08/2026
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

09/2026
11/2024

11/2026
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

12/2026
11/2024

02/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

03/2027
11/2024

05/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

06/2027
11/2024

06/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

03/2025
02/2025

05/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2024

03/2025

06/2025

09/2025
02/2025

05/2025

08/2025

11/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2024

03/2025

06/2025
02/2025

05/2025

08/2025
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

06/2025
02/2025

08/2025
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2024

06/2025

12/2025

06/2026
02/2025

08/2025

02/2026

08/2026
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2024

06/2025

12/2025
02/2025

08/2025

02/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

09/2025
02/2025

11/2025
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2024

09/2025

06/2026

03/2027
02/2025

11/2025

08/2026

05/2027
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2024

09/2025

06/2026
02/2025

11/2025

08/2026
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

12/2025
02/2025

02/2026
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2024

12/2025

12/2026
02/2025

02/2026

02/2027
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

03/2026
02/2025

05/2026
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2024

03/2026

06/2027
02/2025

05/2026

06/2027
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

06/2026
02/2025

08/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

09/2026
02/2025

11/2026
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

12/2026
02/2025

02/2027
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

03/2027
02/2025

05/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

06/2027
02/2025

06/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2025

06/2025

09/2025

12/2025
05/2025

08/2025

11/2025

02/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

06/2025
05/2025

08/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2025

06/2025

09/2025
05/2025

08/2025

11/2025
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

09/2025
05/2025

11/2025
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2025

09/2025

03/2026

09/2026
05/2025

11/2025

05/2026

11/2026
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2025

09/2025

03/2026
05/2025

11/2025

05/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

12/2025
05/2025

02/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2025

12/2025

09/2026
05/2025

02/2026

11/2026
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2025

12/2025

09/2026

06/2027
05/2025

02/2026

11/2026

06/2027
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

03/2026
05/2025

05/2026
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2025

03/2026

03/2027
05/2025

05/2026

05/2027
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

06/2026
05/2025

08/2026
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

09/2026
05/2025

11/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

12/2026
05/2025

02/2027
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

03/2027
05/2025

05/2027
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

06/2027
05/2025

06/2027
450 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

09/2025
08/2025

11/2025
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2025

09/2025

12/2025

03/2026
08/2025

11/2025

02/2026

05/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2025

09/2025

12/2025
08/2025

11/2025

02/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

12/2025
08/2025

02/2026
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2025

12/2025

06/2026

12/2026
08/2025

02/2026

08/2026

02/2027
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2025

12/2025

06/2026
08/2025

02/2026

08/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

03/2026
08/2025

05/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2025

03/2026

12/2026
08/2025

05/2026

02/2027
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

06/2026
08/2025

08/2026
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2025

06/2026

06/2027
08/2025

08/2026

06/2027
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

09/2026
08/2025

11/2026
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

12/2026
08/2025

02/2027
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

03/2027
08/2025

05/2027
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

06/2027
08/2025

06/2027
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

12/2025
11/2025

02/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2025

12/2025

03/2026

06/2026
11/2025

02/2026

05/2026

08/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2025

12/2025

03/2026
11/2025

02/2026

05/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

03/2026
11/2025

05/2026
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2025

03/2026

09/2026

03/2027
11/2025

05/2026

11/2026

05/2027
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2025

03/2026

09/2026
11/2025

05/2026

11/2026
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

06/2026
11/2025

08/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2025

06/2026

03/2027
11/2025

08/2026

05/2027
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

09/2026
11/2025

11/2026
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

12/2026
11/2025

02/2027
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

03/2027
11/2025

05/2027
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

06/2027
11/2025

06/2027
375 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2025

03/2026
02/2026

05/2026
95 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2025

03/2026

06/2026
02/2026

05/2026

08/2026
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2025

03/2026

06/2026

09/2026
02/2026

05/2026

08/2026

11/2026
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2025

06/2026
02/2026

08/2026
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2025

06/2026

12/2026

06/2027
02/2026

08/2026

02/2027

06/2027
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2025

06/2026

12/2026
02/2026

08/2026

02/2027
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2025

09/2026

06/2027
02/2026

11/2026

06/2027
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2025

09/2026
02/2026

11/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2025

12/2026
02/2026

02/2027
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2025

03/2027
02/2026

05/2027
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2025

06/2027
02/2026

06/2027
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2026

06/2026
05/2026

08/2026
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2026

06/2026

09/2026
05/2026

08/2026

11/2026
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2026

06/2026

09/2026

12/2026
05/2026

08/2026

11/2026

02/2027
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2026

09/2026
05/2026

11/2026
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2026

09/2026

03/2027
05/2026

11/2026

05/2027
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2026

12/2026
05/2026

02/2027
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2026

03/2027
05/2026

05/2027
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2026

06/2027
05/2026

06/2027
325 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2026

09/2026

12/2026

03/2027
08/2026

11/2026

02/2027

05/2027
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2026

09/2026
08/2026

11/2026
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2026

09/2026

12/2026
08/2026

11/2026

02/2027
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2026

12/2026
08/2026

02/2027
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2026

12/2026

06/2027
08/2026

02/2027

06/2027
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2026

03/2027
08/2026

05/2027
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2026

06/2027
08/2026

06/2027
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2026

12/2026

03/2027

06/2027
11/2026

02/2027

05/2027

06/2027
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2026

12/2026
11/2026

02/2027
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2026

12/2026

03/2027
11/2026

02/2027

05/2027
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2026

03/2027
11/2026

05/2027
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2026

06/2027
11/2026

06/2027
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2026

03/2027
02/2027

05/2027
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2026

03/2027

06/2027
02/2027

05/2027

06/2027
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2026

06/2027
02/2027

06/2027
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2027

06/2027
05/2027

06/2027
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
B

A
06/2027

06/2027
06/2027

06/2027
80 GBP
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
09/2022

11/2022

12/2022

01/2023
10/2022

11/2022

12/2022

01/2023
375 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
09/2022

11/2022

12/2022
10/2022

11/2022

12/2022
475 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

11/2022
10/2022

11/2022
650 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
09/2022

12/2022

02/2023

04/2023
10/2022

12/2022

02/2023

04/2023
950 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
09/2022

12/2022

02/2023
10/2022

12/2022

02/2023
750 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

12/2022
10/2022

12/2022
850 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
09/2022

01/2023

04/2023

07/2023
10/2022

01/2023

04/2023

07/2023
1,225 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
09/2022

01/2023

04/2023
10/2022

01/2023

04/2023
950 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

01/2023
10/2022

01/2023
950 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
09/2022

02/2023

06/2023
10/2022

02/2023

06/2023
1,200 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

02/2023
10/2022

02/2023
1,100 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
09/2022

03/2023

08/2023
10/2022

03/2023

08/2023
1,200 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

03/2023
10/2022

03/2023
1,200 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

04/2023
10/2022

04/2023
1,200 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

05/2023
10/2022

05/2023
1,200 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

06/2023
10/2022

06/2023
1,250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

07/2023
10/2022

07/2023
1,250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

08/2023
10/2022

08/2023
1,250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2022

09/2023
10/2022

10/2023
1,250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2022

12/2022

01/2023
11/2022

12/2022

01/2023
425 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

12/2022
11/2022

12/2022
450 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
11/2022

12/2022

01/2023

02/2023
11/2022

12/2022

01/2023

02/2023
375 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
11/2022

01/2023

03/2023

05/2023
11/2022

01/2023

03/2023

05/2023
800 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2022

01/2023

03/2023
11/2022

01/2023

03/2023
600 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

01/2023
11/2022

01/2023
600 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
11/2022

02/2023

05/2023

08/2023
11/2022

02/2023

05/2023

08/2023
900 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2022

02/2023

05/2023
11/2022

02/2023

05/2023
800 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

02/2023
11/2022

02/2023
800 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2022

03/2023

07/2023
11/2022

03/2023

07/2023
900 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

03/2023
11/2022

03/2023
950 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

04/2023
11/2022

04/2023
1,060 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2022

04/2023

09/2023
11/2022

04/2023

10/2023
1,000 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

05/2023
11/2022

05/2023
1,150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

06/2023
11/2022

06/2023
1,150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

07/2023
11/2022

07/2023
1,150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

08/2023
11/2022

08/2023
1,150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2022

09/2023
11/2022

10/2023
1,150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2022

01/2023

02/2023
12/2022

01/2023

02/2023
425 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

01/2023
12/2022

01/2023
400 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
12/2022

01/2023

02/2023

03/2023
12/2022

01/2023

02/2023

03/2023
350 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
12/2022

02/2023

04/2023

06/2023
12/2022

02/2023

04/2023

06/2023
600 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2022

02/2023

04/2023
12/2022

02/2023

04/2023
425 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

02/2023
12/2022

02/2023
550 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
12/2022

03/2023

06/2023

09/2023
12/2022

03/2023

06/2023

10/2023
700 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
550 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

03/2023
12/2022

03/2023
700 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2022

04/2023

08/2023
12/2022

04/2023

08/2023
700 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

04/2023
12/2022

04/2023
775 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

05/2023
12/2022

05/2023
950 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

06/2023
12/2022

06/2023
1,000 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

07/2023
12/2022

07/2023
1,060 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

08/2023
12/2022

08/2023
1,000 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2022

09/2023
12/2022

10/2023
900 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2023

02/2023

03/2023
01/2023

02/2023

03/2023
225 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

02/2023
01/2023

02/2023
325 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
01/2023

02/2023

03/2023

04/2023
01/2023

02/2023

03/2023

04/2023
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
01/2023

03/2023

05/2023

07/2023
01/2023

03/2023

05/2023

07/2023
525 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2023

03/2023

05/2023
01/2023

03/2023

05/2023
420 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

03/2023
01/2023

03/2023
550 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2023

04/2023

07/2023
01/2023

04/2023

07/2023
550 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

04/2023
01/2023

04/2023
650 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2023

05/2023

09/2023
01/2023

05/2023

10/2023
700 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

05/2023
01/2023

05/2023
800 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

06/2023
01/2023

06/2023
950 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

07/2023
01/2023

07/2023
1,000 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

08/2023
01/2023

08/2023
1,000 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2023

09/2023
01/2023

10/2023
1,000 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2023

03/2023

04/2023
02/2023

03/2023

04/2023
215 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
02/2023

03/2023

04/2023

05/2023
02/2023

03/2023

04/2023

05/2023
215 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2023

03/2023
02/2023

03/2023
325 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
02/2023

04/2023

06/2023

08/2023
02/2023

04/2023

06/2023

08/2023
500 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2023

04/2023

06/2023
02/2023

04/2023

06/2023
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2023

04/2023
02/2023

04/2023
550 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2023

05/2023

08/2023
02/2023

05/2023

08/2023
450 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2023

05/2023
02/2023

05/2023
650 USD

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

Read more about performance bonds/margin

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