Intras for Margins

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

2

1
A

B

A
12/2027

12/2028

12/2029
02/2028

02/2029

02/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

12/2028
02/2028

02/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

03/2029
02/2028

05/2029
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

06/2029
02/2028

08/2029
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

09/2029
02/2028

11/2029
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

12/2029
02/2028

02/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

03/2030
02/2028

05/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

06/2030
02/2028

08/2030
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2027

09/2030
02/2028

09/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
03/2028

06/2028

12/2028

03/2029
05/2028

08/2028

02/2029

05/2029
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2028

06/2028

09/2028

12/2028
05/2028

08/2028

11/2028

02/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2028

06/2028

09/2028
05/2028

08/2028

11/2028
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

06/2028
05/2028

08/2028
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2028

06/2028

09/2028

12/2028
05/2028

08/2028

11/2028

02/2029
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2028

09/2028

03/2029

09/2029
05/2028

11/2028

05/2029

11/2029
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2028

09/2028

03/2029
05/2028

11/2028

05/2029
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

09/2028
05/2028

11/2028
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2028

09/2028

03/2029

09/2029
05/2028

11/2028

05/2029

11/2029
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2028

12/2028

09/2029

06/2030
05/2028

02/2029

11/2029

08/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2028

12/2028

09/2029
05/2028

02/2029

11/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

12/2028
05/2028

02/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2028

12/2028

09/2029

06/2030
05/2028

02/2029

11/2029

08/2030
60 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2028

03/2029

03/2030
05/2028

05/2029

05/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

03/2029
05/2028

05/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

06/2029
05/2028

08/2029
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

09/2029
05/2028

11/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

12/2029
05/2028

02/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

03/2030
05/2028

05/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

06/2030
05/2028

08/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2028

09/2030
05/2028

09/2030
40 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
06/2028

09/2028

03/2029

06/2029
08/2028

11/2028

05/2029

08/2029
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
06/2028

09/2028

12/2028

03/2029
08/2028

11/2028

02/2029

05/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2028

09/2028

12/2028
08/2028

11/2028

02/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

09/2028
08/2028

11/2028
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
06/2028

09/2028

12/2028

03/2029
08/2028

11/2028

02/2029

05/2029
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
06/2028

12/2028

06/2029

12/2029
08/2028

02/2029

08/2029

02/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2028

12/2028

06/2029
08/2028

02/2029

08/2029
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

12/2028
08/2028

02/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
06/2028

12/2028

06/2029

12/2029
08/2028

02/2029

08/2029

02/2030
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
06/2028

03/2029

12/2029

09/2030
08/2028

05/2029

02/2030

09/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2028

03/2029

12/2029
08/2028

05/2029

02/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

03/2029
08/2028

05/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
06/2028

03/2029

12/2029

09/2030
08/2028

05/2029

02/2030

09/2030
60 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2028

06/2029

06/2030
08/2028

08/2029

08/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

06/2029
08/2028

08/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

09/2029
08/2028

11/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

12/2029
08/2028

02/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

03/2030
08/2028

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

06/2030
08/2028

08/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2028

09/2030
08/2028

09/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
09/2028

12/2028

06/2029

09/2029
11/2028

02/2029

08/2029

11/2029
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
09/2028

12/2028

03/2029

06/2029
11/2028

02/2029

05/2029

08/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2028

12/2028

03/2029
11/2028

02/2029

05/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

12/2028
11/2028

02/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
09/2028

12/2028

03/2029

06/2029
11/2028

02/2029

05/2029

08/2029
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
09/2028

03/2029

09/2029

03/2030
11/2028

05/2029

11/2029

05/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2028

03/2029

09/2029
11/2028

05/2029

11/2029
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

03/2029
11/2028

05/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
09/2028

03/2029

09/2029

03/2030
11/2028

05/2029

11/2029

05/2030
65 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2028

06/2029

03/2030
11/2028

08/2029

05/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

06/2029
11/2028

08/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2028

09/2029

09/2030
11/2028

11/2029

09/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

09/2029
11/2028

11/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

12/2029
11/2028

02/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

03/2030
11/2028

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

06/2030
11/2028

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2028

09/2030
11/2028

09/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
12/2028

03/2029

09/2029

12/2029
02/2029

05/2029

11/2029

02/2030
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
12/2028

03/2029

06/2029

09/2029
02/2029

05/2029

08/2029

11/2029
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2028

03/2029

06/2029
02/2029

05/2029

08/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2028

03/2029
02/2029

05/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
12/2028

03/2029

06/2029

09/2029
02/2029

05/2029

08/2029

11/2029
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
12/2028

06/2029

12/2029

06/2030
02/2029

08/2029

02/2030

08/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2028

06/2029

12/2029
02/2029

08/2029

02/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2028

06/2029
02/2029

08/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
12/2028

06/2029

12/2029

06/2030
02/2029

08/2029

02/2030

08/2030
65 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2028

09/2029

06/2030
02/2029

11/2029

08/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2028

09/2029
02/2029

11/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2028

12/2029
02/2029

02/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2028

03/2030
02/2029

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2028

06/2030
02/2029

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2028

09/2030
02/2029

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
03/2029

06/2029

12/2029

03/2030
05/2029

08/2029

02/2030

05/2030
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2029

06/2029

09/2029

12/2029
05/2029

08/2029

11/2029

02/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2029

06/2029

09/2029
05/2029

08/2029

11/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2029

06/2029
05/2029

08/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2029

06/2029

09/2029

12/2029
05/2029

08/2029

11/2029

02/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2029

09/2029

03/2030

09/2030
05/2029

11/2029

05/2030

09/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2029

09/2029

03/2030
05/2029

11/2029

05/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2029

09/2029
05/2029

11/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2029

09/2029

03/2030

09/2030
05/2029

11/2029

05/2030

09/2030
65 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2029

12/2029

09/2030
05/2029

02/2030

09/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2029

12/2029
05/2029

02/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2029

03/2030
05/2029

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2029

06/2030
05/2029

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2029

09/2030
05/2029

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
06/2029

09/2029

03/2030

06/2030
08/2029

11/2029

05/2030

08/2030
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
06/2029

09/2029

12/2029

03/2030
08/2029

11/2029

02/2030

05/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2029

09/2029

12/2029
08/2029

11/2029

02/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2029

09/2029
08/2029

11/2029
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
06/2029

09/2029

12/2029

03/2030
08/2029

11/2029

02/2030

05/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2029

12/2029

06/2030
08/2029

02/2030

08/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2029

12/2029
08/2029

02/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2029

03/2030
08/2029

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2029

06/2030
08/2029

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2029

09/2030
08/2029

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
09/2029

12/2029

06/2030

09/2030
11/2029

02/2030

08/2030

09/2030
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
09/2029

12/2029

03/2030

06/2030
11/2029

02/2030

05/2030

08/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2029

12/2029

03/2030
11/2029

02/2030

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2029

12/2029
11/2029

02/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
09/2029

12/2029

03/2030

06/2030
11/2029

02/2030

05/2030

08/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2029

03/2030

09/2030
11/2029

05/2030

09/2030
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2029

03/2030
11/2029

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2029

06/2030
11/2029

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2029

09/2030
11/2029

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
12/2029

03/2030

06/2030

09/2030
02/2030

05/2030

08/2030

09/2030
35 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2029

03/2030

06/2030
02/2030

05/2030

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2029

03/2030
02/2030

05/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
12/2029

03/2030

06/2030

09/2030
02/2030

05/2030

08/2030

09/2030
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2029

06/2030
02/2030

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2029

09/2030
02/2030

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2030

06/2030

09/2030
05/2030

08/2030

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

06/2030
05/2030

08/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

09/2030
05/2030

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2030

09/2030
08/2030

09/2030
30 USD
CME INTEREST RATES EURODOLLAR EED 1

1
B

A
09/2030

09/2030
09/2030

09/2030
60 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
12/2020

01/2021

02/2021
12/2020

01/2021

02/2021
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
12/2020

01/2021
12/2020

01/2021
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
01/2021

02/2021

03/2021
01/2021

02/2021

03/2021
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
01/2021

02/2021
01/2021

02/2021
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
02/2021

03/2021

04/2021
02/2021

03/2021

04/2021
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
02/2021

03/2021
02/2021

03/2021
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
03/2021

04/2021

05/2021
03/2021

04/2021

05/2021
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
03/2021

04/2021
03/2021

04/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
04/2021

05/2021
04/2021

05/2021
175 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
04/2021

05/2021

06/2021
04/2021

05/2021

06/2021
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
05/2021

06/2021
05/2021

06/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
06/2021

07/2021
06/2021

07/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
07/2021

08/2021
07/2021

08/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
08/2021

09/2021
08/2021

09/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
09/2021

10/2021
09/2021

10/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
10/2021

11/2021
10/2021

11/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
B

A
12/2020

12/2020
03/2021

03/2021
150 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
12/2020

04/2021
03/2021

11/2021
175 USD
CME INTEREST RATES LIBOR EM 1

1
B

A
04/2021

04/2021
11/2021

11/2021
250 USD
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
B

A
11/2020

11/2020
12/2020

12/2020
350 GBP
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
A

B
11/2020

02/2021
12/2020

12/2021
425 GBP
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
B

A
02/2021

02/2021
12/2021

12/2021
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2020

12/2020

03/2021
11/2020

02/2021

05/2021
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2020

12/2020
11/2020

02/2021
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2020

12/2020

03/2021

06/2021
11/2020

02/2021

05/2021

08/2021
185 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2020

03/2021

09/2021
11/2020

05/2021

11/2021
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2020

03/2021
11/2020

05/2021
190 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2020

03/2021

09/2021

03/2022
11/2020

05/2021

11/2021

05/2022
185 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2020

06/2021

03/2022
11/2020

08/2021

05/2022
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2020

06/2021
11/2020

08/2021
190 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2020

06/2021

03/2022

12/2022
11/2020

08/2021

05/2022

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

2

1
A

B

A
09/2020

09/2021

09/2022
11/2020

11/2021

11/2022
240 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2020

09/2021
11/2020

11/2021
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2020

09/2021

09/2022

09/2023
11/2020

11/2021

11/2022

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

2

1
A

B

A
09/2020

12/2021

03/2023
11/2020

02/2022

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

1
A

B
09/2020

12/2021
11/2020

02/2022
240 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2020

12/2021

03/2023

06/2024
11/2020

02/2022

05/2023

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

2

1
A

B

A
09/2020

03/2022

09/2023
11/2020

05/2022

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

1
A

B
09/2020

03/2022
11/2020

05/2022
260 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2020

03/2022

09/2023

03/2025
11/2020

05/2022

11/2023

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

2

1
A

B

A
09/2020

06/2022

03/2024
11/2020

08/2022

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

1
A

B
09/2020

06/2022
11/2020

08/2022
260 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2020

09/2022

09/2024
11/2020

11/2022

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

1
A

B
09/2020

09/2022
11/2020

11/2022
260 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2020

12/2022

03/2025
11/2020

02/2023

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

1
A

B
09/2020

12/2022
11/2020

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

1
A

B
09/2020

03/2023
11/2020

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

1
A

B
09/2020

06/2023
11/2020

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

1
A

B
09/2020

09/2023
11/2020

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

1
A

B
09/2020

12/2023
11/2020

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

1
A

B
09/2020

03/2024
11/2020

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

1
A

B
09/2020

06/2024
11/2020

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

1
A

B
09/2020

09/2024
11/2020

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

1
A

B
09/2020

12/2024
11/2020

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

1
A

B
09/2020

03/2025
11/2020

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

1
A

B
09/2020

06/2025
11/2020

06/2025
430 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

03/2021
02/2021

05/2021
105 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2020

03/2021

06/2021
02/2021

05/2021

08/2021
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

03/2021

06/2021

09/2021
02/2021

05/2021

08/2021

11/2021
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

06/2021
02/2021

08/2021
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

06/2021

12/2021

06/2022
02/2021

08/2021

02/2022

08/2022
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2020

06/2021

12/2021
02/2021

08/2021

02/2022
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2020

09/2021

06/2022
02/2021

11/2021

08/2022
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

09/2021
02/2021

11/2021
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

09/2021

06/2022

03/2023
02/2021

11/2021

08/2022

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

2

1
A

B

A
12/2020

12/2021

12/2022
02/2021

02/2022

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

1
A

B
12/2020

12/2021
02/2021

02/2022
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

12/2021

12/2022

12/2023
02/2021

02/2022

02/2023

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

2

1
A

B

A
12/2020

03/2022

06/2023
02/2021

05/2022

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

1
A

B
12/2020

03/2022
02/2021

05/2022
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

03/2022

06/2023

09/2024
02/2021

05/2022

08/2023

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

2

1
A

B

A
12/2020

06/2022

12/2023
02/2021

08/2022

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

1
A

B
12/2020

06/2022
02/2021

08/2022
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

06/2022

12/2023

06/2025
02/2021

08/2022

02/2024

06/2025
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2020

09/2022

06/2024
02/2021

11/2022

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

1
A

B
12/2020

09/2022
02/2021

11/2022
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2020

12/2022

12/2024
02/2021

02/2023

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

1
A

B
12/2020

12/2022
02/2021

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

2

1
A

B

A
12/2020

03/2023

06/2025
02/2021

05/2023

06/2025
240 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

03/2023
02/2021

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

1
A

B
12/2020

06/2023
02/2021

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

1
A

B
12/2020

09/2023
02/2021

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

1
A

B
12/2020

12/2023
02/2021

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

1
A

B
12/2020

03/2024
02/2021

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

1
A

B
12/2020

06/2024
02/2021

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

1
A

B
12/2020

09/2024
02/2021

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

1
A

B
12/2020

12/2024
02/2021

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

1
A

B
12/2020

03/2025
02/2021

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

1
A

B
12/2020

06/2025
02/2021

06/2025
430 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2021

06/2021

09/2021

12/2021
05/2021

08/2021

11/2021

02/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

06/2021
05/2021

08/2021
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2021

06/2021

09/2021
05/2021

08/2021

11/2021
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2021

09/2021

03/2022

09/2022
05/2021

11/2021

05/2022

11/2022
110 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

09/2021
05/2021

11/2021
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2021

09/2021

03/2022
05/2021

11/2021

05/2022
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

12/2021
05/2021

02/2022
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2021

12/2021

09/2022

06/2023
05/2021

02/2022

11/2022

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

2

1
A

B

A
03/2021

12/2021

09/2022
05/2021

02/2022

11/2022
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2021

03/2022

03/2023
05/2021

05/2022

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

1

1

1
A

B

B

A
03/2021

03/2022

03/2023

03/2024
05/2021

05/2022

05/2023

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

1
A

B
03/2021

03/2022
05/2021

05/2022
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

06/2022
05/2021

08/2022
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2021

06/2022

09/2023

12/2024
05/2021

08/2022

11/2023

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

2

1
A

B

A
03/2021

06/2022

09/2023
05/2021

08/2022

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

2

1
A

B

A
03/2021

09/2022

03/2024
05/2021

11/2022

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

1
A

B
03/2021

09/2022
05/2021

11/2022
185 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2021

12/2022

09/2024
05/2021

02/2023

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

1
A

B
03/2021

12/2022
05/2021

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

2

1
A

B

A
03/2021

03/2023

03/2025
05/2021

05/2023

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

1
A

B
03/2021

03/2023
05/2021

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

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

1
A

B
03/2021

09/2024
05/2021

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

1
A

B
03/2021

12/2024
05/2021

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

1
A

B
03/2021

03/2025
05/2021

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

1
A

B
03/2021

06/2025
05/2021

06/2025
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

09/2021
08/2021

11/2021
60 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2021

09/2021

12/2021

03/2022
08/2021

11/2021

02/2022

05/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2021

09/2021

12/2021
08/2021

11/2021

02/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2021

12/2021

06/2022
08/2021

02/2022

08/2022
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

12/2021
08/2021

02/2022
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2021

12/2021

06/2022

12/2022
08/2021

02/2022

08/2022

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

1

1

1
A

B

B

A
06/2021

03/2022

12/2022

09/2023
08/2021

05/2022

02/2023

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

1
A

B
06/2021

03/2022
08/2021

05/2022
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2021

03/2022

12/2022
08/2021

05/2022

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

2

1
A

B

A
06/2021

06/2022

06/2023
08/2021

08/2022

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

1

1

1
A

B

B

A
06/2021

06/2022

06/2023

06/2024
08/2021

08/2022

08/2023

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

1
A

B
06/2021

06/2022
08/2021

08/2022
155 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2021

09/2022

12/2023
08/2021

11/2022

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

1
A

B
06/2021

09/2022
08/2021

11/2022
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2021

09/2022

12/2023

03/2025
08/2021

11/2022

02/2024

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

2

1
A

B

A
06/2021

12/2022

06/2024
08/2021

02/2023

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

1
A

B
06/2021

12/2022
08/2021

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

2

1
A

B

A
06/2021

03/2023

12/2024
08/2021

05/2023

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

1
A

B
06/2021

03/2023
08/2021

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

2

1
A

B

A
06/2021

06/2023

06/2025
08/2021

08/2023

06/2025
240 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

06/2023
08/2021

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

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

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

1
A

B
06/2021

09/2024
08/2021

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

1
A

B
06/2021

12/2024
08/2021

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

1
A

B
06/2021

03/2025
08/2021

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

1
A

B
06/2021

06/2025
08/2021

06/2025
360 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2021

12/2021
11/2021

02/2022
60 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2021

12/2021

03/2022

06/2022
11/2021

02/2022

05/2022

08/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2021

12/2021

03/2022
11/2021

02/2022

05/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2021

03/2022
11/2021

05/2022
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2021

03/2022

09/2022

03/2023
11/2021

05/2022

11/2022

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

2

1
A

B

A
09/2021

03/2022

09/2022
11/2021

05/2022

11/2022
130 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2021

06/2022
11/2021

08/2022
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2021

06/2022

03/2023

12/2023
11/2021

08/2022

05/2023

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

2

1
A

B

A
09/2021

06/2022

03/2023
11/2021

08/2022

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

2

1
A

B

A
09/2021

09/2022

09/2023
11/2021

11/2022

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

1
A

B
09/2021

09/2022
11/2021

11/2022
155 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2021

09/2022

09/2023

09/2024
11/2021

11/2022

11/2023

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

2

1
A

B

A
09/2021

12/2022

03/2024
11/2021

02/2023

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

1

1

1
A

B

B

A
09/2021

12/2022

03/2024

06/2025
11/2021

02/2023

05/2024

06/2025
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2021

12/2022
11/2021

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

2

1
A

B

A
09/2021

03/2023

09/2024
11/2021

05/2023

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

1
A

B
09/2021

03/2023
11/2021

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

2

1
A

B

A
09/2021

06/2023

03/2025
11/2021

08/2023

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

1
A

B
09/2021

06/2023
11/2021

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

1
A

B
09/2021

09/2023
11/2021

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

1
A

B
09/2021

12/2023
11/2021

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

1
A

B
09/2021

03/2024
11/2021

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

1
A

B
09/2021

06/2024
11/2021

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

1
A

B
09/2021

09/2024
11/2021

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

1
A

B
09/2021

12/2024
11/2021

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

1
A

B
09/2021

03/2025
11/2021

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

1
A

B
09/2021

06/2025
11/2021

06/2025
340 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

03/2022
02/2022

05/2022
60 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2021

03/2022

06/2022

09/2022
02/2022

05/2022

08/2022

11/2022
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2021

03/2022

06/2022
02/2022

05/2022

08/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

06/2022
02/2022

08/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2021

06/2022

12/2022

06/2023
02/2022

08/2022

02/2023

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

2

1
A

B

A
12/2021

06/2022

12/2022
02/2022

08/2022

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

2

1
A

B

A
12/2021

09/2022

06/2023
02/2022

11/2022

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

1
A

B
12/2021

09/2022
02/2022

11/2022
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2021

09/2022

06/2023

03/2024
02/2022

11/2022

08/2023

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

2

1
A

B

A
12/2021

12/2022

12/2023
02/2022

02/2023

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

1
A

B
12/2021

12/2022
02/2022

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

1

1

1
A

B

B

A
12/2021

12/2022

12/2023

12/2024
02/2022

02/2023

02/2024

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

2

1
A

B

A
12/2021

03/2023

06/2024
02/2022

05/2023

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

1
A

B
12/2021

03/2023
02/2022

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

2

1
A

B

A
12/2021

06/2023

12/2024
02/2022

08/2023

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

1
A

B
12/2021

06/2023
02/2022

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

2

1
A

B

A
12/2021

09/2023

06/2025
02/2022

11/2023

06/2025
220 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

09/2023
02/2022

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

1
A

B
12/2021

12/2023
02/2022

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

1
A

B
12/2021

03/2024
02/2022

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

1
A

B
12/2021

06/2024
02/2022

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

1
A

B
12/2021

09/2024
02/2022

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

1
A

B
12/2021

12/2024
02/2022

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

1
A

B
12/2021

03/2025
02/2022

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

1
A

B
12/2021

06/2025
02/2022

06/2025
340 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

06/2022
05/2022

08/2022
60 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2022

06/2022

09/2022

12/2022
05/2022

08/2022

11/2022

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

2

1
A

B

A
03/2022

06/2022

09/2022
05/2022

08/2022

11/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

09/2022
05/2022

11/2022
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2022

09/2022

03/2023

09/2023
05/2022

11/2022

05/2023

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

2

1
A

B

A
03/2022

09/2022

03/2023
05/2022

11/2022

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

1
A

B
03/2022

12/2022
05/2022

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

1

1

1
A

B

B

A
03/2022

12/2022

09/2023

06/2024
05/2022

02/2023

11/2023

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

2

1
A

B

A
03/2022

12/2022

09/2023
05/2022

02/2023

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

2

1
A

B

A
03/2022

03/2023

03/2024
05/2022

05/2023

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

1
A

B
03/2022

03/2023
05/2022

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

1

1

1
A

B

B

A
03/2022

03/2023

03/2024

03/2025
05/2022

05/2023

05/2024

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

2

1
A

B

A
03/2022

06/2023

09/2024
05/2022

08/2023

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

1
A

B
03/2022

06/2023
05/2022

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

2

1
A

B

A
03/2022

09/2023

03/2025
05/2022

11/2023

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

1
A

B
03/2022

09/2023
05/2022

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

1
A

B
03/2022

12/2023
05/2022

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

1
A

B
03/2022

03/2024
05/2022

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

1
A

B
03/2022

06/2024
05/2022

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

1
A

B
03/2022

09/2024
05/2022

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

1
A

B
03/2022

12/2024
05/2022

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

1
A

B
03/2022

03/2025
05/2022

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

1
A

B
03/2022

06/2025
05/2022

06/2025
320 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2022

09/2022

12/2022

03/2023
08/2022

11/2022

02/2023

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

1
A

B
06/2022

09/2022
08/2022

11/2022
60 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2022

09/2022

12/2022
08/2022

11/2022

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

1

1

1
A

B

B

A
06/2022

12/2022

06/2023

12/2023
08/2022

02/2023

08/2023

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

1
A

B
06/2022

12/2022
08/2022

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

2

1
A

B

A
06/2022

12/2022

06/2023
08/2022

02/2023

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

2

1
A

B

A
06/2022

03/2023

12/2023
08/2022

05/2023

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

1
A

B
06/2022

03/2023
08/2022

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

1

1

1
A

B

B

A
06/2022

03/2023

12/2023

09/2024
08/2022

05/2023

02/2024

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

2

1
A

B

A
06/2022

06/2023

06/2024
08/2022

08/2023

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

1
A

B
06/2022

06/2023
08/2022

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

1

1

1
A

B

B

A
06/2022

06/2023

06/2024

06/2025
08/2022

08/2023

08/2024

06/2025
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2022

09/2023

12/2024
08/2022

11/2023

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

1
A

B
06/2022

09/2023
08/2022

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

2

1
A

B

A
06/2022

12/2023

06/2025
08/2022

02/2024

06/2025
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2022

12/2023
08/2022

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

1
A

B
06/2022

03/2024
08/2022

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

1
A

B
06/2022

06/2024
08/2022

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

1
A

B
06/2022

09/2024
08/2022

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

1
A

B
06/2022

12/2024
08/2022

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

1
A

B
06/2022

03/2025
08/2022

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

1
A

B
06/2022

06/2025
08/2022

06/2025
310 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
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2022
11/2022

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

1
A

B
09/2022

03/2023
11/2022

05/2023
90 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
110 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
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

06/2023
11/2022

08/2023
120 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
140 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
140 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
170 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

09/2023
11/2022

11/2023
155 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
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2023
11/2022

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

1
A

B
09/2022

03/2024
11/2022

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

1
A

B
09/2022

06/2024
11/2022

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

1
A

B
09/2022

09/2024
11/2022

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

1
A

B
09/2022

12/2024
11/2022

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

1
A

B
09/2022

03/2025
11/2022

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

1
A

B
09/2022

06/2025
11/2022

06/2025
305 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2023
02/2023

05/2023
60 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
80 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
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

06/2023
02/2023

08/2023
90 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
110 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
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

09/2023
02/2023

11/2023
120 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
140 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
140 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
170 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

12/2023
02/2023

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

2

1
A

B

A
12/2022

03/2024

06/2025
02/2023

05/2024

06/2025
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2024
02/2023

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

1
A

B
12/2022

06/2024
02/2023

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

1
A

B
12/2022

09/2024
02/2023

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

1
A

B
12/2022

12/2024
02/2023

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

1
A

B
12/2022

03/2025
02/2023

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

1
A

B
12/2022

06/2025
02/2023

06/2025
280 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
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2023
05/2023

08/2023
60 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
75 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
110 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

09/2023
05/2023

11/2023
90 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
125 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
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

12/2023
05/2023

02/2024
120 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

06/2025
140 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
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

03/2024
05/2023

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

1
A

B
03/2023

06/2024
05/2023

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

1
A

B
03/2023

09/2024
05/2023

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

1
A

B
03/2023

12/2024
05/2023

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

1
A

B
03/2023

03/2025
05/2023

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

1
A

B
03/2023

06/2025
05/2023

06/2025
265 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2023
08/2023

11/2023
60 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
80 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
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

12/2023
08/2023

02/2024
90 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
110 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
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

03/2024
08/2023

05/2024
120 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
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

06/2024
08/2023

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

2

1
A

B

A
06/2023

06/2024

06/2025
08/2023

08/2024

06/2025
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2024
08/2023

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

1
A

B
06/2023

12/2024
08/2023

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

1
A

B
06/2023

03/2025
08/2023

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

1
A

B
06/2023

06/2025
08/2023

06/2025
245 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
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

12/2023
11/2023

02/2024
60 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
75 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
110 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

03/2024
11/2023

05/2024
90 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
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

06/2024
11/2023

08/2024
120 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
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

09/2024
11/2023

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

1
A

B
09/2023

12/2024
11/2023

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

1
A

B
09/2023

03/2025
11/2023

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

1
A

B
09/2023

06/2025
11/2023

06/2025
235 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

03/2024
02/2024

05/2024
60 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
80 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
75 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

06/2025
110 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

06/2024
02/2024

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

1
A

B
12/2023

09/2024
02/2024

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

2

1
A

B

A
12/2023

09/2024

06/2025
02/2024

11/2024

06/2025
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

12/2024
02/2024

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

1
A

B
12/2023

03/2025
02/2024

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

1
A

B
12/2023

06/2025
02/2024

06/2025
220 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
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2024
05/2024

08/2024
50 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
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

09/2024
05/2024

11/2024
75 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
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

12/2024
05/2024

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

1
A

B
03/2024

03/2025
05/2024

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

1
A

B
03/2024

06/2025
05/2024

06/2025
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

09/2024
08/2024

11/2024
50 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
75 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
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

12/2024
08/2024

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

2

1
A

B

A
06/2024

12/2024

06/2025
08/2024

02/2025

06/2025
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

03/2025
08/2024

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

1
A

B
06/2024

06/2025
08/2024

06/2025
135 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

12/2024
11/2024

02/2025
50 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
75 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

06/2025
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

03/2025
11/2024

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

1
A

B
09/2024

06/2025
11/2024

06/2025
110 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

03/2025
02/2025

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

2

1
A

B

A
12/2024

03/2025

06/2025
02/2025

05/2025

06/2025
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

06/2025
02/2025

06/2025
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

06/2025
05/2025

06/2025
50 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
B

A
06/2025

06/2025
06/2025

06/2025
75 GBP
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2020

12/2020

01/2021
11/2020

12/2020

01/2021
420 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2020

12/2020
11/2020

12/2020
360 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
11/2020

12/2020

01/2021

02/2021
11/2020

12/2020

01/2021

02/2021
400 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2020

01/2021

03/2021
11/2020

01/2021

03/2021
420 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2020

01/2021
11/2020

01/2021
360 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
11/2020

01/2021

03/2021

05/2021
11/2020

01/2021

03/2021

11/2021
420 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
11/2020

02/2021

05/2021
11/2020

02/2021

11/2021
450 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2020

02/2021
11/2020

02/2021
400 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2020

03/2021
11/2020

03/2021
440 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2020

04/2021
11/2020

04/2021
520 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2020

05/2021
11/2020

11/2021
500 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2020

01/2021

02/2021
12/2020

01/2021

02/2021
230 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2020

01/2021
12/2020

01/2021
260 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
12/2020

01/2021

02/2021

03/2021
12/2020

01/2021

02/2021

03/2021
235 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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