Intras for Margins

Exchange
Asset Class
Product
Product Code
 Ratio Side Start Period End Period Maintenance
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

06/2030 		08/2023

08/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

09/2030 		08/2023

11/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

12/2030 		08/2023

02/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

03/2031 		08/2023

05/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

06/2031 		08/2023

08/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

09/2031 		08/2023

11/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

12/2031 		08/2023

02/2032 		575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

03/2032 		08/2023

05/2032 		575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2023

06/2032 		08/2023

06/2032 		575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		09/2023

12/2023

06/2024

09/2024 		11/2023

02/2024

08/2024

11/2024 		100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2023

12/2023

03/2024

06/2024 		11/2023

02/2024

05/2024

08/2024 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2023

12/2023

03/2024 		11/2023

02/2024

05/2024 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2023 		11/2023

02/2024 		100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2023

12/2023

03/2024

06/2024 		11/2023

02/2024

05/2024

08/2024 		140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2023

03/2024

09/2024

03/2025 		11/2023

05/2024

11/2024

05/2025 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2023

03/2024

09/2024 		11/2023

05/2024

11/2024 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2023

03/2024

09/2024

03/2025 		11/2023

05/2024

11/2024

05/2025 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2024 		11/2023

05/2024 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2023

06/2024

03/2025

12/2025 		11/2023

08/2024

05/2025

02/2026 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2023

06/2024

03/2025 		11/2023

08/2024

05/2025 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2024 		11/2023

08/2024 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2023

06/2024

03/2025

12/2025 		11/2023

08/2024

05/2025

02/2026 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2023

09/2024

09/2025

09/2026 		11/2023

11/2024

11/2025

11/2026 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2023

09/2024

09/2025 		11/2023

11/2024

11/2025 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2024 		11/2023

11/2024 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2024 		11/2023

02/2025 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2023

03/2025

09/2026

03/2028 		11/2023

05/2025

11/2026

05/2028 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2023

03/2025

09/2026 		11/2023

05/2025

11/2026 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2025 		11/2023

05/2025 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2025 		11/2023

08/2025 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2025 		11/2023

11/2025 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2025 		11/2023

02/2026 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2026 		11/2023

05/2026 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2026 		11/2023

08/2026 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2026 		11/2023

11/2026 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2026 		11/2023

02/2027 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2027 		11/2023

05/2027 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2027 		11/2023

08/2027 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2027 		11/2023

11/2027 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2027 		11/2023

02/2028 		525 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2028 		11/2023

05/2028 		525 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2028 		11/2023

08/2028 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2028 		11/2023

11/2028 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2028 		11/2023

02/2029 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2029 		11/2023

05/2029 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2029 		11/2023

08/2029 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2029 		11/2023

11/2029 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2029 		11/2023

02/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2030 		11/2023

05/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2030 		11/2023

08/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2030 		11/2023

11/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2030 		11/2023

02/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2031 		11/2023

05/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2031 		11/2023

08/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

09/2031 		11/2023

11/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

12/2031 		11/2023

02/2032 		600 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

03/2032 		11/2023

05/2032 		600 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2023

06/2032 		11/2023

06/2032 		575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		12/2023

03/2024

09/2024

12/2024 		02/2024

05/2024

11/2024

02/2025 		80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2023

03/2024

06/2024

09/2024 		02/2024

05/2024

08/2024

11/2024 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2023

03/2024

06/2024 		02/2024

05/2024

08/2024 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2023

03/2024

06/2024

09/2024 		02/2024

05/2024

08/2024

11/2024 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2024 		02/2024

05/2024 		100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2023

06/2024

12/2024

06/2025 		02/2024

08/2024

02/2025

08/2025 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2023

06/2024

12/2024 		02/2024

08/2024

02/2025 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2024 		02/2024

08/2024 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2023

06/2024

12/2024

06/2025 		02/2024

08/2024

02/2025

08/2025 		130 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2023

09/2024

06/2025

03/2026 		02/2024

11/2024

08/2025

05/2026 		205 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2023

09/2024

06/2025

03/2026 		02/2024

11/2024

08/2025

05/2026 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2023

09/2024

06/2025 		02/2024

11/2024

08/2025 		140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2024 		02/2024

11/2024 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2023

12/2024

12/2025

12/2026 		02/2024

02/2025

02/2026

02/2027 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2023

12/2024

12/2025 		02/2024

02/2025

02/2026 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2024 		02/2024

02/2025 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2025 		02/2024

05/2025 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2023

06/2025

12/2026

06/2028 		02/2024

08/2025

02/2027

08/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2023

06/2025

12/2026 		02/2024

08/2025

02/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2025 		02/2024

08/2025 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2025 		02/2024

11/2025 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2025 		02/2024

02/2026 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2026 		02/2024

05/2026 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2026 		02/2024

08/2026 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2026 		02/2024

11/2026 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2026 		02/2024

02/2027 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2027 		02/2024

05/2027 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2027 		02/2024

08/2027 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2027 		02/2024

11/2027 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2027 		02/2024

02/2028 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2028 		02/2024

05/2028 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2028 		02/2024

08/2028 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2028 		02/2024

11/2028 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2028 		02/2024

02/2029 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2029 		02/2024

05/2029 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2029 		02/2024

08/2029 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2029 		02/2024

11/2029 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2029 		02/2024

02/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2030 		02/2024

05/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2030 		02/2024

08/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2030 		02/2024

11/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2030 		02/2024

02/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2031 		02/2024

05/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2031 		02/2024

08/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

09/2031 		02/2024

11/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

12/2031 		02/2024

02/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

03/2032 		02/2024

05/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2023

06/2032 		02/2024

06/2032 		575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		03/2024

06/2024

12/2024

03/2025 		05/2024

08/2024

02/2025

05/2025 		80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2024

06/2024

09/2024

12/2024 		05/2024

08/2024

11/2024

02/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2024

06/2024

09/2024 		05/2024

08/2024

11/2024 		50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2024

06/2024

09/2024

12/2024 		05/2024

08/2024

11/2024

02/2025 		80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2024 		05/2024

08/2024 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2024

09/2024

03/2025

09/2025 		05/2024

11/2024

05/2025

11/2025 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2024

09/2024

03/2025 		05/2024

11/2024

05/2025 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2024

09/2024

03/2025

09/2025 		05/2024

11/2024

05/2025

11/2025 		130 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2024 		05/2024

11/2024 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2024

12/2024

09/2025

06/2026 		05/2024

02/2025

11/2025

08/2026 		205 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2024

12/2024

09/2025

06/2026 		05/2024

02/2025

11/2025

08/2026 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2024

12/2024

09/2025 		05/2024

02/2025

11/2025 		140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2024 		05/2024

02/2025 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2024

03/2025

03/2026

03/2027 		05/2024

05/2025

05/2026

05/2027 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2024

03/2025

03/2026 		05/2024

05/2025

05/2026 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2025 		05/2024

05/2025 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2025 		05/2024

08/2025 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2024

09/2025

03/2027

09/2028 		05/2024

11/2025

05/2027

11/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2024

09/2025

03/2027 		05/2024

11/2025

05/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2025 		05/2024

11/2025 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2025 		05/2024

02/2026 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2026 		05/2024

05/2026 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2026 		05/2024

08/2026 		375 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2026 		05/2024

11/2026 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2026 		05/2024

02/2027 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2027 		05/2024

05/2027 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2027 		05/2024

08/2027 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2027 		05/2024

11/2027 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2027 		05/2024

02/2028 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2028 		05/2024

05/2028 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2028 		05/2024

08/2028 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2028 		05/2024

11/2028 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2028 		05/2024

02/2029 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2029 		05/2024

05/2029 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2029 		05/2024

08/2029 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2029 		05/2024

11/2029 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2029 		05/2024

02/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2030 		05/2024

05/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2030 		05/2024

08/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2030 		05/2024

11/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2030 		05/2024

02/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2031 		05/2024

05/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2031 		05/2024

08/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

09/2031 		05/2024

11/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

12/2031 		05/2024

02/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

03/2032 		05/2024

05/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2024

06/2032 		05/2024

06/2032 		575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2024

09/2024

12/2024

03/2025 		08/2024

11/2024

02/2025

05/2025 		80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		06/2024

09/2024

03/2025

06/2025 		08/2024

11/2024

05/2025

08/2025 		80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2024

09/2024

12/2024

03/2025 		08/2024

11/2024

02/2025

05/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2024

09/2024

12/2024 		08/2024

11/2024

02/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2024 		08/2024

11/2024 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2024

12/2024

06/2025

12/2025 		08/2024

02/2025

08/2025

02/2026 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2024

12/2024

06/2025 		08/2024

02/2025

08/2025 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2024

12/2024

06/2025

12/2025 		08/2024

02/2025

08/2025

02/2026 		205 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2024 		08/2024

02/2025 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2024

03/2025

12/2025

09/2026 		08/2024

05/2025

02/2026

11/2026 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2024

03/2025

12/2025 		08/2024

05/2025

02/2026 		140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2024

03/2025

12/2025

09/2026 		08/2024

05/2025

02/2026

11/2026 		160 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2025 		08/2024

05/2025 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2024

06/2025

06/2026

06/2027 		08/2024

08/2025

08/2026

08/2027 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2024

06/2025

06/2026 		08/2024

08/2025

08/2026 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2025 		08/2024

08/2025 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2025 		08/2024

11/2025 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2024

12/2025

06/2027

12/2028 		08/2024

02/2026

08/2027

02/2029 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2024

12/2025

06/2027 		08/2024

02/2026

08/2027 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2025 		08/2024

02/2026 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2026 		08/2024

05/2026 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2026 		08/2024

08/2026 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2026 		08/2024

11/2026 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2026 		08/2024

02/2027 		375 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2027 		08/2024

05/2027 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2027 		08/2024

08/2027 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2027 		08/2024

11/2027 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2027 		08/2024

02/2028 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2028 		08/2024

05/2028 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2028 		08/2024

08/2028 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2028 		08/2024

11/2028 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2028 		08/2024

02/2029 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2029 		08/2024

05/2029 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2029 		08/2024

08/2029 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2029 		08/2024

11/2029 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2029 		08/2024

02/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2030 		08/2024

05/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2030 		08/2024

08/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2030 		08/2024

11/2030 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2030 		08/2024

02/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2031 		08/2024

05/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2031 		08/2024

08/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

09/2031 		08/2024

11/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

12/2031 		08/2024

02/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

03/2032 		08/2024

05/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2024

06/2032 		08/2024

06/2032 		575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		09/2024

12/2024

06/2025

09/2025 		11/2024

02/2025

08/2025

11/2025 		105 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2024

12/2024

03/2025

06/2025 		11/2024

02/2025

05/2025

08/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2024

12/2024

03/2025 		11/2024

02/2025

05/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2024

12/2024

03/2025

06/2025 		11/2024

02/2025

05/2025

08/2025 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2024 		11/2024

02/2025 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2024

03/2025

09/2025

03/2026 		11/2024

05/2025

11/2025

05/2026 		105 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2024

03/2025

09/2025

03/2026 		11/2024

05/2025

11/2025

05/2026 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2024

03/2025

09/2025 		11/2024

05/2025

11/2025 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2025 		11/2024

05/2025 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2024

06/2025

03/2026

12/2026 		11/2024

08/2025

05/2026

02/2027 		160 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2024

06/2025

03/2026

12/2026 		11/2024

08/2025

05/2026

02/2027 		155 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2024

06/2025

03/2026 		11/2024

08/2025

05/2026 		140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2025 		11/2024

08/2025 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2024

09/2025

09/2026

09/2027 		11/2024

11/2025

11/2026

11/2027 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2024

09/2025

09/2026 		11/2024

11/2025

11/2026 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

09/2025 		11/2024

11/2025 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2025 		11/2024

02/2026 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2024

03/2026

09/2027 		11/2024

05/2026

11/2027 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2026 		11/2024

05/2026 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2024

03/2026

09/2027

03/2029 		11/2024

05/2026

11/2027

05/2029 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2026 		11/2024

08/2026 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

09/2026 		11/2024

11/2026 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2026 		11/2024

02/2027 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2027 		11/2024

05/2027 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2027 		11/2024

08/2027 		375 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

09/2027 		11/2024

11/2027 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2027 		11/2024

02/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2028 		11/2024

05/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2028 		11/2024

08/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

09/2028 		11/2024

11/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2028 		11/2024

02/2029 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2029 		11/2024

05/2029 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2029 		11/2024

08/2029 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

09/2029 		11/2024

11/2029 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2029 		11/2024

02/2030 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2030 		11/2024

05/2030 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2030 		11/2024

08/2030 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

09/2030 		11/2024

11/2030 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2030 		11/2024

02/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2031 		11/2024

05/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2031 		11/2024

08/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

09/2031 		11/2024

11/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

12/2031 		11/2024

02/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

03/2032 		11/2024

05/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2024

06/2032 		11/2024

06/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		12/2024

03/2025

09/2025

12/2025 		02/2025

05/2025

11/2025

02/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2024

03/2025

06/2025

09/2025 		02/2025

05/2025

08/2025

11/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2024

03/2025

06/2025 		02/2025

05/2025

08/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2025 		02/2025

05/2025 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2024

03/2025

06/2025

09/2025 		02/2025

05/2025

08/2025

11/2025 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2024

06/2025

12/2025

06/2026 		02/2025

08/2025

02/2026

08/2026 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2024

06/2025

12/2025 		02/2025

08/2025

02/2026 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2024

06/2025

12/2025

06/2026 		02/2025

08/2025

02/2026

08/2026 		105 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2025 		02/2025

08/2025 		120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2024

09/2025

06/2026

03/2027 		02/2025

11/2025

08/2026

05/2027 		155 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2024

09/2025

06/2026 		02/2025

11/2025

08/2026 		120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

09/2025 		02/2025

11/2025 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2024

09/2025

06/2026

03/2027 		02/2025

11/2025

08/2026

05/2027 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2024

12/2025

12/2026

12/2027 		02/2025

02/2026

02/2027

02/2028 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2024

12/2025

12/2026 		02/2025

02/2026

02/2027 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

12/2025 		02/2025

02/2026 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2026 		02/2025

05/2026 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2024

06/2026

12/2027 		02/2025

08/2026

02/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2026 		02/2025

08/2026 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2024

06/2026

12/2027

06/2029 		02/2025

08/2026

02/2028

08/2029 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

09/2026 		02/2025

11/2026 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

12/2026 		02/2025

02/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2027 		02/2025

05/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2027 		02/2025

08/2027 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

09/2027 		02/2025

11/2027 		375 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

12/2027 		02/2025

02/2028 		375 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2028 		02/2025

05/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2028 		02/2025

08/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

09/2028 		02/2025

11/2028 		375 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

12/2028 		02/2025

02/2029 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2029 		02/2025

05/2029 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2029 		02/2025

08/2029 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

09/2029 		02/2025

11/2029 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

12/2029 		02/2025

02/2030 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2030 		02/2025

05/2030 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2030 		02/2025

08/2030 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

09/2030 		02/2025

11/2030 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

12/2030 		02/2025

02/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2031 		02/2025

05/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2031 		02/2025

08/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

09/2031 		02/2025

11/2031 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

12/2031 		02/2025

02/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

03/2032 		02/2025

05/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2024

06/2032 		02/2025

06/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		03/2025

06/2025

12/2025

03/2026 		05/2025

08/2025

02/2026

05/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2025

06/2025

09/2025

12/2025 		05/2025

08/2025

11/2025

02/2026 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2025

06/2025

09/2025 		05/2025

08/2025

11/2025 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2025 		05/2025

08/2025 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2025

06/2025

09/2025

12/2025 		05/2025

08/2025

11/2025

02/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2025

09/2025

03/2026

09/2026 		05/2025

11/2025

05/2026

11/2026 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2025

09/2025

03/2026

09/2026 		05/2025

11/2025

05/2026

11/2026 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2025

09/2025

03/2026 		05/2025

11/2025

05/2026 		60 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

09/2025 		05/2025

11/2025 		95 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2025

12/2025

09/2026

06/2027 		05/2025

02/2026

11/2026

08/2027 		155 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2025

12/2025

09/2026 		05/2025

02/2026

11/2026 		100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2025

12/2025

09/2026

06/2027 		05/2025

02/2026

11/2026

08/2027 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

12/2025 		05/2025

02/2026 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2025

03/2026

03/2027

03/2028 		05/2025

05/2026

05/2027

05/2028 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2025

03/2026

03/2027 		05/2025

05/2026

05/2027 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

03/2026 		05/2025

05/2026 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2026 		05/2025

08/2026 		225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2025

09/2026

03/2028

09/2029 		05/2025

11/2026

05/2028

11/2029 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2025

09/2026

03/2028 		05/2025

11/2026

05/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

09/2026 		05/2025

11/2026 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

12/2026 		05/2025

02/2027 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

03/2027 		05/2025

05/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2027 		05/2025

08/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

09/2027 		05/2025

11/2027 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

12/2027 		05/2025

02/2028 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

03/2028 		05/2025

05/2028 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2028 		05/2025

08/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

09/2028 		05/2025

11/2028 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

12/2028 		05/2025

02/2029 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

03/2029 		05/2025

05/2029 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2029 		05/2025

08/2029 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

09/2029 		05/2025

11/2029 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

12/2029 		05/2025

02/2030 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

03/2030 		05/2025

05/2030 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2030 		05/2025

08/2030 		450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

09/2030 		05/2025

11/2030 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

12/2030 		05/2025

02/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

03/2031 		05/2025

05/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2031 		05/2025

08/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

09/2031 		05/2025

11/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

12/2031 		05/2025

02/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

03/2032 		05/2025

05/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2025

06/2032 		05/2025

06/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		06/2025

09/2025

03/2026

06/2026 		08/2025

11/2025

05/2026

08/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2025

09/2025

12/2025

03/2026 		08/2025

11/2025

02/2026

05/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2025

09/2025

12/2025

03/2026 		08/2025

11/2025

02/2026

05/2026 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2025

09/2025

12/2025 		08/2025

11/2025

02/2026 		50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

09/2025 		08/2025

11/2025 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2025

12/2025

06/2026

12/2026 		08/2025

02/2026

08/2026

02/2027 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2025

12/2025

06/2026 		08/2025

02/2026

08/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2025

12/2025

06/2026

12/2026 		08/2025

02/2026

08/2026

02/2027 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

12/2025 		08/2025

02/2026 		95 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2025

03/2026

12/2026

09/2027 		08/2025

05/2026

02/2027

11/2027 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2025

03/2026

12/2026 		08/2025

05/2026

02/2027 		100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2025

03/2026

12/2026

09/2027 		08/2025

05/2026

02/2027

11/2027 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

03/2026 		08/2025

05/2026 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2025

06/2026

06/2027

06/2028 		08/2025

08/2026

08/2027

08/2028 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2025

06/2026

06/2027 		08/2025

08/2026

08/2027 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

06/2026 		08/2025

08/2026 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

09/2026 		08/2025

11/2026 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2025

12/2026

06/2028

12/2029 		08/2025

02/2027

08/2028

02/2030 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2025

12/2026

06/2028 		08/2025

02/2027

08/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

12/2026 		08/2025

02/2027 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

03/2027 		08/2025

05/2027 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

06/2027 		08/2025

08/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

09/2027 		08/2025

11/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

12/2027 		08/2025

02/2028 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

03/2028 		08/2025

05/2028 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

06/2028 		08/2025

08/2028 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

09/2028 		08/2025

11/2028 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

12/2028 		08/2025

02/2029 		325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

03/2029 		08/2025

05/2029 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

06/2029 		08/2025

08/2029 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

09/2029 		08/2025

11/2029 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

12/2029 		08/2025

02/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

03/2030 		08/2025

05/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

06/2030 		08/2025

08/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

09/2030 		08/2025

11/2030 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

12/2030 		08/2025

02/2031 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

03/2031 		08/2025

05/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

06/2031 		08/2025

08/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

09/2031 		08/2025

11/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

12/2031 		08/2025

02/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

03/2032 		08/2025

05/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2025

06/2032 		08/2025

06/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		09/2025

12/2025

06/2026

09/2026 		11/2025

02/2026

08/2026

11/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2025

12/2025

03/2026

06/2026 		11/2025

02/2026

05/2026

08/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2025

12/2025

03/2026

06/2026 		11/2025

02/2026

05/2026

08/2026 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2025

12/2025

03/2026 		11/2025

02/2026

05/2026 		50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

12/2025 		11/2025

02/2026 		60 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2025

03/2026

09/2026

03/2027 		11/2025

05/2026

11/2026

05/2027 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2025

03/2026

09/2026 		11/2025

05/2026

11/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2025

03/2026

09/2026

03/2027 		11/2025

05/2026

11/2026

05/2027 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

03/2026 		11/2025

05/2026 		95 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2025

06/2026

03/2027

12/2027 		11/2025

08/2026

05/2027

02/2028 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2025

06/2026

03/2027 		11/2025

08/2026

05/2027 		100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2025

06/2026

03/2027

12/2027 		11/2025

08/2026

05/2027

02/2028 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

06/2026 		11/2025

08/2026 		120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		09/2025

09/2026

09/2027

09/2028 		11/2025

11/2026

11/2027

11/2028 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2025

09/2026

09/2027 		11/2025

11/2026

11/2027 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

09/2026 		11/2025

11/2026 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

12/2026 		11/2025

02/2027 		180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		09/2025

03/2027

09/2028

03/2030 		11/2025

05/2027

11/2028

05/2030 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		09/2025

03/2027

09/2028 		11/2025

05/2027

11/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

03/2027 		11/2025

05/2027 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

06/2027 		11/2025

08/2027 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

09/2027 		11/2025

11/2027 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

12/2027 		11/2025

02/2028 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

03/2028 		11/2025

05/2028 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

06/2028 		11/2025

08/2028 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

09/2028 		11/2025

11/2028 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

12/2028 		11/2025

02/2029 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

03/2029 		11/2025

05/2029 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

06/2029 		11/2025

08/2029 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

09/2029 		11/2025

11/2029 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

12/2029 		11/2025

02/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

03/2030 		11/2025

05/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

06/2030 		11/2025

08/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

09/2030 		11/2025

11/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

12/2030 		11/2025

02/2031 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

03/2031 		11/2025

05/2031 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

06/2031 		11/2025

08/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

09/2031 		11/2025

11/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

12/2031 		11/2025

02/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

03/2032 		11/2025

05/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		09/2025

06/2032 		11/2025

06/2032 		550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		12/2025

03/2026

09/2026

12/2026 		02/2026

05/2026

11/2026

02/2027 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2025

03/2026

06/2026

09/2026 		02/2026

05/2026

08/2026

11/2026 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2025

03/2026

06/2026

09/2026 		02/2026

05/2026

08/2026

11/2026 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2025

03/2026

06/2026 		02/2026

05/2026

08/2026 		50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

03/2026 		02/2026

05/2026 		60 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2025

06/2026

12/2026

06/2027 		02/2026

08/2026

02/2027

08/2027 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2025

06/2026

12/2026 		02/2026

08/2026

02/2027 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2025

06/2026

12/2026

06/2027 		02/2026

08/2026

02/2027

08/2027 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

06/2026 		02/2026

08/2026 		95 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2025

09/2026

06/2027

03/2028 		02/2026

11/2026

08/2027

05/2028 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2025

09/2026

06/2027 		02/2026

11/2026

08/2027 		100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2025

09/2026

06/2027

03/2028 		02/2026

11/2026

08/2027

05/2028 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

09/2026 		02/2026

11/2026 		120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		12/2025

12/2026

12/2027

12/2028 		02/2026

02/2027

02/2028

02/2029 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2025

12/2026

12/2027 		02/2026

02/2027

02/2028 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

12/2026 		02/2026

02/2027 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

03/2027 		02/2026

05/2027 		180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		12/2025

06/2027

12/2028

06/2030 		02/2026

08/2027

02/2029

08/2030 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		12/2025

06/2027

12/2028 		02/2026

08/2027

02/2029 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

06/2027 		02/2026

08/2027 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

09/2027 		02/2026

11/2027 		240 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

12/2027 		02/2026

02/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

03/2028 		02/2026

05/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

06/2028 		02/2026

08/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

09/2028 		02/2026

11/2028 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

12/2028 		02/2026

02/2029 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

03/2029 		02/2026

05/2029 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

06/2029 		02/2026

08/2029 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

09/2029 		02/2026

11/2029 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

12/2029 		02/2026

02/2030 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

03/2030 		02/2026

05/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

06/2030 		02/2026

08/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

09/2030 		02/2026

11/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

12/2030 		02/2026

02/2031 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

03/2031 		02/2026

05/2031 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

06/2031 		02/2026

08/2031 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

09/2031 		02/2026

11/2031 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

12/2031 		02/2026

02/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

03/2032 		02/2026

05/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		12/2025

06/2032 		02/2026

06/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		03/2026

06/2026

12/2026

03/2027 		05/2026

08/2026

02/2027

05/2027 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2026

06/2026

09/2026

12/2026 		05/2026

08/2026

11/2026

02/2027 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2026

06/2026

09/2026

12/2026 		05/2026

08/2026

11/2026

02/2027 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2026

06/2026

09/2026 		05/2026

08/2026

11/2026 		50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

06/2026 		05/2026

08/2026 		60 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2026

09/2026

03/2027

09/2027 		05/2026

11/2026

05/2027

11/2027 		75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2026

09/2026

03/2027 		05/2026

11/2026

05/2027 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2026

09/2026

03/2027

09/2027 		05/2026

11/2026

05/2027

11/2027 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

09/2026 		05/2026

11/2026 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2026

12/2026

09/2027

06/2028 		05/2026

02/2027

11/2027

08/2028 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2026

12/2026

09/2027 		05/2026

02/2027

11/2027 		90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

12/2026 		05/2026

02/2027 		110 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2026

12/2026

09/2027

06/2028 		05/2026

02/2027

11/2027

08/2028 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		03/2026

03/2027

03/2028

03/2029 		05/2026

05/2027

05/2028

05/2029 		125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2026

03/2027

03/2028 		05/2026

05/2027

05/2028 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

03/2027 		05/2026

05/2027 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

06/2027 		05/2026

08/2027 		180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		03/2026

09/2027

03/2029 		05/2026

11/2027

05/2029 		150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

09/2027 		05/2026

11/2027 		175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		03/2026

09/2027

03/2029

09/2030 		05/2026

11/2027

05/2029

11/2030 		185 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

12/2027 		05/2026

02/2028 		200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

03/2028 		05/2026

05/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

06/2028 		05/2026

08/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

09/2028 		05/2026

11/2028 		250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

12/2028 		05/2026

02/2029 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

03/2029 		05/2026

05/2029 		275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

06/2029 		05/2026

08/2029 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

09/2029 		05/2026

11/2029 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

12/2029 		05/2026

02/2030 		300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

03/2030 		05/2026

05/2030 		350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

06/2030 		05/2026

08/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

09/2030 		05/2026

11/2030 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

12/2030 		05/2026

02/2031 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

03/2031 		05/2026

05/2031 		400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

06/2031 		05/2026

08/2031 		425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

09/2031 		05/2026

11/2031 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

12/2031 		05/2026

02/2032 		475 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

03/2032 		05/2026

05/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		03/2026

06/2032 		05/2026

06/2032 		500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1 		A

B

A

B 		06/2026

09/2026

03/2027

06/2027 		08/2026

11/2026

05/2027

08/2027 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

3

3

1 		A

B

A

B 		06/2026

09/2026

12/2026

03/2027 		08/2026

11/2026

02/2027

05/2027 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2026

09/2026

12/2026

03/2027 		08/2026

11/2026

02/2027

05/2027 		55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2026

09/2026

12/2026 		08/2026

11/2026

02/2027 		50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1 		A

B 		06/2026

09/2026 		08/2026

11/2026 		60 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1 		A

B

B

A 		06/2026

12/2026

06/2027

12/2027 		08/2026

02/2027

08/2027

02/2028 		65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1 		A

B

A 		06/2026

12/2026

06/2027 		08/2026

02/2027

08/2027 		65 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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    • CME CORE

    • CME CORE is an interactive margin calculator that enables users to calculate and evaluate initial margin requirements for all CME Group Products, and execute OTC efficiency analysis through additional analytics.

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+1 312 648 5470
efsadmin@cmegroup.com

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chfin@cmegroup.com

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+1 312 930 3444

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+1 312 930 3172

General Clearing Division
+1 312 930 3170

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
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