Intras for Margins

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

3

3

1
A

B

A

B
03/2030

09/2030

03/2031

09/2031
05/2030

11/2030

05/2031

11/2031
90 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

09/2030
05/2030

11/2030
65 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2030

12/2030

09/2031
05/2030

02/2031

11/2031
90 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

12/2030
05/2030

02/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

03/2031
05/2030

05/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

06/2031
05/2030

08/2031
80 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

09/2031
05/2030

11/2031
80 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2030

12/2031
05/2030

12/2031
100 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
06/2030

09/2030

03/2031

06/2031
08/2030

11/2030

05/2031

08/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
06/2030

09/2030

12/2030

03/2031
08/2030

11/2030

02/2031

05/2031
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2030

09/2030

12/2030
08/2030

11/2030

02/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2030

09/2030
08/2030

11/2030
50 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
06/2030

09/2030

12/2030

03/2031
08/2030

11/2030

02/2031

05/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
06/2030

12/2030

06/2031

12/2031
08/2030

02/2031

08/2031

12/2031
75 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2030

12/2030

06/2031
08/2030

02/2031

08/2031
80 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
06/2030

12/2030

06/2031

12/2031
08/2030

02/2031

08/2031

12/2031
90 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2030

12/2030
08/2030

02/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2030

03/2031

12/2031
08/2030

05/2031

12/2031
90 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2030

03/2031
08/2030

05/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2030

06/2031
08/2030

08/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2030

09/2031
08/2030

11/2031
55 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2030

12/2031
08/2030

12/2031
80 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
09/2030

12/2030

06/2031

09/2031
11/2030

02/2031

08/2031

11/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
09/2030

12/2030

03/2031

06/2031
11/2030

02/2031

05/2031

08/2031
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2030

12/2030

03/2031
11/2030

02/2031

05/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

12/2030
11/2030

02/2031
40 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
09/2030

12/2030

03/2031

06/2031
11/2030

02/2031

05/2031

08/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
09/2030

03/2031

09/2031
11/2030

05/2031

11/2031
80 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

03/2031
11/2030

05/2031
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

06/2031
11/2030

08/2031
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

09/2031
11/2030

11/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2030

12/2031
11/2030

12/2031
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

2

1
A

B

A

B
12/2030

03/2031

09/2031

12/2031
02/2031

05/2031

11/2031

12/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
12/2030

03/2031

06/2031

09/2031
02/2031

05/2031

08/2031

11/2031
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2030

03/2031

06/2031
02/2031

05/2031

08/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

03/2031
02/2031

05/2031
40 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
12/2030

03/2031

06/2031

09/2031
02/2031

05/2031

08/2031

11/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
12/2030

06/2031

12/2031
02/2031

08/2031

12/2031
80 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

06/2031
02/2031

08/2031
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

09/2031
02/2031

11/2031
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
12/2030

12/2031
02/2031

12/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

3

3

1
A

B

A

B
03/2031

06/2031

09/2031

12/2031
05/2031

08/2031

11/2031

12/2031
65 USD
CME INTEREST RATES EURODOLLAR EED 1

1

1

1
A

B

B

A
03/2031

06/2031

09/2031

12/2031
05/2031

08/2031

11/2031

12/2031
55 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
03/2031

06/2031

09/2031
05/2031

08/2031

11/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

06/2031
05/2031

08/2031
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

09/2031
05/2031

11/2031
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
03/2031

12/2031
05/2031

12/2031
45 USD
CME INTEREST RATES EURODOLLAR EED 1

2

1
A

B

A
06/2031

09/2031

12/2031
08/2031

11/2031

12/2031
50 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2031

09/2031
08/2031

11/2031
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
06/2031

12/2031
08/2031

12/2031
45 USD
CME INTEREST RATES EURODOLLAR EED 1

1
A

B
09/2031

12/2031
11/2031

12/2031
40 USD
CME INTEREST RATES EURODOLLAR EED 1

1
B

A
12/2031

12/2031
12/2031

12/2031
40 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
02/2022

03/2022

04/2022
02/2022

03/2022

04/2022
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
02/2022

03/2022
02/2022

03/2022
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
03/2022

04/2022

05/2022
03/2022

04/2022

05/2022
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
03/2022

04/2022
03/2022

04/2022
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
04/2022

05/2022

06/2022
04/2022

05/2022

06/2022
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
04/2022

05/2022
04/2022

05/2022
150 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
05/2022

06/2022

07/2022
05/2022

06/2022

07/2022
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
05/2022

06/2022
05/2022

06/2022
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
06/2022

07/2022
06/2022

07/2022
175 USD
CME INTEREST RATES LIBOR EM 1

2

1
A

B

A
06/2022

07/2022

08/2022
06/2022

07/2022

08/2022
500 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
07/2022

08/2022
07/2022

08/2022
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
08/2022

09/2022
08/2022

09/2022
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
09/2022

10/2022
09/2022

10/2022
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
10/2022

11/2022
10/2022

11/2022
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
11/2022

12/2022
11/2022

12/2022
175 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
12/2022

01/2023
12/2022

01/2023
175 USD
CME INTEREST RATES LIBOR EM 1

1
B

A
01/2022

01/2022
05/2022

05/2022
150 USD
CME INTEREST RATES LIBOR EM 1

1
A

B
01/2022

06/2022
05/2022

01/2023
175 USD
CME INTEREST RATES LIBOR EM 1

1
B

A
06/2022

06/2022
01/2023

01/2023
250 USD
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
B

A
12/2021

12/2021
02/2022

02/2022
350 GBP
CME INTEREST RATES MPC SONIA FUTURES MPC 1

1
A

B
12/2021

03/2022
02/2022

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

1
B

A
03/2022

03/2022
11/2022

11/2022
400 GBP
CME INTEREST RATES SR3-ED INTERCOMMODITY SPREAD SED 1

1
B

A
09/2023

09/2023
03/2031

03/2031
1 USD
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
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

03/2022
02/2022

05/2022
350 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
300 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
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

06/2022
02/2022

08/2022
500 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
400 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
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

09/2022
02/2022

11/2022
550 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
400 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
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

12/2022
02/2022

02/2023
550 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
500 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
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

03/2023
02/2022

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

1

1

1
A

B

B

A
12/2021

03/2023

06/2024

09/2025
02/2022

05/2023

08/2024

11/2025
605 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
700 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

06/2023
02/2022

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

1

1

1
A

B

B

A
12/2021

06/2023

12/2024

06/2026
02/2022

08/2023

02/2025

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

2

1
A

B

A
12/2021

09/2023

06/2025
02/2022

11/2023

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

1
A

B
12/2021

09/2023
02/2022

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

2

1
A

B

A
12/2021

12/2023

12/2025
02/2022

02/2024

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

1
A

B
12/2021

12/2023
02/2022

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

2

1
A

B

A
12/2021

03/2024

06/2026
02/2022

05/2024

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

1
A

B
12/2021

03/2024
02/2022

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

1
A

B
12/2021

06/2024
02/2022

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

1
A

B
12/2021

09/2024
02/2022

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

1
A

B
12/2021

12/2024
02/2022

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

1
A

B
12/2021

03/2025
02/2022

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

1
A

B
12/2021

06/2025
02/2022

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

1
A

B
12/2021

09/2025
02/2022

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

1
A

B
12/2021

12/2025
02/2022

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

1
A

B
12/2021

03/2026
02/2022

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

1
A

B
12/2021

06/2026
02/2022

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

1
A

B
12/2021

09/2026
02/2022

09/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

06/2022
05/2022

08/2022
165 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
200 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
125 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
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

09/2022
05/2022

11/2022
280 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
300 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
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

12/2022
05/2022

02/2023
280 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
350 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
330 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

03/2023
05/2022

05/2023
300 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
400 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
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

06/2023
05/2022

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

1

1

1
A

B

B

A
03/2022

06/2023

09/2024

12/2025
05/2022

08/2023

11/2024

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

1
A

B
03/2022

09/2023
05/2022

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

1

1

1
A

B

B

A
03/2022

09/2023

03/2025

09/2026
05/2022

11/2023

05/2025

09/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2022

12/2023

09/2025
05/2022

02/2024

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

1
A

B
03/2022

12/2023
05/2022

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

1
A

B
03/2022

03/2024
05/2022

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

2

1
A

B

A
03/2022

03/2024

03/2026
05/2022

05/2024

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

2

1
A

B

A
03/2022

06/2024

09/2026
05/2022

08/2024

09/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

06/2024
05/2022

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

1
A

B
03/2022

09/2024
05/2022

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

1
A

B
03/2022

12/2024
05/2022

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

1
A

B
03/2022

03/2025
05/2022

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

1
A

B
03/2022

06/2025
05/2022

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

1
A

B
03/2022

09/2025
05/2022

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

1
A

B
03/2022

12/2025
05/2022

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

1
A

B
03/2022

03/2026
05/2022

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

1
A

B
03/2022

06/2026
05/2022

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

1
A

B
03/2022

09/2026
05/2022

09/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2022

09/2022
08/2022

11/2022
120 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
100 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
100 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
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2022

12/2022
08/2022

02/2023
200 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
150 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
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2022

03/2023
08/2022

05/2023
240 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
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2022

06/2023
08/2022

08/2023
300 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

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

1
A

B
06/2022

09/2023
08/2022

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

1

1

1
A

B

B

A
06/2022

09/2023

12/2024

03/2026
08/2022

11/2023

02/2025

05/2026
300 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
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2022

12/2023
08/2022

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

2

1
A

B

A
06/2022

12/2023

06/2025
08/2022

02/2024

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

2

1
A

B

A
06/2022

03/2024

12/2025
08/2022

05/2024

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

1
A

B
06/2022

03/2024
08/2022

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

2

1
A

B

A
06/2022

06/2024

06/2026
08/2022

08/2024

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

1
A

B
06/2022

06/2024
08/2022

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

1
A

B
06/2022

09/2024
08/2022

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

1
A

B
06/2022

12/2024
08/2022

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

1
A

B
06/2022

03/2025
08/2022

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

1
A

B
06/2022

06/2025
08/2022

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

1
A

B
06/2022

09/2025
08/2022

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

1
A

B
06/2022

12/2025
08/2022

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

1
A

B
06/2022

03/2026
08/2022

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

1
A

B
06/2022

06/2026
08/2022

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

1
A

B
06/2022

09/2026
08/2022

09/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2022
11/2022

02/2023
120 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
100 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
100 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
115 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

03/2023
11/2022

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

1
A

B
09/2022

06/2023
11/2022

08/2023
240 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
165 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
170 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

09/2023
11/2022

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

1

1

1
A

B

B

A
09/2022

09/2023

09/2024

09/2025
11/2022

11/2023

11/2024

11/2025
250 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

12/2023
11/2022

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

1

1

1
A

B

B

A
09/2022

12/2023

03/2025

06/2026
11/2022

02/2024

05/2025

08/2026
300 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
220 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2022

03/2024

09/2025
11/2022

05/2024

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

1
A

B
09/2022

03/2024
11/2022

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

2

1
A

B

A
09/2022

06/2024

03/2026
11/2022

08/2024

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

1
A

B
09/2022

06/2024
11/2022

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

2

1
A

B

A
09/2022

09/2024

09/2026
11/2022

11/2024

09/2026
320 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

09/2024
11/2022

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

1
A

B
09/2022

12/2024
11/2022

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

1
A

B
09/2022

03/2025
11/2022

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

1
A

B
09/2022

06/2025
11/2022

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

1
A

B
09/2022

09/2025
11/2022

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

1
A

B
09/2022

12/2025
11/2022

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

1
A

B
09/2022

03/2026
11/2022

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

1
A

B
09/2022

06/2026
11/2022

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

1
A

B
09/2022

09/2026
11/2022

09/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2023
02/2023

05/2023
120 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
90 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
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

06/2023
02/2023

08/2023
200 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
130 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
155 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

09/2023
02/2023

11/2023
225 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

1
A

B
12/2022

12/2023
02/2023

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

1

1

1
A

B

B

A
12/2022

12/2023

12/2024

12/2025
02/2023

02/2024

02/2025

02/2026
250 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

03/2024
02/2023

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

1

1

1
A

B

B

A
12/2022

03/2024

06/2025

09/2026
02/2023

05/2024

08/2025

09/2026
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

03/2024

06/2025
02/2023

05/2024

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

2

1
A

B

A
12/2022

06/2024

12/2025
02/2023

08/2024

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

1
A

B
12/2022

06/2024
02/2023

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

2

1
A

B

A
12/2022

09/2024

06/2026
02/2023

11/2024

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

1
A

B
12/2022

09/2024
02/2023

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

1
A

B
12/2022

12/2024
02/2023

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

1
A

B
12/2022

03/2025
02/2023

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

1
A

B
12/2022

06/2025
02/2023

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

1
A

B
12/2022

09/2025
02/2023

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

1
A

B
12/2022

12/2025
02/2023

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

1
A

B
12/2022

03/2026
02/2023

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

1
A

B
12/2022

06/2026
02/2023

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

1
A

B
12/2022

09/2026
02/2023

09/2026
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2023
05/2023

08/2023
120 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
90 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

09/2023
05/2023

11/2023
200 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

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
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2023

12/2023

09/2024

06/2025
05/2023

02/2024

11/2024

08/2025
155 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
170 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

03/2024
05/2023

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

1

1

1
A

B

B

A
03/2023

03/2024

03/2025

03/2026
05/2023

05/2024

05/2025

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

2

1
A

B

A
03/2023

06/2024

09/2025
05/2023

08/2024

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

1
A

B
03/2023

06/2024
05/2023

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

2

1
A

B

A
03/2023

09/2024

03/2026
05/2023

11/2024

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

1
A

B
03/2023

09/2024
05/2023

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

2

1
A

B

A
03/2023

12/2024

09/2026
05/2023

02/2025

09/2026
265 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

12/2024
05/2023

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

1
A

B
03/2023

03/2025
05/2023

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

1
A

B
03/2023

06/2025
05/2023

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

1
A

B
03/2023

09/2025
05/2023

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

1
A

B
03/2023

12/2025
05/2023

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

1
A

B
03/2023

03/2026
05/2023

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

1
A

B
03/2023

06/2026
05/2023

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

1
A

B
03/2023

09/2026
05/2023

09/2026
500 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

1
A

B
06/2023

09/2023
08/2023

11/2023
95 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
90 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
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

12/2023
08/2023

02/2024
140 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

03/2024

12/2024
08/2023

05/2024

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

1
A

B
06/2023

03/2024
08/2023

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

1

1

1
A

B

B

A
06/2023

03/2024

12/2024

09/2025
08/2023

05/2024

02/2025

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

2

1
A

B

A
06/2023

06/2024

06/2025
08/2023

08/2024

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

1
A

B
06/2023

06/2024
08/2023

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

1

1

1
A

B

B

A
06/2023

06/2024

06/2025

06/2026
08/2023

08/2024

08/2025

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

2

1
A

B

A
06/2023

09/2024

12/2025
08/2023

11/2024

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

1
A

B
06/2023

09/2024
08/2023

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

2

1
A

B

A
06/2023

12/2024

06/2026
08/2023

02/2025

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

1
A

B
06/2023

12/2024
08/2023

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

1
A

B
06/2023

03/2025
08/2023

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

1
A

B
06/2023

06/2025
08/2023

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

1
A

B
06/2023

09/2025
08/2023

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

1
A

B
06/2023

12/2025
08/2023

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

1
A

B
06/2023

03/2026
08/2023

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

1
A

B
06/2023

06/2026
08/2023

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

1
A

B
06/2023

09/2026
08/2023

09/2026
500 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
95 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
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

03/2024
11/2023

05/2024
140 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

2

1
A

B

A
09/2023

03/2024

09/2024
11/2023

05/2024

11/2024
125 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
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

06/2024
11/2023

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

1

1

1
A

B

B

A
09/2023

06/2024

03/2025

12/2025
11/2023

08/2024

05/2025

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

2

1
A

B

A
09/2023

09/2024

09/2025
11/2023

11/2024

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

1
A

B
09/2023

09/2024
11/2023

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

1

1

1
A

B

B

A
09/2023

09/2024

09/2025

09/2026
11/2023

11/2024

11/2025

09/2026
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

12/2024

03/2026
11/2023

02/2025

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

1
A

B
09/2023

12/2024
11/2023

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

2

1
A

B

A
09/2023

03/2025

09/2026
11/2023

05/2025

09/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

03/2025
11/2023

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

1
A

B
09/2023

06/2025
11/2023

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

1
A

B
09/2023

09/2025
11/2023

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

1
A

B
09/2023

12/2025
11/2023

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

1
A

B
09/2023

03/2026
11/2023

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

1
A

B
09/2023

06/2026
11/2023

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

1
A

B
09/2023

09/2026
11/2023

09/2026
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

03/2024
02/2024

05/2024
95 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
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

06/2024
02/2024

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

1

1

1
A

B

B

A
12/2023

06/2024

12/2024

06/2025
02/2024

08/2024

02/2025

08/2025
110 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
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2023

09/2024

06/2025
02/2024

11/2024

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

1
A

B
12/2023

09/2024
02/2024

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

1

1

1
A

B

B

A
12/2023

09/2024

06/2025

03/2026
02/2024

11/2024

08/2025

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

2

1
A

B

A
12/2023

12/2024

12/2025
02/2024

02/2025

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

1
A

B
12/2023

12/2024
02/2024

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

2

1
A

B

A
12/2023

03/2025

06/2026
02/2024

05/2025

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

1
A

B
12/2023

03/2025
02/2024

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

1
A

B
12/2023

06/2025
02/2024

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

1
A

B
12/2023

09/2025
02/2024

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

1
A

B
12/2023

12/2025
02/2024

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

1
A

B
12/2023

03/2026
02/2024

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

1
A

B
12/2023

06/2026
02/2024

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

1
A

B
12/2023

09/2026
02/2024

09/2026
450 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
95 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
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2024

09/2024

03/2025

09/2025
05/2024

11/2024

05/2025

11/2025
110 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
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2024

12/2024

09/2025
05/2024

02/2025

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

1
A

B
03/2024

12/2024
05/2024

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

1

1

1
A

B

B

A
03/2024

12/2024

09/2025

06/2026
05/2024

02/2025

11/2025

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

2

1
A

B

A
03/2024

03/2025

03/2026
05/2024

05/2025

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

1
A

B
03/2024

03/2025
05/2024

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

2

1
A

B

A
03/2024

06/2025

09/2026
05/2024

08/2025

09/2026
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2025
05/2024

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

1
A

B
03/2024

09/2025
05/2024

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

1
A

B
03/2024

12/2025
05/2024

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

1
A

B
03/2024

03/2026
05/2024

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

1
A

B
03/2024

06/2026
05/2024

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

1
A

B
03/2024

09/2026
05/2024

09/2026
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

09/2024
08/2024

11/2024
95 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
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2024

12/2024

06/2025

12/2025
08/2024

02/2025

08/2025

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

2

1
A

B

A
06/2024

12/2024

06/2025
08/2024

02/2025

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

2

1
A

B

A
06/2024

03/2025

12/2025
08/2024

05/2025

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

1
A

B
06/2024

03/2025
08/2024

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

1

1

1
A

B

B

A
06/2024

03/2025

12/2025

09/2026
08/2024

05/2025

02/2026

09/2026
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2024

06/2025

06/2026
08/2024

08/2025

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

1
A

B
06/2024

06/2025
08/2024

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

1
A

B
06/2024

09/2025
08/2024

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

1
A

B
06/2024

12/2025
08/2024

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

1
A

B
06/2024

03/2026
08/2024

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

1
A

B
06/2024

06/2026
08/2024

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

1
A

B
06/2024

09/2026
08/2024

09/2026
390 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2024

12/2024

03/2025

06/2025
11/2024

02/2025

05/2025

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

1
A

B
09/2024

12/2024
11/2024

02/2025
95 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

2

1
A

B

A
09/2024

03/2025

09/2025
11/2024

05/2025

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

1
A

B
09/2024

03/2025
11/2024

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

1

1

1
A

B

B

A
09/2024

03/2025

09/2025

03/2026
11/2024

05/2025

11/2025

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

1
A

B
09/2024

06/2025
11/2024

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

2

1
A

B

A
09/2024

06/2025

03/2026
11/2024

08/2025

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

2

1
A

B

A
09/2024

09/2025

09/2026
11/2024

11/2025

09/2026
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

09/2025
11/2024

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

1
A

B
09/2024

12/2025
11/2024

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

1
A

B
09/2024

03/2026
11/2024

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

1
A

B
09/2024

06/2026
11/2024

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

1
A

B
09/2024

09/2026
11/2024

09/2026
350 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2024

03/2025

06/2025

09/2025
02/2025

05/2025

08/2025

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

1
A

B
12/2024

03/2025
02/2025

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

2

1
A

B

A
12/2024

03/2025

06/2025
02/2025

05/2025

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

1
A

B
12/2024

06/2025
02/2025

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

1

1

1
A

B

B

A
12/2024

06/2025

12/2025

06/2026
02/2025

08/2025

02/2026

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

2

1
A

B

A
12/2024

06/2025

12/2025
02/2025

08/2025

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

1
A

B
12/2024

09/2025
02/2025

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

2

1
A

B

A
12/2024

09/2025

06/2026
02/2025

11/2025

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

1
A

B
12/2024

12/2025
02/2025

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

1
A

B
12/2024

03/2026
02/2025

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

1
A

B
12/2024

06/2026
02/2025

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

1
A

B
12/2024

09/2026
02/2025

09/2026
320 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2025

06/2025

09/2025

12/2025
05/2025

08/2025

11/2025

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

1
A

B
03/2025

06/2025
05/2025

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

2

1
A

B

A
03/2025

06/2025

09/2025
05/2025

08/2025

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

1
A

B
03/2025

09/2025
05/2025

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

1

1

1
A

B

B

A
03/2025

09/2025

03/2026

09/2026
05/2025

11/2025

05/2026

09/2026
110 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2025

09/2025

03/2026
05/2025

11/2025

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

1
A

B
03/2025

12/2025
05/2025

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

2

1
A

B

A
03/2025

12/2025

09/2026
05/2025

02/2026

09/2026
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2025

03/2026
05/2025

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

1
A

B
03/2025

06/2026
05/2025

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

1
A

B
03/2025

09/2026
05/2025

09/2026
320 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2025

09/2025
08/2025

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

1

1

1
A

B

B

A
06/2025

09/2025

12/2025

03/2026
08/2025

11/2025

02/2026

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

2

1
A

B

A
06/2025

09/2025

12/2025
08/2025

11/2025

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

1
A

B
06/2025

12/2025
08/2025

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

2

1
A

B

A
06/2025

12/2025

06/2026
08/2025

02/2026

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

1
A

B
06/2025

03/2026
08/2025

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

1
A

B
06/2025

06/2026
08/2025

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

1
A

B
06/2025

09/2026
08/2025

09/2026
260 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

12/2025
11/2025

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

1

1

1
A

B

B

A
09/2025

12/2025

03/2026

06/2026
11/2025

02/2026

05/2026

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

2

1
A

B

A
09/2025

12/2025

03/2026
11/2025

02/2026

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

1
A

B
09/2025

03/2026
11/2025

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

2

1
A

B

A
09/2025

03/2026

09/2026
11/2025

05/2026

09/2026
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2025

06/2026
11/2025

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

1
A

B
09/2025

09/2026
11/2025

09/2026
225 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2025

03/2026
02/2026

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

1

1

1
A

B

B

A
12/2025

03/2026

06/2026

09/2026
02/2026

05/2026

08/2026

09/2026
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2025

03/2026

06/2026
02/2026

05/2026

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

1
A

B
12/2025

06/2026
02/2026

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

1
A

B
12/2025

09/2026
02/2026

09/2026
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2026

06/2026
05/2026

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

2

1
A

B

A
03/2026

06/2026

09/2026
05/2026

08/2026

09/2026
75 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2026

09/2026
05/2026

09/2026
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2026

09/2026
08/2026

09/2026
80 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
B

A
09/2026

09/2026
09/2026

09/2026
90 GBP
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
01/2022

02/2022

03/2022

04/2022
01/2022

02/2022

03/2022

04/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2022

02/2022

03/2022
01/2022

02/2022

03/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

02/2022
01/2022

02/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
01/2022

03/2022

05/2022

07/2022
01/2022

03/2022

05/2022

07/2022
165 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2022

03/2022

05/2022
01/2022

03/2022

05/2022
160 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

03/2022
01/2022

03/2022
125 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
01/2022

04/2022

07/2022

10/2022
01/2022

04/2022

07/2022

10/2022
190 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2022

04/2022

07/2022
01/2022

04/2022

07/2022
175 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

04/2022
01/2022

04/2022
125 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
01/2022

05/2022

09/2022

01/2023
01/2022

05/2022

09/2022

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

2

1
A

B

A
01/2022

05/2022

09/2022
01/2022

05/2022

09/2022
190 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

05/2022
01/2022

05/2022
175 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

06/2022
01/2022

06/2022
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2022

06/2022

11/2022
01/2022

06/2022

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

1
A

B
01/2022

07/2022
01/2022

07/2022
300 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2022

07/2022

01/2023
01/2022

07/2022

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

1
A

B
01/2022

08/2022
01/2022

08/2022
300 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

09/2022
01/2022

09/2022
300 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

10/2022
01/2022

10/2022
315 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2022

11/2022
01/2022

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

1
A

B
01/2022

12/2022
01/2022

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

1
A

B
01/2022

01/2023
01/2022

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

1

1

1
A

B

B

A
02/2022

03/2022

04/2022

05/2022
02/2022

03/2022

04/2022

05/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2022

03/2022

04/2022
02/2022

03/2022

04/2022
100 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

03/2022
02/2022

03/2022
100 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2022

04/2022

06/2022
02/2022

04/2022

06/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
02/2022

04/2022

06/2022

08/2022
02/2022

04/2022

06/2022

08/2022
140 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

04/2022
02/2022

04/2022
125 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

05/2022
02/2022

05/2022
175 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
02/2022

05/2022

08/2022

11/2022
02/2022

05/2022

08/2022

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

2

1
A

B

A
02/2022

05/2022

08/2022
02/2022

05/2022

08/2022
175 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

06/2022
02/2022

06/2022
180 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2022

06/2022

10/2022
02/2022

06/2022

10/2022
165 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

07/2022
02/2022

07/2022
275 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2022

07/2022

12/2022
02/2022

07/2022

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

1
A

B
02/2022

08/2022
02/2022

08/2022
275 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

09/2022
02/2022

09/2022
275 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

10/2022
02/2022

10/2022
275 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2022

11/2022
02/2022

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

1
A

B
02/2022

12/2022
02/2022

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

1
A

B
02/2022

01/2023
02/2022

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

2

1
A

B

A
03/2022

04/2022

05/2022
03/2022

04/2022

05/2022
100 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
03/2022

04/2022

05/2022

06/2022
03/2022

04/2022

05/2022

06/2022
90 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2022

04/2022
03/2022

04/2022
85 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2022

05/2022
03/2022

05/2022
175 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
03/2022

05/2022

07/2022

09/2022
03/2022

05/2022

07/2022

09/2022
140 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
03/2022

05/2022

07/2022
03/2022

05/2022

07/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2022

06/2022
03/2022

06/2022
185 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
03/2022

06/2022

09/2022

12/2022
03/2022

06/2022

09/2022

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

2

1
A

B

A
03/2022

06/2022

09/2022
03/2022

06/2022

09/2022
150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2022

07/2022
03/2022

07/2022
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
03/2022

07/2022

11/2022
03/2022

07/2022

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

1
A

B
03/2022

08/2022
03/2022

08/2022
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
03/2022

08/2022

01/2023
03/2022

08/2022

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

1
A

B
03/2022

09/2022
03/2022

09/2022
275 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2022

10/2022
03/2022

10/2022
285 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2022

11/2022
03/2022

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

1
A

B
03/2022

12/2022
03/2022

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

1
A

B
03/2022

01/2023
03/2022

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

2

1
A

B

A
04/2022

05/2022

06/2022
04/2022

05/2022

06/2022
100 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
04/2022

05/2022

06/2022

07/2022
04/2022

05/2022

06/2022

07/2022
90 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
04/2022

05/2022
04/2022

05/2022
125 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
04/2022

06/2022
04/2022

06/2022
175 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
04/2022

06/2022

08/2022

10/2022
04/2022

06/2022

08/2022

10/2022
140 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
04/2022

06/2022

08/2022
04/2022

06/2022

08/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
04/2022

07/2022
04/2022

07/2022
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
04/2022

07/2022

10/2022

01/2023
04/2022

07/2022

10/2022

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

2

1
A

B

A
04/2022

07/2022

10/2022
04/2022

07/2022

10/2022
150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
04/2022

08/2022
04/2022

08/2022
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
04/2022

08/2022

12/2022
04/2022

08/2022

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

1
A

B
04/2022

09/2022
04/2022

09/2022
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
04/2022

10/2022
04/2022

10/2022
275 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
04/2022

11/2022
04/2022

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

1
A

B
04/2022

12/2022
04/2022

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

1
A

B
04/2022

01/2023
04/2022

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

1

1

1
A

B

B

A
05/2022

06/2022

07/2022

08/2022
05/2022

06/2022

07/2022

08/2022
90 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
05/2022

06/2022

07/2022
05/2022

06/2022

07/2022
100 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2022

06/2022
05/2022

06/2022
85 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
05/2022

07/2022

09/2022

11/2022
05/2022

07/2022

09/2022

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

2

1
A

B

A
05/2022

07/2022

09/2022
05/2022

07/2022

09/2022
120 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2022

07/2022
05/2022

07/2022
125 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
05/2022

08/2022

11/2022
05/2022

08/2022

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

1
A

B
05/2022

08/2022
05/2022

08/2022
170 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
05/2022

09/2022

01/2023
05/2022

09/2022

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

1
A

B
05/2022

09/2022
05/2022

09/2022
205 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2022

10/2022
05/2022

10/2022
250 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2022

11/2022
05/2022

11/2022
275 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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