Intras for Margins

Ratio Side Start Period End Period Maintenance
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2027

03/2030
08/2027

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

1
A

B
06/2027

06/2030
08/2027

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

1
A

B
06/2027

09/2030
08/2027

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

1
A

B
06/2027

12/2030
08/2027

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

1
A

B
06/2027

03/2031
08/2027

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

1
A

B
06/2027

06/2031
08/2027

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

1
A

B
06/2027

09/2031
08/2027

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

1
A

B
06/2027

12/2031
08/2027

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

1
A

B
06/2027

03/2032
08/2027

05/2032
1,050 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2027

06/2032
08/2027

06/2032
1,050 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1
A

B

A

B
09/2027

12/2027

06/2028

09/2028
11/2027

02/2028

08/2028

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

3

3

1
A

B

A

B
09/2027

12/2027

03/2028

06/2028
11/2027

02/2028

05/2028

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

1

1

1
A

B

B

A
09/2027

12/2027

03/2028

06/2028
11/2027

02/2028

05/2028

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

2

1
A

B

A
09/2027

12/2027

03/2028
11/2027

02/2028

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

1
A

B
09/2027

12/2027
11/2027

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

1

1

1
A

B

B

A
09/2027

03/2028

09/2028

03/2029
11/2027

05/2028

11/2028

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

2

1
A

B

A
09/2027

03/2028

09/2028
11/2027

05/2028

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

1
A

B
09/2027

03/2028
11/2027

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

3

3

1
A

B

A

B
09/2027

03/2028

09/2028

03/2029
11/2027

05/2028

11/2028

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

1

1

1
A

B

B

A
09/2027

06/2028

03/2029

12/2029
11/2027

08/2028

05/2029

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

2

1
A

B

A
09/2027

06/2028

03/2029
11/2027

08/2028

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

1
A

B
09/2027

06/2028
11/2027

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

3

3

1
A

B

A

B
09/2027

06/2028

03/2029

12/2029
11/2027

08/2028

05/2029

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

1

1

1
A

B

B

A
09/2027

09/2028

09/2029

09/2030
11/2027

11/2028

11/2029

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

2

1
A

B

A
09/2027

09/2028

09/2029
11/2027

11/2028

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

1
A

B
09/2027

09/2028
11/2027

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

1
A

B
09/2027

12/2028
11/2027

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

3

3

1
A

B

A

B
09/2027

03/2029

09/2030

03/2032
11/2027

05/2029

11/2030

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

2

1
A

B

A
09/2027

03/2029

09/2030
11/2027

05/2029

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

1
A

B
09/2027

03/2029
11/2027

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

1
A

B
09/2027

06/2029
11/2027

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

1
A

B
09/2027

09/2029
11/2027

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

1
A

B
09/2027

12/2029
11/2027

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

1
A

B
09/2027

03/2030
11/2027

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

1
A

B
09/2027

06/2030
11/2027

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

1
A

B
09/2027

09/2030
11/2027

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

1
A

B
09/2027

12/2030
11/2027

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

1
A

B
09/2027

03/2031
11/2027

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

1
A

B
09/2027

06/2031
11/2027

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

1
A

B
09/2027

09/2031
11/2027

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

1
A

B
09/2027

12/2031
11/2027

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

1
A

B
09/2027

03/2032
11/2027

05/2032
1,030 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2027

06/2032
11/2027

06/2032
1,050 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

2

1
A

B

A

B
12/2027

03/2028

09/2028

12/2028
02/2028

05/2028

11/2028

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

3

3

1
A

B

A

B
12/2027

03/2028

06/2028

09/2028
02/2028

05/2028

08/2028

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

1

1

1
A

B

B

A
12/2027

03/2028

06/2028

09/2028
02/2028

05/2028

08/2028

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

2

1
A

B

A
12/2027

03/2028

06/2028
02/2028

05/2028

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

1
A

B
12/2027

03/2028
02/2028

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

1

1

1
A

B

B

A
12/2027

06/2028

12/2028

06/2029
02/2028

08/2028

02/2029

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

2

1
A

B

A
12/2027

06/2028

12/2028
02/2028

08/2028

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

1
A

B
12/2027

06/2028
02/2028

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

3

3

1
A

B

A

B
12/2027

06/2028

12/2028

06/2029
02/2028

08/2028

02/2029

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

1

1

1
A

B

B

A
12/2027

09/2028

06/2029

03/2030
02/2028

11/2028

08/2029

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

2

1
A

B

A
12/2027

09/2028

06/2029
02/2028

11/2028

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

1
A

B
12/2027

09/2028
02/2028

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

3

3

1
A

B

A

B
12/2027

09/2028

06/2029

03/2030
02/2028

11/2028

08/2029

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

1

1

1
A

B

B

A
12/2027

12/2028

12/2029

12/2030
02/2028

02/2029

02/2030

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

2

1
A

B

A
12/2027

12/2028

12/2029
02/2028

02/2029

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

1
A

B
12/2027

12/2028
02/2028

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

1
A

B
12/2027

03/2029
02/2028

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

3

3

1
A

B

A

B
12/2027

06/2029

12/2030

06/2032
02/2028

08/2029

02/2031

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

2

1
A

B

A
12/2027

06/2029

12/2030
02/2028

08/2029

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

1
A

B
12/2027

06/2029
02/2028

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

1
A

B
12/2027

09/2029
02/2028

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

1
A

B
12/2027

12/2029
02/2028

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

1
A

B
12/2027

03/2030
02/2028

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

1
A

B
12/2027

06/2030
02/2028

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

1
A

B
12/2027

09/2030
02/2028

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

1
A

B
12/2027

12/2030
02/2028

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

1
A

B
12/2027

03/2031
02/2028

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

1
A

B
12/2027

06/2031
02/2028

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

1
A

B
12/2027

09/2031
02/2028

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

1
A

B
12/2027

12/2031
02/2028

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

1
A

B
12/2027

03/2032
02/2028

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

1
A

B
12/2027

06/2032
02/2028

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

2

2

1
A

B

A

B
03/2028

06/2028

12/2028

03/2029
05/2028

08/2028

02/2029

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

1

1

1
A

B

B

A
03/2028

06/2028

09/2028

12/2028
05/2028

08/2028

11/2028

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

3

3

1
A

B

A

B
03/2028

06/2028

09/2028

12/2028
05/2028

08/2028

11/2028

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

2

1
A

B

A
03/2028

06/2028

09/2028
05/2028

08/2028

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

1
A

B
03/2028

06/2028
05/2028

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

1

1

1
A

B

B

A
03/2028

09/2028

03/2029

09/2029
05/2028

11/2028

05/2029

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

2

1
A

B

A
03/2028

09/2028

03/2029
05/2028

11/2028

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

1
A

B
03/2028

09/2028
05/2028

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

3

3

1
A

B

A

B
03/2028

09/2028

03/2029

09/2029
05/2028

11/2028

05/2029

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

1

1

1
A

B

B

A
03/2028

12/2028

09/2029

06/2030
05/2028

02/2029

11/2029

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

2

1
A

B

A
03/2028

12/2028

09/2029
05/2028

02/2029

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

1
A

B
03/2028

12/2028
05/2028

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

3

3

1
A

B

A

B
03/2028

12/2028

09/2029

06/2030
05/2028

02/2029

11/2029

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

1

1

1
A

B

B

A
03/2028

03/2029

03/2030

03/2031
05/2028

05/2029

05/2030

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

2

1
A

B

A
03/2028

03/2029

03/2030
05/2028

05/2029

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

1
A

B
03/2028

03/2029
05/2028

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

1
A

B
03/2028

06/2029
05/2028

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

2

1
A

B

A
03/2028

09/2029

03/2031
05/2028

11/2029

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

1
A

B
03/2028

09/2029
05/2028

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

1
A

B
03/2028

12/2029
05/2028

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

1
A

B
03/2028

03/2030
05/2028

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

1
A

B
03/2028

06/2030
05/2028

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

1
A

B
03/2028

09/2030
05/2028

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

1
A

B
03/2028

12/2030
05/2028

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

1
A

B
03/2028

03/2031
05/2028

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

1
A

B
03/2028

06/2031
05/2028

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

1
A

B
03/2028

09/2031
05/2028

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

1
A

B
03/2028

12/2031
05/2028

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

1
A

B
03/2028

03/2032
05/2028

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

1
A

B
03/2028

06/2032
05/2028

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

2

2

1
A

B

A

B
06/2028

09/2028

03/2029

06/2029
08/2028

11/2028

05/2029

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

1

1

1
A

B

B

A
06/2028

09/2028

12/2028

03/2029
08/2028

11/2028

02/2029

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

3

3

1
A

B

A

B
06/2028

09/2028

12/2028

03/2029
08/2028

11/2028

02/2029

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

2

1
A

B

A
06/2028

09/2028

12/2028
08/2028

11/2028

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

1
A

B
06/2028

09/2028
08/2028

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

1

1

1
A

B

B

A
06/2028

12/2028

06/2029

12/2029
08/2028

02/2029

08/2029

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

2

1
A

B

A
06/2028

12/2028

06/2029
08/2028

02/2029

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

1
A

B
06/2028

12/2028
08/2028

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

3

3

1
A

B

A

B
06/2028

12/2028

06/2029

12/2029
08/2028

02/2029

08/2029

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

1

1

1
A

B

B

A
06/2028

03/2029

12/2029

09/2030
08/2028

05/2029

02/2030

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

2

1
A

B

A
06/2028

03/2029

12/2029
08/2028

05/2029

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

1
A

B
06/2028

03/2029
08/2028

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

3

3

1
A

B

A

B
06/2028

03/2029

12/2029

09/2030
08/2028

05/2029

02/2030

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

1

1

1
A

B

B

A
06/2028

06/2029

06/2030

06/2031
08/2028

08/2029

08/2030

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

2

1
A

B

A
06/2028

06/2029

06/2030
08/2028

08/2029

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

1
A

B
06/2028

06/2029
08/2028

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

1
A

B
06/2028

09/2029
08/2028

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

2

1
A

B

A
06/2028

12/2029

06/2031
08/2028

02/2030

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

1
A

B
06/2028

12/2029
08/2028

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

1
A

B
06/2028

03/2030
08/2028

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

1
A

B
06/2028

06/2030
08/2028

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

1
A

B
06/2028

09/2030
08/2028

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

1
A

B
06/2028

12/2030
08/2028

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

1
A

B
06/2028

03/2031
08/2028

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

1
A

B
06/2028

06/2031
08/2028

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

1
A

B
06/2028

09/2031
08/2028

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

1
A

B
06/2028

12/2031
08/2028

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

1
A

B
06/2028

03/2032
08/2028

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

1
A

B
06/2028

06/2032
08/2028

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

2

2

1
A

B

A

B
09/2028

12/2028

06/2029

09/2029
11/2028

02/2029

08/2029

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

1

1

1
A

B

B

A
09/2028

12/2028

03/2029

06/2029
11/2028

02/2029

05/2029

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

3

3

1
A

B

A

B
09/2028

12/2028

03/2029

06/2029
11/2028

02/2029

05/2029

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

2

1
A

B

A
09/2028

12/2028

03/2029
11/2028

02/2029

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

1
A

B
09/2028

12/2028
11/2028

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

1

1

1
A

B

B

A
09/2028

03/2029

09/2029

03/2030
11/2028

05/2029

11/2029

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

2

1
A

B

A
09/2028

03/2029

09/2029
11/2028

05/2029

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

1
A

B
09/2028

03/2029
11/2028

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

3

3

1
A

B

A

B
09/2028

03/2029

09/2029

03/2030
11/2028

05/2029

11/2029

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

1

1

1
A

B

B

A
09/2028

06/2029

03/2030

12/2030
11/2028

08/2029

05/2030

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

2

1
A

B

A
09/2028

06/2029

03/2030
11/2028

08/2029

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

1
A

B
09/2028

06/2029
11/2028

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

3

3

1
A

B

A

B
09/2028

06/2029

03/2030

12/2030
11/2028

08/2029

05/2030

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

1

1

1
A

B

B

A
09/2028

09/2029

09/2030

09/2031
11/2028

11/2029

11/2030

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

2

1
A

B

A
09/2028

09/2029

09/2030
11/2028

11/2029

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

1
A

B
09/2028

09/2029
11/2028

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

1
A

B
09/2028

12/2029
11/2028

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

2

1
A

B

A
09/2028

03/2030

09/2031
11/2028

05/2030

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

1
A

B
09/2028

03/2030
11/2028

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

1
A

B
09/2028

06/2030
11/2028

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

1
A

B
09/2028

09/2030
11/2028

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

1
A

B
09/2028

12/2030
11/2028

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

1
A

B
09/2028

03/2031
11/2028

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

1
A

B
09/2028

06/2031
11/2028

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

1
A

B
09/2028

09/2031
11/2028

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

1
A

B
09/2028

12/2031
11/2028

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

1
A

B
09/2028

03/2032
11/2028

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

1
A

B
09/2028

06/2032
11/2028

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

2

2

1
A

B

A

B
12/2028

03/2029

09/2029

12/2029
02/2029

05/2029

11/2029

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

1

1

1
A

B

B

A
12/2028

03/2029

06/2029

09/2029
02/2029

05/2029

08/2029

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

3

3

1
A

B

A

B
12/2028

03/2029

06/2029

09/2029
02/2029

05/2029

08/2029

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

2

1
A

B

A
12/2028

03/2029

06/2029
02/2029

05/2029

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

1
A

B
12/2028

03/2029
02/2029

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

1

1

1
A

B

B

A
12/2028

06/2029

12/2029

06/2030
02/2029

08/2029

02/2030

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

2

1
A

B

A
12/2028

06/2029

12/2029
02/2029

08/2029

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

1
A

B
12/2028

06/2029
02/2029

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

3

3

1
A

B

A

B
12/2028

06/2029

12/2029

06/2030
02/2029

08/2029

02/2030

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

1

1

1
A

B

B

A
12/2028

09/2029

06/2030

03/2031
02/2029

11/2029

08/2030

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

2

1
A

B

A
12/2028

09/2029

06/2030
02/2029

11/2029

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

1
A

B
12/2028

09/2029
02/2029

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

3

3

1
A

B

A

B
12/2028

09/2029

06/2030

03/2031
02/2029

11/2029

08/2030

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

1

1

1
A

B

B

A
12/2028

12/2029

12/2030

12/2031
02/2029

02/2030

02/2031

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

2

1
A

B

A
12/2028

12/2029

12/2030
02/2029

02/2030

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

1
A

B
12/2028

12/2029
02/2029

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

1
A

B
12/2028

03/2030
02/2029

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

2

1
A

B

A
12/2028

06/2030

12/2031
02/2029

08/2030

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

1
A

B
12/2028

06/2030
02/2029

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

1
A

B
12/2028

09/2030
02/2029

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

1
A

B
12/2028

12/2030
02/2029

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

1
A

B
12/2028

03/2031
02/2029

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

1
A

B
12/2028

06/2031
02/2029

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

1
A

B
12/2028

09/2031
02/2029

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

1
A

B
12/2028

12/2031
02/2029

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

1
A

B
12/2028

03/2032
02/2029

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

1
A

B
12/2028

06/2032
02/2029

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

2

2

1
A

B

A

B
03/2029

06/2029

12/2029

03/2030
05/2029

08/2029

02/2030

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

1

1

1
A

B

B

A
03/2029

06/2029

09/2029

12/2029
05/2029

08/2029

11/2029

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

3

3

1
A

B

A

B
03/2029

06/2029

09/2029

12/2029
05/2029

08/2029

11/2029

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

2

1
A

B

A
03/2029

06/2029

09/2029
05/2029

08/2029

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

1
A

B
03/2029

06/2029
05/2029

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

1

1

1
A

B

B

A
03/2029

09/2029

03/2030

09/2030
05/2029

11/2029

05/2030

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

2

1
A

B

A
03/2029

09/2029

03/2030
05/2029

11/2029

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

1
A

B
03/2029

09/2029
05/2029

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

3

3

1
A

B

A

B
03/2029

09/2029

03/2030

09/2030
05/2029

11/2029

05/2030

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

1

1

1
A

B

B

A
03/2029

12/2029

09/2030

06/2031
05/2029

02/2030

11/2030

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

2

1
A

B

A
03/2029

12/2029

09/2030
05/2029

02/2030

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

1
A

B
03/2029

12/2029
05/2029

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

3

3

1
A

B

A

B
03/2029

12/2029

09/2030

06/2031
05/2029

02/2030

11/2030

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

1

1

1
A

B

B

A
03/2029

03/2030

03/2031

03/2032
05/2029

05/2030

05/2031

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

2

1
A

B

A
03/2029

03/2030

03/2031
05/2029

05/2030

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

1
A

B
03/2029

03/2030
05/2029

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

1
A

B
03/2029

06/2030
05/2029

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

2

1
A

B

A
03/2029

09/2030

03/2032
05/2029

11/2030

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

1
A

B
03/2029

09/2030
05/2029

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

1
A

B
03/2029

12/2030
05/2029

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

1
A

B
03/2029

03/2031
05/2029

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

1
A

B
03/2029

06/2031
05/2029

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

1
A

B
03/2029

09/2031
05/2029

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

1
A

B
03/2029

12/2031
05/2029

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

1
A

B
03/2029

03/2032
05/2029

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

1
A

B
03/2029

06/2032
05/2029

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

2

2

1
A

B

A

B
06/2029

09/2029

03/2030

06/2030
08/2029

11/2029

05/2030

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

1

1

1
A

B

B

A
06/2029

09/2029

12/2029

03/2030
08/2029

11/2029

02/2030

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

3

3

1
A

B

A

B
06/2029

09/2029

12/2029

03/2030
08/2029

11/2029

02/2030

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

2

1
A

B

A
06/2029

09/2029

12/2029
08/2029

11/2029

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

1
A

B
06/2029

09/2029
08/2029

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

1

1

1
A

B

B

A
06/2029

12/2029

06/2030

12/2030
08/2029

02/2030

08/2030

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

2

1
A

B

A
06/2029

12/2029

06/2030
08/2029

02/2030

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

1
A

B
06/2029

12/2029
08/2029

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

3

3

1
A

B

A

B
06/2029

12/2029

06/2030

12/2030
08/2029

02/2030

08/2030

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

1

1

1
A

B

B

A
06/2029

03/2030

12/2030

09/2031
08/2029

05/2030

02/2031

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

2

1
A

B

A
06/2029

03/2030

12/2030
08/2029

05/2030

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

1
A

B
06/2029

03/2030
08/2029

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

3

3

1
A

B

A

B
06/2029

03/2030

12/2030

09/2031
08/2029

05/2030

02/2031

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

1

1

1
A

B

B

A
06/2029

06/2030

06/2031

06/2032
08/2029

08/2030

08/2031

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

2

1
A

B

A
06/2029

06/2030

06/2031
08/2029

08/2030

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

1
A

B
06/2029

06/2030
08/2029

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

1
A

B
06/2029

09/2030
08/2029

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

2

1
A

B

A
06/2029

12/2030

06/2032
08/2029

02/2031

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

1
A

B
06/2029

12/2030
08/2029

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

1
A

B
06/2029

03/2031
08/2029

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

1
A

B
06/2029

06/2031
08/2029

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

1
A

B
06/2029

09/2031
08/2029

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

1
A

B
06/2029

12/2031
08/2029

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

1
A

B
06/2029

03/2032
08/2029

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

1
A

B
06/2029

06/2032
08/2029

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

2

2

1
A

B

A

B
09/2029

12/2029

06/2030

09/2030
11/2029

02/2030

08/2030

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

1

1

1
A

B

B

A
09/2029

12/2029

03/2030

06/2030
11/2029

02/2030

05/2030

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

3

3

1
A

B

A

B
09/2029

12/2029

03/2030

06/2030
11/2029

02/2030

05/2030

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

2

1
A

B

A
09/2029

12/2029

03/2030
11/2029

02/2030

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

1
A

B
09/2029

12/2029
11/2029

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

1

1

1
A

B

B

A
09/2029

03/2030

09/2030

03/2031
11/2029

05/2030

11/2030

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

2

1
A

B

A
09/2029

03/2030

09/2030
11/2029

05/2030

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

1
A

B
09/2029

03/2030
11/2029

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

3

3

1
A

B

A

B
09/2029

03/2030

09/2030

03/2031
11/2029

05/2030

11/2030

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

1

1

1
A

B

B

A
09/2029

06/2030

03/2031

12/2031
11/2029

08/2030

05/2031

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

2

1
A

B

A
09/2029

06/2030

03/2031
11/2029

08/2030

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

1
A

B
09/2029

06/2030
11/2029

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

3

3

1
A

B

A

B
09/2029

06/2030

03/2031

12/2031
11/2029

08/2030

05/2031

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

2

1
A

B

A
09/2029

09/2030

09/2031
11/2029

11/2030

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

1
A

B
09/2029

09/2030
11/2029

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

1
A

B
09/2029

12/2030
11/2029

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

1
A

B
09/2029

03/2031
11/2029

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

1
A

B
09/2029

06/2031
11/2029

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

1
A

B
09/2029

09/2031
11/2029

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

1
A

B
09/2029

12/2031
11/2029

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

1
A

B
09/2029

03/2032
11/2029

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

1
A

B
09/2029

06/2032
11/2029

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

2

2

1
A

B

A

B
12/2029

03/2030

09/2030

12/2030
02/2030

05/2030

11/2030

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

1

1

1
A

B

B

A
12/2029

03/2030

06/2030

09/2030
02/2030

05/2030

08/2030

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

3

3

1
A

B

A

B
12/2029

03/2030

06/2030

09/2030
02/2030

05/2030

08/2030

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

2

1
A

B

A
12/2029

03/2030

06/2030
02/2030

05/2030

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

1
A

B
12/2029

03/2030
02/2030

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

1

1

1
A

B

B

A
12/2029

06/2030

12/2030

06/2031
02/2030

08/2030

02/2031

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

2

1
A

B

A
12/2029

06/2030

12/2030
02/2030

08/2030

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

1
A

B
12/2029

06/2030
02/2030

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

3

3

1
A

B

A

B
12/2029

06/2030

12/2030

06/2031
02/2030

08/2030

02/2031

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

1

1

1
A

B

B

A
12/2029

09/2030

06/2031

03/2032
02/2030

11/2030

08/2031

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

2

1
A

B

A
12/2029

09/2030

06/2031
02/2030

11/2030

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

1
A

B
12/2029

09/2030
02/2030

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

3

3

1
A

B

A

B
12/2029

09/2030

06/2031

03/2032
02/2030

11/2030

08/2031

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

2

1
A

B

A
12/2029

12/2030

12/2031
02/2030

02/2031

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

1
A

B
12/2029

12/2030
02/2030

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

1
A

B
12/2029

03/2031
02/2030

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

1
A

B
12/2029

06/2031
02/2030

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

1
A

B
12/2029

09/2031
02/2030

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

1
A

B
12/2029

12/2031
02/2030

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

1
A

B
12/2029

03/2032
02/2030

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

1
A

B
12/2029

06/2032
02/2030

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

2

2

1
A

B

A

B
03/2030

06/2030

12/2030

03/2031
05/2030

08/2030

02/2031

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

1

1

1
A

B

B

A
03/2030

06/2030

09/2030

12/2030
05/2030

08/2030

11/2030

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

3

3

1
A

B

A

B
03/2030

06/2030

09/2030

12/2030
05/2030

08/2030

11/2030

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

2

1
A

B

A
03/2030

06/2030

09/2030
05/2030

08/2030

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

1
A

B
03/2030

06/2030
05/2030

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

1

1

1
A

B

B

A
03/2030

09/2030

03/2031

09/2031
05/2030

11/2030

05/2031

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

2

1
A

B

A
03/2030

09/2030

03/2031
05/2030

11/2030

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

1
A

B
03/2030

09/2030
05/2030

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

3

3

1
A

B

A

B
03/2030

09/2030

03/2031

09/2031
05/2030

11/2030

05/2031

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

1

1

1
A

B

B

A
03/2030

12/2030

09/2031

06/2032
05/2030

02/2031

11/2031

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

2

1
A

B

A
03/2030

12/2030

09/2031
05/2030

02/2031

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

1
A

B
03/2030

12/2030
05/2030

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

3

3

1
A

B

A

B
03/2030

12/2030

09/2031

06/2032
05/2030

02/2031

11/2031

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

2

1
A

B

A
03/2030

03/2031

03/2032
05/2030

05/2031

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

1
A

B
03/2030

03/2031
05/2030

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

1
A

B
03/2030

06/2031
05/2030

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

1
A

B
03/2030

09/2031
05/2030

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

1
A

B
03/2030

12/2031
05/2030

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

1
A

B
03/2030

03/2032
05/2030

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

1
A

B
03/2030

06/2032
05/2030

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

2

1
A

B

A
06/2030

09/2030

12/2030
08/2030

11/2030

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

1
A

B
06/2030

09/2030
08/2030

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

1

1

1
A

B

B

A
06/2030

12/2030

06/2031

12/2031
08/2030

02/2031

08/2031

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

2

1
A

B

A
06/2030

12/2030

06/2031
08/2030

02/2031

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

1
A

B
06/2030

12/2030
08/2030

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

3

3

1
A

B

A

B
06/2030

12/2030

06/2031

12/2031
08/2030

02/2031

08/2031

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

2

1
A

B

A
06/2030

03/2031

12/2031
08/2030

05/2031

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

1
A

B
06/2030

03/2031
08/2030

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

2

1
A

B

A
06/2030

06/2031

06/2032
08/2030

08/2031

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

1
A

B
06/2030

06/2031
08/2030

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

1
A

B
06/2030

09/2031
08/2030

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

1
A

B
06/2030

12/2031
08/2030

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

1
A

B
06/2030

03/2032
08/2030

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

1
A

B
06/2030

06/2032
08/2030

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

2

1
A

B

A
09/2030

12/2030

03/2031
11/2030

02/2031

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

1
A

B
09/2030

12/2030
11/2030

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

1

1

1
A

B

B

A
09/2030

03/2031

09/2031

03/2032
11/2030

05/2031

11/2031

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

2

1
A

B

A
09/2030

03/2031

09/2031
11/2030

05/2031

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

1
A

B
09/2030

03/2031
11/2030

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

3

3

1
A

B

A

B
09/2030

03/2031

09/2031

03/2032
11/2030

05/2031

11/2031

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

2

1
A

B

A
09/2030

06/2031

03/2032
11/2030

08/2031

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

1
A

B
09/2030

06/2031
11/2030

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

1
A

B
09/2030

09/2031
11/2030

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

1
A

B
09/2030

12/2031
11/2030

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

1
A

B
09/2030

03/2032
11/2030

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

1
A

B
09/2030

06/2032
11/2030

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

2

2

1
A

B

A

B
12/2030

03/2031

09/2031

12/2031
02/2031

05/2031

11/2031

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

2

1
A

B

A
12/2030

03/2031

06/2031
02/2031

05/2031

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

1
A

B
12/2030

03/2031
02/2031

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

1

1

1
A

B

B

A
12/2030

06/2031

12/2031

06/2032
02/2031

08/2031

02/2032

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

2

1
A

B

A
12/2030

06/2031

12/2031
02/2031

08/2031

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

1
A

B
12/2030

06/2031
02/2031

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

3

3

1
A

B

A

B
12/2030

06/2031

12/2031

06/2032
02/2031

08/2031

02/2032

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

2

1
A

B

A
12/2030

09/2031

06/2032
02/2031

11/2031

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

1
A

B
12/2030

09/2031
02/2031

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

1
A

B
12/2030

12/2031
02/2031

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

1
A

B
12/2030

03/2032
02/2031

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

1
A

B
12/2030

06/2032
02/2031

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

2

2

1
A

B

A

B
03/2031

06/2031

12/2031

03/2032
05/2031

08/2031

02/2032

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

1

1

1
A

B

B

A
03/2031

06/2031

09/2031

12/2031
05/2031

08/2031

11/2031

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

2

1
A

B

A
03/2031

06/2031

09/2031
05/2031

08/2031

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

3

3

1
A

B

A

B
03/2031

06/2031

09/2031

12/2031
05/2031

08/2031

11/2031

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

1
A

B
03/2031

06/2031
05/2031

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

2

1
A

B

A
03/2031

09/2031

03/2032
05/2031

11/2031

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

1
A

B
03/2031

09/2031
05/2031

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

1
A

B
03/2031

12/2031
05/2031

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

1
A

B
03/2031

03/2032
05/2031

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

1
A

B
03/2031

06/2032
05/2031

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

2

2

1
A

B

A

B
06/2031

09/2031

03/2032

06/2032
08/2031

11/2031

05/2032

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

1

1

1
A

B

B

A
06/2031

09/2031

12/2031

03/2032
08/2031

11/2031

02/2032

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

2

1
A

B

A
06/2031

09/2031

12/2031
08/2031

11/2031

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

3

3

1
A

B

A

B
06/2031

09/2031

12/2031

03/2032
08/2031

11/2031

02/2032

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

1
A

B
06/2031

09/2031
08/2031

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

2

1
A

B

A
06/2031

12/2031

06/2032
08/2031

02/2032

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

1
A

B
06/2031

12/2031
08/2031

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

1
A

B
06/2031

03/2032
08/2031

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

1
A

B
06/2031

06/2032
08/2031

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

1

1

1
A

B

B

A
09/2031

12/2031

03/2032

06/2032
11/2031

02/2032

05/2032

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

2

1
A

B

A
09/2031

12/2031

03/2032
11/2031

02/2032

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

3

3

1
A

B

A

B
09/2031

12/2031

03/2032

06/2032
11/2031

02/2032

05/2032

06/2032
1,365 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2031

12/2031
11/2031

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

1
A

B
09/2031

03/2032
11/2031

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

1
A

B
09/2031

06/2032
11/2031

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

2

1
A

B

A
12/2031

03/2032

06/2032
02/2032

05/2032

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

1
A

B
12/2031

03/2032
02/2032

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

1
A

B
12/2031

06/2032
02/2032

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

1
A

B
03/2032

06/2032
05/2032

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

1
B

A
06/2032

06/2032
06/2032

06/2032
50 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
04/2022

08/2022
07/2022

08/2022
225 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
04/2022

09/2022
07/2022

09/2022
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
04/2022

10/2022
07/2022

10/2022
425 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
04/2022

11/2022
07/2022

11/2022
475 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
04/2022

12/2022
07/2022

02/2023
475 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
04/2022

03/2023
07/2022

05/2023
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
04/2022

06/2023
07/2022

08/2023
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
08/2022

09/2022
08/2022

09/2022
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
08/2022

10/2022
08/2022

10/2022
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
08/2022

11/2022
08/2022

11/2022
400 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
08/2022

12/2022
08/2022

02/2023
375 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
08/2022

03/2023
08/2022

05/2023
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
08/2022

06/2023
08/2022

08/2023
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

10/2022
09/2022

10/2022
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

11/2022
09/2022

11/2022
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
09/2022

12/2022

03/2023

06/2023
09/2022

02/2023

05/2023

08/2023
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2022
09/2022

02/2023
475 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

2

1
A

B

A

B
09/2022

12/2022

06/2023

09/2023
09/2022

02/2023

08/2023

11/2023
260 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
09/2022

12/2022

03/2023

06/2023
09/2022

02/2023

05/2023

08/2023
460 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
09/2022

12/2022

03/2023
09/2022

02/2023

05/2023
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
09/2022

03/2023

09/2023

03/2024
09/2022

05/2023

11/2023

05/2024
675 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2023
09/2022

05/2023
700 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
09/2022

03/2023

09/2023

03/2024
09/2022

05/2023

11/2023

05/2024
800 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
09/2022

03/2023

09/2023
09/2022

05/2023

11/2023
700 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
09/2022

06/2023

03/2024

12/2024
09/2022

08/2023

05/2024

02/2025
950 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2023
09/2022

08/2023
750 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
09/2022

06/2023

03/2024

12/2024
09/2022

08/2023

05/2024

02/2025
825 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
09/2022

06/2023

03/2024
09/2022

08/2023

05/2024
925 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2023
09/2022

11/2023
825 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
09/2022

09/2023

09/2024

09/2025
09/2022

11/2023

11/2024

11/2025
925 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
09/2022

09/2023

09/2024
09/2022

11/2023

11/2024
950 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2023
09/2022

02/2024
800 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
09/2022

03/2024

09/2025

03/2027
09/2022

05/2024

11/2025

05/2027
1,025 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2024
09/2022

05/2024
750 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
09/2022

03/2024

09/2025
09/2022

05/2024

11/2025
925 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2024
09/2022

08/2024
725 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2024
09/2022

11/2024
725 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2024
09/2022

02/2025
700 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2025
09/2022

05/2025
675 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2025
09/2022

08/2025
650 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2025
09/2022

11/2025
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2025
09/2022

02/2026
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2026
09/2022

05/2026
575 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2026
09/2022

08/2026
575 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2026
09/2022

11/2026
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2026
09/2022

02/2027
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2027
09/2022

05/2027
575 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2027
09/2022

08/2027
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2027
09/2022

11/2027
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2027
09/2022

02/2028
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2028
09/2022

05/2028
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2028
09/2022

08/2028
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2028
09/2022

11/2028
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2028
09/2022

02/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2029
09/2022

05/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2029
09/2022

08/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2029
09/2022

11/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2029
09/2022

02/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2030
09/2022

05/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2030
09/2022

08/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2030
09/2022

11/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2030
09/2022

02/2031
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2031
09/2022

05/2031
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2031
09/2022

08/2031
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

09/2031
09/2022

11/2031
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

12/2031
09/2022

02/2032
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

03/2032
09/2022

05/2032
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
09/2022

06/2032
09/2022

06/2032
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
10/2022

11/2022
10/2022

11/2022
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
10/2022

12/2022
10/2022

02/2023
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
10/2022

03/2023
10/2022

05/2023
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
10/2022

06/2023
10/2022

08/2023
400 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
11/2022

12/2022
11/2022

02/2023
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
11/2022

03/2023
11/2022

05/2023
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
11/2022

06/2023
11/2022

08/2023
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

2

1
A

B

A

B
12/2022

03/2023

09/2023

12/2023
02/2023

05/2023

11/2023

02/2024
260 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
12/2022

03/2023

06/2023

09/2023
02/2023

05/2023

08/2023

11/2023
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
12/2022

03/2023

06/2023
02/2023

05/2023

08/2023
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2023
02/2023

05/2023
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
12/2022

03/2023

06/2023

09/2023
02/2023

05/2023

08/2023

11/2023
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2023
02/2023

08/2023
405 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
12/2022

06/2023

12/2023

06/2024
02/2023

08/2023

02/2024

08/2024
425 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
12/2022

06/2023

12/2023

06/2024
02/2023

08/2023

02/2024

08/2024
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
12/2022

06/2023

12/2023
02/2023

08/2023

02/2024
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2023
02/2023

11/2023
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
12/2022

09/2023

06/2024

03/2025
02/2023

11/2023

08/2024

05/2025
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
12/2022

09/2023

06/2024

03/2025
02/2023

11/2023

08/2024

05/2025
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
12/2022

09/2023

06/2024
02/2023

11/2023

08/2024
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2023
02/2023

02/2024
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1

1

1
A

B

B

A
12/2022

12/2023

12/2024

12/2025
02/2023

02/2024

02/2025

02/2026
650 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
12/2022

12/2023

12/2024
02/2023

02/2024

02/2025
625 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2024
02/2023

05/2024
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2024
02/2023

08/2024
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

3

3

1
A

B

A

B
12/2022

06/2024

12/2025

06/2027
02/2023

08/2024

02/2026

08/2027
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

2

1
A

B

A
12/2022

06/2024

12/2025
02/2023

08/2024

02/2026
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2024
02/2023

11/2024
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2024
02/2023

02/2025
475 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2025
02/2023

05/2025
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2025
02/2023

08/2025
475 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2025
02/2023

11/2025
475 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2025
02/2023

02/2026
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2026
02/2023

05/2026
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2026
02/2023

08/2026
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2026
02/2023

11/2026
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2026
02/2023

02/2027
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2027
02/2023

05/2027
525 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2027
02/2023

08/2027
525 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2027
02/2023

11/2027
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2027
02/2023

02/2028
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2028
02/2023

05/2028
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2028
02/2023

08/2028
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2028
02/2023

11/2028
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2028
02/2023

02/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2029
02/2023

05/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2029
02/2023

08/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2029
02/2023

11/2029
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2029
02/2023

02/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

03/2030
02/2023

05/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

06/2030
02/2023

08/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

09/2030
02/2023

11/2030
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR9 1

1
A

B
12/2022

12/2030
02/2023

02/2031
550 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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