Intras for Margins

Ratio Side Start Period End Period Maintenance
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2022

12/2022
05/2022

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

1
A

B
05/2022

01/2023
05/2022

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

2

1
A

B

A
06/2022

07/2022

08/2022
06/2022

07/2022

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

1

1

1
A

B

B

A
06/2022

07/2022

08/2022

09/2022
06/2022

07/2022

08/2022

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

1
A

B
06/2022

07/2022
06/2022

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

1

1

1
A

B

B

A
06/2022

08/2022

10/2022

12/2022
06/2022

08/2022

10/2022

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

2

1
A

B

A
06/2022

08/2022

10/2022
06/2022

08/2022

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

1
A

B
06/2022

08/2022
06/2022

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

2

1
A

B

A
06/2022

09/2022

12/2022
06/2022

09/2022

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

1
A

B
06/2022

09/2022
06/2022

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

1
A

B
06/2022

10/2022
06/2022

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

1
A

B
06/2022

11/2022
06/2022

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

1
A

B
06/2022

12/2022
06/2022

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

1
A

B
06/2022

01/2023
06/2022

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

1
B

A
07/2022

07/2022
07/2022

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

2

1
A

B

A
07/2022

08/2022

09/2022
07/2022

08/2022

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

1

1

1
A

B

B

A
07/2022

08/2022

09/2022

10/2022
07/2022

08/2022

09/2022

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

1
A

B
07/2022

08/2022
07/2022

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

1

1

1
A

B

B

A
07/2022

09/2022

11/2022

01/2023
07/2022

09/2022

11/2022

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

2

1
A

B

A
07/2022

09/2022

11/2022
07/2022

09/2022

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

1
A

B
07/2022

09/2022
07/2022

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

2

1
A

B

A
07/2022

10/2022

01/2023
07/2022

10/2022

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

1
A

B
07/2022

10/2022
07/2022

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

1
A

B
07/2022

11/2022
07/2022

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

1
A

B
07/2022

12/2022
07/2022

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

1
A

B
07/2022

01/2023
07/2022

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

2

1
A

B

A
08/2022

09/2022

10/2022
08/2022

09/2022

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

1
A

B
08/2022

09/2022
08/2022

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

1

1

1
A

B

B

A
08/2022

09/2022

10/2022

11/2022
08/2022

09/2022

10/2022

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

2

1
A

B

A
08/2022

10/2022

12/2022
08/2022

10/2022

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

1
A

B
08/2022

10/2022
08/2022

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

1
A

B
08/2022

11/2022
08/2022

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

1
A

B
08/2022

12/2022
08/2022

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

1
A

B
08/2022

01/2023
08/2022

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

1

1

1
A

B

B

A
09/2022

10/2022

11/2022

12/2022
09/2022

10/2022

11/2022

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

2

1
A

B

A
09/2022

10/2022

11/2022
09/2022

10/2022

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

1
A

B
09/2022

10/2022
09/2022

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

2

1
A

B

A
09/2022

11/2022

01/2023
09/2022

11/2022

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

1
A

B
09/2022

11/2022
09/2022

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

1
A

B
09/2022

12/2022
09/2022

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

1
A

B
09/2022

01/2023
09/2022

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

2

1
A

B

A
10/2022

11/2022

12/2022
10/2022

11/2022

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

1

1

1
A

B

B

A
10/2022

11/2022

12/2022

01/2023
10/2022

11/2022

12/2022

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

1
A

B
10/2022

11/2022
10/2022

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

1
A

B
10/2022

12/2022
10/2022

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

1
A

B
10/2022

01/2023
10/2022

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

2

1
A

B

A
11/2022

12/2022

01/2023
11/2022

12/2022

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

1
A

B
11/2022

12/2022
11/2022

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

1
A

B
11/2022

01/2023
11/2022

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

1
A

B
12/2022

01/2023
12/2022

01/2023
85 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2021

03/2022

06/2022
02/2022

05/2022

08/2022
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

03/2022
02/2022

05/2022
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2021

03/2022

06/2022

09/2022
02/2022

05/2022

08/2022

11/2022
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2021

06/2022

12/2022
02/2022

08/2022

02/2023
140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2021

06/2022

12/2022

06/2023
02/2022

08/2022

02/2023

08/2023
140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

06/2022
02/2022

08/2022
190 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2021

09/2022

06/2023
02/2022

11/2022

08/2023
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

09/2022
02/2022

11/2022
210 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2021

09/2022

06/2023

03/2024
02/2022

11/2022

08/2023

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

2

1
A

B

A
12/2021

12/2022

12/2023
02/2022

02/2023

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

1

1

1
A

B

B

A
12/2021

12/2022

12/2023

12/2024
02/2022

02/2023

02/2024

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

1
A

B
12/2021

12/2022
02/2022

02/2023
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2021

03/2023

06/2024
02/2022

05/2023

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

1
A

B
12/2021

03/2023
02/2022

05/2023
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2021

03/2023

06/2024

09/2025
02/2022

05/2023

08/2024

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

1

1

1
A

B

B

A
12/2021

06/2023

12/2024

06/2026
02/2022

08/2023

02/2025

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

2

1
A

B

A
12/2021

06/2023

12/2024
02/2022

08/2023

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

1
A

B
12/2021

06/2023
02/2022

08/2023
425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2021

09/2023

06/2025

03/2027
02/2022

11/2023

08/2025

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

2

1
A

B

A
12/2021

09/2023

06/2025
02/2022

11/2023

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

1
A

B
12/2021

09/2023
02/2022

11/2023
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2021

12/2023

12/2025

12/2027
02/2022

02/2024

02/2026

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

2

1
A

B

A
12/2021

12/2023

12/2025
02/2022

02/2024

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

1
A

B
12/2021

12/2023
02/2022

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

1

1

1
A

B

B

A
12/2021

03/2024

06/2026

09/2028
02/2022

05/2024

08/2026

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

2

1
A

B

A
12/2021

03/2024

06/2026
02/2022

05/2024

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

1
A

B
12/2021

03/2024
02/2022

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

1

1

1
A

B

B

A
12/2021

06/2024

12/2026

06/2029
02/2022

08/2024

02/2027

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

2

1
A

B

A
12/2021

06/2024

12/2026
02/2022

08/2024

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

1
A

B
12/2021

06/2024
02/2022

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

1

1

1
A

B

B

A
12/2021

09/2024

06/2027

03/2030
02/2022

11/2024

08/2027

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

2

1
A

B

A
12/2021

09/2024

06/2027
02/2022

11/2024

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

1
A

B
12/2021

09/2024
02/2022

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

1

1

1
A

B

B

A
12/2021

12/2024

12/2027

12/2030
02/2022

02/2025

02/2028

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

2

1
A

B

A
12/2021

12/2024

12/2027
02/2022

02/2025

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

1
A

B
12/2021

12/2024
02/2022

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

2

1
A

B

A
12/2021

03/2025

06/2028
02/2022

05/2025

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

1
A

B
12/2021

03/2025
02/2022

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

2

1
A

B

A
12/2021

06/2025

12/2028
02/2022

08/2025

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

1
A

B
12/2021

06/2025
02/2022

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

2

1
A

B

A
12/2021

09/2025

06/2029
02/2022

11/2025

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

1
A

B
12/2021

09/2025
02/2022

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

2

1
A

B

A
12/2021

12/2025

12/2029
02/2022

02/2026

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

1
A

B
12/2021

12/2025
02/2022

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

2

1
A

B

A
12/2021

03/2026

06/2030
02/2022

05/2026

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

1
A

B
12/2021

03/2026
02/2022

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

2

1
A

B

A
12/2021

06/2026

12/2030
02/2022

08/2026

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

1
A

B
12/2021

06/2026
02/2022

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

2

1
A

B

A
12/2021

09/2026

06/2031
02/2022

11/2026

06/2031
575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

09/2026
02/2022

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

1
A

B
12/2021

12/2026
02/2022

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

1
A

B
12/2021

03/2027
02/2022

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

1
A

B
12/2021

06/2027
02/2022

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

1
A

B
12/2021

09/2027
02/2022

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

1
A

B
12/2021

12/2027
02/2022

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

1
A

B
12/2021

03/2028
02/2022

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

1
A

B
12/2021

06/2028
02/2022

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

1
A

B
12/2021

09/2028
02/2022

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

1
A

B
12/2021

12/2028
02/2022

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

1
A

B
12/2021

03/2029
02/2022

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

1
A

B
12/2021

06/2029
02/2022

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

1
A

B
12/2021

09/2029
02/2022

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

1
A

B
12/2021

12/2029
02/2022

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

1
A

B
12/2021

03/2030
02/2022

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

1
A

B
12/2021

06/2030
02/2022

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

1
A

B
12/2021

09/2030
02/2022

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

1
A

B
12/2021

12/2030
02/2022

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

1
A

B
12/2021

03/2031
02/2022

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

1
A

B
12/2021

06/2031
02/2022

06/2031
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2022

06/2022

09/2022
05/2022

08/2022

11/2022
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2022
05/2022

08/2022
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2022

06/2022

09/2022

12/2022
05/2022

08/2022

11/2022

02/2023
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2022

09/2022

03/2023
05/2022

11/2022

05/2023
125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2022

09/2022

03/2023

09/2023
05/2022

11/2022

05/2023

11/2023
165 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

09/2022
05/2022

11/2022
160 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2022

12/2022

09/2023

06/2024
05/2022

02/2023

11/2023

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

2

1
A

B

A
03/2022

12/2022

09/2023
05/2022

02/2023

11/2023
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

12/2022
05/2022

02/2023
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2022

03/2023

03/2024
05/2022

05/2023

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

1
A

B
03/2022

03/2023
05/2022

05/2023
310 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 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 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2022

06/2023

09/2024

12/2025
05/2022

08/2023

11/2024

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

2

1
A

B

A
03/2022

06/2023

09/2024
05/2022

08/2023

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

1
A

B
03/2022

06/2023
05/2022

08/2023
375 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2022

09/2023

03/2025

09/2026
05/2022

11/2023

05/2025

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

2

1
A

B

A
03/2022

09/2023

03/2025
05/2022

11/2023

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

1
A

B
03/2022

09/2023
05/2022

11/2023
425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2022

12/2023

09/2025

06/2027
05/2022

02/2024

11/2025

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

2

1
A

B

A
03/2022

12/2023

09/2025
05/2022

02/2024

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

1
A

B
03/2022

12/2023
05/2022

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

1

1

1
A

B

B

A
03/2022

03/2024

03/2026

03/2028
05/2022

05/2024

05/2026

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

2

1
A

B

A
03/2022

03/2024

03/2026
05/2022

05/2024

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

1
A

B
03/2022

03/2024
05/2022

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

1

1

1
A

B

B

A
03/2022

06/2024

09/2026

12/2028
05/2022

08/2024

11/2026

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

2

1
A

B

A
03/2022

06/2024

09/2026
05/2022

08/2024

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

1
A

B
03/2022

06/2024
05/2022

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

1

1

1
A

B

B

A
03/2022

09/2024

03/2027

09/2029
05/2022

11/2024

05/2027

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

2

1
A

B

A
03/2022

09/2024

03/2027
05/2022

11/2024

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

1
A

B
03/2022

09/2024
05/2022

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

1

1

1
A

B

B

A
03/2022

12/2024

09/2027

06/2030
05/2022

02/2025

11/2027

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

2

1
A

B

A
03/2022

12/2024

09/2027
05/2022

02/2025

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

1
A

B
03/2022

12/2024
05/2022

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

1

1

1
A

B

B

A
03/2022

03/2025

03/2028

03/2031
05/2022

05/2025

05/2028

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

2

1
A

B

A
03/2022

03/2025

03/2028
05/2022

05/2025

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

1
A

B
03/2022

03/2025
05/2022

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

2

1
A

B

A
03/2022

06/2025

09/2028
05/2022

08/2025

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

1
A

B
03/2022

06/2025
05/2022

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

2

1
A

B

A
03/2022

09/2025

03/2029
05/2022

11/2025

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

1
A

B
03/2022

09/2025
05/2022

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

2

1
A

B

A
03/2022

12/2025

09/2029
05/2022

02/2026

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

1
A

B
03/2022

12/2025
05/2022

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

2

1
A

B

A
03/2022

03/2026

03/2030
05/2022

05/2026

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

1
A

B
03/2022

03/2026
05/2022

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

2

1
A

B

A
03/2022

06/2026

09/2030
05/2022

08/2026

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

1
A

B
03/2022

06/2026
05/2022

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

2

1
A

B

A
03/2022

09/2026

03/2031
05/2022

11/2026

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

1
A

B
03/2022

09/2026
05/2022

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

1
A

B
03/2022

12/2026
05/2022

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

1
A

B
03/2022

03/2027
05/2022

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

1
A

B
03/2022

06/2027
05/2022

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

1
A

B
03/2022

09/2027
05/2022

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

1
A

B
03/2022

12/2027
05/2022

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

1
A

B
03/2022

03/2028
05/2022

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

1
A

B
03/2022

06/2028
05/2022

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

1
A

B
03/2022

09/2028
05/2022

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

1
A

B
03/2022

12/2028
05/2022

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

1
A

B
03/2022

03/2029
05/2022

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

1
A

B
03/2022

06/2029
05/2022

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

1
A

B
03/2022

09/2029
05/2022

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

1
A

B
03/2022

12/2029
05/2022

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

1
A

B
03/2022

03/2030
05/2022

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

1
A

B
03/2022

06/2030
05/2022

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

1
A

B
03/2022

09/2030
05/2022

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

1
A

B
03/2022

12/2030
05/2022

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

1
A

B
03/2022

03/2031
05/2022

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

1
A

B
03/2022

06/2031
05/2022

06/2031
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2022

09/2022

12/2022

03/2023
08/2022

11/2022

02/2023

05/2023
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2022

09/2022

12/2022
08/2022

11/2022

02/2023
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

09/2022
08/2022

11/2022
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2022

12/2022

06/2023
08/2022

02/2023

08/2023
205 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2022

12/2022

06/2023

12/2023
08/2022

02/2023

08/2023

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

1
A

B
06/2022

12/2022
08/2022

02/2023
205 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2022

03/2023

12/2023
08/2022

05/2023

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

1

1

1
A

B

B

A
06/2022

03/2023

12/2023

09/2024
08/2022

05/2023

02/2024

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

1
A

B
06/2022

03/2023
08/2022

05/2023
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2022

06/2023

06/2024

06/2025
08/2022

08/2023

08/2024

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

2

1
A

B

A
06/2022

06/2023

06/2024
08/2022

08/2023

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

1
A

B
06/2022

06/2023
08/2022

08/2023
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2022

09/2023

12/2024

03/2026
08/2022

11/2023

02/2025

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

2

1
A

B

A
06/2022

09/2023

12/2024
08/2022

11/2023

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

1
A

B
06/2022

09/2023
08/2022

11/2023
400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2022

12/2023

06/2025

12/2026
08/2022

02/2024

08/2025

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

2

1
A

B

A
06/2022

12/2023

06/2025
08/2022

02/2024

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

1
A

B
06/2022

12/2023
08/2022

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

1

1

1
A

B

B

A
06/2022

03/2024

12/2025

09/2027
08/2022

05/2024

02/2026

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

2

1
A

B

A
06/2022

03/2024

12/2025
08/2022

05/2024

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

1
A

B
06/2022

03/2024
08/2022

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

1

1

1
A

B

B

A
06/2022

06/2024

06/2026

06/2028
08/2022

08/2024

08/2026

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

2

1
A

B

A
06/2022

06/2024

06/2026
08/2022

08/2024

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

1
A

B
06/2022

06/2024
08/2022

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

1

1

1
A

B

B

A
06/2022

09/2024

12/2026

03/2029
08/2022

11/2024

02/2027

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

2

1
A

B

A
06/2022

09/2024

12/2026
08/2022

11/2024

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

1
A

B
06/2022

09/2024
08/2022

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

1

1

1
A

B

B

A
06/2022

12/2024

06/2027

12/2029
08/2022

02/2025

08/2027

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

2

1
A

B

A
06/2022

12/2024

06/2027
08/2022

02/2025

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

1
A

B
06/2022

12/2024
08/2022

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

1

1

1
A

B

B

A
06/2022

03/2025

12/2027

09/2030
08/2022

05/2025

02/2028

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

2

1
A

B

A
06/2022

03/2025

12/2027
08/2022

05/2025

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

1
A

B
06/2022

03/2025
08/2022

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

1

1

1
A

B

B

A
06/2022

06/2025

06/2028

06/2031
08/2022

08/2025

08/2028

06/2031
525 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2022

06/2025

06/2028
08/2022

08/2025

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

1
A

B
06/2022

06/2025
08/2022

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

2

1
A

B

A
06/2022

09/2025

12/2028
08/2022

11/2025

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

1
A

B
06/2022

09/2025
08/2022

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

2

1
A

B

A
06/2022

12/2025

06/2029
08/2022

02/2026

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

1
A

B
06/2022

12/2025
08/2022

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

2

1
A

B

A
06/2022

03/2026

12/2029
08/2022

05/2026

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

1
A

B
06/2022

03/2026
08/2022

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

2

1
A

B

A
06/2022

06/2026

06/2030
08/2022

08/2026

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

1
A

B
06/2022

06/2026
08/2022

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

2

1
A

B

A
06/2022

09/2026

12/2030
08/2022

11/2026

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

1
A

B
06/2022

09/2026
08/2022

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

2

1
A

B

A
06/2022

12/2026

06/2031
08/2022

02/2027

06/2031
575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

12/2026
08/2022

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

1
A

B
06/2022

03/2027
08/2022

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

1
A

B
06/2022

06/2027
08/2022

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

1
A

B
06/2022

09/2027
08/2022

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

1
A

B
06/2022

12/2027
08/2022

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

1
A

B
06/2022

03/2028
08/2022

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

1
A

B
06/2022

06/2028
08/2022

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

1
A

B
06/2022

09/2028
08/2022

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

1
A

B
06/2022

12/2028
08/2022

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

1
A

B
06/2022

03/2029
08/2022

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

1
A

B
06/2022

06/2029
08/2022

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

1
A

B
06/2022

09/2029
08/2022

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

1
A

B
06/2022

12/2029
08/2022

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

1
A

B
06/2022

03/2030
08/2022

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

1
A

B
06/2022

06/2030
08/2022

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

1
A

B
06/2022

09/2030
08/2022

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

1
A

B
06/2022

12/2030
08/2022

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

1
A

B
06/2022

03/2031
08/2022

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

1
A

B
06/2022

06/2031
08/2022

06/2031
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
09/2022

12/2022

03/2023
11/2022

02/2023

05/2023
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2022

12/2022

03/2023

06/2023
11/2022

02/2023

05/2023

08/2023
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

12/2022
11/2022

02/2023
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2022

03/2023

09/2023

03/2024
11/2022

05/2023

11/2023

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

2

1
A

B

A
09/2022

03/2023

09/2023
11/2022

05/2023

11/2023
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

03/2023
11/2022

05/2023
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2022

06/2023

03/2024

12/2024
11/2022

08/2023

05/2024

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

2

1
A

B

A
09/2022

06/2023

03/2024
11/2022

08/2023

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

1
A

B
09/2022

06/2023
11/2022

08/2023
225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2022

09/2023

09/2024

09/2025
11/2022

11/2023

11/2024

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

2

1
A

B

A
09/2022

09/2023

09/2024
11/2022

11/2023

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

1
A

B
09/2022

09/2023
11/2022

11/2023
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2022

12/2023

03/2025

06/2026
11/2022

02/2024

05/2025

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

2

1
A

B

A
09/2022

12/2023

03/2025
11/2022

02/2024

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

1
A

B
09/2022

12/2023
11/2022

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

1

1

1
A

B

B

A
09/2022

03/2024

09/2025

03/2027
11/2022

05/2024

11/2025

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

2

1
A

B

A
09/2022

03/2024

09/2025
11/2022

05/2024

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

1
A

B
09/2022

03/2024
11/2022

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

1

1

1
A

B

B

A
09/2022

06/2024

03/2026

12/2027
11/2022

08/2024

05/2026

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

2

1
A

B

A
09/2022

06/2024

03/2026
11/2022

08/2024

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

1
A

B
09/2022

06/2024
11/2022

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

1

1

1
A

B

B

A
09/2022

09/2024

09/2026

09/2028
11/2022

11/2024

11/2026

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

2

1
A

B

A
09/2022

09/2024

09/2026
11/2022

11/2024

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

1
A

B
09/2022

09/2024
11/2022

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

1

1

1
A

B

B

A
09/2022

12/2024

03/2027

06/2029
11/2022

02/2025

05/2027

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

2

1
A

B

A
09/2022

12/2024

03/2027
11/2022

02/2025

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

1
A

B
09/2022

12/2024
11/2022

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

1

1

1
A

B

B

A
09/2022

03/2025

09/2027

03/2030
11/2022

05/2025

11/2027

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

2

1
A

B

A
09/2022

03/2025

09/2027
11/2022

05/2025

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

1
A

B
09/2022

03/2025
11/2022

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

1

1

1
A

B

B

A
09/2022

06/2025

03/2028

12/2030
11/2022

08/2025

05/2028

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

2

1
A

B

A
09/2022

06/2025

03/2028
11/2022

08/2025

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

1
A

B
09/2022

06/2025
11/2022

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

2

1
A

B

A
09/2022

09/2025

09/2028
11/2022

11/2025

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

1
A

B
09/2022

09/2025
11/2022

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

1
A

B
09/2022

12/2025
11/2022

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

2

1
A

B

A
09/2022

12/2025

03/2029
11/2022

02/2026

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

1
A

B
09/2022

03/2026
11/2022

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

2

1
A

B

A
09/2022

03/2026

09/2029
11/2022

05/2026

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

1
A

B
09/2022

06/2026
11/2022

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

2

1
A

B

A
09/2022

06/2026

03/2030
11/2022

08/2026

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

1
A

B
09/2022

09/2026
11/2022

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

2

1
A

B

A
09/2022

09/2026

09/2030
11/2022

11/2026

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

1
A

B
09/2022

12/2026
11/2022

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

2

1
A

B

A
09/2022

12/2026

03/2031
11/2022

02/2027

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

1
A

B
09/2022

03/2027
11/2022

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

1
A

B
09/2022

06/2027
11/2022

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

1
A

B
09/2022

09/2027
11/2022

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

1
A

B
09/2022

12/2027
11/2022

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

1
A

B
09/2022

03/2028
11/2022

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

1
A

B
09/2022

06/2028
11/2022

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

1
A

B
09/2022

09/2028
11/2022

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

1
A

B
09/2022

12/2028
11/2022

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

1
A

B
09/2022

03/2029
11/2022

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

1
A

B
09/2022

06/2029
11/2022

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

1
A

B
09/2022

09/2029
11/2022

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

1
A

B
09/2022

12/2029
11/2022

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

1
A

B
09/2022

03/2030
11/2022

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

1
A

B
09/2022

06/2030
11/2022

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

1
A

B
09/2022

09/2030
11/2022

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

1
A

B
09/2022

12/2030
11/2022

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

1
A

B
09/2022

03/2031
11/2022

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

1
A

B
09/2022

06/2031
11/2022

06/2031
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2022

03/2023

06/2023
02/2023

05/2023

08/2023
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2022

03/2023

06/2023

09/2023
02/2023

05/2023

08/2023

11/2023
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

03/2023
02/2023

05/2023
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2022

06/2023

12/2023

06/2024
02/2023

08/2023

02/2024

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

2

1
A

B

A
12/2022

06/2023

12/2023
02/2023

08/2023

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

1
A

B
12/2022

06/2023
02/2023

08/2023
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2022

09/2023

06/2024

03/2025
02/2023

11/2023

08/2024

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

2

1
A

B

A
12/2022

09/2023

06/2024
02/2023

11/2023

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

1
A

B
12/2022

09/2023
02/2023

11/2023
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2022

12/2023

12/2024

12/2025
02/2023

02/2024

02/2025

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

2

1
A

B

A
12/2022

12/2023

12/2024
02/2023

02/2024

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

1
A

B
12/2022

12/2023
02/2023

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

1

1

1
A

B

B

A
12/2022

03/2024

06/2025

09/2026
02/2023

05/2024

08/2025

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

2

1
A

B

A
12/2022

03/2024

06/2025
02/2023

05/2024

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

1
A

B
12/2022

03/2024
02/2023

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

1
A

B
12/2022

06/2024
02/2023

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

1

1

1
A

B

B

A
12/2022

06/2024

12/2025

06/2027
02/2023

08/2024

02/2026

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

2

1
A

B

A
12/2022

06/2024

12/2025
02/2023

08/2024

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

1
A

B
12/2022

09/2024
02/2023

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

1

1

1
A

B

B

A
12/2022

09/2024

06/2026

03/2028
02/2023

11/2024

08/2026

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

2

1
A

B

A
12/2022

09/2024

06/2026
02/2023

11/2024

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

1
A

B
12/2022

12/2024
02/2023

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

1

1

1
A

B

B

A
12/2022

12/2024

12/2026

12/2028
02/2023

02/2025

02/2027

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

2

1
A

B

A
12/2022

12/2024

12/2026
02/2023

02/2025

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

1
A

B
12/2022

03/2025
02/2023

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

1

1

1
A

B

B

A
12/2022

03/2025

06/2027

09/2029
02/2023

05/2025

08/2027

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

2

1
A

B

A
12/2022

03/2025

06/2027
02/2023

05/2025

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

1
A

B
12/2022

06/2025
02/2023

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

1

1

1
A

B

B

A
12/2022

06/2025

12/2027

06/2030
02/2023

08/2025

02/2028

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

2

1
A

B

A
12/2022

06/2025

12/2027
02/2023

08/2025

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

1
A

B
12/2022

09/2025
02/2023

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

1

1

1
A

B

B

A
12/2022

09/2025

06/2028

03/2031
02/2023

11/2025

08/2028

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

2

1
A

B

A
12/2022

09/2025

06/2028
02/2023

11/2025

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

1
A

B
12/2022

12/2025
02/2023

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

2

1
A

B

A
12/2022

12/2025

12/2028
02/2023

02/2026

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

1
A

B
12/2022

03/2026
02/2023

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

2

1
A

B

A
12/2022

03/2026

06/2029
02/2023

05/2026

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

1
A

B
12/2022

06/2026
02/2023

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

2

1
A

B

A
12/2022

06/2026

12/2029
02/2023

08/2026

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

1
A

B
12/2022

09/2026
02/2023

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

2

1
A

B

A
12/2022

09/2026

06/2030
02/2023

11/2026

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

1
A

B
12/2022

12/2026
02/2023

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

2

1
A

B

A
12/2022

12/2026

12/2030
02/2023

02/2027

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

1
A

B
12/2022

03/2027
02/2023

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

2

1
A

B

A
12/2022

03/2027

06/2031
02/2023

05/2027

06/2031
575 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

06/2027
02/2023

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

1
A

B
12/2022

09/2027
02/2023

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

1
A

B
12/2022

12/2027
02/2023

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

1
A

B
12/2022

03/2028
02/2023

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

1
A

B
12/2022

06/2028
02/2023

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

1
A

B
12/2022

09/2028
02/2023

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

1
A

B
12/2022

12/2028
02/2023

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

1
A

B
12/2022

03/2029
02/2023

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

1
A

B
12/2022

06/2029
02/2023

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

1
A

B
12/2022

09/2029
02/2023

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

1
A

B
12/2022

12/2029
02/2023

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

1
A

B
12/2022

03/2030
02/2023

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

1
A

B
12/2022

06/2030
02/2023

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

1
A

B
12/2022

09/2030
02/2023

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

1
A

B
12/2022

12/2030
02/2023

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

1
A

B
12/2022

03/2031
02/2023

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

1
A

B
12/2022

06/2031
02/2023

06/2031
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2023

06/2023

09/2023

12/2023
05/2023

08/2023

11/2023

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

2

1
A

B

A
03/2023

06/2023

09/2023
05/2023

08/2023

11/2023
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

06/2023
05/2023

08/2023
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2023

09/2023

03/2024
05/2023

11/2023

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

1
A

B
03/2023

09/2023
05/2023

11/2023
135 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2023

09/2023

03/2024

09/2024
05/2023

11/2023

05/2024

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

1

1

1
A

B

B

A
03/2023

12/2023

09/2024

06/2025
05/2023

02/2024

11/2024

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

2

1
A

B

A
03/2023

12/2023

09/2024
05/2023

02/2024

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

1
A

B
03/2023

12/2023
05/2023

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

1

1

1
A

B

B

A
03/2023

03/2024

03/2025

03/2026
05/2023

05/2024

05/2025

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

2

1
A

B

A
03/2023

03/2024

03/2025
05/2023

05/2024

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

1
A

B
03/2023

03/2024
05/2023

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

1

1

1
A

B

B

A
03/2023

06/2024

09/2025

12/2026
05/2023

08/2024

11/2025

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

2

1
A

B

A
03/2023

06/2024

09/2025
05/2023

08/2024

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

1
A

B
03/2023

06/2024
05/2023

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

1
A

B
03/2023

09/2024
05/2023

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

1

1

1
A

B

B

A
03/2023

09/2024

03/2026

09/2027
05/2023

11/2024

05/2026

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

2

1
A

B

A
03/2023

09/2024

03/2026
05/2023

11/2024

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

1
A

B
03/2023

12/2024
05/2023

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

1

1

1
A

B

B

A
03/2023

12/2024

09/2026

06/2028
05/2023

02/2025

11/2026

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

2

1
A

B

A
03/2023

12/2024

09/2026
05/2023

02/2025

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

1
A

B
03/2023

03/2025
05/2023

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

1

1

1
A

B

B

A
03/2023

03/2025

03/2027

03/2029
05/2023

05/2025

05/2027

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

2

1
A

B

A
03/2023

03/2025

03/2027
05/2023

05/2025

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

1
A

B
03/2023

06/2025
05/2023

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

1

1

1
A

B

B

A
03/2023

06/2025

09/2027

12/2029
05/2023

08/2025

11/2027

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

2

1
A

B

A
03/2023

06/2025

09/2027
05/2023

08/2025

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

1
A

B
03/2023

09/2025
05/2023

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

1

1

1
A

B

B

A
03/2023

09/2025

03/2028

09/2030
05/2023

11/2025

05/2028

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

2

1
A

B

A
03/2023

09/2025

03/2028
05/2023

11/2025

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

1
A

B
03/2023

12/2025
05/2023

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

1

1

1
A

B

B

A
03/2023

12/2025

09/2028

06/2031
05/2023

02/2026

11/2028

06/2031
525 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2023

12/2025

09/2028
05/2023

02/2026

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

1
A

B
03/2023

03/2026
05/2023

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

2

1
A

B

A
03/2023

03/2026

03/2029
05/2023

05/2026

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

1
A

B
03/2023

06/2026
05/2023

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

2

1
A

B

A
03/2023

06/2026

09/2029
05/2023

08/2026

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

1
A

B
03/2023

09/2026
05/2023

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

2

1
A

B

A
03/2023

09/2026

03/2030
05/2023

11/2026

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

1
A

B
03/2023

12/2026
05/2023

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

2

1
A

B

A
03/2023

12/2026

09/2030
05/2023

02/2027

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

1
A

B
03/2023

03/2027
05/2023

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

2

1
A

B

A
03/2023

03/2027

03/2031
05/2023

05/2027

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

1
A

B
03/2023

06/2027
05/2023

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

1
A

B
03/2023

09/2027
05/2023

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

1
A

B
03/2023

12/2027
05/2023

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

1
A

B
03/2023

03/2028
05/2023

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

1
A

B
03/2023

06/2028
05/2023

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

1
A

B
03/2023

09/2028
05/2023

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

1
A

B
03/2023

12/2028
05/2023

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

1
A

B
03/2023

03/2029
05/2023

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

1
A

B
03/2023

06/2029
05/2023

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

1
A

B
03/2023

09/2029
05/2023

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

1
A

B
03/2023

12/2029
05/2023

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

1
A

B
03/2023

03/2030
05/2023

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

1
A

B
03/2023

06/2030
05/2023

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

1
A

B
03/2023

09/2030
05/2023

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

1
A

B
03/2023

12/2030
05/2023

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

1
A

B
03/2023

03/2031
05/2023

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

1
A

B
03/2023

06/2031
05/2023

06/2031
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2023

09/2023

12/2023

03/2024
08/2023

11/2023

02/2024

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

2

1
A

B

A
06/2023

09/2023

12/2023
08/2023

11/2023

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

1
A

B
06/2023

09/2023
08/2023

11/2023
70 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2023

12/2023

06/2024
08/2023

02/2024

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

1
A

B
06/2023

12/2023
08/2023

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

1

1

1
A

B

B

A
06/2023

12/2023

06/2024

12/2024
08/2023

02/2024

08/2024

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

1

1

1
A

B

B

A
06/2023

03/2024

12/2024

09/2025
08/2023

05/2024

02/2025

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

2

1
A

B

A
06/2023

03/2024

12/2024
08/2023

05/2024

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

1
A

B
06/2023

03/2024
08/2023

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

1

1

1
A

B

B

A
06/2023

06/2024

06/2025

06/2026
08/2023

08/2024

08/2025

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

2

1
A

B

A
06/2023

06/2024

06/2025
08/2023

08/2024

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

1
A

B
06/2023

06/2024
08/2023

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

1

1

1
A

B

B

A
06/2023

09/2024

12/2025

03/2027
08/2023

11/2024

02/2026

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

2

1
A

B

A
06/2023

09/2024

12/2025
08/2023

11/2024

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

1
A

B
06/2023

09/2024
08/2023

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

1
A

B
06/2023

12/2024
08/2023

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

1

1

1
A

B

B

A
06/2023

12/2024

06/2026

12/2027
08/2023

02/2025

08/2026

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

2

1
A

B

A
06/2023

12/2024

06/2026
08/2023

02/2025

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

1
A

B
06/2023

03/2025
08/2023

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

1

1

1
A

B

B

A
06/2023

03/2025

12/2026

09/2028
08/2023

05/2025

02/2027

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

2

1
A

B

A
06/2023

03/2025

12/2026
08/2023

05/2025

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

1
A

B
06/2023

06/2025
08/2023

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

1

1

1
A

B

B

A
06/2023

06/2025

06/2027

06/2029
08/2023

08/2025

08/2027

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

2

1
A

B

A
06/2023

06/2025

06/2027
08/2023

08/2025

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

1
A

B
06/2023

09/2025
08/2023

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

1

1

1
A

B

B

A
06/2023

09/2025

12/2027

03/2030
08/2023

11/2025

02/2028

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

2

1
A

B

A
06/2023

09/2025

12/2027
08/2023

11/2025

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

1
A

B
06/2023

12/2025
08/2023

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

1

1

1
A

B

B

A
06/2023

12/2025

06/2028

12/2030
08/2023

02/2026

08/2028

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

2

1
A

B

A
06/2023

12/2025

06/2028
08/2023

02/2026

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

1
A

B
06/2023

03/2026
08/2023

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

2

1
A

B

A
06/2023

03/2026

12/2028
08/2023

05/2026

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

1
A

B
06/2023

06/2026
08/2023

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

2

1
A

B

A
06/2023

06/2026

06/2029
08/2023

08/2026

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

1
A

B
06/2023

09/2026
08/2023

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

2

1
A

B

A
06/2023

09/2026

12/2029
08/2023

11/2026

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

1
A

B
06/2023

12/2026
08/2023

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

2

1
A

B

A
06/2023

12/2026

06/2030
08/2023

02/2027

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

1
A

B
06/2023

03/2027
08/2023

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

2

1
A

B

A
06/2023

03/2027

12/2030
08/2023

05/2027

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

1
A

B
06/2023

06/2027
08/2023

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

2

1
A

B

A
06/2023

06/2027

06/2031
08/2023

08/2027

06/2031
550 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

09/2027
08/2023

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

1
A

B
06/2023

12/2027
08/2023

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

1
A

B
06/2023

03/2028
08/2023

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

1
A

B
06/2023

06/2028
08/2023

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

1
A

B
06/2023

09/2028
08/2023

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

1
A

B
06/2023

12/2028
08/2023

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

1
A

B
06/2023

03/2029
08/2023

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

1
A

B
06/2023

06/2029
08/2023

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

1
A

B
06/2023

09/2029
08/2023

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

1
A

B
06/2023

12/2029
08/2023

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

1
A

B
06/2023

03/2030
08/2023

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

1
A

B
06/2023

06/2030
08/2023

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

1
A

B
06/2023

09/2030
08/2023

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

1
A

B
06/2023

12/2030
08/2023

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

1
A

B
06/2023

03/2031
08/2023

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

1
A

B
06/2023

06/2031
08/2023

06/2031
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2023

12/2023

03/2024

06/2024
11/2023

02/2024

05/2024

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

2

1
A

B

A
09/2023

12/2023

03/2024
11/2023

02/2024

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

1
A

B
09/2023

12/2023
11/2023

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

2

1
A

B

A
09/2023

03/2024

09/2024
11/2023

05/2024

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

1
A

B
09/2023

03/2024
11/2023

05/2024
120 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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