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Canadian Dollar Margins

Ratio Side Start Period End Period Maintenance
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2020

09/2023
11/2020

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

1
A

B
09/2020

12/2023
11/2020

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

1
A

B
09/2020

03/2024
11/2020

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

1
A

B
09/2020

06/2024
11/2020

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

1
A

B
09/2020

09/2024
11/2020

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

1
A

B
09/2020

12/2024
11/2020

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

1
A

B
09/2020

03/2025
11/2020

03/2025
550 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

03/2021

06/2021

09/2021
02/2021

05/2021

08/2021

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

1
A

B
12/2020

03/2021
02/2021

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

2

1
A

B

A
12/2020

03/2021

06/2021
02/2021

05/2021

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

2

1
A

B

A
12/2020

06/2021

12/2021
02/2021

08/2021

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

1
A

B
12/2020

06/2021
02/2021

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

1

1

1
A

B

B

A
12/2020

06/2021

12/2021

06/2022
02/2021

08/2021

02/2022

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

2

1
A

B

A
12/2020

09/2021

06/2022
02/2021

11/2021

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

1
A

B
12/2020

09/2021
02/2021

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

1

1

1
A

B

B

A
12/2020

09/2021

06/2022

03/2023
02/2021

11/2021

08/2022

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

2

1
A

B

A
12/2020

12/2021

12/2022
02/2021

02/2022

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

1
A

B
12/2020

12/2021
02/2021

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

1

1

1
A

B

B

A
12/2020

12/2021

12/2022

12/2023
02/2021

02/2022

02/2023

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

2

1
A

B

A
12/2020

03/2022

06/2023
02/2021

05/2022

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

1
A

B
12/2020

03/2022
02/2021

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

1

1

1
A

B

B

A
12/2020

03/2022

06/2023

09/2024
02/2021

05/2022

08/2023

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

2

1
A

B

A
12/2020

06/2022

12/2023
02/2021

08/2022

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

1
A

B
12/2020

06/2022
02/2021

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

2

1
A

B

A
12/2020

09/2022

06/2024
02/2021

11/2022

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

1
A

B
12/2020

09/2022
02/2021

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

2

1
A

B

A
12/2020

12/2022

12/2024
02/2021

02/2023

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

1
A

B
12/2020

12/2022
02/2021

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

1
A

B
12/2020

03/2023
02/2021

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

1
A

B
12/2020

06/2023
02/2021

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

1
A

B
12/2020

09/2023
02/2021

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

1
A

B
12/2020

12/2023
02/2021

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

1
A

B
12/2020

03/2024
02/2021

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

1
A

B
12/2020

06/2024
02/2021

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

1
A

B
12/2020

09/2024
02/2021

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

1
A

B
12/2020

12/2024
02/2021

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

1
A

B
12/2020

03/2025
02/2021

03/2025
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2021

06/2021

09/2021

12/2021
05/2021

08/2021

11/2021

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

1
A

B
03/2021

06/2021
05/2021

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

2

1
A

B

A
03/2021

06/2021

09/2021
05/2021

08/2021

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

2

1
A

B

A
03/2021

09/2021

03/2022
05/2021

11/2021

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

1
A

B
03/2021

09/2021
05/2021

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

1

1

1
A

B

B

A
03/2021

09/2021

03/2022

09/2022
05/2021

11/2021

05/2022

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

2

1
A

B

A
03/2021

12/2021

09/2022
05/2021

02/2022

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

1
A

B
03/2021

12/2021
05/2021

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

1

1

1
A

B

B

A
03/2021

12/2021

09/2022

06/2023
05/2021

02/2022

11/2022

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

2

1
A

B

A
03/2021

03/2022

03/2023
05/2021

05/2022

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

1
A

B
03/2021

03/2022
05/2021

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

1

1

1
A

B

B

A
03/2021

03/2022

03/2023

03/2024
05/2021

05/2022

05/2023

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

2

1
A

B

A
03/2021

06/2022

09/2023
05/2021

08/2022

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

1
A

B
03/2021

06/2022
05/2021

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

1

1

1
A

B

B

A
03/2021

06/2022

09/2023

12/2024
05/2021

08/2022

11/2023

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

2

1
A

B

A
03/2021

09/2022

03/2024
05/2021

11/2022

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

1
A

B
03/2021

09/2022
05/2021

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

2

1
A

B

A
03/2021

12/2022

09/2024
05/2021

02/2023

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

1
A

B
03/2021

12/2022
05/2021

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

2

1
A

B

A
03/2021

03/2023

03/2025
05/2021

05/2023

03/2025
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

03/2023
05/2021

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

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

1
A

B
03/2021

09/2024
05/2021

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

1
A

B
03/2021

12/2024
05/2021

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

1
A

B
03/2021

03/2025
05/2021

03/2025
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

09/2021
08/2021

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

1

1

1
A

B

B

A
06/2021

09/2021

12/2021

03/2022
08/2021

11/2021

02/2022

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

2

1
A

B

A
06/2021

09/2021

12/2021
08/2021

11/2021

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

2

1
A

B

A
06/2021

12/2021

06/2022
08/2021

02/2022

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

1

1

1
A

B

B

A
06/2021

12/2021

06/2022

12/2022
08/2021

02/2022

08/2022

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

1
A

B
06/2021

12/2021
08/2021

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

2

1
A

B

A
06/2021

03/2022

12/2022
08/2021

05/2022

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

1
A

B
06/2021

03/2022
08/2021

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

1

1

1
A

B

B

A
06/2021

03/2022

12/2022

09/2023
08/2021

05/2022

02/2023

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

2

1
A

B

A
06/2021

06/2022

06/2023
08/2021

08/2022

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

1
A

B
06/2021

06/2022
08/2021

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

1

1

1
A

B

B

A
06/2021

06/2022

06/2023

06/2024
08/2021

08/2022

08/2023

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

2

1
A

B

A
06/2021

09/2022

12/2023
08/2021

11/2022

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

1
A

B
06/2021

09/2022
08/2021

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

1

1

1
A

B

B

A
06/2021

09/2022

12/2023

03/2025
08/2021

11/2022

02/2024

03/2025
260 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2021

12/2022

06/2024
08/2021

02/2023

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

1
A

B
06/2021

12/2022
08/2021

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

1
A

B
06/2021

03/2023
08/2021

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

2

1
A

B

A
06/2021

03/2023

12/2024
08/2021

05/2023

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

1
A

B
06/2021

06/2023
08/2021

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

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

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

1
A

B
06/2021

09/2024
08/2021

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

1
A

B
06/2021

12/2024
08/2021

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

1
A

B
06/2021

03/2025
08/2021

03/2025
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2021

12/2021

03/2022

06/2022
11/2021

02/2022

05/2022

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

1
A

B
09/2021

12/2021
11/2021

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

2

1
A

B

A
09/2021

12/2021

03/2022
11/2021

02/2022

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

2

1
A

B

A
09/2021

03/2022

09/2022
11/2021

05/2022

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

1

1

1
A

B

B

A
09/2021

03/2022

09/2022

03/2023
11/2021

05/2022

11/2022

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

1
A

B
09/2021

03/2022
11/2021

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

1
A

B
09/2021

06/2022
11/2021

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

1

1

1
A

B

B

A
09/2021

06/2022

03/2023

12/2023
11/2021

08/2022

05/2023

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

2

1
A

B

A
09/2021

06/2022

03/2023
11/2021

08/2022

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

2

1
A

B

A
09/2021

09/2022

09/2023
11/2021

11/2022

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

1
A

B
09/2021

09/2022
11/2021

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

1

1

1
A

B

B

A
09/2021

09/2022

09/2023

09/2024
11/2021

11/2022

11/2023

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

1
A

B
09/2021

12/2022
11/2021

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

2

1
A

B

A
09/2021

12/2022

03/2024
11/2021

02/2023

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

2

1
A

B

A
09/2021

03/2023

09/2024
11/2021

05/2023

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

1
A

B
09/2021

03/2023
11/2021

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

2

1
A

B

A
09/2021

06/2023

03/2025
11/2021

08/2023

03/2025
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2021

06/2023
11/2021

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

1
A

B
09/2021

09/2023
11/2021

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

1
A

B
09/2021

12/2023
11/2021

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

1
A

B
09/2021

03/2024
11/2021

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

1
A

B
09/2021

06/2024
11/2021

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

1
A

B
09/2021

09/2024
11/2021

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

1
A

B
09/2021

12/2024
11/2021

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

1
A

B
09/2021

03/2025
11/2021

03/2025
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2021

03/2022

06/2022

09/2022
02/2022

05/2022

08/2022

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

1
A

B
12/2021

03/2022
02/2022

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

2

1
A

B

A
12/2021

03/2022

06/2022
02/2022

05/2022

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

1
A

B
12/2021

06/2022
02/2022

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

1

1

1
A

B

B

A
12/2021

06/2022

12/2022

06/2023
02/2022

08/2022

02/2023

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

2

1
A

B

A
12/2021

06/2022

12/2022
02/2022

08/2022

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

1
A

B
12/2021

09/2022
02/2022

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

1

1

1
A

B

B

A
12/2021

09/2022

06/2023

03/2024
02/2022

11/2022

08/2023

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

2

1
A

B

A
12/2021

09/2022

06/2023
02/2022

11/2022

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

1
A

B
12/2021

12/2022
02/2022

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

1

1

1
A

B

B

A
12/2021

12/2022

12/2023

12/2024
02/2022

02/2023

02/2024

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

2

1
A

B

A
12/2021

12/2022

12/2023
02/2022

02/2023

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

1
A

B
12/2021

03/2023
02/2022

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

2

1
A

B

A
12/2021

03/2023

06/2024
02/2022

05/2023

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

2

1
A

B

A
12/2021

06/2023

12/2024
02/2022

08/2023

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

1
A

B
12/2021

06/2023
02/2022

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

1
A

B
12/2021

09/2023
02/2022

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

1
A

B
12/2021

12/2023
02/2022

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

1
A

B
12/2021

03/2024
02/2022

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

1
A

B
12/2021

06/2024
02/2022

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

1
A

B
12/2021

09/2024
02/2022

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

1
A

B
12/2021

12/2024
02/2022

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

1
A

B
12/2021

03/2025
02/2022

03/2025
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

06/2022
05/2022

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

1

1

1
A

B

B

A
03/2022

06/2022

09/2022

12/2022
05/2022

08/2022

11/2022

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

2

1
A

B

A
03/2022

06/2022

09/2022
05/2022

08/2022

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

1
A

B
03/2022

09/2022
05/2022

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

1

1

1
A

B

B

A
03/2022

09/2022

03/2023

09/2023
05/2022

11/2022

05/2023

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

2

1
A

B

A
03/2022

09/2022

03/2023
05/2022

11/2022

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

1
A

B
03/2022

12/2022
05/2022

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

1

1

1
A

B

B

A
03/2022

12/2022

09/2023

06/2024
05/2022

02/2023

11/2023

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

2

1
A

B

A
03/2022

12/2022

09/2023
05/2022

02/2023

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

1
A

B
03/2022

03/2023
05/2022

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

1

1

1
A

B

B

A
03/2022

03/2023

03/2024

03/2025
05/2022

05/2023

05/2024

03/2025
240 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2022

03/2023

03/2024
05/2022

05/2023

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

2

1
A

B

A
03/2022

06/2023

09/2024
05/2022

08/2023

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

1
A

B
03/2022

06/2023
05/2022

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

2

1
A

B

A
03/2022

09/2023

03/2025
05/2022

11/2023

03/2025
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

09/2023
05/2022

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

1
A

B
03/2022

12/2023
05/2022

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

1
A

B
03/2022

03/2024
05/2022

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

1
A

B
03/2022

06/2024
05/2022

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

1
A

B
03/2022

09/2024
05/2022

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

1
A

B
03/2022

12/2024
05/2022

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

1
A

B
03/2022

03/2025
05/2022

03/2025
280 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2022

09/2022

12/2022

03/2023
08/2022

11/2022

02/2023

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

1
A

B
06/2022

09/2022
08/2022

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

2

1
A

B

A
06/2022

09/2022

12/2022
08/2022

11/2022

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

1

1

1
A

B

B

A
06/2022

12/2022

06/2023

12/2023
08/2022

02/2023

08/2023

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

1
A

B
06/2022

12/2022
08/2022

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

2

1
A

B

A
06/2022

12/2022

06/2023
08/2022

02/2023

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

1
A

B
06/2022

03/2023
08/2022

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

1

1

1
A

B

B

A
06/2022

03/2023

12/2023

09/2024
08/2022

05/2023

02/2024

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

2

1
A

B

A
06/2022

03/2023

12/2023
08/2022

05/2023

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

2

1
A

B

A
06/2022

06/2023

06/2024
08/2022

08/2023

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

1
A

B
06/2022

06/2023
08/2022

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

1
A

B
06/2022

09/2023
08/2022

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

2

1
A

B

A
06/2022

09/2023

12/2024
08/2022

11/2023

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

1
A

B
06/2022

12/2023
08/2022

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

1
A

B
06/2022

03/2024
08/2022

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

1
A

B
06/2022

06/2024
08/2022

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

1
A

B
06/2022

09/2024
08/2022

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

1
A

B
06/2022

12/2024
08/2022

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

1
A

B
06/2022

03/2025
08/2022

03/2025
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

12/2022

03/2023

06/2023
11/2022

02/2023

05/2023

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

1
A

B
09/2022

12/2022
11/2022

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

2

1
A

B

A
09/2022

12/2022

03/2023
11/2022

02/2023

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

1
A

B
09/2022

03/2023
11/2022

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

1

1

1
A

B

B

A
09/2022

03/2023

09/2023

03/2024
11/2022

05/2023

11/2023

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

2

1
A

B

A
09/2022

03/2023

09/2023
11/2022

05/2023

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

2

1
A

B

A
09/2022

06/2023

03/2024
11/2022

08/2023

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

1
A

B
09/2022

06/2023
11/2022

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

1

1

1
A

B

B

A
09/2022

06/2023

03/2024

12/2024
11/2022

08/2023

05/2024

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

1
A

B
09/2022

09/2023
11/2022

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

2

1
A

B

A
09/2022

09/2023

09/2024
11/2022

11/2023

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

2

1
A

B

A
09/2022

12/2023

03/2025
11/2022

02/2024

03/2025
220 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2023
11/2022

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

1
A

B
09/2022

03/2024
11/2022

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

1
A

B
09/2022

06/2024
11/2022

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

1
A

B
09/2022

09/2024
11/2022

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

1
A

B
09/2022

12/2024
11/2022

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

1
A

B
09/2022

03/2025
11/2022

03/2025
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2022

03/2023

06/2023

09/2023
02/2023

05/2023

08/2023

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

1
A

B
12/2022

03/2023
02/2023

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

2

1
A

B

A
12/2022

03/2023

06/2023
02/2023

05/2023

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

1
A

B
12/2022

06/2023
02/2023

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

1

1

1
A

B

B

A
12/2022

06/2023

12/2023

06/2024
02/2023

08/2023

02/2024

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

2

1
A

B

A
12/2022

06/2023

12/2023
02/2023

08/2023

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

1
A

B
12/2022

09/2023
02/2023

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

1

1

1
A

B

B

A
12/2022

09/2023

06/2024

03/2025
02/2023

11/2023

08/2024

03/2025
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2022

09/2023

06/2024
02/2023

11/2023

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

2

1
A

B

A
12/2022

12/2023

12/2024
02/2023

02/2024

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

1
A

B
12/2022

12/2023
02/2023

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

1
A

B
12/2022

03/2024
02/2023

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

1
A

B
12/2022

06/2024
02/2023

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

1
A

B
12/2022

09/2024
02/2023

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

1
A

B
12/2022

12/2024
02/2023

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

1
A

B
12/2022

03/2025
02/2023

03/2025
220 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2023
05/2023

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

1

1

1
A

B

B

A
03/2023

06/2023

09/2023

12/2023
05/2023

08/2023

11/2023

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

2

1
A

B

A
03/2023

06/2023

09/2023
05/2023

08/2023

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

1
A

B
03/2023

09/2023
05/2023

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

1

1

1
A

B

B

A
03/2023

09/2023

03/2024

09/2024
05/2023

11/2023

05/2024

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

2

1
A

B

A
03/2023

09/2023

03/2024
05/2023

11/2023

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

1
A

B
03/2023

12/2023
05/2023

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

2

1
A

B

A
03/2023

12/2023

09/2024
05/2023

02/2024

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

2

1
A

B

A
03/2023

03/2024

03/2025
05/2023

05/2024

03/2025
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

03/2024
05/2023

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

1
A

B
03/2023

06/2024
05/2023

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

1
A

B
03/2023

09/2024
05/2023

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

1
A

B
03/2023

12/2024
05/2023

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

1
A

B
03/2023

03/2025
05/2023

03/2025
210 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2023
08/2023

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

1

1

1
A

B

B

A
06/2023

09/2023

12/2023

03/2024
08/2023

11/2023

02/2024

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

2

1
A

B

A
06/2023

09/2023

12/2023
08/2023

11/2023

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

1

1

1
A

B

B

A
06/2023

12/2023

06/2024

12/2024
08/2023

02/2024

08/2024

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

1
A

B
06/2023

12/2023
08/2023

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

2

1
A

B

A
06/2023

12/2023

06/2024
08/2023

02/2024

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

1
A

B
06/2023

03/2024
08/2023

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

2

1
A

B

A
06/2023

03/2024

12/2024
08/2023

05/2024

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

1
A

B
06/2023

06/2024
08/2023

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

1
A

B
06/2023

09/2024
08/2023

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

1
A

B
06/2023

12/2024
08/2023

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

1
A

B
06/2023

03/2025
08/2023

03/2025
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

12/2023
11/2023

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

1

1

1
A

B

B

A
09/2023

12/2023

03/2024

06/2024
11/2023

02/2024

05/2024

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

2

1
A

B

A
09/2023

12/2023

03/2024
11/2023

02/2024

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

1
A

B
09/2023

03/2024
11/2023

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

1

1

1
A

B

B

A
09/2023

03/2024

09/2024

03/2025
11/2023

05/2024

11/2024

03/2025
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2023

03/2024

09/2024
11/2023

05/2024

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

1
A

B
09/2023

06/2024
11/2023

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

2

1
A

B

A
09/2023

06/2024

03/2025
11/2023

08/2024

03/2025
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

09/2024
11/2023

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

1
A

B
09/2023

12/2024
11/2023

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

1
A

B
09/2023

03/2025
11/2023

03/2025
190 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2023

03/2024

06/2024

09/2024
02/2024

05/2024

08/2024

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

1
A

B
12/2023

03/2024
02/2024

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

2

1
A

B

A
12/2023

03/2024

06/2024
02/2024

05/2024

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

1
A

B
12/2023

06/2024
02/2024

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

2

1
A

B

A
12/2023

06/2024

12/2024
02/2024

08/2024

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

1
A

B
12/2023

09/2024
02/2024

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

1
A

B
12/2023

12/2024
02/2024

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

1
A

B
12/2023

03/2025
02/2024

03/2025
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
03/2024

06/2024

09/2024

12/2024
05/2024

08/2024

11/2024

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

1
A

B
03/2024

06/2024
05/2024

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

2

1
A

B

A
03/2024

06/2024

09/2024
05/2024

08/2024

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

1
A

B
03/2024

09/2024
05/2024

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

2

1
A

B

A
03/2024

09/2024

03/2025
05/2024

11/2024

03/2025
125 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

12/2024
05/2024

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

1
A

B
03/2024

03/2025
05/2024

03/2025
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2024

09/2024

12/2024

03/2025
08/2024

11/2024

02/2025

03/2025
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

09/2024
08/2024

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

2

1
A

B

A
06/2024

09/2024

12/2024
08/2024

11/2024

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

1
A

B
06/2024

12/2024
08/2024

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

1
A

B
06/2024

03/2025
08/2024

03/2025
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

12/2024
11/2024

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

2

1
A

B

A
09/2024

12/2024

03/2025
11/2024

02/2025

03/2025
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

03/2025
11/2024

03/2025
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2024

03/2025
02/2025

03/2025
60 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
B

A
03/2025

03/2025
03/2025

03/2025
550 GBP
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
07/2020

09/2020

10/2020
08/2020

09/2020

10/2020
440 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
07/2020

09/2020
08/2020

09/2020
440 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
07/2020

09/2020

10/2020

11/2020
08/2020

09/2020

10/2020

11/2020
490 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
07/2020

10/2020

12/2020
08/2020

10/2020

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

1
A

B
07/2020

10/2020
08/2020

10/2020
450 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
07/2020

10/2020

12/2020

02/2021
08/2020

10/2020

12/2020

08/2021
490 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
07/2020

11/2020

02/2021
08/2020

11/2020

08/2021
530 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
07/2020

11/2020
08/2020

11/2020
460 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
07/2020

12/2020
08/2020

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

1
A

B
07/2020

01/2021
08/2020

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

1
A

B
07/2020

02/2021
08/2020

08/2021
625 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2020

10/2020
09/2020

10/2020
290 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
09/2020

10/2020

11/2020

12/2020
09/2020

10/2020

11/2020

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

2

1
A

B

A
09/2020

10/2020

11/2020
09/2020

10/2020

11/2020
210 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
09/2020

11/2020

01/2021
09/2020

11/2020

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

1
A

B
09/2020

11/2020
09/2020

11/2020
395 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2020

12/2020
09/2020

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

1
A

B
09/2020

01/2021
09/2020

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

1
A

B
09/2020

02/2021
09/2020

08/2021
540 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
10/2020

11/2020
10/2020

11/2020
150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
10/2020

11/2020

12/2020

01/2021
10/2020

11/2020

12/2020

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

2

1
A

B

A
10/2020

11/2020

12/2020
10/2020

11/2020

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

2

1
A

B

A
10/2020

12/2020

02/2021
10/2020

12/2020

08/2021
170 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
10/2020

12/2020
10/2020

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

1
A

B
10/2020

01/2021
10/2020

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

1
A

B
10/2020

02/2021
10/2020

08/2021
425 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
11/2020

12/2020

01/2021

02/2021
11/2020

12/2020

01/2021

08/2021
110 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
11/2020

12/2020
11/2020

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

2

1
A

B

A
11/2020

12/2020

01/2021
11/2020

12/2020

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

1
A

B
11/2020

01/2021
11/2020

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

1
A

B
11/2020

02/2021
11/2020

08/2021
300 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2020

01/2021
12/2020

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

2

1
A

B

A
12/2020

01/2021

02/2021
12/2020

01/2021

08/2021
110 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2020

02/2021
12/2020

08/2021
150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2021

02/2021
01/2021

08/2021
85 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
B

A
02/2021

02/2021
08/2021

08/2021
165 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2020

09/2020

12/2020
08/2020

11/2020

02/2021
580 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

09/2020
08/2020

11/2020
525 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2020

09/2020

12/2020

03/2021
08/2020

11/2020

02/2021

05/2021
620 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2020

12/2020

06/2021
08/2020

02/2021

08/2021
555 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

12/2020
08/2020

02/2021
395 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2020

12/2020

06/2021

12/2021
08/2020

02/2021

08/2021

02/2022
455 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2020

03/2021

12/2021
08/2020

05/2021

02/2022
425 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

03/2021
08/2020

05/2021
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2020

03/2021

12/2021

09/2022
08/2020

05/2021

02/2022

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

2

1
A

B

A
06/2020

06/2021

06/2022
08/2020

08/2021

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

1
A

B
06/2020

06/2021
08/2020

08/2021
305 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2020

06/2021

06/2022

06/2023
08/2020

08/2021

08/2022

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

2

1
A

B

A
06/2020

09/2021

12/2022
08/2020

11/2021

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

1
A

B
06/2020

09/2021
08/2020

11/2021
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2020

09/2021

12/2022

03/2024
08/2020

11/2021

02/2023

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

2

1
A

B

A
06/2020

12/2021

06/2023
08/2020

02/2022

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

1
A

B
06/2020

12/2021
08/2020

02/2022
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2020

12/2021

06/2023

12/2024
08/2020

02/2022

08/2023

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

2

1
A

B

A
06/2020

03/2022

12/2023
08/2020

05/2022

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

1
A

B
06/2020

03/2022
08/2020

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

2

1
A

B

A
06/2020

06/2022

06/2024
08/2020

08/2022

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

1
A

B
06/2020

06/2022
08/2020

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

2

1
A

B

A
06/2020

09/2022

12/2024
08/2020

11/2022

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

1
A

B
06/2020

09/2022
08/2020

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

1
A

B
06/2020

12/2022
08/2020

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

1
A

B
06/2020

03/2023
08/2020

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

1
A

B
06/2020

06/2023
08/2020

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

1
A

B
06/2020

09/2023
08/2020

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

1
A

B
06/2020

12/2023
08/2020

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

1
A

B
06/2020

03/2024
08/2020

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

1
A

B
06/2020

06/2024
08/2020

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

1
A

B
06/2020

09/2024
08/2020

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

1
A

B
06/2020

12/2024
08/2020

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

1
A

B
06/2020

03/2025
08/2020

12/2029
340 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
09/2020

12/2020

03/2021
11/2020

02/2021

05/2021
165 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

12/2020
11/2020

02/2021
160 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2020

12/2020

03/2021

06/2021
11/2020

02/2021

05/2021

08/2021
215 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
09/2020

03/2021

09/2021
11/2020

05/2021

11/2021
240 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

03/2021
11/2020

05/2021
225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2020

03/2021

09/2021

03/2022
11/2020

05/2021

11/2021

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

2

1
A

B

A
09/2020

06/2021

03/2022
11/2020

08/2021

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

1
A

B
09/2020

06/2021
11/2020

08/2021
270 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2020

06/2021

03/2022

12/2022
11/2020

08/2021

05/2022

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

2

1
A

B

A
09/2020

09/2021

09/2022
11/2020

11/2021

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

1
A

B
09/2020

09/2021
11/2020

11/2021
305 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2020

09/2021

09/2022

09/2023
11/2020

11/2021

11/2022

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

2

1
A

B

A
09/2020

12/2021

03/2023
11/2020

02/2022

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

1
A

B
09/2020

12/2021
11/2020

02/2022
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2020

12/2021

03/2023

06/2024
11/2020

02/2022

05/2023

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

2

1
A

B

A
09/2020

03/2022

09/2023
11/2020

05/2022

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

1
A

B
09/2020

03/2022
11/2020

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

1

1

1
A

B

B

A
09/2020

03/2022

09/2023

03/2025
11/2020

05/2022

11/2023

12/2029
330 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
09/2020

06/2022

03/2024
11/2020

08/2022

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

1
A

B
09/2020

06/2022
11/2020

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

2

1
A

B

A
09/2020

09/2022

09/2024
11/2020

11/2022

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

1
A

B
09/2020

09/2022
11/2020

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

2

1
A

B

A
09/2020

12/2022

03/2025
11/2020

02/2023

12/2029
340 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

12/2022
11/2020

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

1
A

B
09/2020

03/2023
11/2020

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

1
A

B
09/2020

06/2023
11/2020

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

1
A

B
09/2020

09/2023
11/2020

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

1
A

B
09/2020

12/2023
11/2020

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

1
A

B
09/2020

03/2024
11/2020

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

1
A

B
09/2020

06/2024
11/2020

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

1
A

B
09/2020

09/2024
11/2020

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

1
A

B
09/2020

12/2024
11/2020

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

1
A

B
09/2020

03/2025
11/2020

12/2029
340 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

03/2021
02/2021

05/2021
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2020

03/2021

06/2021

09/2021
02/2021

05/2021

08/2021

11/2021
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2020

03/2021

06/2021
02/2021

05/2021

08/2021
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2020

06/2021

12/2021
02/2021

08/2021

02/2022
155 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

06/2021
02/2021

08/2021
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2020

06/2021

12/2021

06/2022
02/2021

08/2021

02/2022

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

2

1
A

B

A
12/2020

09/2021

06/2022
02/2021

11/2021

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

1
A

B
12/2020

09/2021
02/2021

11/2021
205 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2020

09/2021

06/2022

03/2023
02/2021

11/2021

08/2022

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

2

1
A

B

A
12/2020

12/2021

12/2022
02/2021

02/2022

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

1
A

B
12/2020

12/2021
02/2021

02/2022
230 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2020

12/2021

12/2022

12/2023
02/2021

02/2022

02/2023

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

2

1
A

B

A
12/2020

03/2022

06/2023
02/2021

05/2022

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

1
A

B
12/2020

03/2022
02/2021

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

1

1

1
A

B

B

A
12/2020

03/2022

06/2023

09/2024
02/2021

05/2022

08/2023

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

2

1
A

B

A
12/2020

06/2022

12/2023
02/2021

08/2022

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

1
A

B
12/2020

06/2022
02/2021

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

2

1
A

B

A
12/2020

09/2022

06/2024
02/2021

11/2022

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

1
A

B
12/2020

09/2022
02/2021

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

2

1
A

B

A
12/2020

12/2022

12/2024
02/2021

02/2023

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

1
A

B
12/2020

12/2022
02/2021

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

1
A

B
12/2020

03/2023
02/2021

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

1
A

B
12/2020

06/2023
02/2021

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

1
A

B
12/2020

09/2023
02/2021

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

1
A

B
12/2020

12/2023
02/2021

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

1
A

B
12/2020

03/2024
02/2021

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

1
A

B
12/2020

06/2024
02/2021

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

1
A

B
12/2020

09/2024
02/2021

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

1
A

B
12/2020

12/2024
02/2021

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

1
A

B
12/2020

03/2025
02/2021

12/2029
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

06/2021
05/2021

08/2021
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2021

06/2021

09/2021

12/2021
05/2021

08/2021

11/2021

02/2022
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2021

06/2021

09/2021
05/2021

08/2021

11/2021
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2021

09/2021

03/2022
05/2021

11/2021

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

1
A

B
03/2021

09/2021
05/2021

11/2021
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2021

09/2021

03/2022

09/2022
05/2021

11/2021

05/2022

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

2

1
A

B

A
03/2021

12/2021

09/2022
05/2021

02/2022

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

1
A

B
03/2021

12/2021
05/2021

02/2022
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2021

12/2021

09/2022

06/2023
05/2021

02/2022

11/2022

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

2

1
A

B

A
03/2021

03/2022

03/2023
05/2021

05/2022

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

1
A

B
03/2021

03/2022
05/2021

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

1

1

1
A

B

B

A
03/2021

03/2022

03/2023

03/2024
05/2021

05/2022

05/2023

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

2

1
A

B

A
03/2021

06/2022

09/2023
05/2021

08/2022

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

1
A

B
03/2021

06/2022
05/2021

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

1

1

1
A

B

B

A
03/2021

06/2022

09/2023

12/2024
05/2021

08/2022

11/2023

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

2

1
A

B

A
03/2021

09/2022

03/2024
05/2021

11/2022

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

1
A

B
03/2021

09/2022
05/2021

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

2

1
A

B

A
03/2021

12/2022

09/2024
05/2021

02/2023

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

1
A

B
03/2021

12/2022
05/2021

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

2

1
A

B

A
03/2021

03/2023

03/2025
05/2021

05/2023

12/2029
190 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

03/2023
05/2021

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

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

1
A

B
03/2021

09/2024
05/2021

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

1
A

B
03/2021

12/2024
05/2021

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

1
A

B
03/2021

03/2025
05/2021

12/2029
190 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2021

09/2021

12/2021

03/2022
08/2021

11/2021

02/2022

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

1
A

B
06/2021

09/2021
08/2021

11/2021
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2021

09/2021

12/2021
08/2021

11/2021

02/2022
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2021

12/2021

06/2022
08/2021

02/2022

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

1
A

B
06/2021

12/2021
08/2021

02/2022
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
06/2021

12/2021

06/2022

12/2022
08/2021

02/2022

08/2022

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

2

1
A

B

A
06/2021

03/2022

12/2022
08/2021

05/2022

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

1
A

B
06/2021

03/2022
08/2021

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

1

1

1
A

B

B

A
06/2021

03/2022

12/2022

09/2023
08/2021

05/2022

02/2023

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

2

1
A

B

A
06/2021

06/2022

06/2023
08/2021

08/2022

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

1
A

B
06/2021

06/2022
08/2021

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

1

1

1
A

B

B

A
06/2021

06/2022

06/2023

06/2024
08/2021

08/2022

08/2023

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

2

1
A

B

A
06/2021

09/2022

12/2023
08/2021

11/2022

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

1
A

B
06/2021

09/2022
08/2021

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

1

1

1
A

B

B

A
06/2021

09/2022

12/2023

03/2025
08/2021

11/2022

02/2024

12/2029
190 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2021

12/2022

06/2024
08/2021

02/2023

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

1
A

B
06/2021

12/2022
08/2021

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

2

1
A

B

A
06/2021

03/2023

12/2024
08/2021

05/2023

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

1
A

B
06/2021

03/2023
08/2021

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

1
A

B
06/2021

06/2023
08/2021

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

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

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

1
A

B
06/2021

09/2024
08/2021

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

1
A

B
06/2021

12/2024
08/2021

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

1
A

B
06/2021

03/2025
08/2021

12/2029
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2021

12/2021

03/2022

06/2022
11/2021

02/2022

05/2022

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

1
A

B
09/2021

12/2021
11/2021

02/2022
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
09/2021

12/2021

03/2022
11/2021

02/2022

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

2

1
A

B

A
09/2021

03/2022

09/2022
11/2021

05/2022

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

1
A

B
09/2021

03/2022
11/2021

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

1

1

1
A

B

B

A
09/2021

03/2022

09/2022

03/2023
11/2021

05/2022

11/2022

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

2

1
A

B

A
09/2021

06/2022

03/2023
11/2021

08/2022

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

1
A

B
09/2021

06/2022
11/2021

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

1

1

1
A

B

B

A
09/2021

06/2022

03/2023

12/2023
11/2021

08/2022

05/2023

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

2

1
A

B

A
09/2021

09/2022

09/2023
11/2021

11/2022

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

1
A

B
09/2021

09/2022
11/2021

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

1

1

1
A

B

B

A
09/2021

09/2022

09/2023

09/2024
11/2021

11/2022

11/2023

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

2

1
A

B

A
09/2021

12/2022

03/2024
11/2021

02/2023

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

1
A

B
09/2021

12/2022
11/2021

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

2

1
A

B

A
09/2021

03/2023

09/2024
11/2021

05/2023

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

1
A

B
09/2021

03/2023
11/2021

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

2

1
A

B

A
09/2021

06/2023

03/2025
11/2021

08/2023

12/2029
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

06/2023
11/2021

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

1
A

B
09/2021

09/2023
11/2021

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

1
A

B
09/2021

12/2023
11/2021

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

1
A

B
09/2021

03/2024
11/2021

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

1
A

B
09/2021

06/2024
11/2021

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

1
A

B
09/2021

09/2024
11/2021

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

1
A

B
09/2021

12/2024
11/2021

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

1
A

B
09/2021

03/2025
11/2021

12/2029
190 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

03/2022
02/2022

05/2022
75 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
50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

06/2022
02/2022

08/2022
120 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
110 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
100 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
125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

09/2022
02/2022

11/2022
125 USD