Asset Class Navigation

Three-Month SOFR Margins

CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. Three-Month SOFR futures are cash settled and based on a business-day compounded SOFR per annum during contract Reference Quarter. 

Ratio Side Start Period End Period Maintenance
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
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
125 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
125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

12/2022
02/2022

02/2023
125 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
125 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
125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

03/2023
02/2022

05/2023
140 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
125 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

06/2023
02/2022

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

1
A

B
12/2021

09/2023
02/2022

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

1
A

B
12/2021

12/2023
02/2022

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

1
A

B
12/2021

03/2024
02/2022

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

1
A

B
12/2021

06/2024
02/2022

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

1
A

B
12/2021

09/2024
02/2022

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

1
A

B
12/2021

12/2024
02/2022

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

1
A

B
12/2021

03/2025
02/2022

12/2029
140 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
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2022
05/2022

08/2022
40 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
50 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
70 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

09/2022
05/2022

11/2022
65 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

12/2022
05/2022

02/2023
75 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
90 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
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

03/2023
05/2022

05/2023
100 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

12/2029
100 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
95 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2023
05/2022

08/2023
110 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
105 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

09/2023
05/2022

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

2

1
A

B

A
03/2022

09/2023

03/2025
05/2022

11/2023

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

1
A

B
03/2022

12/2023
05/2022

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

1
A

B
03/2022

03/2024
05/2022

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

1
A

B
03/2022

06/2024
05/2022

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

1
A

B
03/2022

09/2024
05/2022

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

1
A

B
03/2022

12/2024
05/2022

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

1
A

B
03/2022

03/2025
05/2022

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

1
A

B
06/2022

09/2022
08/2022

11/2022
40 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
55 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
50 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
70 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

12/2022
08/2022

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

1
A

B
06/2022

03/2023
08/2022

05/2023
75 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
90 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
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

06/2023
08/2022

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

1
A

B
06/2022

09/2023
08/2022

11/2023
110 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
85 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

12/2023
08/2022

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

1
A

B
06/2022

03/2024
08/2022

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

1
A

B
06/2022

06/2024
08/2022

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

1
A

B
06/2022

09/2024
08/2022

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

1
A

B
06/2022

12/2024
08/2022

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

1
A

B
06/2022

03/2025
08/2022

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

1
A

B
09/2022

12/2022
11/2022

02/2023
40 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
55 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
50 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
70 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

03/2023
11/2022

05/2023
65 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

06/2023
11/2022

08/2023
75 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
90 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
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

09/2023
11/2022

11/2023
75 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
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

12/2023
11/2022

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

2

1
A

B

A
09/2022

12/2023

03/2025
11/2022

02/2024

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

1
A

B
09/2022

03/2024
11/2022

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

1
A

B
09/2022

06/2024
11/2022

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

1
A

B
09/2022

09/2024
11/2022

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

1
A

B
09/2022

12/2024
11/2022

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

1
A

B
09/2022

03/2025
11/2022

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

1
A

B
12/2022

03/2023
02/2023

05/2023
40 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
55 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
50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

06/2023
02/2023

08/2023
45 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
70 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

09/2023
02/2023

11/2023
75 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

12/2029
90 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
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

12/2023
02/2023

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

1
A

B
12/2022

03/2024
02/2023

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

1
A

B
12/2022

06/2024
02/2023

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

1
A

B
12/2022

09/2024
02/2023

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

1
A

B
12/2022

12/2024
02/2023

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

1
A

B
12/2022

03/2025
02/2023

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

1
A

B
03/2023

06/2023
05/2023

08/2023
40 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
55 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
50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

09/2023
05/2023

11/2023
45 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
70 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

12/2023
05/2023

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

1
A

B
03/2023

03/2024
05/2023

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

2

1
A

B

A
03/2023

03/2024

03/2025
05/2023

05/2024

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

1
A

B
03/2023

06/2024
05/2023

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

1
A

B
03/2023

09/2024
05/2023

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

1
A

B
03/2023

12/2024
05/2023

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

1
A

B
03/2023

03/2025
05/2023

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

1
A

B
06/2023

09/2023
08/2023

11/2023
40 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
55 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
50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

12/2023
08/2023

02/2024
45 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
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
50 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

03/2024
08/2023

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

1
A

B
06/2023

06/2024
08/2023

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

1
A

B
06/2023

09/2024
08/2023

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

1
A

B
06/2023

12/2024
08/2023

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

1
A

B
06/2023

03/2025
08/2023

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

1
A

B
09/2023

12/2023
11/2023

02/2024
40 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
50 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
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2023

03/2024
11/2023

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

1

1

1
A

B

B

A
09/2023

03/2024

09/2024

03/2025
11/2023

05/2024

11/2024

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

1
A

B
09/2023

06/2024
11/2023

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

2

1
A

B

A
09/2023

06/2024

03/2025
11/2023

08/2024

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

1
A

B
09/2023

09/2024
11/2023

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

1
A

B
09/2023

12/2024
11/2023

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

1
A

B
09/2023

03/2025
11/2023

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

1
A

B
12/2023

03/2024
02/2024

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

2

1
A

B

A
12/2023

03/2024

06/2024
02/2024

05/2024

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

1

1

1
A

B

B

A
12/2023

03/2024

06/2024

09/2024
02/2024

05/2024

08/2024

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

1
A

B
12/2023

06/2024
02/2024

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

2

1
A

B

A
12/2023

06/2024

12/2024
02/2024

08/2024

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

1
A

B
12/2023

09/2024
02/2024

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

1
A

B
12/2023

12/2024
02/2024

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

1
A

B
12/2023

03/2025
02/2024

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

1
A

B
03/2024

06/2024
05/2024

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

2

1
A

B

A
03/2024

06/2024

09/2024
05/2024

08/2024

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

1

1

1
A

B

B

A
03/2024

06/2024

09/2024

12/2024
05/2024

08/2024

11/2024

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

1
A

B
03/2024

09/2024
05/2024

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

2

1
A

B

A
03/2024

09/2024

03/2025
05/2024

11/2024

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

1
A

B
03/2024

12/2024
05/2024

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

1
A

B
03/2024

03/2025
05/2024

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

1

1

1
A

B

B

A
06/2024

09/2024

12/2024

03/2025
08/2024

11/2024

02/2025

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

1
A

B
06/2024

09/2024
08/2024

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

2

1
A

B

A
06/2024

09/2024

12/2024
08/2024

11/2024

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

1
A

B
06/2024

12/2024
08/2024

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

1
A

B
06/2024

03/2025
08/2024

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

1
A

B
09/2024

12/2024
11/2024

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

2

1
A

B

A
09/2024

12/2024

03/2025
11/2024

02/2025

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

1
A

B
09/2024

03/2025
11/2024

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

1
A

B
12/2024

03/2025
02/2025

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

1
B

A
03/2025

03/2025
12/2029

12/2029
90 USD