THREE-MONTH SOFR - MARGINS

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

1
A

B
03/2021

06/2021
05/2021

08/2021
65 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
120 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
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

09/2021
05/2021

11/2021
100 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
180 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
115 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
225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

12/2021
05/2021

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

1
A

B
03/2021

03/2022
05/2021

05/2022
115 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
250 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
330 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

06/2022
05/2021

08/2022
125 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
250 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

09/2022
05/2021

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

1

1

1
A

B

B

A
03/2021

09/2022

03/2024

09/2025
05/2021

11/2022

05/2024

11/2025
360 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
350 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

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

1
A

B
03/2021

03/2023
05/2021

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

2

1
A

B

A
03/2021

06/2023

09/2025
05/2021

08/2023

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

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

1
A

B
03/2021

09/2024
05/2021

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

1
A

B
03/2021

12/2024
05/2021

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

1
A

B
03/2021

03/2025
05/2021

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

1
A

B
03/2021

06/2025
05/2021

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

1
A

B
03/2021

09/2025
05/2021

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

1
A

B
03/2021

12/2025
05/2021

09/2030
525 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

09/2021
08/2021

11/2021
65 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
90 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
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

12/2021
08/2021

02/2022
100 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
180 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
115 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
215 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

03/2022
08/2021

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

1
A

B
06/2021

06/2022
08/2021

08/2022
115 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
250 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
330 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

09/2022
08/2021

11/2022
150 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

05/2025
250 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

12/2022
08/2021

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

1

1

1
A

B

B

A
06/2021

12/2022

06/2024

12/2025
08/2021

02/2023

08/2024

09/2030
340 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

03/2023
08/2021

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

2

1
A

B

A
06/2021

06/2023

06/2025
08/2021

08/2023

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

1
A

B
06/2021

06/2023
08/2021

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

2

1
A

B

A
06/2021

09/2023

12/2025
08/2021

11/2023

09/2030
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

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

1
A

B
06/2021

09/2024
08/2021

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

1
A

B
06/2021

12/2024
08/2021

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

1
A

B
06/2021

03/2025
08/2021

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

1
A

B
06/2021

06/2025
08/2021

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

1
A

B
06/2021

09/2025
08/2021

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

1
A

B
06/2021

12/2025
08/2021

09/2030
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

12/2021
11/2021

02/2022
65 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
90 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
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

03/2022
11/2021

05/2022
100 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
180 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
115 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

06/2022
11/2021

08/2022
100 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

06/2022

03/2023
11/2021

08/2022

05/2023
215 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
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

09/2022
11/2021

11/2022
115 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
250 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
330 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

12/2022
11/2021

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

1

1

1
A

B

B

A
09/2021

12/2022

03/2024

06/2025
11/2021

02/2023

05/2024

08/2025
250 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

03/2023
11/2021

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

2

1
A

B

A
09/2021

06/2023

03/2025
11/2021

08/2023

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

1
A

B
09/2021

06/2023
11/2021

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

2

1
A

B

A
09/2021

09/2023

09/2025
11/2021

11/2023

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

1
A

B
09/2021

09/2023
11/2021

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

1
A

B
09/2021

12/2023
11/2021

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

1
A

B
09/2021

03/2024
11/2021

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

1
A

B
09/2021

06/2024
11/2021

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

1
A

B
09/2021

09/2024
11/2021

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

1
A

B
09/2021

12/2024
11/2021

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

1
A

B
09/2021

03/2025
11/2021

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

1
A

B
09/2021

06/2025
11/2021

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

1
A

B
09/2021

09/2025
11/2021

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

1
A

B
09/2021

12/2025
11/2021

09/2030
500 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

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

03/2022

06/2022
02/2022

05/2022

08/2022
80 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
180 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
115 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

09/2022
02/2022

11/2022
140 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
180 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
215 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
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

12/2022
02/2022

02/2023
175 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
250 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
280 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

03/2023
02/2022

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

1
A

B
12/2021

06/2023
02/2022

08/2023
360 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

09/2023
02/2022

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

2

1
A

B

A
12/2021

12/2023

12/2025
02/2022

02/2024

09/2030
380 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

12/2023
02/2022

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

1
A

B
12/2021

03/2024
02/2022

05/2024
430 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
A

B
12/2021

09/2024
02/2022

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

1
A

B
12/2021

12/2024
02/2022

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

1
A

B
12/2021

03/2025
02/2022

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

1
A

B
12/2021

06/2025
02/2022

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

1
A

B
12/2021

09/2025
02/2022

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

1
A

B
12/2021

12/2025
02/2022

09/2030
500 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2022
05/2022

08/2022
75 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
80 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
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

09/2022
05/2022

11/2022
135 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
180 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
115 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
215 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

12/2022
05/2022

02/2023
175 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
180 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
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

03/2023
05/2022

05/2023
250 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
250 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
280 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

09/2030
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2023
05/2022

08/2023
295 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

09/2023
05/2022

11/2023
360 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

12/2023
05/2022

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

1
A

B
03/2022

03/2024
05/2022

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

1
A

B
03/2022

06/2024
05/2022

08/2024
430 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
A

B
03/2022

12/2024
05/2022

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

1
A

B
03/2022

03/2025
05/2022

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

1
A

B
03/2022

06/2025
05/2022

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

1
A

B
03/2022

09/2025
05/2022

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

1
A

B
03/2022

12/2025
05/2022

09/2030
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

1
A

B
06/2022

09/2022
08/2022

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

1
A

B
06/2022

12/2022
08/2022

02/2023
150 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
180 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
115 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
215 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

03/2023
08/2022

05/2023
225 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
180 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
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

06/2023
08/2022

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

1
A

B
06/2022

09/2023
08/2022

11/2023
295 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

12/2023
08/2022

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

2

1
A

B

A
06/2022

03/2024

12/2025
08/2022

05/2024

09/2030
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

03/2024
08/2022

05/2024
360 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
A

B
06/2022

09/2024
08/2022

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

1
A

B
06/2022

12/2024
08/2022

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

1
A

B
06/2022

03/2025
08/2022

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

1
A

B
06/2022

06/2025
08/2022

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

1
A

B
06/2022

09/2025
08/2022

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

1
A

B
06/2022

12/2025
08/2022

09/2030
460 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

12/2022
11/2022

02/2023
75 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
80 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
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

03/2023
11/2022

05/2023
150 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
115 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
215 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

06/2023

03/2024

12/2024
11/2022

08/2023

05/2024

02/2025
180 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
275 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

09/2023

09/2024

09/2025
11/2022

11/2023

11/2024

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

1
A

B
09/2022

12/2023
11/2022

02/2024
295 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
280 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

03/2024
11/2022

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

1
A

B
09/2022

06/2024
11/2022

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

1
A

B
09/2022

09/2024
11/2022

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

1
A

B
09/2022

12/2024
11/2022

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

1
A

B
09/2022

03/2025
11/2022

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

1
A

B
09/2022

06/2025
11/2022

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

1
A

B
09/2022

09/2025
11/2022

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

1
A

B
09/2022

12/2025
11/2022

09/2030
460 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
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

03/2023
02/2023

05/2023
75 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
80 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

06/2023

12/2023

06/2024
02/2023

08/2023

02/2024

08/2024
180 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
115 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
215 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

09/2023
02/2023

11/2023
225 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
180 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

09/2030
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

12/2023
02/2023

02/2024
250 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
275 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
280 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

03/2024
02/2023

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

1
A

B
12/2022

06/2024
02/2023

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

2

1
A

B

A
12/2022

06/2024

12/2025
02/2023

08/2024

09/2030
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

09/2024
02/2023

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

1
A

B
12/2022

12/2024
02/2023

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

1
A

B
12/2022

03/2025
02/2023

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

1
A

B
12/2022

06/2025
02/2023

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

1
A

B
12/2022

09/2025
02/2023

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

1
A

B
12/2022

12/2025
02/2023

09/2030
420 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
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

06/2023
05/2023

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

1
A

B
03/2023

09/2023
05/2023

11/2023
150 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
180 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
115 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
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

12/2023
05/2023

02/2024
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
215 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
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

03/2024
05/2023

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

1
A

B
03/2023

06/2024
05/2023

08/2024
295 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
280 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

09/2024
05/2023

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

1
A

B
03/2023

12/2024
05/2023

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

1
A

B
03/2023

03/2025
05/2023

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

1
A

B
03/2023

06/2025
05/2023

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

1
A

B
03/2023

09/2025
05/2023

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

1
A

B
03/2023

12/2025
05/2023

09/2030
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

09/2023
08/2023

11/2023
75 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
90 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
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

12/2023
08/2023

02/2024
150 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
180 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
115 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
215 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
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

03/2024
08/2023

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

1
A

B
06/2023

06/2024
08/2023

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

2

1
A

B

A
06/2023

09/2024

12/2025
08/2023

11/2024

09/2030
280 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

09/2024
08/2023

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

1
A

B
06/2023

12/2024
08/2023

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

1
A

B
06/2023

03/2025
08/2023

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

1
A

B
06/2023

06/2025
08/2023

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

1
A

B
06/2023

09/2025
08/2023

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

1
A

B
06/2023

12/2025
08/2023

09/2030
350 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
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2023

12/2023
11/2023

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

1
A

B
09/2023

03/2024
11/2023

05/2024
150 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

05/2025
180 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
115 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2023

06/2024

03/2025

12/2025
11/2023

08/2024

05/2025

09/2030
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2023

06/2024
11/2023

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

2

1
A

B

A
09/2023

06/2024

03/2025
11/2023

08/2024

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

2

1
A

B

A
09/2023

09/2024

09/2025
11/2023

11/2024

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

1
A

B
09/2023

09/2024
11/2023

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

1
A

B
09/2023

12/2024
11/2023

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

1
A

B
09/2023

03/2025
11/2023

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

1
A

B
09/2023

06/2025
11/2023

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

1
A

B
09/2023

09/2025
11/2023

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

1
A

B
09/2023

12/2025
11/2023

09/2030
330 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2023

03/2024
02/2024

05/2024
75 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
90 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
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2023

06/2024
02/2024

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

1

1

1
A

B

B

A
12/2023

06/2024

12/2024

06/2025
02/2024

08/2024

02/2025

08/2025
180 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
115 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2023

09/2024

06/2025
02/2024

11/2024

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

1
A

B
12/2023

09/2024
02/2024

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

2

1
A

B

A
12/2023

12/2024

12/2025
02/2024

02/2025

09/2030
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2023

12/2024
02/2024

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

1
A

B
12/2023

03/2025
02/2024

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

1
A

B
12/2023

06/2025
02/2024

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

1
A

B
12/2023

09/2025
02/2024

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

1
A

B
12/2023

12/2025
02/2024

09/2030
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2024

06/2024
05/2024

08/2024
75 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
90 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
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2024

09/2024
05/2024

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

1

1

1
A

B

B

A
03/2024

09/2024

03/2025

09/2025
05/2024

11/2024

05/2025

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

2

1
A

B

A
03/2024

09/2024

03/2025
05/2024

11/2024

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

2

1
A

B

A
03/2024

12/2024

09/2025
05/2024

02/2025

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

1
A

B
03/2024

12/2024
05/2024

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

1
A

B
03/2024

03/2025
05/2024

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

1
A

B
03/2024

06/2025
05/2024

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

1
A

B
03/2024

09/2025
05/2024

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

1
A

B
03/2024

12/2025
05/2024

09/2030
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2024

09/2024
08/2024

11/2024
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

05/2025
90 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
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2024

12/2024
08/2024

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

1

1

1
A

B

B

A
06/2024

12/2024

06/2025

12/2025
08/2024

02/2025

08/2025

09/2030
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
06/2024

12/2024

06/2025
08/2024

02/2025

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

2

1
A

B

A
06/2024

03/2025

12/2025
08/2024

05/2025

09/2030
215 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2024

03/2025
08/2024

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

1
A

B
06/2024

06/2025
08/2024

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

1
A

B
06/2024

09/2025
08/2024

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

1
A

B
06/2024

12/2025
08/2024

09/2030
240 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2024

12/2024
11/2024

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

1

1

1
A

B

B

A
09/2024

12/2024

03/2025

06/2025
11/2024

02/2025

05/2025

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

2

1
A

B

A
09/2024

12/2024

03/2025
11/2024

02/2025

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

1
A

B
09/2024

03/2025
11/2024

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

2

1
A

B

A
09/2024

03/2025

09/2025
11/2024

05/2025

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

1
A

B
09/2024

06/2025
11/2024

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

1
A

B
09/2024

09/2025
11/2024

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

1
A

B
09/2024

12/2025
11/2024

09/2030
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2024

03/2025
02/2025

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

1

1

1
A

B

B

A
12/2024

03/2025

06/2025

09/2025
02/2025

05/2025

08/2025

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

2

1
A

B

A
12/2024

03/2025

06/2025
02/2025

05/2025

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

1
A

B
12/2024

06/2025
02/2025

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

2

1
A

B

A
12/2024

06/2025

12/2025
02/2025

08/2025

09/2030
115 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2024

09/2025
02/2025

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

1
A

B
12/2024

12/2025
02/2025

09/2030
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2025

06/2025
05/2025

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

1

1

1
A

B

B

A
03/2025

06/2025

09/2025

12/2025
05/2025

08/2025

11/2025

09/2030
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2025

06/2025

09/2025
05/2025

08/2025

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

1
A

B
03/2025

09/2025
05/2025

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

1
A

B
03/2025

12/2025
05/2025

09/2030
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2025

09/2025
08/2025

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

2

1
A

B

A
06/2025

09/2025

12/2025
08/2025

11/2025

09/2030
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2025

12/2025
08/2025

09/2030
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2025

12/2025
11/2025

09/2030
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
B

A
12/2025

12/2025
09/2030

09/2030
75 USD