Asset Class Navigation

European Seasonal Strip Weather Heating Degree Day (HDD) Margins

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

1

1

1
A

B

B

A
06/2020

09/2021

12/2022

03/2024
08/2020

11/2021

02/2023

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

2

1
A

B

A
06/2020

09/2021

12/2022
08/2020

11/2021

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

2

1
A

B

A
06/2020

12/2021

06/2023
08/2020

02/2022

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

1
A

B
06/2020

12/2021
08/2020

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

2

1
A

B

A
06/2020

03/2022

12/2023
08/2020

05/2022

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

1
A

B
06/2020

03/2022
08/2020

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

2

1
A

B

A
06/2020

06/2022

06/2024
08/2020

08/2022

06/2024
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2020

06/2022
08/2020

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

1
A

B
06/2020

09/2022
08/2020

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

1
A

B
06/2020

12/2022
08/2020

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

1
A

B
06/2020

03/2023
08/2020

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

1
A

B
06/2020

06/2023
08/2020

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

1
A

B
06/2020

09/2023
08/2020

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

1
A

B
06/2020

12/2023
08/2020

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

1
A

B
06/2020

03/2024
08/2020

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

1
A

B
06/2020

06/2024
08/2020

06/2024
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2020

12/2020
11/2020

02/2021
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2020

12/2020

03/2021

06/2021
11/2020

02/2021

05/2021

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

2

1
A

B

A
09/2020

12/2020

03/2021
11/2020

02/2021

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

2

1
A

B

A
09/2020

03/2021

09/2021
11/2020

05/2021

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

1
A

B
09/2020

03/2021
11/2020

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

1

1

1
A

B

B

A
09/2020

03/2021

09/2021

03/2022
11/2020

05/2021

11/2021

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

2

1
A

B

A
09/2020

06/2021

03/2022
11/2020

08/2021

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

1
A

B
09/2020

06/2021
11/2020

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

1

1

1
A

B

B

A
09/2020

06/2021

03/2022

12/2022
11/2020

08/2021

05/2022

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

1
A

B
09/2020

09/2021
11/2020

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

1

1

1
A

B

B

A
09/2020

09/2021

09/2022

09/2023
11/2020

11/2021

11/2022

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

2

1
A

B

A
09/2020

09/2021

09/2022
11/2020

11/2021

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

2

1
A

B

A
09/2020

12/2021

03/2023
11/2020

02/2022

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

1
A

B
09/2020

12/2021
11/2020

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

1

1

1
A

B

B

A
09/2020

12/2021

03/2023

06/2024
11/2020

02/2022

05/2023

06/2024
260 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
09/2020

03/2022

09/2023
11/2020

05/2022

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

1
A

B
09/2020

03/2022
11/2020

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

2

1
A

B

A
09/2020

06/2022

03/2024
11/2020

08/2022

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

1
A

B
09/2020

06/2022
11/2020

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

1
A

B
09/2020

09/2022
11/2020

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

1
A

B
09/2020

12/2022
11/2020

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

1
A

B
09/2020

03/2023
11/2020

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

1
A

B
09/2020

06/2023
11/2020

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

1
A

B
09/2020

09/2023
11/2020

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

1
A

B
09/2020

12/2023
11/2020

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

1
A

B
09/2020

03/2024
11/2020

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

1
A

B
09/2020

06/2024
11/2020

06/2024
300 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

1

1

1
A

B

B

A
12/2020

03/2021

06/2021

09/2021
02/2021

05/2021

08/2021

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

1
A

B
12/2020

06/2021
02/2021

08/2021
100 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
160 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
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

09/2021
02/2021

11/2021
120 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
185 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
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

12/2021
02/2021

02/2022
160 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
240 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
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

03/2022
02/2021

05/2022
180 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
220 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
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

06/2022
02/2021

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

2

1
A

B

A
12/2020

09/2022

06/2024
02/2021

11/2022

06/2024
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

09/2022
02/2021

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

1
A

B
12/2020

12/2022
02/2021

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

1
A

B
12/2020

03/2023
02/2021

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

1
A

B
12/2020

06/2023
02/2021

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

1
A

B
12/2020

09/2023
02/2021

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

1
A

B
12/2020

12/2023
02/2021

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

1
A

B
12/2020

03/2024
02/2021

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

1
A

B
12/2020

06/2024
02/2021

06/2024
300 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
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

06/2021
05/2021

08/2021
90 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
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

09/2021
05/2021

11/2021
100 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
175 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
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

12/2021
05/2021

02/2022
120 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
180 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
185 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
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

03/2022
05/2021

05/2022
160 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
240 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
220 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

06/2022
05/2021

08/2022
180 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
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2021

09/2022
05/2021

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

1
A

B
03/2021

12/2022
05/2021

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

1
A

B
03/2021

03/2023
05/2021

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

06/2024
300 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
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

09/2021
08/2021

11/2021
90 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
150 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
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

12/2021
08/2021

02/2022
100 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
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

03/2022
08/2021

05/2022
120 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
180 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
185 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
200 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

06/2024
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
220 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

09/2022
08/2021

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

2

1
A

B

A
06/2021

12/2022

06/2024
08/2021

02/2023

06/2024
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

12/2022
08/2021

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

1
A

B
06/2021

03/2023
08/2021

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

1
A

B
06/2021

06/2023
08/2021

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

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

06/2024
280 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
90 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
150 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

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
A

B
09/2021

06/2022
11/2021

08/2022
120 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

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

1
A

B
09/2021

12/2022
11/2021

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

1
A

B
09/2021

03/2023
11/2021

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

1
A

B
09/2021

06/2023
11/2021

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

1
A

B
09/2021

09/2023
11/2021

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

1
A

B
09/2021

12/2023
11/2021

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

1
A

B
09/2021

03/2024
11/2021

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

1
A

B
09/2021

06/2024
11/2021

06/2024
250 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
90 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
150 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

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

1
A

B
12/2021

06/2022
02/2022

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

1
A

B
12/2021

09/2022
02/2022

11/2022
120 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

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

12/2022
02/2022

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

2

1
A

B

A
12/2021

03/2023

06/2024
02/2022

05/2023

06/2024
220 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

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

06/2024
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2022

06/2022
05/2022

08/2022
90 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
150 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
120 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

06/2024
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

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

1
A

B
03/2022

03/2023
05/2022

05/2023
160 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

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

06/2024
220 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2022

09/2022
08/2022

11/2022
90 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

2

1
A

B

A
06/2022

09/2022

12/2022
08/2022

11/2022

02/2023
150 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

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

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
120 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

06/2024
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

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

06/2024
210 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2022

12/2022
11/2022

02/2023
90 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

2

1
A

B

A
09/2022

12/2022

03/2023
11/2022

02/2023

05/2023
150 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

1
A

B
09/2022

06/2023
11/2022

08/2023
120 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

09/2023
11/2022

11/2023
160 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

06/2024
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

03/2023
02/2023

05/2023
90 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

2

1
A

B

A
12/2022

03/2023

06/2023
02/2023

05/2023

08/2023
150 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

06/2024
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

2

1
A

B

A
12/2022

09/2023

06/2024
02/2023

11/2023

06/2024
185 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

06/2024
190 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2023

06/2023
05/2023

08/2023
90 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
150 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
175 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
A

B
03/2023

12/2023
05/2023

02/2024
120 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

06/2024
180 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

09/2023
08/2023

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

2

1
A

B

A
06/2023

12/2023

06/2024
08/2023

02/2024

06/2024
175 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

1
A

B
06/2023

03/2024
08/2023

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

1
A

B
06/2023

06/2024
08/2023

06/2024
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2023

12/2023
11/2023

02/2024
90 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

06/2024
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
150 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
A

B
09/2023

06/2024
11/2023

06/2024
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

03/2024
02/2024

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

2

1
A

B

A
12/2023

03/2024

06/2024
02/2024

05/2024

06/2024
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

06/2024
02/2024

06/2024
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2024
05/2024

06/2024
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
B

A
06/2024

06/2024
06/2024

06/2024
90 GBP
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2019

01/2020

02/2020
12/2019

01/2020

02/2020
580 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2019

01/2020
12/2019

01/2020
450 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
12/2019

01/2020

02/2020

03/2020
12/2019

01/2020

02/2020

03/2020
480 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2019

02/2020

04/2020
12/2019

02/2020

04/2020
525 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2019

02/2020
12/2019

02/2020
500 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
12/2019

02/2020

04/2020

06/2020
12/2019

02/2020

04/2020

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

1
A

B
12/2019

03/2020
12/2019

03/2020
575 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
12/2019

03/2020

06/2020
12/2019

03/2020

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

1
A

B
12/2019

04/2020
12/2019

04/2020
650 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2019

05/2020
12/2019

05/2020
700 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
12/2019

06/2020
12/2019

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

2

1
A

B

A
01/2020

02/2020

03/2020
01/2020

02/2020

03/2020
480 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2020

02/2020
01/2020

02/2020
300 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
01/2020

02/2020

03/2020

04/2020
01/2020

02/2020

03/2020

04/2020
320 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
01/2020

03/2020

05/2020
01/2020

03/2020

05/2020
480 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2020

03/2020
01/2020

03/2020
435 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2020

04/2020
01/2020

04/2020
550 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2020

05/2020
01/2020

05/2020
625 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
01/2020

06/2020
01/2020

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

1

1

1
A

B

B

A
02/2020

03/2020

04/2020

05/2020
02/2020

03/2020

04/2020

05/2020
200 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2020

03/2020
02/2020

03/2020
285 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2020

03/2020

04/2020
02/2020

03/2020

04/2020
340 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
02/2020

04/2020

06/2020
02/2020

04/2020

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

1
A

B
02/2020

04/2020
02/2020

04/2020
350 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2020

05/2020
02/2020

05/2020
500 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
02/2020

06/2020
02/2020

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

1
A

B
03/2020

04/2020
03/2020

04/2020
185 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
03/2020

04/2020

05/2020

06/2020
03/2020

04/2020

05/2020

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

2

1
A

B

A
03/2020

04/2020

05/2020
03/2020

04/2020

05/2020
210 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2020

05/2020
03/2020

05/2020
350 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
03/2020

06/2020
03/2020

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

1
A

B
04/2020

05/2020
04/2020

05/2020
185 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
04/2020

05/2020

06/2020
04/2020

05/2020

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

1
A

B
04/2020

06/2020
04/2020

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

1
A

B
05/2020

06/2020
05/2020

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

1
B

A
06/2020

06/2020
12/2020

12/2020
165 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2019

12/2019
11/2019

02/2020
280 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2019

12/2019

03/2020

06/2020
11/2019

02/2020

05/2020

08/2020
280 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
09/2019

12/2019

03/2020
11/2019

02/2020

05/2020
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2019

03/2020
11/2019

05/2020
420 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2019

03/2020

09/2020

03/2021
11/2019

05/2020

11/2020

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

2

1
A

B

A
09/2019

03/2020

09/2020
11/2019

05/2020

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

2

1
A

B

A
09/2019

06/2020

03/2021
11/2019

08/2020

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

1
A

B
09/2019

06/2020
11/2019

08/2020
460 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
09/2019

06/2020

03/2021

12/2021
11/2019

08/2020

05/2021

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

2

1
A

B

A
09/2019

09/2020

09/2021
11/2019

11/2020

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

1
A

B
09/2019

09/2020
11/2019

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

1

1

1
A

B

B

A
09/2019

09/2020

09/2021

09/2022
11/2019

11/2020

11/2021

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

2

1
A

B

A
09/2019

12/2020

03/2022
11/2019

02/2021

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

1
A

B
09/2019

12/2020
11/2019

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

1

1

1
A

B

B

A
09/2019

12/2020

03/2022

06/2023
11/2019

02/2021

05/2022

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

2

1
A

B

A
09/2019

03/2021

09/2022
11/2019

05/2021

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

1
A

B
09/2019

03/2021
11/2019

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

1

1

1
A

B

B

A
09/2019

03/2021

09/2022

03/2024
11/2019

05/2021

11/2022

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

2

1
A

B

A
09/2019

06/2021

03/2023
11/2019

08/2021

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

1
A

B
09/2019

06/2021
11/2019

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

2

1
A

B

A
09/2019

09/2021

09/2023
11/2019

11/2021

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

1
A

B
09/2019

09/2021
11/2019

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

2

1
A

B

A
09/2019

12/2021

03/2024
11/2019

02/2022

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

1
A

B
09/2019

12/2021
11/2019

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

1
A

B
09/2019

03/2022
11/2019

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

1
A

B
09/2019

06/2022
11/2019

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

1
A

B
09/2019

09/2022
11/2019

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

1
A

B
09/2019

12/2022
11/2019

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

1
A

B
09/2019

03/2023
11/2019

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

1
A

B
09/2019

06/2023
11/2019

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

1
A

B
09/2019

09/2023
11/2019

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

1
A

B
09/2019

12/2023
11/2019

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

1
A

B
09/2019

03/2024
11/2019

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

1
A

B
09/2019

06/2024
11/2019

03/2029
520 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2019

03/2020

06/2020

09/2020
02/2020

05/2020

08/2020

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

1
A

B
12/2019

03/2020
02/2020

05/2020
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2019

03/2020

06/2020
02/2020

05/2020

08/2020
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2019

06/2020

12/2020
02/2020

08/2020

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

1
A

B
12/2019

06/2020
02/2020

08/2020
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
12/2019

06/2020

12/2020

06/2021
02/2020

08/2020

02/2021

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

2

1
A

B

A
12/2019

09/2020

06/2021
02/2020

11/2020

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

1
A

B
12/2019

09/2020
02/2020

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

1

1

1
A

B

B

A
12/2019

09/2020

06/2021

03/2022
02/2020

11/2020

08/2021

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

2

1
A

B

A
12/2019

12/2020

12/2021
02/2020

02/2021

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

1
A

B
12/2019

12/2020
02/2020

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

1

1

1
A

B

B

A
12/2019

12/2020

12/2021

12/2022
02/2020

02/2021

02/2022

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

2

1
A

B

A
12/2019

03/2021

06/2022
02/2020

05/2021

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

1
A

B
12/2019

03/2021
02/2020

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

1

1

1
A

B

B

A
12/2019

03/2021

06/2022

09/2023
02/2020

05/2021

08/2022

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

2

1
A

B

A
12/2019

06/2021

12/2022
02/2020

08/2021

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

1
A

B
12/2019

06/2021
02/2020

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

1

1

1
A

B

B

A
12/2019

06/2021

12/2022

06/2024
02/2020

08/2021

02/2023

03/2029
400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2019

09/2021

06/2023
02/2020

11/2021

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

1
A

B
12/2019

09/2021
02/2020

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

2

1
A

B

A
12/2019

12/2021

12/2023
02/2020

02/2022

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

1
A

B
12/2019

12/2021
02/2020

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

2

1
A

B

A
12/2019

03/2022

06/2024
02/2020

05/2022

03/2029
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2019

03/2022
02/2020

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

1
A

B
12/2019

06/2022
02/2020

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

1
A

B
12/2019

09/2022
02/2020

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

1
A

B
12/2019

12/2022
02/2020

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

1
A

B
12/2019

03/2023
02/2020

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

1
A

B
12/2019

06/2023
02/2020

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

1
A

B
12/2019

09/2023
02/2020

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

1
A

B
12/2019

12/2023
02/2020

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

1
A

B
12/2019

03/2024
02/2020

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

1
A

B
12/2019

06/2024
02/2020

03/2029
320 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1

1

1
A

B

B

A
03/2020

06/2020

09/2020

12/2020
05/2020

08/2020

11/2020

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

1
A

B
03/2020

06/2020
05/2020

08/2020
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
03/2020

06/2020

09/2020
05/2020

08/2020

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

1
A

B
03/2020

09/2020
05/2020

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

1

1

1
A

B

B

A
03/2020

09/2020

03/2021

09/2021
05/2020

11/2020

05/2021

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

2

1
A

B

A
03/2020

09/2020

03/2021
05/2020

11/2020

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

2

1
A

B

A
03/2020

12/2020

09/2021
05/2020

02/2021

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

1
A

B
03/2020

12/2020
05/2020

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

1

1

1
A

B

B

A
03/2020

12/2020

09/2021

06/2022
05/2020

02/2021

11/2021

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

2

1
A

B

A
03/2020

03/2021

03/2022
05/2020

05/2021

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

1
A

B
03/2020

03/2021
05/2020

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

1

1

1
A

B

B

A
03/2020

03/2021

03/2022

03/2023
05/2020

05/2021

05/2022

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

2

1
A

B

A
03/2020

06/2021

09/2022
05/2020

08/2021

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

1
A

B
03/2020

06/2021
05/2020

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

1

1

1
A

B

B

A
03/2020

06/2021

09/2022

12/2023
05/2020

08/2021

11/2022

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

2

1
A

B

A
03/2020

09/2021

03/2023
05/2020

11/2021

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

1
A

B
03/2020

09/2021
05/2020

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

2

1
A

B

A
03/2020

12/2021

09/2023
05/2020

02/2022

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

1
A

B
03/2020

12/2021
05/2020

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

2

1
A

B

A
03/2020

03/2022

03/2024
05/2020

05/2022

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

1
A

B
03/2020

03/2022
05/2020

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

1
A

B
03/2020

06/2022
05/2020

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

1
A

B
03/2020

09/2022
05/2020

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

1
A

B
03/2020

12/2022
05/2020

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

1
A

B
03/2020

03/2023
05/2020

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

1
A

B
03/2020

06/2023
05/2020

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

1
A

B
03/2020

09/2023
05/2020

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

1
A

B
03/2020

12/2023
05/2020

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

1
A

B
03/2020

03/2024
05/2020

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

1
A

B
03/2020

06/2024
05/2020

03/2029
210 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
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

09/2020
08/2020

11/2020
80 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
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

12/2020
08/2020

02/2021
120 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
150 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
130 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
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

03/2021
08/2020

05/2021
130 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
200 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
260 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

06/2021
08/2020

08/2021
130 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
210 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
270 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

09/2021
08/2020

11/2021
160 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
210 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
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

12/2021
08/2020

02/2022
180 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
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

03/2022
08/2020

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

2

1
A

B

A
06/2020

06/2022

06/2024
08/2020

08/2022

03/2029
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

06/2022
08/2020

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

1
A

B
06/2020

09/2022
08/2020

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

1
A

B
06/2020

12/2022
08/2020

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

1
A

B
06/2020

03/2023
08/2020

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

1
A

B
06/2020

06/2023
08/2020

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

1
A

B
06/2020

09/2023
08/2020

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

1
A

B
06/2020

12/2023
08/2020

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

1
A

B
06/2020

03/2024
08/2020

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

1
A

B
06/2020

06/2024
08/2020

03/2029
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

12/2020
11/2020

02/2021
80 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
110 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
90 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
130 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

03/2021
11/2020

05/2021
100 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
130 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
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

06/2021
11/2020

08/2021
120 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
200 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
260 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

09/2021
11/2020

11/2021
140 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
210 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
270 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

12/2021
11/2020

02/2022
160 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

03/2029
190 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
275 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

03/2022
11/2020

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

1
A

B
09/2020

06/2022
11/2020

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

1
A

B
09/2020

09/2022
11/2020

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

1
A

B
09/2020

12/2022
11/2020

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

1
A

B
09/2020

03/2023
11/2020

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

1
A

B
09/2020

06/2023
11/2020

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

1
A

B
09/2020

09/2023
11/2020

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

1
A

B
09/2020

12/2023
11/2020

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

1
A

B
09/2020

03/2024
11/2020

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

1
A

B
09/2020

06/2024
11/2020

03/2029
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

03/2021
02/2021

05/2021
60 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
110 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
85 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
130 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

06/2021
02/2021

08/2021
100 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
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

09/2021
02/2021

11/2021
120 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
200 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
150 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
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

12/2021
02/2021

02/2022
140 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
170 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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

03/2022
02/2021

05/2022
160 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
220 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

06/2022
02/2021

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

2

1
A

B

A
12/2020

09/2022

06/2024
02/2021

11/2022

03/2029
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

09/2022
02/2021

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

1
A

B
12/2020

12/2022
02/2021

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

1
A

B
12/2020

03/2023
02/2021

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

1
A

B
12/2020

06/2023
02/2021

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

1
A

B
12/2020

09/2023
02/2021

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

1
A

B
12/2020

12/2023
02/2021

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

1
A

B
12/2020

03/2024
02/2021

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

1
A

B
12/2020

06/2024
02/2021

03/2029
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

06/2021
05/2021

08/2021
60 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
110 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
85 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
130 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

2

1
A

B

A
03/2021

09/2021

03/2022
05/2021

11/2021

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

1
A

B
03/2021

12/2021
05/2021

02/2022
120 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
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
150 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
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

03/2022
05/2021

05/2022
140 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
170 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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

06/2022
05/2021

08/2022
160 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
220 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

09/2022
05/2021

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

1
A

B
03/2021

12/2022
05/2021

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

1
A

B
03/2021

03/2023
05/2021

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

03/2029
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

09/2021
08/2021

11/2021
60 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
110 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
85 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
130 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
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

03/2022
08/2021

05/2022
120 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
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
150 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
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

06/2022
08/2021

08/2022
140 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

03/2029
170 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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

09/2022
08/2021

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

2

1
A

B

A
06/2021

12/2022

06/2024
08/2021

02/2023

03/2029
220 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

12/2022
08/2021

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

1
A

B
06/2021

03/2023
08/2021

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

1
A

B
06/2021

06/2023
08/2021

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

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

03/2029
160 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

12/2021
11/2021

02/2022
60 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
110 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
85 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
130 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
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

06/2022
11/2021

08/2022
120 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
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
150 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
175 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

09/2022
11/2021

11/2022
140 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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2021

12/2022
11/2021

02/2023
140 USD