ATLANTA CDD JUL SEASONAL STRIP - MARGINS

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

1
A

B
12/2021

06/2023
02/2022

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

1
A

B
12/2021

09/2023
02/2022

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

1
A

B
12/2021

12/2023
02/2022

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

1
A

B
12/2021

03/2024
02/2022

05/2024
150 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
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2021

12/2024
02/2022

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

1
A

B
12/2021

03/2025
02/2022

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

1
A

B
12/2021

06/2025
02/2022

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

1
A

B
12/2021

09/2025
02/2022

06/2030
250 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2022
05/2022

08/2022
55 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

09/2022
05/2022

11/2022
90 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
120 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
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

12/2022
05/2022

02/2023
100 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
120 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
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

05/2025
120 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

2

1
A

B

A
03/2022

03/2023

03/2024
05/2022

05/2023

05/2024
100 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
140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2023
05/2022

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

1
A

B
03/2022

09/2023
05/2022

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

2

1
A

B

A
03/2022

12/2023

09/2025
05/2022

02/2024

06/2030
150 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
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2022

06/2024
05/2022

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

1
A

B
03/2022

09/2024
05/2022

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

1
A

B
03/2022

12/2024
05/2022

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

1
A

B
03/2022

03/2025
05/2022

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

1
A

B
03/2022

06/2025
05/2022

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

1
A

B
03/2022

09/2025
05/2022

06/2030
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

09/2022
08/2022

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

1
A

B
06/2022

12/2022
08/2022

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

1
A

B
06/2022

03/2023
08/2022

05/2023
100 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
110 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
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
100 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
110 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

09/2023

12/2024
08/2022

11/2023

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

1
A

B
06/2022

09/2023
08/2022

11/2023
120 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
140 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2022

12/2023
08/2022

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

1
A

B
06/2022

09/2024
08/2022

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

1
A

B
06/2022

12/2024
08/2022

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

1
A

B
06/2022

03/2025
08/2022

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

1
A

B
06/2022

06/2025
08/2022

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

1
A

B
06/2022

09/2025
08/2022

06/2030
150 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

12/2022
11/2022

02/2023
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
65 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

1

1

1
A

B

B

A
09/2022

03/2023

09/2023

03/2024
11/2022

05/2023

11/2023

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

1
A

B
09/2022

06/2023
11/2022

08/2023
100 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
110 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
90 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

06/2030
90 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

09/2023
11/2022

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

1
A

B
09/2022

12/2023
11/2022

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

2

1
A

B

A
09/2022

03/2024

09/2025
11/2022

05/2024

06/2030
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2022

03/2024
11/2022

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

1
A

B
09/2022

12/2024
11/2022

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

1
A

B
09/2022

03/2025
11/2022

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

1
A

B
09/2022

06/2025
11/2022

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

1
A

B
09/2022

09/2025
11/2022

06/2030
150 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

03/2023
02/2023

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

1
A

B
12/2022

06/2023
02/2023

08/2023
55 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
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
100 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
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

09/2023
02/2023

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

1
A

B
12/2022

12/2023
02/2023

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

1
A

B
12/2022

03/2024
02/2023

05/2024
100 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
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

06/2024
02/2023

08/2024
100 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
150 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2022

03/2025
02/2023

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

1
A

B
12/2022

06/2025
02/2023

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

1
A

B
12/2022

09/2025
02/2023

06/2030
150 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

06/2023
05/2023

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

1
A

B
03/2023

09/2023
05/2023

11/2023
55 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
75 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
90 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
75 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
90 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

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

1
A

B
03/2023

06/2024
05/2023

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

2

1
A

B

A
03/2023

06/2024

09/2025
05/2023

08/2024

06/2030
80 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2023

09/2024
05/2023

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

1
A

B
03/2023

12/2024
05/2023

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

1
A

B
03/2023

03/2025
05/2023

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

1
A

B
03/2023

06/2025
05/2023

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

1
A

B
03/2023

09/2025
05/2023

06/2030
100 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2023

09/2023
08/2023

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

1
A

B
06/2023

12/2023
08/2023

02/2024
55 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
75 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
90 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

1

1

1
A

B

B

A
06/2023

03/2024

12/2024

09/2025
08/2023

05/2024

02/2025

06/2030
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
65 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

2

1
A

B

A
06/2023

06/2024

06/2025
08/2023

08/2024

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

1
A

B
06/2023

09/2024
08/2023

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

1
A

B
06/2023

12/2024
08/2023

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

1
A

B
06/2023

03/2025
08/2023

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

1
A

B
06/2023

06/2025
08/2023

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

1
A

B
06/2023

09/2025
08/2023

06/2030
100 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2023

12/2023
11/2023

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

2

1
A

B

A
09/2023

12/2023

03/2024
11/2023

02/2024

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

1
A

B
09/2023

03/2024
11/2023

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

2

1
A

B

A
09/2023

03/2024

09/2024
11/2023

05/2024

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

1
A

B
09/2023

06/2024
11/2023

08/2024
75 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
65 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

2

1
A

B

A
09/2023

09/2024

09/2025
11/2023

11/2024

06/2030
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2023

12/2024
11/2023

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

1
A

B
09/2023

03/2025
11/2023

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

1
A

B
09/2023

06/2025
11/2023

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

1
A

B
09/2023

09/2025
11/2023

06/2030
100 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2023

03/2024
02/2024

05/2024
55 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
65 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2023

06/2024
02/2024

08/2024
55 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
75 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2023

09/2024
02/2024

11/2024
75 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
65 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

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

1
A

B
12/2023

06/2025
02/2024

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

1
A

B
12/2023

09/2025
02/2024

06/2030
100 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2024

06/2024
05/2024

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

1
A

B
03/2024

09/2024
05/2024

11/2024
55 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

06/2030
75 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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2024

12/2024
05/2024

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

2

1
A

B

A
03/2024

12/2024

09/2025
05/2024

02/2025

06/2030
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2024

03/2025
05/2024

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

1
A

B
03/2024

06/2025
05/2024

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

1
A

B
03/2024

09/2025
05/2024

06/2030
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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2024

09/2024
08/2024

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

1
A

B
06/2024

12/2024
08/2024

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

1
A

B
06/2024

03/2025
08/2024

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

1
A

B
06/2024

06/2025
08/2024

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

1
A

B
06/2024

09/2025
08/2024

06/2030
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
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2024

12/2024
11/2024

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

2

1
A

B

A
09/2024

03/2025

09/2025
11/2024

05/2025

06/2030
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2024

06/2025
11/2024

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

1
A

B
09/2024

09/2025
11/2024

06/2030
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

06/2030
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2024

03/2025
02/2025

05/2025
55 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
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2024

09/2025
02/2025

06/2030
75 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2025

06/2025
05/2025

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

2

1
A

B

A
03/2025

06/2025

09/2025
05/2025

08/2025

06/2030
65 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2025

09/2025
05/2025

06/2030
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2025

09/2025
08/2025

06/2030
55 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
B

A
09/2025

09/2025
06/2030

06/2030
90 USD
CME REAL ESTATE BOSTON HOUSING INDEX BOS 1

1
B

A
02/2021

02/2021
02/2026

02/2026
750 USD
CME REAL ESTATE CHICAGO HOUSING INDEX CHI 1

1
B

A
02/2021

02/2021
02/2026

02/2026
750 USD
CME REAL ESTATE COMPOSITE CITIES HOUSING INDEX CUS 1

1
B

A
02/2021

02/2021
02/2026

02/2026
750 USD
CME REAL ESTATE DENVER HOUSING INDEX DEN 1

1
B

A
02/2021

02/2021
02/2026

02/2026
750 USD
CME REAL ESTATE LAS VEGAS HOUSING INDEX LAV 1

1
B

A
02/2021

02/2021
02/2026

02/2026
1,000 USD
CME REAL ESTATE LOS ANGELES HOUSING INDEX LAX 1

1
B

A
02/2021

02/2021
02/2026

02/2026
900 USD
CME REAL ESTATE MIAMI HOUSING INDEX MIA 1

1
B

A
02/2021

02/2021
02/2026

02/2026
900 USD
CME REAL ESTATE NEW YORK HOUSING INDEX NYM 1

1
B

A
02/2021

02/2021
02/2026

02/2026
750 USD
CME REAL ESTATE SAN DIEGO HOUSING INDEX SDG 1

1
B

A
02/2021

02/2021
02/2026

02/2026
750 USD
CME REAL ESTATE SAN FRANCISCO HOUSING INDEX SFR 1

1
B

A
02/2021

02/2021
02/2026

02/2026
1,300 USD
CME REAL ESTATE WASHINGTON DC HOUSING INDEX WDC 1

1
B

A
02/2021

02/2021
02/2026

02/2026
1,000 USD
CME WEATHER LONDON MONTHLY HDD D0 1

1
B

A
02/2021

02/2021
01/2024

01/2024
600 GBP
CME WEATHER AMSTERDAM MONTHLY HDD D2 1

1
B

A
02/2021

02/2021
01/2024

01/2024
500 EUR
CME WEATHER LONDON CDD MONTHLY G0 1

1
B

A
04/2021

04/2021
10/2023

10/2023
200 GBP
CME WEATHER AMSTERDAM MONTHLY CDD G2 1

1
B

A
04/2021

04/2021
10/2023

10/2023
500 EUR
CME WEATHER PACIFIC RIM INDEX FUTURES - TOKYO CAT G6 1

1
B

A
02/2021

02/2021
01/2022

01/2022
32,000 JPY
CME WEATHER LAS VEGAS MONTHLY HDD H0 1

1
B

A
02/2021

02/2021
01/2024

01/2024
200 USD
CME WEATHER ATLANTA MONTHLY HDD H1 1

1
B

A
02/2021

02/2021
01/2024

01/2024
800 USD
CME WEATHER CHICAGO MONTHLY HDD H2 1

1
B

A
02/2021

02/2021
01/2024

01/2024
600 USD
CME WEATHER CINCINNATI MONTHLY HDD H3 1

1
B

A
02/2021

02/2021
01/2024

01/2024
2,000 USD
CME WEATHER NEW YORK MONTHLY HDD H4 1

1
B

A
02/2021

02/2021
01/2024

01/2024
1,500 USD
CME WEATHER DALLAS MONTHLY HDD H5 1

1
B

A
02/2021

02/2021
01/2024

01/2024
500 USD
CME WEATHER PORTLAND MONTHLY HDD H7 1

1
B

A
02/2021

02/2021
10/2025

10/2025
550 USD
CME WEATHER MINNEAPOLIS MONTH HDD HQ 1

1
B

A
02/2021

02/2021
01/2024

01/2024
500 USD
CME WEATHER SACRAMENTON MONTHLY HDD HS 1

1
B

A
02/2021

02/2021
01/2024

01/2024
500 USD
CME WEATHER LAS VEGAS CDD K0 1

1
B

A
04/2021

04/2021
10/2023

10/2023
800 USD
CME WEATHER ALTANTA CDD K1 1

1
B

A
04/2021

04/2021
10/2023

10/2023
900 USD
CME WEATHER CHICAGO CDD K2 1

1
B

A
04/2021

04/2021
10/2023

10/2023
600 USD
CME WEATHER CINCINNATI CDD K3 1

1
B

A
04/2021

04/2021
10/2023

10/2023
300 USD
CME WEATHER NEW YORK CDD K4 1

1
B

A
04/2021

04/2021
10/2023

10/2023
300 USD
CME WEATHER DALLAS CDD K5 1

1
B

A
04/2021

04/2021
10/2023

10/2023
300 USD
CME WEATHER PORTLAND CDD K7 1

1
B

A
04/2021

04/2021
10/2025

10/2025
350 USD
CME WEATHER MINNEAPOLIS CDD KQ 1

1
B

A
04/2021

04/2021
10/2023

10/2023
200 USD
CME WEATHER SACRAMENTO CDD KS 1

1
B

A
04/2021

04/2021
10/2023

10/2023
600 USD