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US Seasonal Strip Weather Cooling Degree Day (CDD) Margins

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

1
A

B
06/2020

12/2021
08/2020

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

1

1

1
A

B

B

A
06/2020

12/2021

06/2023

12/2024
08/2020

02/2022

08/2023

12/2024
450 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
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2020

03/2022
08/2020

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

2

1
A

B

A
06/2020

06/2022

06/2024
08/2020

08/2022

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

1
A

B
06/2020

06/2022
08/2020

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

2

1
A

B

A
06/2020

09/2022

12/2024
08/2020

11/2022

12/2024
500 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2020

09/2022
08/2020

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

1
A

B
06/2020

12/2022
08/2020

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

1
A

B
06/2020

03/2023
08/2020

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

1
A

B
06/2020

06/2023
08/2020

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

1
A

B
06/2020

09/2023
08/2020

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

1
A

B
06/2020

12/2023
08/2020

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

1
A

B
06/2020

03/2024
08/2020

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

1
A

B
06/2020

06/2024
08/2020

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

1
A

B
06/2020

09/2024
08/2020

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

1
A

B
06/2020

12/2024
08/2020

12/2024
550 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

1
A

B
09/2020

12/2020
11/2020

02/2021
135 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
175 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
200 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
275 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

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

1
A

B
09/2020

09/2021
11/2020

11/2021
230 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
310 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
250 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

08/2024
330 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
280 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
420 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

2

1
A

B

A
09/2020

09/2022

09/2024
11/2020

11/2022

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

1
A

B
09/2020

09/2022
11/2020

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

1
A

B
09/2020

12/2022
11/2020

02/2023
350 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
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2020

12/2023
11/2020

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

1
A

B
09/2020

03/2024
11/2020

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

1
A

B
09/2020

06/2024
11/2020

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

1
A

B
09/2020

09/2024
11/2020

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

1
A

B
09/2020

12/2024
11/2020

12/2024
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
12/2020

03/2021

06/2021

09/2021
02/2021

05/2021

08/2021

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

1
A

B
12/2020

03/2021
02/2021

05/2021
135 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
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2020

06/2021

12/2021
02/2021

08/2021

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

1
A

B
12/2020

06/2021
02/2021

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

1

1

1
A

B

B

A
12/2020

06/2021

12/2021

06/2022
02/2021

08/2021

02/2022

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

2

1
A

B

A
12/2020

09/2021

06/2022
02/2021

11/2021

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

1
A

B
12/2020

09/2021
02/2021

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

1

1

1
A

B

B

A
12/2020

09/2021

06/2022

03/2023
02/2021

11/2021

08/2022

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

2

1
A

B

A
12/2020

12/2021

12/2022
02/2021

02/2022

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

1
A

B
12/2020

12/2021
02/2021

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

1

1

1
A

B

B

A
12/2020

12/2021

12/2022

12/2023
02/2021

02/2022

02/2023

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

2

1
A

B

A
12/2020

03/2022

06/2023
02/2021

05/2022

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

1
A

B
12/2020

03/2022
02/2021

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

1

1

1
A

B

B

A
12/2020

03/2022

06/2023

09/2024
02/2021

05/2022

08/2023

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

2

1
A

B

A
12/2020

06/2022

12/2023
02/2021

08/2022

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

1
A

B
12/2020

06/2022
02/2021

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

2

1
A

B

A
12/2020

09/2022

06/2024
02/2021

11/2022

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

1
A

B
12/2020

09/2022
02/2021

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

2

1
A

B

A
12/2020

12/2022

12/2024
02/2021

02/2023

12/2024
400 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2020

12/2022
02/2021

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

1
A

B
12/2020

03/2023
02/2021

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

1
A

B
12/2020

06/2023
02/2021

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

1
A

B
12/2020

09/2023
02/2021

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

1
A

B
12/2020

12/2023
02/2021

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

1
A

B
12/2020

03/2024
02/2021

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

1
A

B
12/2020

06/2024
02/2021

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

1
A

B
12/2020

09/2024
02/2021

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

1
A

B
12/2020

12/2024
02/2021

12/2024
400 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

1

1

1
A

B

B

A
03/2021

06/2021

09/2021

12/2021
05/2021

08/2021

11/2021

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

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

2

1
A

B

A
03/2021

09/2021

03/2022
05/2021

11/2021

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

1
A

B
03/2021

09/2021
05/2021

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

1

1

1
A

B

B

A
03/2021

09/2021

03/2022

09/2022
05/2021

11/2021

05/2022

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

2

1
A

B

A
03/2021

12/2021

09/2022
05/2021

02/2022

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

1
A

B
03/2021

12/2021
05/2021

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

1

1

1
A

B

B

A
03/2021

12/2021

09/2022

06/2023
05/2021

02/2022

11/2022

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

2

1
A

B

A
03/2021

03/2022

03/2023
05/2021

05/2022

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

1
A

B
03/2021

03/2022
05/2021

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

1
A

B
03/2021

06/2022
05/2021

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

1

1

1
A

B

B

A
03/2021

06/2022

09/2023

12/2024
05/2021

08/2022

11/2023

12/2024
260 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
03/2021

09/2022

03/2024
05/2021

11/2022

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

1
A

B
03/2021

09/2022
05/2021

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

2

1
A

B

A
03/2021

12/2022

09/2024
05/2021

02/2023

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

1
A

B
03/2021

12/2022
05/2021

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

1
A

B
03/2021

03/2023
05/2021

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

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

1
A

B
03/2021

09/2024
05/2021

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

1
A

B
03/2021

12/2024
05/2021

12/2024
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
150 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

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

2

1
A

B

A
06/2021

09/2022

12/2023
08/2021

11/2022

02/2024
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

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

1
A

B
06/2021

12/2022
08/2021

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

2

1
A

B

A
06/2021

03/2023

12/2024
08/2021

05/2023

12/2024
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2021

03/2023
08/2021

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

1
A

B
06/2021

06/2023
08/2021

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

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

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

1
A

B
06/2021

09/2024
08/2021

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

1
A

B
06/2021

12/2024
08/2021

12/2024
300 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2021

12/2021

03/2022

06/2022
11/2021

02/2022

05/2022

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

1
A

B
09/2021

12/2021
11/2021

02/2022
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
A

B
09/2021

03/2022
11/2021

05/2022
100 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

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
150 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

1
A

B
09/2021

09/2022
11/2021

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

1

1

1
A

B

B

A
09/2021

09/2022

09/2023

09/2024
11/2021

11/2022

11/2023

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

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

12/2022
11/2021

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

2

1
A

B

A
09/2021

12/2022

03/2024
11/2021

02/2023

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

2

1
A

B

A
09/2021

03/2023

09/2024
11/2021

05/2023

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

1
A

B
09/2021

03/2023
11/2021

05/2023
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

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

1
A

B
09/2021

09/2024
11/2021

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

1
A

B
09/2021

12/2024
11/2021

12/2024
300 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

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

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

1
A

B
12/2021

06/2022
02/2022

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

1

1

1
A

B

B

A
12/2021

06/2022

12/2022

06/2023
02/2022

08/2022

02/2023

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

2

1
A

B

A
12/2021

06/2022

12/2022
02/2022

08/2022

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

1
A

B
12/2021

09/2022
02/2022

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

1

1

1
A

B

B

A
12/2021

09/2022

06/2023

03/2024
02/2022

11/2022

08/2023

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

2

1
A

B

A
12/2021

09/2022

06/2023
02/2022

11/2022

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

1
A

B
12/2021

12/2022
02/2022

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

1

1

1
A

B

B

A
12/2021

12/2022

12/2023

12/2024
02/2022

02/2023

02/2024

12/2024
240 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
12/2021

12/2022

12/2023
02/2022

02/2023

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

2

1
A

B

A
12/2021

03/2023

06/2024
02/2022

05/2023

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

1
A

B
12/2021

03/2023
02/2022

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

2

1
A

B

A
12/2021

06/2023

12/2024
02/2022

08/2023

12/2024
275 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2021

06/2023
02/2022

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

1
A

B
12/2021

09/2023
02/2022

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

1
A

B
12/2021

12/2023
02/2022

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

1
A

B
12/2021

03/2024
02/2022

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

1
A

B
12/2021

06/2024
02/2022

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

1
A

B
12/2021

09/2024
02/2022

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

1
A

B
12/2021

12/2024
02/2022

12/2024
280 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

1
A

B
03/2022

06/2022
05/2022

08/2022
90 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

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

1
A

B
03/2022

09/2022
05/2022

11/2022
100 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

1

1
A

B

B

A
03/2022

12/2022

09/2023

06/2024
05/2022

02/2023

11/2023

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

1
A

B
03/2022

12/2022
05/2022

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

2

1
A

B

A
03/2022

12/2022

09/2023
05/2022

02/2023

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

1
A

B
03/2022

03/2023
05/2022

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

2

1
A

B

A
03/2022

03/2023

03/2024
05/2022

05/2023

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

2

1
A

B

A
03/2022

06/2023

09/2024
05/2022

08/2023

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

1
A

B
03/2022

06/2023
05/2022

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

1
A

B
03/2022

09/2023
05/2022

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

1
A

B
03/2022

12/2023
05/2022

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

1
A

B
03/2022

03/2024
05/2022

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

1
A

B
03/2022

06/2024
05/2022

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

1
A

B
03/2022

09/2024
05/2022

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

1
A

B
03/2022

12/2024
05/2022

12/2024
250 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
06/2022

09/2022

12/2022

03/2023
08/2022

11/2022

02/2023

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

1
A

B
06/2022

09/2022
08/2022

11/2022
90 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

1

1
A

B

B

A
06/2022

12/2022

06/2023

12/2023
08/2022

02/2023

08/2023

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

1
A

B
06/2022

12/2022
08/2022

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

2

1
A

B

A
06/2022

12/2022

06/2023
08/2022

02/2023

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

1
A

B
06/2022

03/2023
08/2022

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

1

1

1
A

B

B

A
06/2022

03/2023

12/2023

09/2024
08/2022

05/2023

02/2024

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

2

1
A

B

A
06/2022

03/2023

12/2023
08/2022

05/2023

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

2

1
A

B

A
06/2022

06/2023

06/2024
08/2022

08/2023

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

1
A

B
06/2022

06/2023
08/2022

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

2

1
A

B

A
06/2022

09/2023

12/2024
08/2022

11/2023

12/2024
220 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

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

1
A

B
06/2022

09/2024
08/2022

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

1
A

B
06/2022

12/2024
08/2022

12/2024
230 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1

1

1
A

B

B

A
09/2022

12/2022

03/2023

06/2023
11/2022

02/2023

05/2023

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

1
A

B
09/2022

12/2022
11/2022

02/2023
90 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

1

1

1
A

B

B

A
09/2022

06/2023

03/2024

12/2024
11/2022

08/2023

05/2024

12/2024
180 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

2

1
A

B

A
09/2022

09/2023

09/2024
11/2022

11/2023

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

1
A

B
09/2022

12/2023
11/2022

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

1
A

B
09/2022

03/2024
11/2022

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

1
A

B
09/2022

06/2024
11/2022

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

1
A

B
09/2022

09/2024
11/2022

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

1
A

B
09/2022

12/2024
11/2022

12/2024
220 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

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

2

1
A

B

A
12/2022

06/2023

12/2023
02/2023

08/2023

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

1
A

B
12/2022

09/2023
02/2023

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

2

1
A

B

A
12/2022

09/2023

06/2024
02/2023

11/2023

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

2

1
A

B

A
12/2022

12/2023

12/2024
02/2023

02/2024

12/2024
200 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2022

12/2023
02/2023

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

1
A

B
12/2022

03/2024
02/2023

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

1
A

B
12/2022

06/2024
02/2023

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

1
A

B
12/2022

09/2024
02/2023

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

1
A

B
12/2022

12/2024
02/2023

12/2024
210 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

1
A

B
03/2023

06/2023
05/2023

08/2023
90 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

1
A

B
03/2023

09/2023
05/2023

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

1

1

1
A

B

B

A
03/2023

09/2023

03/2024

09/2024
05/2023

11/2023

05/2024

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

2

1
A

B

A
03/2023

09/2023

03/2024
05/2023

11/2023

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

1
A

B
03/2023

12/2023
05/2023

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

2

1
A

B

A
03/2023

12/2023

09/2024
05/2023

02/2024

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

1
A

B
03/2023

03/2024
05/2023

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

1
A

B
03/2023

06/2024
05/2023

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

1
A

B
03/2023

09/2024
05/2023

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

1
A

B
03/2023

12/2024
05/2023

12/2024
200 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

1
A

B
06/2023

12/2023
08/2023

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

1

1

1
A

B

B

A
06/2023

12/2023

06/2024

12/2024
08/2023

02/2024

08/2024

12/2024
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

2

1
A

B

A
06/2023

12/2023

06/2024
08/2023

02/2024

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

1
A

B
06/2023

03/2024
08/2023

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

2

1
A

B

A
06/2023

03/2024

12/2024
08/2023

05/2024

12/2024
185 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2023

06/2024
08/2023

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

1
A

B
06/2023

09/2024
08/2023

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

1
A

B
06/2023

12/2024
08/2023

12/2024
190 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

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

2

1
A

B

A
09/2023

12/2023

03/2024
11/2023

02/2024

05/2024
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

2

1
A

B

A
09/2023

03/2024

09/2024
11/2023

05/2024

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

1
A

B
09/2023

06/2024
11/2023

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

1
A

B
09/2023

09/2024
11/2023

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

1
A

B
09/2023

12/2024
11/2023

12/2024
180 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

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

1

1

1
A

B

B

A
12/2023

03/2024

06/2024

09/2024
02/2024

05/2024

08/2024

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

1
A

B
12/2023

06/2024
02/2024

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

2

1
A

B

A
12/2023

06/2024

12/2024
02/2024

08/2024

12/2024
175 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
12/2023

09/2024
02/2024

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

1
A

B
12/2023

12/2024
02/2024

12/2024
160 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

06/2024
05/2024

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

2

1
A

B

A
03/2024

06/2024

09/2024
05/2024

08/2024

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

1

1

1
A

B

B

A
03/2024

06/2024

09/2024

12/2024
05/2024

08/2024

11/2024

12/2024
140 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
03/2024

09/2024
05/2024

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

1
A

B
03/2024

12/2024
05/2024

12/2024
120 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

09/2024
08/2024

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

2

1
A

B

A
06/2024

09/2024

12/2024
08/2024

11/2024

12/2024
150 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
06/2024

12/2024
08/2024

12/2024
100 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
A

B
09/2024

12/2024
11/2024

12/2024
90 GBP
CME INTEREST RATES 3M SONIA FUTURES SON 1

1
B

A
12/2024

12/2024
12/2024

12/2024
90 GBP
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
05/2020

06/2020

07/2020
05/2020

06/2020

07/2020
580 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2020

06/2020
05/2020

06/2020
600 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
05/2020

06/2020

07/2020

08/2020
05/2020

06/2020

07/2020

08/2020
650 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
05/2020

07/2020

09/2020
05/2020

07/2020

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

1
A

B
05/2020

07/2020
05/2020

07/2020
625 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
05/2020

07/2020

09/2020

11/2020
05/2020

07/2020

09/2020

05/2021
675 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
05/2020

08/2020

11/2020
05/2020

08/2020

05/2021
750 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2020

08/2020
05/2020

08/2020
625 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
05/2020

09/2020
05/2020

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

1
A

B
05/2020

10/2020
05/2020

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

1
A

B
05/2020

11/2020
05/2020

05/2021
800 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

2

1
A

B

A
06/2020

07/2020

08/2020
06/2020

07/2020

08/2020
300 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
06/2020

07/2020
06/2020

07/2020
400 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
06/2020

07/2020

08/2020

09/2020
06/2020

07/2020

08/2020

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

2

1
A

B

A
06/2020

08/2020

10/2020
06/2020

08/2020

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

1
A

B
06/2020

08/2020
06/2020

08/2020
500 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
06/2020

09/2020
06/2020

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

1
A

B
06/2020

10/2020
06/2020

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

1
A

B
06/2020

11/2020
06/2020

05/2021
650 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
07/2020

08/2020
07/2020

08/2020
225 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
07/2020

08/2020

09/2020

10/2020
07/2020

08/2020

09/2020

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

2

1
A

B

A
07/2020

08/2020

09/2020
07/2020

08/2020

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

1
A

B
07/2020

09/2020
07/2020

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

2

1
A

B

A
07/2020

09/2020

11/2020
07/2020

09/2020

05/2021
225 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
07/2020

10/2020
07/2020

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

1
A

B
07/2020

11/2020
07/2020

05/2021
500 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1

1

1
A

B

B

A
08/2020

09/2020

10/2020

11/2020
08/2020

09/2020

10/2020

05/2021
150 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
08/2020

09/2020
08/2020

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

2

1
A

B

A
08/2020

09/2020

10/2020
08/2020

09/2020

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

1
A

B
08/2020

10/2020
08/2020

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

1
A

B
08/2020

11/2020
08/2020

05/2021
325 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2020

10/2020
09/2020

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

2

1
A

B

A
09/2020

10/2020

11/2020
09/2020

10/2020

05/2021
140 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
09/2020

11/2020
09/2020

05/2021
215 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
A

B
10/2020

11/2020
10/2020

05/2021
135 USD
CME INTEREST RATES 1M SOFR FUTURES SR1 1

1
B

A
11/2020

11/2020
05/2021

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

1
A

B
03/2020

06/2020
05/2020

08/2020
650 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
750 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
750 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2020

09/2020
05/2020

11/2020
575 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
600 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
580 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2020

12/2020
05/2020

02/2021
575 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
600 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
580 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2020

03/2021
05/2020

05/2021
520 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
600 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
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2020

06/2021
05/2020

08/2021
560 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
600 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
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2020

09/2021
05/2020

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

1

1

1
A

B

B

A
03/2020

09/2021

03/2023

09/2024
05/2020

11/2021

05/2023

11/2024
600 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
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2020

12/2021
05/2020

02/2022
560 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
600 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2020

03/2022
05/2020

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

2

1
A

B

A
03/2020

06/2022

09/2024
05/2020

08/2022

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

1
A

B
03/2020

06/2022
05/2020

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

1
A

B
03/2020

09/2022
05/2020

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

1
A

B
03/2020

12/2022
05/2020

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

1
A

B
03/2020

03/2023
05/2020

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

1
A

B
03/2020

06/2023
05/2020

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

1
A

B
03/2020

09/2023
05/2020

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

1
A

B
03/2020

12/2023
05/2020

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

1
A

B
03/2020

03/2024
05/2020

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

1
A

B
03/2020

06/2024
05/2020

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

1
A

B
03/2020

09/2024
05/2020

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

1
A

B
03/2020

12/2024
05/2020

09/2029
560 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
225 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

09/2020
08/2020

11/2020
250 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
325 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
350 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

12/2020
08/2020

02/2021
300 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
325 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
400 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

03/2021
08/2020

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

2

1
A

B

A
06/2020

06/2021

06/2022
08/2020

08/2021

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

1
A

B
06/2020

06/2021
08/2020

08/2021
425 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
425 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
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

09/2021
08/2020

11/2021
480 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
450 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
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

12/2021
08/2020

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

1

1

1
A

B

B

A
06/2020

12/2021

06/2023

12/2024
08/2020

02/2022

08/2023

09/2029
450 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
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

03/2022
08/2020

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

2

1
A

B

A
06/2020

06/2022

06/2024
08/2020

08/2022

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

1
A

B
06/2020

06/2022
08/2020

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

2

1
A

B

A
06/2020

09/2022

12/2024
08/2020

11/2022

09/2029
450 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2020

09/2022
08/2020

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

1
A

B
06/2020

12/2022
08/2020

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

1
A

B
06/2020

03/2023
08/2020

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

1
A

B
06/2020

06/2023
08/2020

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

1
A

B
06/2020

09/2023
08/2020

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

1
A

B
06/2020

12/2023
08/2020

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

1
A

B
06/2020

03/2024
08/2020

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

1
A

B
06/2020

06/2024
08/2020

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

1
A

B
06/2020

09/2024
08/2020

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

1
A

B
06/2020

12/2024
08/2020

09/2029
450 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
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

12/2020
11/2020

02/2021
100 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
80 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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

03/2021
11/2020

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

1

1

1
A

B

B

A
09/2020

03/2021

09/2021

03/2022
11/2020

05/2021

11/2021

05/2022
240 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
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

06/2021
11/2020

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

1

1

1
A

B

B

A
09/2020

06/2021

03/2022

12/2022
11/2020

08/2021

05/2022

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

2

1
A

B

A
09/2020

09/2021

09/2022
11/2020

11/2021

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

1
A

B
09/2020

09/2021
11/2020

11/2021
320 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
280 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
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

12/2021
11/2020

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

1

1

1
A

B

B

A
09/2020

12/2021

03/2023

06/2024
11/2020

02/2022

05/2023

08/2024
325 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
325 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
09/2020

03/2022
11/2020

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

2

1
A

B

A
09/2020

06/2022

03/2024
11/2020

08/2022

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

1
A

B
09/2020

06/2022
11/2020

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

2

1
A

B

A
09/2020

09/2022

09/2024
11/2020

11/2022

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

1
A

B
09/2020

09/2022
11/2020

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

1
A

B
09/2020

12/2022
11/2020

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

1
A

B
09/2020

03/2023
11/2020

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

1
A

B
09/2020

06/2023
11/2020

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

1
A

B
09/2020

09/2023
11/2020

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

1
A

B
09/2020

12/2023
11/2020

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

1
A

B
09/2020

03/2024
11/2020

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

1
A

B
09/2020

06/2024
11/2020

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

1
A

B
09/2020

09/2024
11/2020

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

1
A

B
09/2020

12/2024
11/2020

09/2029
350 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
120 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

03/2021
02/2021

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

2

1
A

B

A
12/2020

03/2021

06/2021
02/2021

05/2021

08/2021
70 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
180 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

06/2021
02/2021

08/2021
175 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
170 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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

09/2021
02/2021

11/2021
220 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
230 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
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

12/2021
02/2021

02/2022
260 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
260 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

2

1
A

B

A
12/2020

03/2022

06/2023
02/2021

05/2022

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

1
A

B
12/2020

03/2022
02/2021

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

1

1

1
A

B

B

A
12/2020

03/2022

06/2023

09/2024
02/2021

05/2022

08/2023

11/2024
260 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
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

06/2022
02/2021

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

2

1
A

B

A
12/2020

09/2022

06/2024
02/2021

11/2022

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

1
A

B
12/2020

09/2022
02/2021

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

2

1
A

B

A
12/2020

12/2022

12/2024
02/2021

02/2023

09/2029
300 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
12/2020

12/2022
02/2021

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

1
A

B
12/2020

03/2023
02/2021

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

1
A

B
12/2020

06/2023
02/2021

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

1
A

B
12/2020

09/2023
02/2021

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

1
A

B
12/2020

12/2023
02/2021

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

1
A

B
12/2020

03/2024
02/2021

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

1
A

B
12/2020

06/2024
02/2021

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

1
A

B
12/2020

09/2024
02/2021

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

1
A

B
12/2020

12/2024
02/2021

09/2029
260 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
85 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

06/2021
05/2021

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

2

1
A

B

A
03/2021

06/2021

09/2021
05/2021

08/2021

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

1
A

B
03/2021

09/2021
05/2021

11/2021
175 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
170 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
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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

12/2021
05/2021

02/2022
220 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
230 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
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

03/2022
05/2021

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

1
A

B
03/2021

06/2022
05/2021

08/2022
260 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

09/2029
260 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
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

09/2022
05/2021

11/2022
260 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
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
03/2021

12/2022
05/2021

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

1
A

B
03/2021

03/2023
05/2021

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

1
A

B
03/2021

06/2023
05/2021

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

1
A

B
03/2021

09/2023
05/2021

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

1
A

B
03/2021

12/2023
05/2021

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

1
A

B
03/2021

03/2024
05/2021

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

1
A

B
03/2021

06/2024
05/2021

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

1
A

B
03/2021

09/2024
05/2021

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

1
A

B
03/2021

12/2024
05/2021

09/2029
260 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

09/2021
08/2021

11/2021
100 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
85 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
70 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

12/2021
08/2021

02/2022
175 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
170 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
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
200 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

03/2022
08/2021

05/2022
220 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
230 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
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

06/2022
08/2021

08/2022
240 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
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

09/2022
08/2021

11/2022
260 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
220 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

12/2022
08/2021

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

2

1
A

B

A
06/2021

03/2023

12/2024
08/2021

05/2023

09/2029
250 USD
CME INTEREST RATES 3M SOFR FUTURES SR3 1

1
A

B
06/2021

03/2023
08/2021

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

1
A

B
06/2021

06/2023
08/2021

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

1
A

B
06/2021

09/2023
08/2021

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

1
A

B
06/2021

12/2023
08/2021

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

1
A

B
06/2021

03/2024
08/2021

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

1
A

B
06/2021

06/2024
08/2021

08/2024
260 USD