@F1 - 5 YEAR USD INTEREST RATE SWAP FUTURE Year 2016 @F1H16 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2016 7 2 3 0.00781 @F1M16 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2016 7 2 3 0.00781 @F1U16 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2016 7 2 3 0.00781 @F1Z16 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2016 7 2 3 0.00781 Year 2017 @F1H17 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2017 7 2 3 0.00781 @F1M17 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2017 7 2 3 0.00781 @F1U17 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2017 7 2 3 0.00781 @F1Z17 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2017 7 2 3 0.00781 Year 2018 @F1H18 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2018 7 2 3 0.00781 @F1M18 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2018 7 2 3 0.00781 @F1U18 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2018 7 2 3 0.00781 @F1Z18 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2018 7 2 3 0.00781 Year 2019 @F1H19 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2019 7 2 3 0.00781 @F1M19 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2019 7 2 3 0.00781 @F1U19 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2019 7 2 3 0.00781 @F1Z19 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2019 7 2 3 0.00781 Year 2020 @F1H20 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2020 7 2 3 0.00781 @F1M20 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2020 7 2 3 0.00781 @F1U20 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2020 7 2 3 0.00781 @F1Z20 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2020 7 2 3 0.00781 Year 2021 @F1H21 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2021 7 2 3 0.00781 @F1M21 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2021 7 2 3 0.00781 @F1U21 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2021 7 2 3 0.00781 @F1Z21 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2021 7 2 3 0.00781 Year 2022 @F1H22 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2022 7 2 3 0.00781 @F1M22 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2022 7 2 3 0.00781 @F1U22 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2022 7 2 3 0.00781 @F1Z22 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2022 7 2 3 0.00781 Year 2023 @F1H23 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2023 7 2 3 0.00781 @F1M23 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2023 7 2 3 0.00781 @F1U23 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2023 7 2 3 0.00781 @F1Z23 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2023 7 2 3 0.00781 Year 2024 @F1H24 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2024 7 2 3 0.00781 @F1M24 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2024 7 2 3 0.00781 @F1U24 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2024 7 2 3 0.00781 @F1Z24 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2024 7 2 3 0.00781 Year 2025 @F1H25 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2025 7 2 3 0.00781 @F1M25 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2025 7 2 3 0.00781 @F1U25 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2025 7 2 3 0.00781 @F1Z25 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2025 7 2 3 0.00781 Year 2026 @F1H26 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2026 7 2 3 0.00781 @F1M26 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2026 7 2 3 0.00781 @F1U26 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2026 7 2 3 0.00781 @F1Z26 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2026 7 2 3 0.00781 Year 2027 @F1H27 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2027 7 2 3 0.00781 @F1M27 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2027 7 2 3 0.00781 @F1U27 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2027 7 2 3 0.00781 @F1Z27 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2027 7 2 3 0.00781 Year 2028 @F1H28 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2028 7 2 3 0.00781 @F1M28 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2028 7 2 3 0.00781 @F1U28 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2028 7 2 3 0.00781 @F1Z28 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2028 7 2 3 0.00781 Year 2029 @F1H29 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2029 7 2 3 0.00781 @F1M29 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2029 7 2 3 0.00781 @F1U29 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2029 7 2 3 0.00781 @F1Z29 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2029 7 2 3 0.00781 Year 2030 @F1H30 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2030 7 2 3 0.00781 @F1M30 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2030 7 2 3 0.00781 @F1U30 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2030 7 2 3 0.00781 @F1Z30 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2030 7 2 3 0.00781 Year 2031 @F1H31 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2031 7 2 3 0.00781 @F1M31 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2031 7 2 3 0.00781 @F1U31 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2031 7 2 3 0.00781 @F1Z31 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2031 7 2 3 0.00781 Year 2032 @F1H32 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2032 7 2 3 0.00781 @F1M32 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2032 7 2 3 0.00781 @F1U32 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2032 7 2 3 0.00781 @F1Z32 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2032 7 2 3 0.00781 Year 2033 @F1H33 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2033 7 2 3 0.00781 @F1M33 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2033 7 2 3 0.00781 @F1U33 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2033 7 2 3 0.00781 @F1Z33 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2033 7 2 3 0.00781 Year 2034 @F1H34 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2034 7 2 3 0.00781 @F1M34 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2034 7 2 3 0.00781 @F1U34 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2034 7 2 3 0.00781 @F1Z34 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2034 7 2 3 0.00781 Year 2035 @F1H35 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2035 7 2 3 0.00781 @F1M35 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2035 7 2 3 0.00781 @F1U35 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2035 7 2 3 0.00781 @F1Z35 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2035 7 2 3 0.00781 Year 2036 @F1H36 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2036 7 2 3 0.00781 @F1M36 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2036 7 2 3 0.00781 @F1U36 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2036 7 2 3 0.00781 @F1Z36 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2036 7 2 3 0.00781 Year 2037 @F1H37 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2037 7 2 3 0.00781 @F1M37 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2037 7 2 3 0.00781 @F1U37 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2037 7 2 3 0.00781 @F1Z37 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2037 7 2 3 0.00781 Year 2038 @F1H38 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2038 7 2 3 0.00781 @F1M38 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2038 7 2 3 0.00781 @F1U38 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2038 7 2 3 0.00781 @F1Z38 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2038 7 2 3 0.00781 Year 2039 @F1H39 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2039 7 2 3 0.00781 @F1M39 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2039 7 2 3 0.00781 @F1U39 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2039 7 2 3 0.00781 @F1Z39 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2039 7 2 3 0.00781 Year 2040 @F1H40 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2040 7 2 3 0.00781 @F1M40 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2040 7 2 3 0.00781 @F1U40 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2040 7 2 3 0.00781 @F1Z40 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2040 7 2 3 0.00781 Year 2041 @F1H41 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2041 7 2 3 0.00781 @F1M41 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2041 7 2 3 0.00781 @F1U41 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2041 7 2 3 0.00781 @F1Z41 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2041 7 2 3 0.00781 Year 2042 @F1H42 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2042 7 2 3 0.00781 @F1M42 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2042 7 2 3 0.00781 @F1U42 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2042 7 2 3 0.00781 @F1Z42 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2042 7 2 3 0.00781 Year 2043 @F1H43 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2043 7 2 3 0.00781 @F1M43 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2043 7 2 3 0.00781 @F1U43 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2043 7 2 3 0.00781 @F1Z43 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2043 7 2 3 0.00781 Year 2044 @F1H44 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2044 7 2 3 0.00781 @F1M44 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2044 7 2 3 0.00781 @F1U44 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2044 7 2 3 0.00781 @F1Z44 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2044 7 2 3 0.00781 Year 2045 @F1H45 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2045 7 2 3 0.00781 @F1M45 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2045 7 2 3 0.00781 @F1U45 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2045 7 2 3 0.00781 @F1Z45 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2045 7 2 3 0.00781 Year 2046 @F1H46 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2046 7 2 3 0.00781 @F1M46 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2046 7 2 3 0.00781 @F1U46 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2046 7 2 3 0.00781 @F1Z46 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2046 7 2 3 0.00781 Year 2047 @F1H47 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2047 7 2 3 0.00781 @F1M47 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2047 7 2 3 0.00781 @F1U47 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2047 7 2 3 0.00781 @F1Z47 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2047 7 2 3 0.00781 Year 2048 @F1H48 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2048 7 2 3 0.00781 @F1M48 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2048 7 2 3 0.00781 @F1U48 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2048 7 2 3 0.00781 @F1Z48 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2048 7 2 3 0.00781 Year 2049 @F1H49 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2049 7 2 3 0.00781 @F1M49 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2049 7 2 3 0.00781 @F1U49 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2049 7 2 3 0.00781 @F1Z49 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2049 7 2 3 0.00781 Year 2050 @F1H50 5 YEAR USD INTEREST RATE SWAP FUTURE MAR 2050 7 2 3 0.00781 @F1M50 5 YEAR USD INTEREST RATE SWAP FUTURE JUN 2050 7 2 3 0.00781 @F1U50 5 YEAR USD INTEREST RATE SWAP FUTURE SEP 2050 7 2 3 0.00781 @F1Z50 5 YEAR USD INTEREST RATE SWAP FUTURE DEC 2050 7 2 3 0.00781