94% 1.07% 0.94% 1.07% Offer (mid) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.76% Terminal Payout Chart for 1% strike CMS Caps on 30y Uri O .1 04:" OVA CAOS 020% CDA • -r ...... 04.,c4 .04.nntn 4. „ ,Ar Terriand Rena *op Iota KW Cha