Sched 36
| TYPE | ||||||||||||||||||||
| Open End | ||||||||||||||||||||
| Implied | ||||||||||||||||||||
| Dates | 17-Jun-2019 | 16-Sep-2019 | 16-Dec-2019 | 16-Mar-2020 | 15-Jun-2020 | 15-Sep-2020 | 15-Dec-2020 | 15-Mar-2021 | 15-Jun-2021 | 15-Sep-2021 | 15-Dec-2021 | 15-Mar-2022 | 15-Jun-2022 | 15-Sep-2022 | 15-Dec-2022 | 15-Mar-2023 | 15-Jun-2023 | 15-Sep-2023 | 15-Dec-2023 | 15-Mar-2024 |
| Calendar | GB_LSX | |||||||||||||||||||
| Date Bump | MF | |||||||||||||||||||
| DayCount | ACT/360 | |||||||||||||||||||
| _Unadjusted Dates | 17-Jun-2019 | 16-Sep-2019 | 16-Dec-2019 | 16-Mar-2020 | 15-Jun-2020 | 15-Sep-2020 | 15-Dec-2020 | 15-Mar-2021 | 15-Jun-2021 | 15-Sep-2021 | 15-Dec-2021 | 15-Mar-2022 | 15-Jun-2022 | 15-Sep-2022 | 15-Dec-2022 | 15-Mar-2023 | 15-Jun-2023 | 15-Sep-2023 | 15-Dec-2023 | 15-Mar-2024 |
| _Adjusted Dates | 17-Jun-2019 | 16-Sep-2019 | 16-Dec-2019 | 16-Mar-2020 | 15-Jun-2020 | 15-Sep-2020 | 15-Dec-2020 | 15-Mar-2021 | 15-Jun-2021 | 15-Sep-2021 | 15-Dec-2021 | 15-Mar-2022 | 15-Jun-2022 | 15-Sep-2022 | 15-Dec-2022 | 15-Mar-2023 | 15-Jun-2023 | 15-Sep-2023 | 15-Dec-2023 | 15-Mar-2024 |