Sched 38
| TYPE | |||||||||||||||||||
| Open End | |||||||||||||||||||
| Implied | |||||||||||||||||||
| Dates | 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 | 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 | 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 |
