Sched 46

TYPE
Open End
Implied
Dates16-Sep-201916-Dec-201916-Mar-202015-Jun-202015-Sep-202015-Dec-202015-Mar-202115-Jun-202115-Sep-202115-Dec-202115-Mar-202215-Jun-202215-Sep-202215-Dec-202215-Mar-202315-Jun-202315-Sep-202315-Dec-202315-Mar-2024
CalendarGB_LSX
Date BumpMF
DayCountACT/360
_Unadjusted Dates16-Sep-201916-Dec-201916-Mar-202015-Jun-202015-Sep-202015-Dec-202015-Mar-202115-Jun-202115-Sep-202115-Dec-202115-Mar-202215-Jun-202215-Sep-202215-Dec-202215-Mar-202315-Jun-202315-Sep-202315-Dec-202315-Mar-2024
_Adjusted Dates16-Sep-201916-Dec-201916-Mar-202015-Jun-202015-Sep-202015-Dec-202015-Mar-202115-Jun-202115-Sep-202115-Dec-202115-Mar-202215-Jun-202215-Sep-202215-Dec-202215-Mar-202315-Jun-202315-Sep-202315-Dec-202315-Mar-2024