ICE LIBOR Holiday Calendar 2019

ICE LIBOR Holiday Calendar Date Day Holiday GBP CHF JPY 01-Jan- Tuesday New Year's Day O O O O O 21-Jan- Monday Martin Luther King's Birthday () P No O/N P P P 18-Feb- Monday President's Day () P No O/N P P P 19-Apr- Friday Good Friday O O O O O 22-Apr- Monday Easter Monday O O O O O 01-May- Wednesday Labour Day ( ) No O/N P P P P 06-May- Monday Early May UK Bank Holiday O O O O O 27-May- Monday Spring Bank Holiday O O O O O 04-Jul- Thursday Independence Day () P No O/N P P P 26-Aug- Monday Summer Bank Holiday O O O O O 02-Sep- Monday Labour Day () P No O/N P P P 14-Oct- Monday Columbus Day () P No O/N P P P 11-Nov- Monday Veteran's Day () P No O/N P P P 28-Nov- Thursday Thanksgiving Day () P No O/N P P P 25-Dec- Wednesday Christmas Day O O O O O 26-Dec- Thursday Boxing Day O O O O O O P No O/N Key No maturities published All maturities published No Overnight maturity published (All other tenors published as normal)

ICE LIBOR Value Date Calendar This Fixing Calendar lists all fixing and corresponding value dates for ICE LIBOR over Each currency and maturity follows a particular value date convention, which are summarised below: Currency Tenor Value Date Convention O/N T + 0 1W - 12M T + 2 O/N T + 0 1W - 12M T + 2 GBP All T + 0 JPY All T + 2 CHF All T + 2 - For maturities with a T+0 convention, the value date will fall on the same day as the trade date. - For maturities with a T+2 convention, the value date will fall two London business days after the trade date. If this subsequent date is a market holiday, the value date will roll onto the next date which is a normal business day both in London and in the principal financial centre of the relevant currency.

Week 1 2 3 4 5 January O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/01/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication 02/01/ 02/01/ 04/01/ 02/01/ 04/01/ 02/01/ 04/01/ 04/01/ 03/01/ 03/01/ 07/01/ 03/01/ 07/01/ 03/01/ 07/01/ 07/01/ 04/01/ 04/01/ 08/01/ 04/01/ 08/01/ 04/01/ 08/01/ 08/01/ 05/01/ 06/01/ 07/01/ 07/01/ 09/01/ 07/01/ 09/01/ 07/01/ 09/01/ 09/01/ 08/01/ 08/01/ 10/01/ 08/01/ 10/01/ 08/01/ 10/01/ 10/01/ 09/01/ 09/01/ 11/01/ 09/01/ 11/01/ 09/01/ 11/01/ 11/01/ 10/01/ 10/01/ 14/01/ 10/01/ 14/01/ 10/01/ 15/01/ 14/01/ 11/01/ 11/01/ 15/01/ 11/01/ 15/01/ 11/01/ 15/01/ 15/01/ 12/01/ 13/01/ 14/01/ 14/01/ 16/01/ 14/01/ 16/01/ 14/01/ 16/01/ 16/01/ 15/01/ 15/01/ 17/01/ 15/01/ 17/01/ 15/01/ 17/01/ 17/01/ 16/01/ 16/01/ 18/01/ 16/01/ 18/01/ 16/01/ 18/01/ 18/01/ 17/01/ 17/01/ 21/01/ 17/01/ 21/01/ 17/01/ 21/01/ 21/01/ 18/01/ 18/01/ 22/01/ 18/01/ 22/01/ 18/01/ 22/01/ 22/01/ 19/01/ 20/01/ 21/01/ 21/01/ 23/04/ No Publication 23/04/ 21/01/ 23/04/ 23/04/ 22/01/ 22/01/ 24/01/ 22/01/ 24/01/ 22/01/ 24/01/ 24/01/ 23/01/ 23/01/ 25/01/ 23/01/ 25/01/ 23/01/ 25/01/ 25/01/ 24/01/ 24/01/ 28/01/ 24/01/ 28/01/ 24/01/ 28/01/ 28/01/ 25/01/ 25/01/ 29/01/ 25/01/ 29/01/ 25/01/ 29/01/ 29/01/ 26/01/ 27/01/ 28/01/ 28/01/ 30/01/ 28/01/ 30/01/ 28/01/ 30/01/ 30/01/ 29/01/ 29/01/ 31/01/ 29/01/ 31/01/ 29/01/ 31/01/ 31/01/ 30/01/ 30/01/ 01/02/ 30/01/ 01/02/ 30/01/ 01/02/ 01/02/ 31/01/ 31/01/ 04/02/ 31/01/ 04/02/ 31/01/ 04/02/ 04/02/ convention of T+0; therefore, no column for '1W - 12M' is shown for this currency. Week February O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities 5 01/02/ 01/02/ 05/02/ 01/02/ 05/02/ 01/02/ 05/02/ 05/02/ 02/02/ 03/02/ All Maturities convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

6 7 8 9 Week 04/02/ 04/02/ 06/02/ 04/02/ 06/02/ 04/02/ 06/02/ 06/02/ 05/02/ 05/02/ 07/02/ 05/02/ 07/02/ 05/02/ 07/02/ 07/02/ 06/02/ 06/02/ 08/02/ 06/02/ 08/02/ 06/02/ 08/02/ 08/02/ 07/02/ 07/02/ 11/02/ 07/02/ 11/02/ 07/02/ 12/02/ 11/02/ 08/02/ 08/02/ 12/02/ 08/02/ 12/02/ 08/02/ 12/02/ 12/02/ 09/02/ 10/02/ 11/02/ 11/02/ 13/02/ 11/02/ 13/02/ 11/02/ 13/02/ 13/02/ 12/02/ 12/02/ 14/02/ 12/02/ 14/02/ 12/02/ 14/02/ 14/02/ 13/02/ 13/02/ 15/02/ 13/02/ 15/02/ 13/02/ 15/02/ 15/02/ 14/02/ 14/02/ 18/02/ 14/02/ 18/02/ 14/02/ 18/02/ 18/02/ 15/02/ 15/02/ 19/02/ 15/02/ 19/02/ 15/02/ 19/02/ 19/02/ 16/02/ 17/02/ 18/02/ 18/02/ 20/02/ No Publication 20/02/ 18/02/ 20/02/ 20/02/ 19/02/ 19/02/ 21/02/ 19/02/ 21/02/ 19/02/ 21/02/ 21/02/ 20/02/ 20/02/ 22/02/ 20/02/ 22/02/ 20/02/ 22/02/ 22/02/ 21/02/ 21/02/ 25/02/ 21/02/ 25/02/ 21/02/ 25/02/ 25/02/ 22/02/ 22/02/ 26/02/ 22/02/ 26/02/ 22/02/ 26/02/ 26/02/ 23/02/ 24/02/ 25/02/ 25/02/ 27/02/ 25/02/ 27/02/ 25/02/ 27/02/ 27/02/ 26/02/ 26/02/ 28/02/ 26/02/ 28/02/ 26/02/ 28/02/ 28/02/ 27/02/ 27/02/ 01/03/ 27/02/ 01/03/ 27/02/ 01/03/ 01/03/ 28/02/ 28/02/ 04/03/ 28/02/ 04/03/ 28/02/ 04/03/ 04/03/ March O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 9 01/03/ 01/03/ 05/03/ 01/03/ 05/03/ 01/03/ 05/03/ 05/03/ 02/03/ 03/03/ 04/03/ 04/03/ 06/03/ 04/03/ 06/03/ 04/03/ 06/03/ 06/03/ 05/03/ 05/03/ 07/03/ 05/03/ 07/03/ 05/03/ 07/03/ 07/03/ 10 06/03/ 06/03/ 08/03/ 06/03/ 08/03/ 06/03/ 08/03/ 08/03/ 07/03/ 07/03/ 11/03/ 07/03/ 11/03/ 07/03/ 11/03/ 11/03/ 08/03/ 08/03/ 12/03/ 08/03/ 12/03/ 08/03/ 12/03/ 12/03/ 09/03/ 10/03/ 11/03/ 11/03/ 13/03/ 11/03/ 13/03/ 11/03/ 13/03/ 13/03/ 12/03/ 12/03/ 14/03/ 12/03/ 14/03/ 12/03/ 14/03/ 14/03/ 11 13/03/ 13/03/ 15/03/ 13/03/ 15/03/ 13/03/ 15/03/ 15/03/ 14/03/ 14/03/ 18/03/ 14/03/ 18/03/ 14/03/ 18/03/ 18/03/ 15/03/ 15/03/ 19/03/ 15/03/ 19/03/ 15/03/ 19/03/ 19/03/ 16/03/ 17/03/ convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

12 13 Week 14 15 16 17 18/03/ 18/03/ 20/03/ 18/03/ 20/03/ 18/03/ 20/03/ 20/03/ 19/03/ 19/03/ 21/03/ 19/03/ 21/03/ 19/03/ 22/03/ 21/03/ 20/03/ 20/03/ 22/03/ 20/03/ 22/03/ 20/03/ 22/03/ 22/03/ 21/03/ 21/03/ 25/03/ 21/03/ 25/03/ 21/03/ 25/03/ 25/03/ 22/03/ 22/03/ 26/03/ 22/03/ 26/03/ 22/03/ 26/03/ 26/03/ 23/03/ 24/03/ 25/03/ 25/03/ 27/03/ 25/03/ 27/03/ 25/03/ 27/03/ 27/03/ 26/03/ 26/03/ 28/03/ 26/03/ 28/03/ 26/03/ 28/03/ 28/03/ 27/03/ 27/03/ 29/03/ 27/03/ 29/03/ 27/03/ 29/03/ 29/03/ 28/03/ 28/03/ 03/04/ 28/03/ 03/04/ 28/03/ 03/04/ 03/04/ 29/03/ 29/03/ 04/04/ 29/03/ 04/04/ 29/03/ 04/04/ 04/04/ 30/03/ 31/03/ April O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/04/ 01/04/ 03/04/ 01/04/ 03/04/ 01/04/ 03/04/ 03/04/ 02/04/ 02/04/ 04/04/ 02/04/ 04/04/ 02/04/ 04/04/ 04/04/ 03/04/ 03/04/ 05/04/ 03/04/ 05/04/ 03/04/ 05/04/ 05/04/ 04/04/ 04/04/ 08/04/ 04/04/ 08/04/ 04/04/ 08/04/ 08/04/ 05/04/ 05/04/ 09/04/ 05/04/ 09/04/ 05/04/ 09/04/ 09/04/ 06/04/ 07/04/ 08/04/ 08/04/ 10/04/ 08/04/ 10/04/ 08/04/ 10/04/ 10/04/ 09/04/ 09/04/ 11/04/ 09/04/ 11/04/ 11/04/ 11/04/ 11/04/ 10/04/ 10/04/ 12/04/ 10/04/ 12/04/ 12/04/ 12/04/ 12/04/ 11/04/ 11/04/ 15/04/ 11/04/ 15/04/ 15/04/ 15/04/ 15/04/ 12/04/ 12/04/ 16/04/ 12/04/ 16/04/ 16/04/ 16/04/ 16/04/ 13/04/ 14/04/ 15/04/ 15/04/ 17/04/ 15/04/ 17/04/ 15/04/ 17/04/ 17/04/ 16/04/ 16/04/ 18/04/ 16/04/ 18/04/ 16/04/ 18/04/ 18/04/ 17/04/ 17/04/ 23/04/ 17/04/ 23/04/ 17/04/ 23/04/ 23/04/ 18/04/ 18/04/ 24/04/ 18/04/ 24/04/ 18/04/ 24/04/ 24/04/ 19/04/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication 20/04/ 21/04/ 22/04/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication 23/04/ 23/04/ 25/04/ 23/04/ 25/04/ 23/04/ 25/04/ 25/04/ 24/04/ 24/04/ 26/04/ 24/04/ 26/04/ 24/04/ 26/04/ 26/04/ 25/04/ 25/04/ 29/04/ 25/04/ 29/04/ 25/04/ 30/04/ 29/04/ 26/04/ 26/04/ 30/04/ 26/04/ 30/04/ 26/04/ 30/04/ 30/04/ 27/04/ 28/04/ convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

18 Week 18 19 20 21 22 Week 29/04/ 29/04/ 02/05/ 29/04/ 01/05/ 29/04/ 01/05/ 02/05/ 30/04/ 30/04/ 02/05/ 30/04/ 02/05/ 30/04/ 02/05/ 02/05/ May O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/05/ No Publication 03/05/ 01/05/ 03/05/ 01/05/ 07/05/ 03/05/ 02/05/ 02/05/ 07/05/ 02/05/ 07/05/ 02/05/ 07/05/ 07/05/ 03/05/ 03/05/ 08/05/ 03/05/ 08/05/ 03/05/ 08/05/ 08/05/ 04/05/ 05/05/ 06/05/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication 07/05/ 07/05/ 09/05/ 07/05/ 09/05/ 07/05/ 09/05/ 09/05/ 08/05/ 08/05/ 10/05/ 08/05/ 10/05/ 08/05/ 10/05/ 10/05/ 09/05/ 09/05/ 13/05/ 09/05/ 13/05/ 09/05/ 13/05/ 13/05/ 10/05/ 10/05/ 14/05/ 10/05/ 14/05/ 10/05/ 14/05/ 14/05/ 11/05/ 12/05/ 13/05/ 13/05/ 15/05/ 13/05/ 15/05/ 13/05/ 15/05/ 15/05/ 14/05/ 14/05/ 16/05/ 14/05/ 16/05/ 14/05/ 16/05/ 16/05/ 15/05/ 15/05/ 17/05/ 15/05/ 17/05/ 15/05/ 17/05/ 17/05/ 16/05/ 16/05/ 20/05/ 16/05/ 20/05/ 16/05/ 20/05/ 20/05/ 17/05/ 17/05/ 21/05/ 17/05/ 21/05/ 17/05/ 21/05/ 22/05/ 18/05/ 19/05/ 20/05/ 20/05/ 22/05/ 20/05/ 22/05/ 20/05/ 22/05/ 22/05/ 21/05/ 21/05/ 23/05/ 21/05/ 23/05/ 21/05/ 23/05/ 23/05/ 22/05/ 22/05/ 24/05/ 22/05/ 24/05/ 22/05/ 24/05/ 24/05/ 23/05/ 23/05/ 28/05/ 23/05/ 28/05/ 23/05/ 28/05/ 28/05/ 24/05/ 24/05/ 29/05/ 24/05/ 29/05/ 24/05/ 29/05/ 29/05/ 25/05/ 26/05/ 27/05/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication 28/05/ 28/05/ 30/05/ 28/05/ 30/05/ 28/05/ 30/05/ 31/05/ 29/05/ 29/05/ 31/05/ 29/05/ 31/05/ 29/05/ 31/05/ 31/05/ 30/05/ 30/05/ 03/06/ 30/05/ 03/06/ 30/05/ 03/06/ 03/06/ 31/05/ 31/05/ 04/06/ 31/05/ 04/06/ 31/05/ 04/06/ 04/06/ June O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/06/ 02/06/ 03/06/ 03/06/ 05/06/ 03/06/ 05/06/ 03/06/ 05/06/ 05/06/ convention of T+0; therefore, no column for '1W - 12M' is shown for this currency. convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

23 24 25 26 Week 27 28 04/06/ 04/06/ 06/06/ 04/06/ 06/06/ 04/06/ 06/06/ 06/06/ 05/06/ 05/06/ 07/06/ 05/06/ 07/06/ 05/06/ 07/06/ 07/06/ 06/06/ 06/06/ 10/06/ 06/06/ 10/06/ 06/06/ 10/06/ 11/06/ 07/06/ 07/06/ 11/06/ 07/06/ 11/06/ 07/06/ 11/06/ 11/06/ 08/06/ 09/06/ 10/06/ 10/06/ 12/06/ 10/06/ 12/06/ 10/06/ 12/06/ 12/06/ 11/06/ 11/06/ 13/06/ 11/06/ 13/06/ 11/06/ 13/06/ 13/06/ 12/06/ 12/06/ 14/06/ 12/06/ 14/06/ 12/06/ 14/06/ 14/06/ 13/06/ 13/06/ 17/06/ 13/06/ 17/06/ 13/06/ 17/06/ 17/06/ 14/06/ 14/06/ 18/06/ 14/06/ 18/06/ 14/06/ 18/06/ 18/06/ 15/06/ 16/06/ 17/06/ 17/06/ 19/06/ 17/06/ 19/06/ 17/06/ 19/06/ 19/06/ 18/06/ 18/06/ 20/06/ 18/06/ 20/06/ 18/06/ 20/06/ 20/06/ 19/06/ 19/06/ 21/06/ 19/06/ 21/06/ 19/06/ 21/06/ 21/06/ 20/06/ 20/06/ 24/06/ 20/06/ 24/06/ 20/06/ 24/06/ 24/06/ 21/06/ 21/06/ 25/06/ 21/06/ 25/06/ 21/06/ 25/06/ 25/06/ 22/06/ 23/06/ 24/06/ 24/06/ 26/06/ 24/06/ 26/06/ 24/06/ 26/06/ 26/06/ 25/06/ 25/06/ 27/06/ 25/06/ 27/06/ 25/06/ 27/06/ 27/06/ 26/06/ 26/06/ 28/06/ 26/06/ 28/06/ 26/06/ 28/06/ 28/06/ 27/06/ 27/06/ 01/07/ 27/06/ 01/07/ 27/06/ 01/07/ 01/07/ 28/06/ 28/06/ 02/07/ 28/06/ 02/07/ 28/06/ 02/07/ 02/07/ 29/06/ 30/06/ July O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/07/ 01/07/ 03/07/ 01/07/ 03/07/ 01/07/ 03/07/ 03/07/ 02/07/ 02/07/ 04/07/ 02/07/ 04/07/ 02/07/ 04/07/ 04/07/ 03/07/ 03/07/ 05/07/ 03/07/ 05/07/ 03/07/ 05/07/ 05/07/ 04/07/ 04/07/ 08/07/ No Publication 08/07/ 04/07/ 08/07/ 08/07/ 05/07/ 05/07/ 09/07/ 05/07/ 09/07/ 05/07/ 09/07/ 09/07/ 06/07/ 07/07/ 08/07/ 08/07/ 10/07/ 08/07/ 10/07/ 08/07/ 10/07/ 10/07/ 09/07/ 09/07/ 11/07/ 09/07/ 11/07/ 09/07/ 11/07/ 11/07/ 10/07/ 10/07/ 12/07/ 10/07/ 12/07/ 10/07/ 12/07/ 12/07/ 11/07/ 11/07/ 15/07/ 11/07/ 15/07/ 11/07/ 16/07/ 15/07/ 12/07/ 12/07/ 16/07/ 12/07/ 16/07/ 12/07/ 16/07/ 16/07/ 13/07/ 14/07/ 15/07/ 15/07/ 17/07/ 15/07/ 17/07/ 15/07/ 17/07/ 17/07/ convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

29 30 31 Week 31 32 33 34 16/07/ 16/07/ 18/07/ 16/07/ 18/07/ 16/07/ 18/07/ 18/07/ 17/07/ 17/07/ 19/07/ 17/07/ 19/07/ 17/07/ 19/07/ 19/07/ 18/07/ 18/07/ 22/07/ 18/07/ 22/07/ 18/07/ 22/07/ 22/07/ 19/07/ 19/07/ 23/07/ 19/07/ 23/07/ 19/07/ 23/07/ 23/07/ 20/07/ 21/07/ 22/07/ 22/07/ 24/07/ 22/07/ 24/07/ 22/07/ 24/07/ 24/07/ 23/07/ 23/07/ 25/07/ 23/07/ 25/07/ 23/07/ 25/07/ 25/07/ 24/07/ 24/07/ 26/07/ 24/07/ 26/07/ 24/07/ 26/07/ 26/07/ 25/07/ 25/07/ 29/07/ 25/07/ 29/07/ 25/07/ 29/07/ 29/07/ 26/07/ 26/07/ 30/07/ 26/07/ 30/07/ 26/07/ 30/07/ 30/07/ 27/07/ 28/07/ 29/07/ 29/07/ 31/07/ 29/07/ 31/07/ 29/07/ 31/07/ 31/07/ 30/07/ 30/07/ 01/08/ 30/07/ 01/08/ 30/07/ 01/08/ 02/08/ 31/07/ 31/07/ 02/08/ 31/07/ 02/08/ 31/07/ 02/08/ 02/08/ August O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/08/ 01/08/ 05/08/ 01/08/ 05/08/ 01/08/ 05/08/ 03/08/ 02/08/ 02/08/ 06/08/ 02/08/ 06/08/ 02/08/ 06/08/ 06/08/ 03/08/ 04/08/ 05/08/ 05/08/ 07/08/ 05/08/ 07/08/ 05/08/ 07/08/ 07/08/ 06/08/ 06/08/ 08/08/ 06/08/ 08/08/ 06/08/ 08/08/ 08/08/ 07/08/ 07/08/ 09/08/ 07/08/ 09/08/ 07/08/ 09/08/ 09/08/ 08/08/ 08/08/ 12/08/ 08/08/ 12/08/ 08/08/ 13/08/ 12/08/ 09/08/ 09/08/ 13/08/ 09/08/ 13/08/ 09/08/ 13/08/ 13/08/ 10/08/ 11/08/ 12/08/ 12/08/ 14/08/ 12/08/ 14/08/ 12/08/ 14/08/ 14/08/ 13/08/ 13/08/ 15/08/ 13/08/ 15/08/ 13/08/ 15/08/ 15/08/ 14/08/ 14/08/ 16/08/ 14/08/ 16/08/ 14/08/ 16/08/ 16/08/ 15/08/ 15/08/ 19/08/ 15/08/ 19/08/ 15/08/ 19/08/ 19/08/ 16/08/ 16/08/ 20/08/ 16/08/ 20/08/ 16/08/ 20/08/ 20/08/ 17/08/ 18/08/ 19/08/ 19/08/ 21/08/ 19/08/ 21/08/ 19/08/ 21/08/ 21/08/ 20/08/ 20/08/ 22/08/ 20/08/ 22/08/ 20/08/ 22/08/ 22/08/ 21/08/ 21/08/ 23/08/ 21/08/ 23/08/ 21/08/ 23/08/ 23/08/ 22/08/ 22/08/ 27/08/ 22/08/ 27/08/ 22/08/ 27/08/ 27/08/ 23/08/ 23/08/ 28/08/ 23/08/ 28/08/ 23/08/ 28/08/ 28/08/ 24/08/ 25/08/ 26/08/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

35 Week 27/08/ 27/08/ 29/08/ 27/08/ 29/08/ 27/08/ 29/08/ 29/08/ 28/08/ 28/08/ 30/08/ 28/08/ 30/08/ 28/08/ 30/08/ 30/08/ 29/08/ 29/08/ 02/09/ 29/08/ 02/09/ 29/08/ 02/09/ 02/09/ 30/08/ 30/08/ 03/09/ 30/08/ 03/09/ 30/08/ 03/09/ 03/09/ 31/08/ September O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/09/ 02/09/ 02/09/ 04/09/ No Publication 04/09/ 02/09/ 04/09/ 04/09/ 03/09/ 03/09/ 05/09/ 03/09/ 05/09/ 03/09/ 05/09/ 05/09/ 36 04/09/ 04/09/ 06/09/ 04/09/ 06/09/ 04/09/ 06/09/ 06/09/ 05/09/ 05/09/ 09/09/ 05/09/ 09/09/ 05/09/ 09/09/ 09/09/ 06/09/ 06/09/ 10/09/ 06/09/ 10/09/ 06/09/ 10/09/ 10/09/ 07/09/ 08/09/ 09/09/ 09/09/ 11/09/ 09/09/ 11/09/ 09/09/ 11/09/ 11/09/ 10/09/ 10/09/ 12/09/ 10/09/ 12/09/ 10/09/ 12/09/ 12/09/ 37 11/09/ 11/09/ 13/09/ 11/09/ 13/09/ 11/09/ 13/09/ 13/09/ 12/09/ 12/09/ 16/09/ 12/09/ 16/09/ 12/09/ 17/09/ 16/09/ 13/09/ 13/09/ 17/09/ 13/09/ 17/09/ 13/09/ 17/09/ 17/09/ 14/09/ 15/09/ 16/09/ 16/09/ 18/09/ 16/09/ 18/09/ 16/09/ 18/09/ 18/09/ 17/09/ 17/09/ 19/09/ 17/09/ 19/09/ 17/09/ 19/09/ 19/09/ 38 18/09/ 18/09/ 20/09/ 18/09/ 20/09/ 18/09/ 20/09/ 20/09/ 19/09/ 19/09/ 23/09/ 19/09/ 23/09/ 19/09/ 24/09/ 23/09/ 20/09/ 20/09/ 24/09/ 20/09/ 24/09/ 20/09/ 24/09/ 24/09/ 21/09/ 22/09/ 23/09/ 23/09/ 25/09/ 23/09/ 25/09/ 23/09/ 25/09/ 25/09/ 24/09/ 24/09/ 26/09/ 24/09/ 26/09/ 24/09/ 26/09/ 26/09/ 39 25/09/ 25/09/ 27/09/ 25/09/ 27/09/ 25/09/ 27/09/ 27/09/ 26/09/ 26/09/ 30/09/ 26/09/ 30/09/ 26/09/ 30/09/ 30/09/ 27/09/ 27/09/ 01/10/ 27/09/ 01/10/ 27/09/ 01/10/ 01/10/ 28/09/ 29/09/ 40 30/09/ 30/09/ 02/10/ 30/09/ 02/10/ 30/09/ 02/10/ 02/10/ Week October O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/10/ 01/10/ 03/10/ 01/10/ 03/10/ 01/10/ 03/10/ 03/10/ convention of T+0; therefore, no column for '1W - 12M' is shown for this currency. convention of T+0; therefore, no column for '1W - 12M' is

40 41 42 43 44 Week 02/10/ 02/10/ 04/10/ 02/10/ 04/10/ 02/10/ 04/10/ 04/10/ 03/10/ 03/10/ 07/10/ 03/10/ 07/10/ 03/10/ 07/10/ 05/10/ 04/10/ 04/10/ 08/10/ 04/10/ 08/10/ 04/10/ 09/10/ 08/10/ 05/10/ 06/10/ 07/10/ 07/10/ 09/10/ 07/10/ 09/10/ 07/10/ 09/10/ 09/10/ 08/10/ 08/10/ 10/10/ 08/10/ 10/10/ 08/10/ 10/10/ 10/10/ 09/10/ 09/10/ 11/10/ 09/10/ 11/10/ 09/10/ 11/10/ 11/10/ 10/10/ 10/10/ 14/10/ 10/10/ 14/10/ 10/10/ 15/10/ 14/10/ 11/10/ 11/10/ 15/10/ 11/10/ 15/10/ 11/10/ 15/10/ 15/10/ 12/10/ 13/10/ 14/10/ 14/10/ 16/10/ No Publication 16/10/ 14/10/ 16/10/ 16/10/ 15/10/ 15/10/ 17/10/ 15/10/ 17/10/ 15/10/ 17/10/ 17/10/ 16/10/ 16/10/ 18/10/ 16/10/ 18/10/ 16/10/ 18/10/ 18/10/ 17/10/ 17/10/ 21/10/ 17/10/ 21/10/ 17/10/ 21/10/ 21/10/ 18/10/ 18/10/ 22/10/ 18/10/ 22/10/ 18/10/ 22/10/ 22/10/ 19/10/ 20/10/ 21/10/ 21/10/ 23/10/ 21/10/ 23/10/ 21/10/ 23/10/ 23/10/ 22/10/ 22/10/ 24/10/ 22/10/ 24/10/ 22/10/ 24/10/ 24/10/ 23/10/ 23/10/ 25/10/ 23/10/ 25/10/ 23/10/ 25/10/ 25/10/ 24/10/ 24/10/ 28/10/ 24/10/ 28/10/ 24/10/ 28/10/ 28/10/ 25/10/ 25/10/ 29/10/ 25/10/ 29/10/ 25/10/ 29/10/ 29/10/ 26/10/ 27/10/ 28/10/ 28/10/ 30/10/ 28/10/ 30/10/ 28/10/ 30/10/ 30/10/ 29/10/ 29/10/ 31/10/ 29/10/ 31/10/ 29/10/ 31/10/ 31/10/ 30/10/ 30/10/ 01/11/ 30/10/ 01/11/ 30/10/ 01/11/ 01/11/ 31/10/ 31/10/ 04/11/ 31/10/ 04/11/ 31/10/ 05/11/ 04/11/ November O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 44 01/11/ 01/11/ 05/11/ 01/11/ 05/11/ 01/11/ 05/11/ 05/11/ 02/11/ 03/11/ 04/11/ 04/11/ 06/11/ 04/11/ 06/11/ 04/11/ 06/11/ 06/11/ 05/11/ 05/11/ 07/11/ 05/11/ 07/11/ 05/11/ 07/11/ 07/11/ 45 06/11/ 06/11/ 08/11/ 06/11/ 08/11/ 06/11/ 08/11/ 08/11/ 07/11/ 07/11/ 11/11/ 07/11/ 11/11/ 07/11/ 11/11/ 11/11/ 08/11/ 08/11/ 12/11/ 08/11/ 12/11/ 08/11/ 12/11/ 12/11/ 09/11/ 10/11/ 11/11/ 11/11/ 13/11/ No Publication 13/11/ 11/11/ 13/11/ 13/11/ 12/11/ 12/11/ 14/11/ 12/11/ 14/11/ 12/11/ 14/11/ 14/11/ shown for this currency. convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

46 47 48 Week 49 50 51 13/11/ 13/11/ 15/11/ 13/11/ 15/11/ 13/11/ 15/11/ 15/11/ 14/11/ 14/11/ 18/11/ 14/11/ 18/11/ 14/11/ 18/11/ 18/11/ 15/11/ 15/11/ 19/11/ 15/11/ 19/11/ 15/11/ 19/11/ 19/11/ 16/11/ 17/11/ 18/11/ 18/11/ 20/11/ 18/11/ 20/11/ 18/11/ 20/11/ 20/11/ 19/11/ 19/11/ 21/11/ 19/11/ 21/11/ 19/11/ 21/11/ 21/11/ 20/11/ 20/11/ 22/11/ 20/11/ 22/11/ 20/11/ 22/11/ 22/11/ 21/11/ 21/11/ 25/11/ 21/11/ 25/11/ 21/11/ 25/11/ 25/11/ 22/11/ 22/11/ 26/11/ 22/11/ 26/11/ 22/11/ 26/11/ 26/11/ 23/11/ 24/11/ 25/11/ 25/11/ 27/11/ 25/11/ 27/11/ 25/11/ 27/11/ 27/11/ 26/11/ 26/11/ 28/11/ 26/11/ 28/11/ 26/11/ 28/11/ 28/11/ 27/11/ 27/11/ 29/11/ 27/11/ 29/11/ 27/11/ 29/11/ 29/11/ 28/11/ 28/11/ 02/12/ No Publication 02/12/ 28/11/ 02/12/ 02/12/ 29/11/ 29/11/ 03/12/ 29/11/ 03/12/ 29/11/ 03/12/ 03/12/ 30/11/ December O/N 1W - 12M O/N 1W - 12M All Maturities All Maturities All Maturities 01/12/ 02/12/ 02/12/ 04/12/ 02/12/ 04/12/ 02/12/ 04/12/ 04/12/ 03/12/ 03/12/ 05/12/ 03/12/ 05/12/ 03/12/ 05/12/ 05/12/ 04/12/ 04/12/ 06/12/ 04/12/ 06/12/ 04/12/ 06/12/ 06/12/ 05/12/ 05/12/ 09/12/ 05/12/ 09/12/ 05/12/ 09/12/ 09/12/ 06/12/ 06/12/ 10/12/ 06/12/ 10/12/ 06/12/ 10/12/ 10/12/ 07/12/ 08/12/ 09/12/ 09/12/ 11/12/ 09/12/ 11/12/ 09/12/ 11/12/ 11/12/ 10/12/ 10/12/ 12/12/ 10/12/ 12/12/ 10/12/ 12/12/ 12/12/ 11/12/ 11/12/ 13/12/ 11/12/ 13/12/ 11/12/ 13/12/ 13/12/ 12/12/ 12/12/ 16/12/ 12/12/ 16/12/ 12/12/ 16/12/ 16/12/ 13/12/ 13/12/ 17/12/ 13/12/ 17/12/ 13/12/ 17/12/ 17/12/ 14/12/ 15/12/ 16/12/ 16/12/ 18/12/ 16/12/ 18/12/ 16/12/ 18/12/ 18/12/ 17/12/ 17/12/ 19/12/ 17/12/ 19/12/ 17/12/ 19/12/ 19/12/ 18/12/ 18/12/ 20/12/ 18/12/ 20/12/ 18/12/ 20/12/ 20/12/ 19/12/ 19/12/ 23/12/ 19/12/ 23/12/ 19/12/ 24/12/ 23/12/ 20/12/ 20/12/ 24/12/ 20/12/ 24/12/ 20/12/ 24/12/ 24/12/ 21/12/ 22/12/ 23/12/ 23/12/ 27/12/ 23/12/ 27/12/ 23/12/ 27/12/ 27/12/ 24/12/ 24/12/ 30/12/ 24/12/ 30/12/ 24/12/ 30/12/ 30/12/ convention of T+0; therefore, no column for '1W - 12M' is shown for this currency.

52 1 25/12/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication 26/12/ No Publication No Publication No Publication No Publication No Publication No Publication No Publication 27/12/ 27/12/ 31/12/ 27/12/ 31/12/ 27/12/ 04/01/2020 31/12/ 28/12/ 29/12/ 30/12/ 30/12/ 02/01/2020 30/12/ 02/01/2020 30/12/ 04/01/2020 03/01/2020 31/12/ 31/12/ 03/01/2020 31/12/ 03/01/2020 31/12/ 05/01/2020 03/01/2020