ICE LIBOR Holiday Calendar 2018

1 DateDayHolidayEURUSDGBPCHFJPY01-Jan- 2018 MondayNew Year's DayOOOOO15-Jan- 2018 MondayMartin Luther King's Birthday (USD)PNo O/NPPP19-Feb- 2018 MondayPresident's Day (USD)PNo O/NPPP30-Mar- 2018 FridayGood FridayOOOOO02-Apr- 2018 MondayEaster MondayOOOOO01-May- 2018 TuesdayLabour Day ( EUR)No O/NPPPP07-May- 2018 MondayEarly May UK Bank HolidayOOOOO28-May- 2018 MondaySpring Bank HolidayOOOOO04-Jul- 2018 WednesdayIndependence Day (USD)PNo O/NPPP27-Aug- 2018 MondaySummer Bank HolidayOOOOO03-Sep- 2018 MondayLabour Day (USD)PNo O/NPPP08-Oct- 2018 MondayColumbus Day (USD)PNo O/NPPP12-Nov- 2018 MondayVeteran's Day (USD)PNo O/NPPP22-Nov- 2018 ThursdayThanksgiving Day (USD)PNo O/NPPP25-Dec- 2018 TuesdayChristmas DayOOOOO26-Dec- 2018 WednesdayBoxing DayOOOOONo Overnight maturity published (All other tenors published as normal)ICE LIBOR Holiday Calendar 2018 KeyOPNo O/NNo maturities publishedAll maturities publishedEach currency and maturity follows a particular value date convention, which are summarised below:CurrencyTenorValue Date ConventionO/NT + 01W - 12MT + 2O/NT + 01W - 12MT + 2 GBPAllT + 0 JPYAllT + 2 CHFAllT + 2 USDICE LIBOR Value Date Calendar 2018 This Fixing Calendar lists all fixing and corresponding value dates for ICE LIBOR over 2018 EUR- For maturities with a T+0 convention, the value date will fall on the same day as the trade date.

2 - 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. 2018 GBPJPYCHF01/01/2018No PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo Publication02/01/201802/01/201804/01/201 802/01/201804/01/201802/01/201804/01/201 804/01/201803/01/201803/01/201805/01/201 803/01/201805/01/201803/01/201805/01/201 805/01/201804/01/201804/01/201808/01/201 804/01/201808/01/201804/01/201809/01/201 808/01/201805/01/201805/01/201809/01/201 805/01/201809/01/201805/01/201809/01/201 809/01/201806/01/201807/01/201808/01/201 808/01/201810/01/201808/01/201810/01/201 808/01/201810/01/201810/01/201809/01/201 809/01/201811/01/201809/01/201811/01/201 809/01/201811/01/201811/01/201810/01/201 810/01/201812/01/201810/01/201812/01/201 810/01/201812/01/201812/01/201811/01/201 811/01/201815/01/201811/01/201816/01/201 811/01/201815/01/201815/01/201812/01/201 812/01/201816/01/201812/01/201816/01/201 812/01/201816/01/201816/01/201813/01/201 814/01/201815/01/201815/01/201817/01/201 8No Publication17/01/201815/01/201817/01/201 817/01/201816/01/201816/01/201818/01/201 816/01/201818/01/201816/01/201818/01/201 818/01/201817/01/201817/01/201819/01/201 817/01/201819/01/201817/01/201819/01/201 819/01/201818/01/201818/01/201822/01/201 818/01/201822/01/201818/01/201822/01/201 822/01/201819/01/201819/01/201823/01/201 819/01/201823/01/201819/01/201823/01/201 823/01/201820/01/201821/01/201822/01/201 822/01/201824/01/201822/01/201824/01/201 822/01/201824/01/201824/01/201823/01/201 823/01/201825/01/201823/01/201825/01/201 823/01/201825/01/201825/01/201824/01/201 824/01/201826/01/201824/01/201826/01/201 824/01/201826/01/201826/01/201825/01/201 825/01/201829/01/201825/01/201829/01/201 825/01/201829/01/201829/01/201826/01/201 826/01/201830/01/201826/01/201830/01/201 826/01/201830/01/201830/01/201827/01/201 828/01/201829/01/201829/01/201831/01/201 829/01/201831/01/201829/01/201831/01/201 831/01/201830/01/201830/01/201801/02/201 830/01/201801/02/201830/01/201801/02/201 801/02/201831/01/201831/01/201802/02/201 831/01/201802/02/201831/01/201802/02/201 802/02/20182018 GBPJPYCHF01/02/201801/02/201805/02/20180 1/02/201805/02/201801/02/201805/02/20180 5/02/201855 All MaturitiesO/N1W - 12MO/N1W - 12 MAll MaturitiesAll Maturities4 WEEKENDPLEASE NOTE: The Fixings Calendar has been assembled using all reasonable skill and care; however, ICE Benchmark Administration Ltd.

3 Does not accept any responsibility or liability for its DatesNOTE (1): All maturities for GBP have a value date convention of T+0; therefore, no column for '1W - 12M' is shown for this NumberFebruaryEURUSDNOTE (2): All maturities for JPY and CHF have value dates that are T+2 relative to the publication date (unless altered by a public Holiday ).WEEKEND2 WEEKEND3 WEEKEND1W - 12 MAll MaturitiesAll MaturitiesAll Maturities1 NOTE (1): All maturities for GBP have a value date convention of T+0; therefore, no column for '1W - 12M' is shown for this NOTE: The Fixings Calendar has been assembled using all reasonable skill and care; however, ICE Benchmark Administration Ltd. does not accept any responsibility or liability for its DatesWeek NumberJanuaryEURUSDO/N1W.

4 12MO/N02/02/201802/02/201806/02/201802/0 2/201806/02/201802/02/201806/02/201806/0 2/201803/02/201804/02/201805/02/201805/0 2/201807/02/201805/02/201807/02/201805/0 2/201807/02/201807/02/201806/02/201806/0 2/201808/02/201806/02/201808/02/201806/0 2/201808/02/201808/02/201807/02/201807/0 2/201809/02/201807/02/201809/02/201807/0 2/201809/02/201809/02/201808/02/201808/0 2/201812/02/201808/02/201812/02/201808/0 2/201813/02/201812/02/201809/02/201809/0 2/201813/02/201809/02/201813/02/201809/0 2/201813/02/201813/02/201810/02/201811/0 2/201812/02/201812/02/201814/02/201812/0 2/201814/02/201812/02/201814/02/201814/0 2/201813/02/201813/02/201815/02/201813/0 2/201815/02/201813/02/201815/02/201815/0 2/201814/02/201814/02/201816/02/201814/0 2/201816/02/201814/02/201816/02/201816/0 2/201815/02/201815/02/201819/02/201815/0 2/201820/02/201815/02/201819/02/201819/0 2/201816/02/201816/02/201820/02/201816/0 2/201820/02/201816/02/201820/02/201820/0 2/201817/02/201818/02/201819/02/201819/0 2/201821/02/2018No Publication21/02/201819/02/201821/02/201 821/02/201820/02/201820/02/201822/02/201 820/02/201822/02/201820/02/201822/02/201 822/02/201821/02/201821/02/201823/02/201 821/02/201823/02/201821/02/201823/02/201 823/02/201822/02/201822/02/201826/02/201 822/02/201826/02/201822/02/201826/02/201 826/02/201823/02/201823/02/201827/02/201 823/02/201827/02/201823/02/201827/02/201 827/02/201824/02/201825/02/201826/02/201 826/02/201828/02/201826/02/201828/02/201 826/02/201828/02/201828/02/201827/02/201 827/02/201801/03/201827/02/201801/03/201 827/02/201801/03/201801/03/201828/02/201 828/02/201802/03/201828/02/201802/03/201 828/02/201802/03/201802/03/20182018 GBPJPYCHF01/03/201801/03/201805/03/20180 1/03/201805/03/201801/03/201805/03/20180 5/03/201802/03/201802/03/201806/03/20180 2/03/201806/03/201802/03/201806/03/20180 6/03/201803/03/201804/03/201805/03/20180 5/03/201807/03/201805/03/201807/03/20180 5/03/201807/03/201807/03/201806/03/20180 6/03/201808/03/201806/03/201808/03/20180 6/03/201808/03/201808/03/201807/03/20180 7/03/201809/03/201807/03/201809/03/20180 7/03/201809/03/201809/03/201808/03/20180 8/03/201812/03/201808/03/201812/03/20180 8/03/201812/03/201812/03/201809/03/20180 9/03/201813/03/201809/03/201813/03/20180 9/03/201813/03/201813/03/201810/03/20181 1/03/201812/03/201812/03/201814/03/20181 2/03/201814/03/201812/03/201814/03/20181 4/03/201813/03/201813/03/201815/03/20181 3/03/201815/03/201813/03/201815/03/20181 5/03/201810 WEEKEND118 WEEKEND99 WEEKEND67 WEEKEND5 WEEKENDAll MaturitiesAll MaturitiesAll MaturitiesPLEASE NOTE: The Fixings Calendar has been assembled using all reasonable skill and care; however, ICE Benchmark Administration Ltd.

5 Does not accept any responsibility or liability for its (2): All maturities for JPY and CHF have value dates that are T+2 relative to the publication date (unless altered by a public Holiday ).Value DatesNOTE (1): All maturities for GBP have a value date convention of T+0; therefore, no column for '1W - 12M' is shown for this NumberMarchEURUSDO/N1W - 12MO/N1W - 12 MNOTE (2): All maturities for JPY and CHF have value dates that are T+2 relative to the publication date (unless altered by a public Holiday ).NOTE (1): All maturities for GBP have a value date convention of T+0; therefore, no column for '1W - 12M' is shown for this PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo Publication31/03/20182018 GBPJPYCHF01/04/201802/04/2018No PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo

6 Publication03/04/201803/04/201805/04/201 803/04/201805/04/201803/04/201805/04/201 805/04/201804/04/201804/04/201806/04/201 804/04/201806/04/201804/04/201806/04/201 806/04/201805/04/201805/04/201809/04/201 805/04/201809/04/201805/04/201809/04/201 809/04/201806/04/201806/04/201810/04/201 806/04/201810/04/201806/04/201810/04/201 810/04/201807/04/201808/04/201809/04/201 809/04/201811/04/201809/04/201811/04/201 809/04/201811/04/201811/04/201810/04/201 810/04/201812/04/201810/04/201812/04/201 810/04/201812/04/201812/04/201811/04/201 811/04/201813/04/201811/04/201813/04/201 811/04/201813/04/201813/04/201812/04/201 812/04/201816/04/201812/04/201816/04/201 812/04/201816/04/201816/04/201813/04/201 813/04/201817/04/201813/04/201817/04/201 813/04/201817/04/201817/04/201814/04/201 815/04/201816/04/201816/04/201818/04/201 816/04/201818/04/201816/04/201818/04/201 818/04/201817/04/201817/04/201819/04/201 817/04/201819/04/201817/04/201819/04/201 819/04/201818/04/201818/04/201820/04/201 818/04/201820/04/201818/04/201820/04/201 820/04/201819/04/201819/04/201823/04/201 819/04/201823/04/201819/04/201823/04/201 823/04/201820/04/201820/04/201824/04/201 820/04/201824/04/201820/04/201824/04/201 824/04/201821/04/201822/04/201816 WEEKENDWEEKENDWEEKEND14 WEEKEND15 WEEKEND11 WEEKEND12 Week NumberWEEKEND13 NOTE (2): All maturities for JPY and CHF have value dates that are T+2 relative to the publication date (unless altered by a public Holiday ).

7 1W - 12 MAll MaturitiesAll MaturitiesAll MaturitiesPLEASE NOTE: The Fixings Calendar has been assembled using all reasonable skill and care; however, ICE Benchmark Administration Ltd. does not accept any responsibility or liability for its DatesNOTE (1): All maturities for GBP have a value date convention of T+0; therefore, no column for '1W - 12M' is shown for this - 12MO/N23/04/201823/04/201825/04/201823/0 4/201825/04/201823/04/201825/04/201825/0 4/201824/04/201824/04/201826/04/201824/0 4/201826/04/201824/04/201826/04/201826/0 4/201825/04/201825/04/201827/04/201825/0 4/201827/04/201825/04/201827/04/201827/0 4/201826/04/201826/04/201830/04/201826/0 4/201830/04/201826/04/201801/05/201830/0 4/201827/04/201827/04/201802/05/201827/0 4/201801/05/201827/04/201801/05/201802/0 5/201828/04/201829/04/20181830/04/201830 /04/201802/05/201830/04/201802/05/201830 /04/201802/05/201802/05/20182018 GBPJPYCHF01/05/2018No

8 Publication03/05/201801/05/201803/05/201 801/05/201808/05/201803/05/201802/05/201 802/05/201804/05/201802/05/201804/05/201 802/05/201808/05/201804/05/201803/05/201 803/05/201808/05/201803/05/201808/05/201 803/05/201808/05/201808/05/201804/05/201 804/05/201809/05/201804/05/201809/05/201 804/05/201809/05/201809/05/201805/05/201 806/05/201807/05/2018No PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo PublicationNo Publication08/05/201808/05/201810/05/201 808/05/201810/05/201808/05/201810/05/201 811/05/201809/05/201809/05/201811/05/201 809/05/201811/05/201809/05/201811/05/201 811/05/201810/05/201810/05/201814/05/201 810/05/201814/05/201