| Index Roll Date | Tranche Roll Date Offset | Tranche Roll Date |
CDX.NA.IG.39 | 20-Sep-2022 | +4 Bus. Days | 26-Sep-2022 |
CDX.NA.HY.39 | 27-Sep-2022 | +4 Bus. Days | 03-Oct-2022 |
iTraxx Europe S38 | 20-Sep-2022 | +4 Bus. Days | 26-Sep-2022 |
iTraxx Crossover S38 | 20-Sep-2022 | +4 Bus. Days | 26-Sep-2022 |