1 GSBS 2026-02-06-05:00 2026-02-06T18:30:00.004-05:00 WFC 5y QZ17PQ7RBBM4 P60M USD SprdBsisPts 1 10000000 0 47 47 47 S 47 S MSFT 5y QZ2FSXVTG1JL P58M USD SprdBsisPts 2 15000000 0 35 35 35 S 35 S MAR 5y QZ2JZ68FVZLD P60M USD SprdBsisPts 1 5000000 0 45 45 45 S 45 S NRUC 5y QZ2QZKPVZG9V P60M USD SprdBsisPts 2 13500000 0 18.5 18.5 18.5 S 18.5 S F 5y QZ3WK1G9F7GR P60M USD SprdBsisPts 1 4000000 0 140.5 140.5 140.5 S 140.5 S TGT 5y QZ5LL9SX91XR P60M USD SprdBsisPts 2 10000000 0 41 41 41 S 41 S BAX 4y 6m [GFI] QZ6VH2K21MTC P54M USD SprdBsisPts 1 5000000 0 69 69 69 S 69 S AZO 5y QZ7XSPL2WRM6 P60M USD SprdBsisPts 1 5000000 0 30 30 30 S 30 S C 5y QZ9W0BJL7LNG P60M USD SprdBsisPts 3 30000000 0 52.5 52.5 52.5 S 52.5 S MS 2y [GFI] QZBB769BZP3W P24M USD SprdBsisPts 2 50000000 0 30 30 30 S 30 S Amazon 5y QZCDNKQZV1MX P60M USD SprdBsisPts 1 5000000 0 41.5 41.5 41.5 S 41.5 S MCK 4y [GFI] QZKC8543NPZZ P48M USD SprdBsisPts 1 10000000 0 20 20 20 S 20 S DOW 5y QZKV3DKX8LXD P60M USD SprdBsisPts 1 5000000 0 91 91 91 S 91 S ALL 5y QZL265WVHZXH P60M USD SprdBsisPts 1 5000000 0 25.5 25.5 25.5 S 25.5 S GM Co 5y QZM5QN8CR588 P60M USD SprdBsisPts 4 20000000 0 94 94 94 S 94 S AMGN 2y 8m [GFI] QZPKP1JX0VC5 P32M USD SprdBsisPts 1 50000000 0 15 15 15 S 15 S MCD 5y QZQTHJMHQ123 P60M USD SprdBsisPts 3 30000000 0 22 22 22 S 22 S BSX 5y QZSNXJF6XW13 P60M USD SprdBsisPts 1 5000000 0 30 30 30 S 30 S EMN 5y QZZ3JP0D08T0 P60M USD SprdBsisPts 2 10000000 0 83 81 81 S 83 S BWA 5y QZZB6Q4NJK75 P60M USD SprdBsisPts 1 3000000 0 51 51 51 S 51 S Security-Based Credit Swaps: 'Opening Price' means the price of the first executed trade of the day 'Closing Price' refers to the price of the last executed trade of the day 'Lowest Price' refers to the lowest executed price of the day 'Highest Price' refers to the highest executed price of the day Security-Based Equity Swaps: Defined by the benchmark rate plus the agreed basis point spread. SBSEF does not calculate daily settlement prices.