1 GSBS 2026-04-10-04:00 2026-04-10T18:30:00.001-04:00 INTC 5y QZ081Z8RZVB0 P60M USD SprdBsisPts 1 5000000 0 71 71 71 S 71 S BAC 5y QZ187J1HKQPJ P60M USD SprdBsisPts 1 5000000 0 63 63 63 S 63 S LNC 5y QZ280C7HZ224 P60M USD SprdBsisPts 1 5000000 0 167 167 167 S 167 S JNJ QZ3C5JD50V5F P54M USD SprdBsisPts 1 5500000 0 17.2 17.2 17.2 S 17.2 S JNJ QZ3C5JD50V5F P60M USD SprdBsisPts 1 5000000 0 19 19 19 S 19 S F 5y QZ3WK1G9F7GR P60M USD SprdBsisPts 1 5000000 0 165 165 165 S 165 S MTG QZ4PPRVHFRTC P54M USD SprdBsisPts 1 22000000 0 72.25 72.25 72.25 S 72.25 S MTG QZ4PPRVHFRTC P60M USD SprdBsisPts 1 20000000 0 82 82 82 S 82 S CAG QZ6QFJQFPPBQ P60M USD SprdBsisPts 1 5000000 0 97 97 97 S 97 S C 5y QZ9W0BJL7LNG P60M USD SprdBsisPts 1 5000000 0 64 64 64 S 64 S AXP 5y QZK0027M8LJL P60M USD SprdBsisPts 3 20000000 0 44 44 44 S 44 S AMGN QZPKP1JX0VC5 P24M USD SprdBsisPts 4 145000000 0 14 14 14 S 14 S AMGN QZPKP1JX0VC5 P60M USD SprdBsisPts 4 64500000 0 31.5 31.5 31.5 S 31.5 S MET QZR32N1XSQHG P18M USD SprdBsisPts 1 97000000 0 36 36 36 S 36 S MET QZR32N1XSQHG P24M USD SprdBsisPts 1 15250000 0 42 42 42 S 42 S MET QZR32N1XSQHG P54M USD SprdBsisPts 1 37750000 0 79 79 79 S 79 S MET 5y QZR32N1XSQHG P60M USD SprdBsisPts 3 22000000 0 87 87 87 S 87 S LEN 5y QZRRLXTZJHTT P60M USD SprdBsisPts 1 5000000 0 95 95 95 S 95 S CPB QZSPCJCBTXR8 P60M USD SprdBsisPts 1 5000000 0 95 95 95 S 95 S DXC QZWQ4BXHWHDR P54M USD SprdBsisPts 4 27250000 0 178.5 178.5 178.5 S 178.5 S DXC QZWQ4BXHWHDR P60M USD SprdBsisPts 4 25000000 0 210 210 210 S 210 S HCA Inc QZZMPTV47XCD P54M USD SprdBsisPts 1 18750000 0 53.9 53.9 53.9 S 53.9 S HCA Inc QZZMPTV47XCD P60M USD SprdBsisPts 1 17000000 0 59 59 59 S 59 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.