1 GSBS 2025-08-19-04:00 2025-08-19T18:30:00.001-04:00 COF F 5y QZ10ZD965TWM P60M USD SprdBsisPts 1 5000000 0 101 101 101 S 101 S VZ 5y QZ3M3H0XZJMT P60M USD SprdBsisPts 5 230000000 0 51 50 48 S 182 S BBY 5y QZ5H25VCWTMX P60M USD SprdBsisPts 7 365000000 0 50 40 40 S 50 S DELL 5y QZCSSNM57SNV P60M USD SprdBsisPts 2 150000000 0 30 44 30 S 44 S AVP QZHPTGS9HB20 P60M USD SprdBsisPts 1 2000000 0 0 0 0 S 0 S AVP QZHPTGS9HB20 P66M USD SprdBsisPts 1 2000000 0 25 25 25 S 25 S BAC 5y QZLSJX4Z5M0Z P60M USD SprdBsisPts 1 5000000 0 103 103 103 S 103 S NFLX 5y QZMT2K6SX41H P60M USD SprdBsisPts 1 75000000 0 41 41 41 S 41 S AZO 3y [GFI] QZQLDQTV23VQ P36M USD SprdBsisPts 1 5000000 0 30 30 30 S 30 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.