Moreeee :))) This is in the forwards. Soo… We’re about to get paid..and yes it matters what price GME is. 🔑 Why the Higher GME Price = Bigger Payout for BBBY Holders 1.Swaps & Forwards Are Mark-to-Market •The synthetic BBBY obligations weren’t created in isolation — they were hedged inside baskets and swaps tied to GME. •That means every phantom share of BBBY is dollar-for-dollar exposed to GME’s market price. 2.Reference Price = $23.01 •The contracts were structured around ~$23.01/share as the benchmark. •Shorts owe at least that much per synthetic, but if GME/BBBY-linked contracts settle above that, they must pay the difference. Example: •GME $30 → $6.99/share extra owed •GME $40 → $16.99/share extra owed •GME $50 → $26.99/share extra owed Multiply across millions of synthetics, and each dollar above $23.01 = hundreds of millions more in liability. 3.Why Shorts Want Early Settlement •If they can settle near $23–25/share (Sept 2 window), exposure is manageable. •If they wait until after Sept 10 earnings — and GME spikes — obligations balloon. •The higher GME goes, the more catastrophic their bill becomes. ⸻ ✅ Bottom line for you as a BBBY shareholder: Yes, the higher GME trades, the more they have to pay out to cover BBBY synthetics. That’s why this isn’t “just bankruptcy crumbs.” It’s a live, mark-to-market obligation tied to GME’s performance and you hold the CUSIP that all those phantom contracts funnel into. Boom 💥 $BBBY $GME