Daily Activity Summary for SBSEF.


Output will be displayed here.
Batch DateAsset ClassTradeable InstrumentDescriptionOpening PriceTrade HighTrade LowClosing PriceTenorNum of TradesTotal Notional ValueCcyPrcFrmt
2026-02-12SCARGENTINE REPUBLIC_24MARGENTINE REPUBLIC_24M393.0393.0393.0393.0P720D15000000USDSprdBsisPts
2026-02-12SCARGENTINE REPUBLIC_48MARGENTINE REPUBLIC_48M488.0488.0488.0488.0P1440D24000000USDSprdBsisPts
2026-02-12SCARGENTINE REPUBLIC_60MARGENTINE REPUBLIC_60M495.0510.0495.0510.0P1800D319000000USDSprdBsisPts
2026-02-12SCFEDERATIVE REPUBLIC OF BRAZIL_60MFEDERATIVE REPUBLIC OF BRAZIL_60M132.0132.0132.0132.0P1800D225000000USDSprdBsisPts
2026-02-12SCPETROLEO BRASILEIRO S/A PETROBRAS_120MPETROLEO BRASILEIRO S/A PETROBRAS_120M230.0230.0230.0230.0P3600D210000000USDSprdBsisPts
2026-02-12SCPETROLEO BRASILEIRO S/A PETROBRAS_60MPETROLEO BRASILEIRO S/A PETROBRAS_60M139.0139.0139.0139.0P1800D15000000USDSprdBsisPts
2026-02-12SCREPUBLIC OF COLOMBIA_60MREPUBLIC OF COLOMBIA_60M195.5198.0195.5197.5P1800D655000000USDSprdBsisPts
2026-02-12SCREPUBLIC OF PANAMA_60MREPUBLIC OF PANAMA_60M103.5105.0103.5105.0P1800D460000000USDSprdBsisPts
2026-02-12SCREPUBLIC OF PERU_60MREPUBLIC OF PERU_60M65.065.064.564.5P1800D28700000USDSprdBsisPts
2026-02-12SCUNITED MEXICAN STATES_60MUNITED MEXICAN STATES_60M86.088.086.088.0P1800D9125000000USDSprdBsisPts
2026-02-12SEDE000NCA0001_NCH2GYXXXEUR_18_2026-02-12THYSSENKRUPP NUCERA ORD_NCH2GYXXXEUR-1700.0-1700.0-1700.0-1700.0P18D120000EURSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C3jSmN018o01SWAPBASKETCAD_Q2C3jSmN018o0155.055.055.055.0P92D1118517400CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C4pj7k008o01SWAPBASKETCAD_Q2C4pj7k008o0165.065.065.065.0P368D1105935740CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C4qwKn008o01SWAPBASKETCAD_Q2C4qwKn008o0115.015.015.015.0P328D187985558.6CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C4rwjW008o01SWAPBASKETCAD_Q2C4rwjW008o0115.015.015.015.0P366D166653826CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C4V4BB008o01SWAPBASKETCAD_Q2C4V4BB008o0165.065.065.065.0P369D1109235709CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C4VRpz008o01SWAPBASKETCAD_Q2C4VRpz008o0117.517.517.517.5P91D1139495021CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C4XdE0008o01SWAPBASKETCAD_Q2C4XdE0008o0155.055.055.055.0P29D1129846256CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C50aDd008o01SWAPBASKETCAD_Q2C50aDd008o0155.055.055.055.0P94D1175035980CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C53GTq008o01SWAPBASKETCAD_Q2C53GTq008o010.00.00.00.0P182D1199692979.8CADSprdBsisPts
2026-02-12SESWAPBASKETCAD_Q2C53r3E008o01SWAPBASKETCAD_Q2C53r3E008o0142.542.542.542.5P182D1200455871CADSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C31TFr018o01SWAPBASKETUSXXUSD_Q2C31TFr018o0198.098.098.098.0P94D1263640163USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C31uxc008o01SWAPBASKETUSXXUSD_Q2C31uxc008o01-7.5-7.5-7.5-7.5P368D1566612913.8USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C327PT008o01SWAPBASKETUSXXUSD_Q2C327PT008o0152.552.552.552.5P368D1138396563USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C3vq4j018o01SWAPBASKETUSXXUSD_Q2C3vq4j018o0162.062.062.062.0P368D1586367120.7USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4GxaM008o01SWAPBASKETUSXXUSD_Q2C4GxaM008o0162.562.562.562.5P366D1225929240USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4H9oW008o01SWAPBASKETUSXXUSD_Q2C4H9oW008o01100.0100.0100.0100.0P153D1261196000USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4pSaY008o01SWAPBASKETUSXXUSD_Q2C4pSaY008o0135.035.035.035.0P90D130528750USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4qF0O008o01SWAPBASKETUSXXUSD_Q2C4qF0O008o0135.035.035.035.0P95D1186223147USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4qOzb008o01SWAPBASKETUSXXUSD_Q2C4qOzb008o0162.562.562.562.5P366D1273612250USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4vHKZ008o01SWAPBASKETUSXXUSD_Q2C4vHKZ008o0180.080.080.080.0P366D147224430USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4WJ6b008o01SWAPBASKETUSXXUSD_Q2C4WJ6b008o0135.035.035.035.0P366D1396721569.9USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4WplV008o01SWAPBASKETUSXXUSD_Q2C4WplV008o0135.035.035.035.0P92D177171195USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C4WUVJ008o01SWAPBASKETUSXXUSD_Q2C4WUVJ008o0135.035.035.035.0P368D1255521050USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C50Fw7008o01SWAPBASKETUSXXUSD_Q2C50Fw7008o0135.035.035.035.0P368D1290169220USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C528A5008o01SWAPBASKETUSXXUSD_Q2C528A5008o0157.057.057.057.0P368D1405489100USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C52jLr008o01SWAPBASKETUSXXUSD_Q2C52jLr008o0144.044.044.044.0P65D1667984062USDSprdBsisPts
2026-02-12SESWAPBASKETUSXXUSD_Q2C53ysO008o01SWAPBASKETUSXXUSD_Q2C53ysO008o0155.055.055.055.0P183D1297260800USDSprdBsisPts
2026-02-12SESWAPBASKETXXEUR_Q2C2Y8z1008o01SWAPBASKETXXEUR_Q2C2Y8z1008o0127.027.027.027.0P32D1118180423.1EURSprdBsisPts
2026-02-12SEUS4642867729_EWYZZZZUSD_91_2026-02-12ISHARES INC_EWYZZZZUSD30.030.030.030.0P91D11100000USDSprdBsisPts
2026-02-12SEUS4642874329_TLTZZZZUSD_90_2026-02-12ISHARES TRUST_TLTZZZZUSD22.522.522.522.5P90D11000000USDSprdBsisPts
2026-02-12SEUS4642874329_TLTZZZZUSD_91_2026-02-12ISHARES TRUST_TLTZZZZUSD22.522.522.522.5P91D1800000USDSprdBsisPts
2026-02-12SEUS5949181045_MSFTZZZZUSD_90_2026-02-12MICROSOFT CORP_MSFTZZZZUSD50.050.050.050.0P90D2620000USDSprdBsisPts
2026-02-12SEUS9219378356_BNDZZZZUSD_90_2026-02-12VANGUARD TOTAL BOND MARKET ETF_BNDZZZZUSD17.517.517.517.5P90D2750000USDSprdBsisPts
2026-02-12SEUS92826C8394_ZZZVXUNUSD_124_2026-02-12VISA INC_ZZZVXUNUSD15.015.015.015.0P124D1430000USDSprdBsisPts


Methodology


Security Based Equity Swaps:
Method used to determine nominal prices (mtdUsedToDtrmnNmnlPric)
Defined by the benchmark rate plus the agreed basis point spread.

Method used to determine settlement prices (mtdUsedToDtrmnSttlmPric)
Defined by the benchmark rate plus the agreed basis point spread.

Security Based Credit Swaps:
• ‘Opening price’ means the price of the first executed trade of the day
• ‘Trade High’ refers to the highest executed price of the day
• ‘Trade Low’ refers to the lowest executed price of the day
• ‘Closing price’ refers to the price of the last executed trade of the day