SBSEF

Daily Activity Summary for SBSEF.

Date (yyyy-MM-dd):
Scroll Bar at the bottom to see all data columns >> Output will be displayed here.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	Trade Low	Closing Price	Tenor	Num of Trades	Total Notional Value	Ccy	PrcFrmt
2026-06-16	SC	ARGENTINE REPUBLIC_24M	ARGENTINE REPUBLIC_24M	380.0	380.0	380.0	380.0	P720D	1	5000000	USD	SprdBsisPts
2026-06-16	SC	ARGENTINE REPUBLIC_30M	ARGENTINE REPUBLIC_30M	405.0	405.0	405.0	405.0	P900D	4	20000000	USD	SprdBsisPts
2026-06-16	SC	FEDERATIVE REPUBLIC OF BRAZIL_60M	FEDERATIVE REPUBLIC OF BRAZIL_60M	122.0	122.0	122.0	122.0	P1800D	3	25000000	USD	SprdBsisPts
2026-06-16	SC	REPUBLIC OF COLOMBIA_60M	REPUBLIC OF COLOMBIA_60M	147.5	147.5	147.5	147.5	P1800D	3	15000000	USD	SprdBsisPts
2026-06-16	SC	REPUBLIC OF PERU_18M	REPUBLIC OF PERU_18M	26.0	26.0	26.0	26.0	P540D	2	50000000	USD	SprdBsisPts
2026-06-16	SC	UNITED MEXICAN STATES_60M	UNITED MEXICAN STATES_60M	80.5	81.0	80.5	81.0	P1800D	3	30000000	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETCAD_Q6G4JMOP018o01	SWAPBASKETCAD_Q6G4JMOP018o01	80.0	80.0	80.0	80.0	P31D	1	36384000	CAD	SprdBsisPts
2026-06-16	SE	SWAPBASKETCAD_Q6G4Jo15008o01	SWAPBASKETCAD_Q6G4Jo15008o01	40.0	40.0	40.0	40.0	P31D	1	69542648	CAD	SprdBsisPts
2026-06-16	SE	SWAPBASKETCAD_Q6G4oATn008o01	SWAPBASKETCAD_Q6G4oATn008o01	30.0	30.0	30.0	30.0	P215D	1	200305257.9	CAD	SprdBsisPts
2026-06-16	SE	SWAPBASKETCAD_Q6G4oSBn008o01	SWAPBASKETCAD_Q6G4oSBn008o01	0.0	0.0	0.0	0.0	P215D	1	199985884	CAD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G2syQA018o01	SWAPBASKETUSXXUSD_Q6G2syQA018o01	72.5	72.5	72.5	72.5	P282D	1	620193051.6	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G2tCuO008o01	SWAPBASKETUSXXUSD_Q6G2tCuO008o01	63.5	63.5	63.5	63.5	P368D	1	516921612	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G3ArJJ018o01	SWAPBASKETUSXXUSD_Q6G3ArJJ018o01	62.5	62.5	62.5	62.5	P369D	1	266093000	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G3mkM5008o01	SWAPBASKETUSXXUSD_Q6G3mkM5008o01	77.5	77.5	77.5	77.5	P92D	1	15463844	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G3oMns008o01	SWAPBASKETUSXXUSD_Q6G3oMns008o01	77.5	77.5	77.5	77.5	P94D	1	237624347.6	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G3tedi008o01	SWAPBASKETUSXXUSD_Q6G3tedi008o01	77.5	77.5	77.5	77.5	P32D	1	162275852.4	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G3ug4u008o01	SWAPBASKETUSXXUSD_Q6G3ug4u008o01	77.5	77.5	77.5	77.5	P368D	1	143386840.4	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G3yQME008o01	SWAPBASKETUSXXUSD_Q6G3yQME008o01	77.5	77.5	77.5	77.5	P369D	1	64117042.5	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G3zPMD008o01	SWAPBASKETUSXXUSD_Q6G3zPMD008o01	77.5	77.5	77.5	77.5	P93D	1	84223324.4	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G43QqY008o01	SWAPBASKETUSXXUSD_Q6G43QqY008o01	47.0	47.0	47.0	47.0	P276D	1	297885640	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G44W1s008o01	SWAPBASKETUSXXUSD_Q6G44W1s008o01	77.5	77.5	77.5	77.5	P93D	1	185907392	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4ACNm008o01	SWAPBASKETUSXXUSD_Q6G4ACNm008o01	77.5	77.5	77.5	77.5	P92D	1	51257320	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4aidj008o01	SWAPBASKETUSXXUSD_Q6G4aidj008o01	100.0	100.0	100.0	100.0	P30D	1	248424630	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4bcAw008o01	SWAPBASKETUSXXUSD_Q6G4bcAw008o01	86.5	86.5	86.5	86.5	P93D	1	490290650	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4bd3Q008o01	SWAPBASKETUSXXUSD_Q6G4bd3Q008o01	0.0	0.0	0.0	0.0	P366D	1	138215405	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4bKSP008o01	SWAPBASKETUSXXUSD_Q6G4bKSP008o01	90.0	90.0	90.0	90.0	P366D	1	168523732	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4bMQQ008o01	SWAPBASKETUSXXUSD_Q6G4bMQQ008o01	85.0	85.0	85.0	85.0	P93D	1	527288370	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4c7uM008o01	SWAPBASKETUSXXUSD_Q6G4c7uM008o01	65.0	65.0	65.0	65.0	P368D	1	248619723	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4cbUu008o01	SWAPBASKETUSXXUSD_Q6G4cbUu008o01	77.5	77.5	77.5	77.5	P93D	1	56967666	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4CI7A008o01	SWAPBASKETUSXXUSD_Q6G4CI7A008o01	85.0	85.0	85.0	85.0	P94D	1	587701230	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4cibX008o01	SWAPBASKETUSXXUSD_Q6G4cibX008o01	77.5	77.5	77.5	77.5	P368D	1	112346685	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4dogP008o01	SWAPBASKETUSXXUSD_Q6G4dogP008o01	92.5	92.5	92.5	92.5	P93D	1	147470100	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4ibG5008o01	SWAPBASKETUSXXUSD_Q6G4ibG5008o01	87.0	87.0	87.0	87.0	P459D	1	880411367	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4IkmE008o01	SWAPBASKETUSXXUSD_Q6G4IkmE008o01	77.5	77.5	77.5	77.5	P93D	1	231964038.8	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4IP8q008o01	SWAPBASKETUSXXUSD_Q6G4IP8q008o01	77.5	77.5	77.5	77.5	P93D	1	834748153.7	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4IXjD008o01	SWAPBASKETUSXXUSD_Q6G4IXjD008o01	77.5	77.5	77.5	77.5	P92D	1	340735259.1	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4kll3008o01	SWAPBASKETUSXXUSD_Q6G4kll3008o01	77.5	77.5	77.5	77.5	P93D	1	150252323.6	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4Ukzl008o01	SWAPBASKETUSXXUSD_Q6G4Ukzl008o01	65.0	65.0	65.0	65.0	P369D	1	329667477	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4V5Sh008o01	SWAPBASKETUSXXUSD_Q6G4V5Sh008o01	77.5	77.5	77.5	77.5	P92D	1	116511040	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4VRPr008o01	SWAPBASKETUSXXUSD_Q6G4VRPr008o01	71.0	71.0	71.0	71.0	P368D	1	722407420	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4Xazg008o01	SWAPBASKETUSXXUSD_Q6G4Xazg008o01	85.0	85.0	85.0	85.0	P93D	1	227287970	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4XGwh008o01	SWAPBASKETUSXXUSD_Q6G4XGwh008o01	0.0	0.0	0.0	0.0	P368D	1	251500880	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4Y3jT008o01	SWAPBASKETUSXXUSD_Q6G4Y3jT008o01	72.0	72.0	72.0	72.0	P462D	1	539016091.4	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4Y8hv008o01	SWAPBASKETUSXXUSD_Q6G4Y8hv008o01	77.5	77.5	77.5	77.5	P93D	1	54025579	USD	SprdBsisPts
2026-06-16	SE	SWAPBASKETUSXXUSD_Q6G4YzuH008o01	SWAPBASKETUSXXUSD_Q6G4YzuH008o01	77.5	77.5	77.5	77.5	P186D	1	101372580	USD	SprdBsisPts
2026-06-16	SE	US57636Q1040_MAZZZZUSD_369_2026-06-16	MASTERCARD INCORPO_MAZZZZUSD	105.0	105.0	105.0	105.0	P369D	1	172365	USD	SprdBsisPts
2026-06-16	SE	US92826C8394_ZZZVXUNUSD_369_2026-06-16	VISA INC_ZZZVXUNUSD	7.5	7.5	7.5	7.5	P369D	1	1000000	USD	SprdBsisPts
2026-06-16	SE	US92826C8394_ZZZVXUNUSD_92_2026-06-16	VISA INC_ZZZVXUNUSD	7.5	7.5	7.5	7.5	P92D	1	1000000	USD	SprdBsisPts

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