Swap Reset Intelligence
TOTALCorrelated break grouping & reset calendar awareness
3 active economic events8 breaks grouped5 resets upcoming
Economic Event Grouping
AAPL Total Return Swap — Q1 ResetQuarterly Reset
Root cause:Quarterly reset not reflected in PMS
96% confidence
3 breaks correlated
BRK-0091Qty MismatchQuantity delta +12,500 shares vs Goldman Sachs PB ledger
BRK-0094Mark DiffMark discrepancy $47,230 — reset date P&L not captured
BRK-0087CashCash settlement shortfall $18,900 — reset cash not posted
Suggested Action
Push accrual adjustment to Enfusion. Notify Goldman Sachs PB.
NVDA Equity Swap — Monthly Financing ResetFinancing Reset
Root cause:Financing rate mismatch on reset — bps delta at PB level
91% confidence
2 breaks correlated
BRK-0102Mark DiffRate-based mark discrepancy $23,640
BRK-0108CashFinancing cash not posted at reset — $9,750 delta
Suggested Action
Reconcile financing rate schedule with Morgan Stanley. Request reset confirmation.
9988.HK TRS — Semi-Annual ResetSemi-Annual Reset
Root cause:Semi-annual reset date alignment — PMS uses T+1, PB uses T+0
88% confidence
3 breaks correlated
BRK-0115Qty MismatchNotional qty delta 8,000 shares — reset not applied
BRK-0119CashHKD cash delta HK$62,400 — settlement date off by 1 day
BRK-0121Mark DiffFX-converted mark diff $4,820 — residual from T+1 offset
Suggested Action
Adjust PMS reset calendar to T+0 for this counterparty. Auto-resolve after alignment.
Reset Calendar
CounterpartyInstrumentDateStatus
Goldman SachsAAPL TRS2026-03-28Upcoming
Morgan StanleyNVDA Equity Swap2026-03-31Upcoming
UBSSPY Basket TRS2026-04-01Upcoming
Goldman Sachs9988.HK TRS2026-04-15Upcoming
JefferiesTSLA Equity Swap2026-03-20Processing
Pre-classified Breaks
BRK-0131MSFT TRSMark Diff
83%Barclays · $31,200
Quarterly reset window — classification pending confirmation
Likely Reset Event — Awaiting Confirmation
BRK-0134AMZN Equity SwapCash
78%Citigroup · $14,550
Financing reset window open. Rate schedule mismatch detected.
Likely Reset Event — Awaiting Confirmation