Markets are conversations

Someone’s already thinking about your next trade

80% of OTC conversations end without a trade — but the intent doesn’t evaporate. Sense Street captures every interaction and puts it to work: analytics that show who’s ready at what price, driving the workflows that win the next one.

Get in touchView our edge
NewIntroducing Brij — open-source routing for conversation data

Purpose-built for capital markets

Powering workflows that demand exacting precision.

We verify outputs with human reviewers, tune models continuously so performance doesn’t drift, and build every layer with enterprise-grade security as a baseline — not an afterthought. Beyond POCs, flashy pilots, and trivial GPT wrappers: real, production-grade AI.

InstrumentSize / notionalPrice / levelDirection / status
Solutions / 01 · Booking & STP

Automate the boring stuff.

Whether a counterparty is requesting a price, confirming a trade or placing an order extract the full economics instantly with a single click and hand your internal systems an error free structure in seconds. No more rekeying.

Repo — dealer chat

RACHEL KOWALSKI · 09:15

croissant please, merci

MARCUS BELL · 09:18

term repo bid around -65 to -70 for 1m

JAMES RILEY · 09:20

UST 5Y at 4.35 +1bp, modest move

CHRIS TANAKA · 09:22

IBM been trading tight in repo lately

EMMA LARSON · 09:25

back with pastries, enjoy all

GREG LAWSON · 09:28

legend emma, thanks a lot

NICK PETROVA · 09:30

MARKETS: IG new issue supply heavy, UST 5Y 4.35 +1bp

DAVID PARK · 09:45

term repo still bid, 1m rolling around -65/-70

SASHA EPELBAUM · 09:53

good morning, your offer s/1mo pls:
IBM 1.7 05/15/27 US459200KH39 100MM roll

HAROON HASSAN · 09:59

checking, mom pls.

HAROON HASSAN · 10:04

IBM 100MM roll: -70 hc 5.0

SASHA EPELBAUM · 10:21

yes done thank you.
Trade ticket — repo
COLLATERALUS459200KH39 IBM 1.7 2027
AMOUNT100M
REPO RATE−70
CURRENCYUSD
HAIRCUT5%
OPERATIONROLL
DIRECTIONREPO – DEALER LENDS
TERM START03/02/2025
TERM END03/03/2025
BOOKED · STP
OMS 128129tickets today
Solutions / 02 · Blotter & CRM

A blotter that writes itself.

Every interaction is extracted from chat as it happens — don't just extract why negotiations fail understand why they missed (wrong price, not axed, no response). Slice by client, instrument, outcome and aggressor - always resolving back to the source message.

Sales blotter · by counterpartyLIVE
TIDEWELL63 INTERACTIONS · 18 RFQS · €240M · LAST 13:52
TimeInstrumentSideSizePriceStatus
13:52OBL 2.5 04/30BUY20MM99.84TRADED

TIDEWELL · 13:52 · CHATSOURCE · CHAT · 13:52

ok done — we take 20mm OBL 2.5 04/30 at 99.84
11:20BUND 2.5 08/35SELL25MM—QUOTED
09:05OAT 3.1 05/33BUY10MM—PASSED
OSTERMERE AM47 INTERACTIONS · 12 RFQS · €180M · LAST 13:05
TimeInstrumentSideSizePriceStatus
09:14KFW 2.875 07/31BUY25MM—PASSED

OSTERMERE AM · 09:14 · CHATSOURCE · CHAT · 09:14

we'd pay 99.61 — best offer 99.58. leave it there
10:02EIB 3.0 10/32SELL10MM—QUOTED
11:47DBR 2.6 08/34BUY15MM—PASSED
ALDGATE LIFE41 INTERACTIONS · 9 RFQS · €155M · LAST 12:30
TimeInstrumentSideSizePriceStatus
12:30EIB 3.0 10/32SELL10MM—PASSED

ALDGATE LIFE · 12:30 · CHATSOURCE · CHAT · 12:30

offered at 100.12 — they're 100.08 bid, too tight. we pass
11:31KFW 2.875 07/31BUY20MM—QUOTED
10:15OBL 2.5 04/30SELL5MM—EXPIRED
WHITMOOR CP36 INTERACTIONS · 11 RFQS · €120M · LAST 12:58
TimeInstrumentSideSizePriceStatus
12:58DBR 2.6 08/34BUY15MM—EXPIRED

WHITMOOR CP · 12:58 · CHATSOURCE · CHAT · 12:58

still 2bp apart on 15mm DBR 2.6 08/34 — revisit tomorrow
12:02BUND 2.5 08/35SELL10MM—QUOTED
09:48EIB 3.0 10/32BUY5MM—PASSED
NORTHLOCH RE28 INTERACTIONS · 6 RFQS · €95M · LAST 11:39
DANFORTH PT22 INTERACTIONS · 5 RFQS · €70M · LAST 10:41
FENNMARSH19 INTERACTIONS · 7 RFQS · €60M · LAST 13:44
HALVERN14 INTERACTIONS · 3 RFQS · €35M · LAST 12:12
Solutions / 03 · Quote streaming

Broker chats rendered as an L3 order book.

Every level quoted across all your chat platforms are streamed in real-time as an attributed, time-stamped quote to give you deep stacks of liquidity. An L3 order book assembled from conversation, ready to improve price discovery, analytics and execution.

Products · broker chat
aug bar 441.50 / 442.00, 20kt
oct sjs minus 25 / minus 10 in 100
oct rbo 189.75 bid for 25
offer q1 bar at 430.00, 15kt
aug bar 441.50 / 442.00, 20kt
oct sjs minus 25 / minus 10 in 100
oct rbo 189.75 bid for 25
offer q1 bar at 430.00, 15kt
aug bar 441.50 / 442.00, 20kt
oct sjs minus 25 / minus 10 in 100
oct rbo 189.75 bid for 25
offer q1 bar at 430.00, 15kt
aug bar 441.50 / 442.00, 20kt
oct sjs minus 25 / minus 10 in 100
oct rbo 189.75 bid for 25
offer q1 bar at 430.00, 15kt
Product swaps gridLAST
14:32:0714:32:1114:32:1414:32:1814:32:21
LIVE
TenorBAR · $/MTSJS · $/BBLRBO · ¢/GAL
BIDASKBIDASKBIDASK
AUG26442.00441.50442.50442.00−0.62−0.46209.30209.80
SEP26439.50440.00−0.48−0.32206.50207.00
OCT26437.25437.75−0.30−0.25−0.14−0.10189.50189.75190.05
NOV26435.00435.75−0.160.00186.20186.80
Q4 26434.25435.00−0.12+0.04186.55187.15
Q1 27429.50430.75430.00+0.10+0.30183.40184.10
CAL 27421.50423.00−0.18+0.06191.10191.90
Solutions / 04 · Valuation & IPV

Automatically collect evidence to validate marks.

Quotes and prints extracted from conversations become time-stamped, observable pricing evidence — sharpening marks and price verification. No more bothering the desk for screenshots!

Explore the evidence
Rates — conversations today

07:58 · DESK

gm all, ecb speakers at 10

08:12 · DESK

bund open -12 ticks

08:31 · DESK

morning — quiet open, futures flat

08:47 · DESK

2y prints 2.104 mid on screen

09:02 · DESK

receivers in 5y again this morning

09:30 · MARKETS

EUR curve steady, 10y around 2.87

09:58 · DESK

swaption vols softer, gamma offered

10:15 · DESK

5y done 2.416 in 20k earlier

09:12 · CPTY A

we'd receive 10y at 2.869, 25k dv01

10:47 · CPTY B

payer of 10y eur at 2.874 earlier

11:38 · CPTY A

offer 10y at 2.902, small

12:31 · CPTY C

last done 10y at 2.881 in 40k

13:44 · DESK

curve unchanged into the close

14:21 · DESK

10y settles 2.872 on screen
IPV · 10Y EUR IRSLIVE
2.90 2.88 2.86 09:00 12:00 15:00
EVIDENCED 2.878 · BOOK 2.869 · 14 OBS · LAST 6H
InstrumentIPVBookΔ BP
2Y EUR IRS2.1042.101+0.3
5Y EUR IRS2.4162.414+0.2
10Y EUR IRS2.8782.869+0.9
30Y EUR IRS3.0123.010+0.2

< 1s

latency — fast enough for interactive, in-the-moment workflows.

95%+

accuracy in live environments — cleaner data, faster extraction, real productivity gains.

12

weeks to state-of-the-art performance across any asset class or language.

Sense Street’s edge

Production-grade AI, not a flashy pilot

Building AI that delivers real value is hard. We’ve got the people, the expertise, and the enterprise-grade architecture to deliver it.

Get in touch

Let’s find your next trade

Wherever your desks talk, in any language or format — we’ll turn the conversation into data.

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