OTC DERIVATIVES · ISDA 2002
Derivatives Lifecycle
PORTFOLIO MTM
−$60.8M
Net exposure
VM OUTSTANDING
$4.2M
DB call pending
TRADE COUNT
128
OTC notional $1.2T
CSA COVERAGE
97.4%
3 active agreements
TODAY'S TRADES · 17-MAR-2026 · SWIFT MT320/MT360
USD IRS 5Y
Sterling Capital Markets
Pay 4.285% / Rcv SOFR+12
Maturity Mar 2031
−$1.2M
UNCONFIRMED
EUR CCS 3Y
Continental Trust
Pay EUR 3.12% / Rcv USD SOFR
Maturity Mar 2029
+$870K
UNCONFIRMED
Pay 4.610% / Rcv SONIA+8
Maturity Mar 2036
+$2.1M
CONFIRMED
USD CDS 5Y
National Commerce Bank
Buy protection · 125bps p.a.
Maturity Mar 2031
−$320K
UNCONFIRMED
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