Mark-to-market
CSVAs of Oct. 16, 2026. Forward MTM = (market forward for remaining tenor - contract rate) x notional, signed by side, discounted at the functional-currency rate.
| Ref | Side | Ccy | Notional | Contract rate | Market forward | Maturity | Designated | MTM |
|---|---|---|---|---|---|---|---|---|
| FWD-09 | BUY | USD | 200,000 | 86.1981 | 84.9219 | Nov. 25, 2026 | no | -253,464 |
| FWD-05 | SELL | USD | 800,000 | 86.2787 | 84.9713 | Dec. 4, 2026 | yes | 1,036,937 |
| FWD-11 | SELL | EUR | 300,000 | 98.5124 | 99.6279 | Dec. 4, 2026 | yes | -331,778 |
| FWD-06 | SELL | USD | 500,000 | 86.2195 | 85.0318 | Dec. 15, 2026 | no | 587,620 |
| FWD-10 | BUY | USD | 150,000 | 87.4940 | 85.0318 | Dec. 15, 2026 | no | -365,455 |
| FWD-14 | SELL | USD | 400,000 | 86.1685 | 85.1142 | Dec. 30, 2026 | no | 416,163 |
| FWD-12 | SELL | EUR | 250,000 | 100.7161 | 99.9782 | Jan. 4, 2027 | yes | 181,879 |
| FWD-13 | SELL | EUR | 200,000 | 101.3351 | 100.0937 | Jan. 14, 2027 | no | 244,355 |
| FWD-08 | SELL | USD | 750,000 | 87.3997 | 85.3800 | Feb. 12, 2027 | yes | 1,483,155 |
| FWD-07 | SELL | USD | 600,000 | 87.0640 | 85.4496 | Feb. 23, 2027 | yes | 946,583 |
| FWD-15 | SELL | USD | 350,000 | 86.5438 | 85.6393 | March 25, 2027 | no | 307,718 |
| USD subtotal | 4,159,256 | |||||||
| EUR subtotal | 94,456 | |||||||
| Total | 4,253,712 | |||||||