DERIVATIVES · ISDA

ISDA Master Agreement

Meridian Corp. ↔ Sterling Capital Markets Bank USA · ISDA 2002 · CSA 2016 VM/IM

GROSS PAY

−$4.83M

GROSS RECEIVE

+$2.07M

NET MtM

−$2.75M

TRADE ID

PRODUCT

DIR.

NOTIONAL

MtM

STATUS

IR-2024-00441

IRS 5Y

PAY

$100M

—

PENDING

IR-2024-00442

IRS 5Y

RECEIVE

$75M

—

PENDING

IR-2024-00389

IRS 10Y

PAY

$50M

—

PENDING

CDS-2024-00102

CDS 5Y

RECEIVE

$25M

—

PENDING

FX-2024-00881

XCCY Swap

PAY

$80M

—

PENDING

FX-2024-00882

XCCY Swap

RECEIVE

$80M

—

PENDING

nodus:isda-nettingnodus:csa-marginnodus:close-outnodus:termination-notice