CMS Case Study

Summary of Rates - 9/30/2020

INDICES

CURR. RATES UP 400BP 24M YIELD CURVE TWIST UP 200BP 24M UP 200BP DOWN 100BP SHOCK UP 400BP SHOCK UP 300BP SHOCK UP 200BP 0.36 400 (1 - 24) 4.36 200 (7 - 24) 2.36 200 (1 - 24) 2.36 200 (1 - 12) 2.36 -10 (1 - 12) 0.25 400 (1 - 1) 4.36 300 (1 - 1) 3.36 200 (1 - 1) 2.36

Overnight FHLB 1 Month FHLB 3 Month FHLB 6 Month FHLB 1 Year FHLB 2 Year FHLB 3 Year FHLB 4 Year FHLB 5 Year FHLB 7 Year FHLB 10 Year FHLB FHLB 2Y NP 3M FHLB 3Y NP 3M FHLB 4Y NP 3M FHLB 5Y NP 3M FHLB 7Y NP 3M FHLB 10Y NP 3M Repo Fixed 2Y Repo Fixed 3Y Repo Fixed 4Y Repo Fixed 5Y Repo Fixed 7Y Repo Fixed 10Y Repo 2Y NP 3M Repo 3Y NP 3M Repo 4Y NP 3M Repo 5Y NP 3M Repo 7Y NP 3M Repo 10Y NP 3M NOW - Cloyd Plus NOW - Business Edge NOW - Cloyd Prime (<10K) NOW - Cloyd Prime (10K-50K) NOW - Cloyd Select

0.23 400 (1 - 24) 4.23 200 (7 - 24) 2.23 200 (1 - 24) 2.23 200 (1 - 12) 2.23 0.24 400 (1 - 24) 4.24 200 (7 - 24) 2.24 200 (1 - 24) 2.24 200 (1 - 12) 2.24 0.25 400 (1 - 24) 4.25 200 (7 - 24) 2.25 200 (1 - 24) 2.25 200 (1 - 12) 2.25

0 (0 - 0) 0.23 400 (1 - 1) 4.23 300 (1 - 1) 3.23 200 (1 - 1) 2.23 0 (0 - 0) 0.24 400 (1 - 1) 4.24 300 (1 - 1) 3.24 200 (1 - 1) 2.24 0 (0 - 0) 0.25 400 (1 - 1) 4.25 300 (1 - 1) 3.25 200 (1 - 1) 2.25

0.27 400 (1 - 24) 4.27 200 (7 - 24) 2.27 200 (1 - 24) 2.27 200 (1 - 12) 2.27 -2 (1 - 12) 0.25 400 (1 - 1) 4.27 300 (1 - 1) 3.27 200 (1 - 1) 2.27 0.37 400 (1 - 24) 4.37 200 (1 - 24) 2.37 200 (1 - 24) 2.37 200 (1 - 12) 2.37 -12 (1 - 12) 0.25 400 (1 - 1) 4.37 300 (1 - 1) 3.37 200 (1 - 1) 2.37 0.43 400 (1 - 24) 4.43 200 (1 - 24) 2.43 200 (1 - 24) 2.43 200 (1 - 12) 2.43 -18 (1 - 12) 0.25 400 (1 - 1) 4.43 300 (1 - 1) 3.43 200 (1 - 1) 2.43 0.56 400 (1 - 24) 4.56 200 (1 - 24) 2.56 200 (1 - 24) 2.56 200 (1 - 12) 2.56 -31 (1 - 12) 0.25 400 (1 - 1) 4.56 300 (1 - 1) 3.56 200 (1 - 1) 2.56 0.65 400 (1 - 24) 4.65 200 (1 - 24) 2.65 200 (1 - 24) 2.65 200 (1 - 12) 2.65 -40 (1 - 12) 0.25 400 (1 - 1) 4.65 300 (1 - 1) 3.65 200 (1 - 1) 2.65 0.96 400 (1 - 24) 4.96 200 (1 - 18) 2.96 200 (1 - 24) 2.96 200 (1 - 12) 2.96 -71 (1 - 12) 0.25 400 (1 - 1) 4.96 300 (1 - 1) 3.96 200 (1 - 1) 2.96 1.26 400 (1 - 24) 5.26 200 (1 - 18) 3.26 200 (1 - 24) 3.26 200 (1 - 12) 3.26 -100 (1 - 12) 0.26 400 (1 - 1) 5.26 300 (1 - 1) 4.26 200 (1 - 1) 3.26 0.46 400 (1 - 24) 4.46 200 (7 - 24) 2.46 200 (1 - 24) 2.46 200 (1 - 12) 2.46 -13 (1 - 12) 0.33 400 (1 - 1) 4.46 300 (1 - 1) 3.46 200 (1 - 1) 2.46 0.41 400 (1 - 24) 4.41 200 (7 - 24) 2.41 200 (1 - 24) 2.41 200 (1 - 12) 2.41 -13 (1 - 12) 0.28 400 (1 - 1) 4.41 300 (1 - 1) 3.41 200 (1 - 1) 2.41 0.36 400 (1 - 24) 4.36 200 (7 - 24) 2.36 200 (1 - 24) 2.36 200 (1 - 12) 2.36 -13 (1 - 12) 0.23 400 (1 - 1) 4.36 300 (1 - 1) 3.36 200 (1 - 1) 2.36 0.31 400 (1 - 24) 4.31 200 (7 - 24) 2.31 200 (1 - 24) 2.31 200 (1 - 12) 2.31 -13 (1 - 12) 0.18 400 (1 - 1) 4.31 300 (1 - 1) 3.31 200 (1 - 1) 2.31 0.21 400 (1 - 24) 4.21 200 (7 - 24) 2.21 200 (1 - 24) 2.21 200 (1 - 12) 2.21 -13 (1 - 12) 0.08 400 (1 - 1) 4.21 300 (1 - 1) 3.21 200 (1 - 1) 2.21 0.16 400 (1 - 24) 4.16 200 (7 - 24) 2.16 200 (1 - 24) 2.16 200 (1 - 12) 2.16 -13 (1 - 12) 0.03 400 (1 - 1) 4.16 300 (1 - 1) 3.16 200 (1 - 1) 2.16 0.44 400 (1 - 24) 4.44 200 (1 - 24) 2.44 200 (1 - 24) 2.44 200 (1 - 12) 2.44 -19 (1 - 12) 0.25 400 (1 - 1) 4.44 300 (1 - 1) 3.44 200 (1 - 1) 2.44 0.53 400 (1 - 24) 4.53 200 (1 - 24) 2.53 200 (1 - 24) 2.53 200 (1 - 12) 2.53 -28 (1 - 12) 0.25 400 (1 - 1) 4.53 300 (1 - 1) 3.53 200 (1 - 1) 2.53 0.64 400 (1 - 24) 4.64 200 (1 - 24) 2.64 200 (1 - 24) 2.64 200 (1 - 12) 2.64 -39 (1 - 12) 0.25 400 (1 - 1) 4.64 300 (1 - 1) 3.64 200 (1 - 1) 2.64 0.77 400 (1 - 24) 4.77 200 (1 - 24) 2.77 200 (1 - 24) 2.77 200 (1 - 12) 2.77 -52 (1 - 12) 0.25 400 (1 - 1) 4.77 300 (1 - 1) 3.77 200 (1 - 1) 2.77 1.06 400 (1 - 24) 5.06 200 (1 - 18) 3.06 200 (1 - 24) 3.06 200 (1 - 12) 3.06 -81 (1 - 12) 0.25 400 (1 - 1) 5.06 300 (1 - 1) 4.06 200 (1 - 1) 3.06 1.34 400 (1 - 24) 5.34 200 (1 - 18) 3.34 200 (1 - 24) 3.34 200 (1 - 12) 3.34 -100 (1 - 12) 0.34 400 (1 - 1) 5.34 300 (1 - 1) 4.34 200 (1 - 1) 3.34

0.51 400 (1 - 24) 4.51 200 (7 - 24) 2.51 200 (1 - 24) 2.51 200 (1 - 12) 2.51 0.46 400 (1 - 24) 4.46 200 (7 - 24) 2.46 200 (1 - 24) 2.46 200 (1 - 12) 2.46 0.36 400 (1 - 24) 4.36 200 (7 - 24) 2.36 200 (1 - 24) 2.36 200 (1 - 12) 2.36 0.31 400 (1 - 24) 4.31 200 (7 - 24) 2.31 200 (1 - 24) 2.31 200 (1 - 12) 2.31 0.26 400 (1 - 24) 4.26 200 (7 - 24) 2.26 200 (1 - 24) 2.26 200 (1 - 12) 2.26 0.16 400 (1 - 24) 4.16 200 (7 - 24) 2.16 200 (1 - 24) 2.16 200 (1 - 12) 2.16 0.05 100 (1 - 24) 1.05 50 (7 - 24) 0.55 50 (1 - 24) 0.55 50 (1 - 12) 0.55

0 (0 - 0) 0.51 400 (1 - 1) 4.51 300 (1 - 1) 3.51 200 (1 - 1) 2.51 0 (0 - 0) 0.46 400 (1 - 1) 4.46 300 (1 - 1) 3.46 200 (1 - 1) 2.46 0 (0 - 0) 0.36 400 (1 - 1) 4.36 300 (1 - 1) 3.36 200 (1 - 1) 2.36 0 (0 - 0) 0.31 400 (1 - 1) 4.31 300 (1 - 1) 3.31 200 (1 - 1) 2.31 0 (0 - 0) 0.26 400 (1 - 1) 4.26 300 (1 - 1) 3.26 200 (1 - 1) 2.26 0 (0 - 0) 0.16 400 (1 - 1) 4.16 300 (1 - 1) 3.16 200 (1 - 1) 2.16

0 (0 - 0) 0.05 100 (1 - 1) 1.05

75 (1 - 1) 0.80 75 (1 - 1) 1.15 75 (1 - 1) 1.01

50 (1 - 1) 0.55 50 (1 - 1) 0.90 50 (1 - 1) 0.76

0.40 100 (1 - 24) 1.40 50 (7 - 24) 0.90 50 (1 - 24) 0.90 50 (1 - 12) 0.90 -25 (1 - 12) 0.15 100 (1 - 1) 1.40

0.26 100 (1 - 24) 1.26 50 (7 - 24) 0.76 50 (1 - 24) 0.76 50 (1 - 12) 0.76

-6 (1 - 4) 0.20 100 (1 - 1) 1.26

0.16 20 (1 - 24) 0.36 10 (1 - 24) 0.26 10 (1 - 24) 0.26 10 (1 - 12) 0.26 -1 (1 - 12) 0.15

20 (1 - 1) 0.36

15 (1 - 1) 0.31

10 (1 - 1) 0.26

0.20 24 (1 - 24) 0.44 12 (7 - 24) 0.32 12 (1 - 24) 0.32 12 (1 - 12) 0.32 -2 (1 - 12) 0.18

24 (1 - 1) 0.44

18 (1 - 1) 0.38

12 (1 - 1) 0.32

Cloyd Bank & Trust - Page 53