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

NOW - Cloyd Prime (50K-150K) NOW - Cloyd Prime (>150K) NOW - Kasasa Public NOW Public MMDA Business MMDA Savings - Secure Savings - Business Secure MMDA - Cloyd (<10K) MMDA - Cloyd (10K+) MMDA - Cloyd (20K+) MMDA - Cloyd (50K+) MMDA - Cloyd (100K+) MMDA - Business (<20K) MMDA - Business (20K+) MMDA - Business (50K+) MMDA - Business (100K+) MMDA - Business (250K+) CD 1-5 Months CD 6-11 Months CD 12-17 Months CD 18-23 Months CD 24-35 Months CD 36-47 Months CD 48-59 Months CD 60+ Months

0.26 32 (1 - 24) 0.58 16 (7 - 24) 0.42 16 (1 - 24) 0.42 16 (1 - 12) 0.42 -2 (1 - 12) 0.24

32 (1 - 1) 0.58

24 (1 - 1) 0.50

16 (1 - 1) 0.42

0.38 48 (1 - 24) 0.86 24 (7 - 24) 0.62 24 (1 - 24) 0.62 24 (1 - 12) 0.62 -3 (1 - 12) 0.35

48 (1 - 1) 0.86

36 (1 - 1) 0.74

24 (1 - 1) 0.62

1.47 200 (1 - 24) 3.47 100 (7 - 24) 2.47 100 (1 - 24) 2.47 100 (1 - 12) 2.47

-1 (1 - 1) 1.46 200 (1 - 1) 3.47 150 (1 - 1) 2.97 100 (1 - 1) 2.47

1.11 120 (1 - 24) 2.31 60 (7 - 24) 1.71 60 (1 - 24) 1.71 60 (1 - 12) 1.71 -30 (1 - 12) 0.81 120 (1 - 1) 2.31

90 (1 - 1) 2.01

60 (1 - 1) 1.71

0.18 280 (1 - 24) 2.98 140 (7 - 24) 1.58 140 (1 - 24) 1.58 140 (1 - 12) 1.58 -17 (1 - 12) 0.01 280 (1 - 1) 2.98 210 (1 - 1) 2.28 140 (1 - 1) 1.58 0.25 400 (1 - 24) 4.25 200 (7 - 24) 2.25 200 (1 - 24) 2.25 200 (1 - 12) 2.25 -24 (1 - 12) 0.01 400 (1 - 1) 4.25 300 (1 - 1) 3.25 200 (1 - 1) 2.25

0.05 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0 (0 - 0) 0.05 0 (0 - 0) 0.05

0.15 200 (1 - 24) 2.15 100 (7 - 24) 1.15 100 (1 - 24) 1.15 100 (1 - 12) 1.15

0 (0 - 0) 0.15 200 (1 - 1) 2.15 150 (1 - 1) 1.65 100 (1 - 1) 1.15

0.15 200 (1 - 24) 2.15 100 (7 - 24) 1.15 100 (1 - 24) 1.15 100 (1 - 12) 1.15

0 (0 - 0) 0.15 200 (1 - 1) 2.15 150 (1 - 1) 1.65 100 (1 - 1) 1.15

0.15 200 (1 - 24) 2.15 100 (7 - 24) 1.15 100 (1 - 24) 1.15 100 (1 - 12) 1.15

0 (0 - 0) 0.15 200 (1 - 1) 2.15 150 (1 - 1) 1.65 100 (1 - 1) 1.15

0.28 200 (1 - 24) 2.28 100 (7 - 24) 1.28 100 (1 - 24) 1.28 100 (1 - 12) 1.28 -13 (1 - 4) 0.15 200 (1 - 1) 2.28 150 (1 - 1) 1.78 100 (1 - 1) 1.28

0.00 200 (1 - 24) 2.00 100 (1 - 24) 1.00 100 (1 - 24) 1.00 100 (1 - 12) 1.00

25 (1 - 1) 0.25 200 (1 - 1) 2.00 150 (1 - 1) 1.50 100 (1 - 1) 1.00

0.23 200 (1 - 24) 2.23 100 (7 - 24) 1.23 100 (1 - 24) 1.23 100 (1 - 12) 1.23 -13 (1 - 4) 0.10 200 (1 - 1) 2.23 150 (1 - 1) 1.73 100 (1 - 1) 1.23

0.17 200 (1 - 24) 2.17 100 (7 - 24) 1.17 100 (1 - 24) 1.17 100 (1 - 12) 1.17

-7 (1 - 2) 0.10 200 (1 - 1) 2.17 150 (1 - 1) 1.67 100 (1 - 1) 1.17

0.26 200 (1 - 24) 2.26 100 (7 - 24) 1.26 100 (1 - 24) 1.26 100 (1 - 12) 1.26 -11 (1 - 3) 0.15 200 (1 - 1) 2.26 150 (1 - 1) 1.76 100 (1 - 1) 1.26

0.27 200 (1 - 24) 2.27 100 (7 - 24) 1.27 100 (1 - 24) 1.27 100 (1 - 12) 1.27

-8 (1 - 2) 0.19 200 (1 - 1) 2.27 150 (1 - 1) 1.77 100 (1 - 1) 1.27

0.45 200 (1 - 24) 2.45 100 (7 - 24) 1.45 100 (1 - 24) 1.45 100 (1 - 12) 1.45 -15 (1 - 4) 0.30 200 (1 - 1) 2.45 150 (1 - 1) 1.95 100 (1 - 1) 1.45

0.15 300 (1 - 24) 3.15 150 (7 - 24) 1.65 150 (1 - 24) 1.65 150 (1 - 12) 1.65

-5 (1 - 1) 0.10 300 (1 - 1) 3.15 225 (1 - 1) 2.40 150 (1 - 1) 1.65

0.30 300 (1 - 24) 3.30 150 (7 - 24) 1.80 150 (1 - 24) 1.80 150 (1 - 12) 1.80 -10 (1 - 2) 0.20 300 (1 - 1) 3.30 225 (1 - 1) 2.55 150 (1 - 1) 1.80

0.40 300 (1 - 24) 3.40 150 (7 - 24) 1.90 150 (1 - 24) 1.90 150 (1 - 12) 1.90 0.45 300 (1 - 24) 3.45 150 (7 - 24) 1.95 150 (1 - 24) 1.95 150 (1 - 12) 1.95 0.45 300 (1 - 24) 3.45 150 (7 - 24) 1.95 150 (1 - 24) 1.95 150 (1 - 12) 1.95 0.50 300 (1 - 24) 3.50 150 (7 - 24) 2.00 150 (1 - 24) 2.00 150 (1 - 12) 2.00 0.55 300 (1 - 24) 3.55 150 (7 - 24) 2.05 150 (1 - 24) 2.05 150 (1 - 12) 2.05 0.85 300 (1 - 24) 3.85 150 (7 - 24) 2.35 150 (1 - 24) 2.35 150 (1 - 12) 2.35

0 (0 - 0) 0.40 300 (1 - 1) 3.40 225 (1 - 1) 2.65 150 (1 - 1) 1.90 0 (0 - 0) 0.45 300 (1 - 1) 3.45 225 (1 - 1) 2.70 150 (1 - 1) 1.95 0 (0 - 0) 0.45 300 (1 - 1) 3.45 225 (1 - 1) 2.70 150 (1 - 1) 1.95 0 (0 - 0) 0.50 300 (1 - 1) 3.50 225 (1 - 1) 2.75 150 (1 - 1) 2.00 0 (0 - 0) 0.55 300 (1 - 1) 3.55 225 (1 - 1) 2.80 150 (1 - 1) 2.05 0 (0 - 0) 0.85 300 (1 - 1) 3.85 225 (1 - 1) 3.10 150 (1 - 1) 2.35

Cloyd Bank & Trust - Page 54