CMS Case Study

Static Gap - 12/31/2021

TOTAL

JAN-22

FEB-22

MAR-22

4-6 MONTHS

7-12 MONTHS 13-24 MONTHS 25-60 MONTHS OVER 60 MONTHS

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

LIABILITIES Non-Maturity Deposit DDA

210,647 340,429 5,211 42,986 73,768 36,611

0.00

-

-

- - - - - -

- - - -

- - - -

- - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- 210,647 - 124,233

-

NOW

0.34 216,196 0.65 5,211

0.44 0.65

0.16

Public NOW

-

-

-

Savings MMDA

0.05 0.33 0.27

- - -

- - -

- 42,986

0.05

- 73,768 - 36,611

0.33 0.27

- -

- -

- -

Public MMDA

TOTAL NON-MATURITY DEPOSIT

709,653 0.22 221,407 0.45

-

- 110,380 0.31

-

-

-

-

-

-

-

- 377,866 0.06

Time Deposit CD Jumbo CD

67,004 33,660

0.44 3,969 0.50 1,587

0.31 3,990 0.20 1,514

0.34 8,786 0.15 2,542

0.27 16,530 0.15 5,100

0.31 15,183 0.37 10,291

0.38 5,901 0.44 4,174

0.53 12,644 0.39 8,451

0.86 0.93

- -

- -

TOTAL TIME DEPOSIT

100,664 0.46 5,556 0.28 5,505 0.29 11,328 0.24 21,631 0.32 25,474 0.40 10,076 0.47 21,096 0.89 - -

Borrowing

Secured Retail

29,465 35,000

0.60 29,465

0.60

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

-

-

-

FHLB

0.44

-

-

- 35,000

0.44

TOTAL BORROWING

64,465 0.51 29,465 0.60

- 35,000 0.44

Other

Other Liability TOTAL OTHER

4,414

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

4,414 4,414

- -

4,414 0.00

Equity

Equity Tier 1

87,089 (1,427)

0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- 87,089 - (1,427) - 85,663

- - -

Unrealized G/L (L)

TOTAL EQUITY

85,663 0.00

TOTAL LIABILITIES

964,860 0.24 256,428 0.46 5,505 0.29 121,707 0.30 21,631 0.32 25,474 0.40 10,076 0.47 21,096 0.89 502,943 0.07

GAP (AND RATE SPREAD)

-

- (131,395)

2.54 9,451 2.97 (105,847)

3.19 18,788 3.18 45,749 3.03 102,986 2.84 238,695 2.04 (178,428)

1.63

CUMULATIVE GAP (SPREAD)

- - - - -

- (131,395)

2.54 (121,944)

2.57 (227,791)

2.67 (209,003)

2.76 (163,254)

2.83 (60,268)

2.85 178,427 2.70

0 2.40

RSA/RSL

-

-

0.49

-

2.72

-

0.13

-

1.87

-

2.80

-

11.22

-

12.31

-

0.65

CUMULATIVE RSA/RSL (SPREAD) GAP/TOTAL ASSETS CUM. GAP/TOTAL ASSETS

- - -

- - -

0.49

- -

0.53 0.01

-

0.41

- -

0.48 0.02

- -

0.62 0.05

- -

0.86 0.11

- - -

1.39 0.25 0.18

-

1.00

(0.14) (0.14)

- (0.11) - (0.24)

- (0.18)

- (0.13)

- (0.22)

- (0.17)

- (0.06)

-

0.00

Cloyd Bank & Trust - Page 32