CMS Case Study

Loan Floor Report 3m Comparison - 12/31/2021

12/31/2021

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

INDEX RATE >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total

AT FLOOR 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total NO FLOOR TOTAL

3.25 0.12

276

1,609

2,403

12,370 13,622 30,281

19,218 2,024

1,191

268

94

138 3,716

11,342 64,557 1,100 1,521 12,443 66,078

1 Month LIBOR

--

--

--

421

--

421

--

--

--

--

--

--

--

Total

276

1,609

2,403

12,791 13,622 30,702

19,218 2,024

1,191

268

94

138 3,716

9/30/2021

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

INDEX RATE >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total

AT FLOOR 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total NO FLOOR TOTAL

3.25 0.09

330

1,587

2,842

14,032 12,170 30,962

16,445 2,716

918

252

44

132 4,062

13,314 64,783 1,100 1,526 14,415 66,309

1 Month LIBOR

--

--

--

426

--

426

--

--

--

--

--

--

--

Total

330

1,587

2,842

14,458 12,170 31,388

16,445 2,716

918

252

44

132 4,062

3M VARIANCE

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

RATE VAR. >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total AT FLOOR 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total NO FLOOR TOTAL

0

-54

22

-439

-1,662 1,452 -681

2,774

-692

274

16

50

6 -347

-1,972 -226

1 Month LIBOR

0.03

--

--

--

-5

--

-5

--

--

--

--

--

--

--

--

-5

Total

-54

22

-439

-1,667 1,452 -686

2,774

-692

274

16

50

6 -347

-1,972 -231

1. Non-Accrual loans are excluded from the report. 2. Adjustable loans have repricing frequencies greater than 6 months and reprice within 12 months of the model’s as-of-date. 3. Floating Loans have a repricing frequency 1, 3 or 6 months and reprice within 6 months of the model’s as-of-date.

Cloyd Bank & Trust - Page 63