CMS Case Study

Loan Floor Report 12m 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

12/31/2020

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

511

2,609

18,192

16,992 14,890 53,195

5,726 1,955

553

293

35

114 2,950

14,987 76,857

1 Month LIBOR

--

--

--

440

--

440

--

--

--

--

--

--

--

668 1,108

Total

511

2,609

18,192

17,433 14,890 53,635

5,726 1,955

553

293

35

114 2,950

15,655 77,966

12M 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 0

-235

-1,000

-15,789

-4,622 -1,268 -22,914

13,492

69

638

-25

59

24 766

-3,645 -12,300

1 Month LIBOR

--

--

--

-20

--

-20

--

--

--

--

--

--

--

432

413

Total

-235

-1,000

-15,789

-4,642 -1,268 -22,934

13,492

69

638

-25

59

24 766

-3,212 -11,888

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 64