CMS Case Study

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Static Gap - 12/31/2020

TOTAL

JAN-21

FEB-21

MAR-21

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

163,236 228,432 3,819 25,052 43,292 31,594

0.00

-

-

- - - - - -

- - - -

- - - -

- - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- 163,236 - 65,948

-

NOW

0.45 162,484 0.66 3,819

0.54 0.66

0.22

Public NOW

-

-

-

Savings MMDA

0.05 0.40 0.18

- - -

- - -

- 25,052

0.05

- 43,292 - 31,594

0.40 0.18

- -

- -

- -

Public MMDA

TOTAL NON-MATURITY DEPOSIT

495,426 0.26 166,303 0.55

-

- 74,887 0.31

-

-

-

-

-

-

-

- 254,237 0.06

Time Deposit CD Jumbo CD

72,294 39,360

0.72 6,098 0.81 1,680

1.55 4,688 0.67 3,832

0.85 9,974 1.30 5,295

0.49 16,855 0.31 8,299

0.41 14,724 0.86 9,067

0.70 9,946 0.82 4,771

0.69 10,010 0.74 6,417

0.96 0.96

- -

- -

TOTAL TIME DEPOSIT

111,654 0.75 7,778 1.36 8,519 1.05 15,268 0.43 25,154 0.56 23,791 0.74 14,716 0.70 16,427 0.96 - -

Borrowing

Secured Retail

21,996 20,000

0.50 21,996

0.50

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

-

-

-

FHLB

0.76

-

-

- 20,000

0.76

TOTAL BORROWING

41,996 0.62 21,996 0.50

- 20,000 0.76

Other

Other Liability TOTAL OTHER

4,347

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

4,347 4,347

- -

4,347 0.00

Equity

Equity Tier 1

62,912 3,534

0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- 62,912

- - -

Unrealized G/L (L)

-

3,534

TOTAL EQUITY

66,446 0.00

- 66,446

TOTAL LIABILITIES

719,869 0.33 196,076 0.57 8,519 1.05 90,155 0.33 25,154 0.56 23,791 0.74 14,716 0.70 16,427 0.96 345,030 0.09

GAP (AND RATE SPREAD)

-

- 13,433 1.47 13,999 2.63 (74,699)

2.97 19,743 2.70 39,594 3.08 69,625 3.20 140,988 3.06 (222,683)

1.59

CUMULATIVE GAP (SPREAD)

- - - - -

- 13,433 1.47 27,432 1.61 (47,267)

1.76 (27,524)

1.91 12,070 2.14 81,696 2.37 222,683 2.64

0 2.61

RSA/RSL

-

-

1.07

-

2.64

-

0.17

-

1.78

-

2.66

-

5.73

-

9.58

-

0.35

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

- - -

- - -

1.07 0.02 0.02

- - -

1.13 0.02 0.04

-

0.84

- -

0.91 0.03

- - -

1.04 0.06 0.02

- - -

1.23 0.10 0.11

- - -

1.59 0.20 0.31

-

1.00

- (0.10) - (0.07)

- (0.31)

- (0.04)

-

0.00

Cloyd Bank & Trust - Page 34

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