CMS Case Study

Loan Floor Report 12m Comparison - 12/31/2020

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

12/31/2019

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

4.75 1.66

13

16

42

4,647 5,373 10,092

4,016 12,741

9,592

7,085

2,069

1,171 32,657

27,599 74,363

1 Month LIBOR

--

--

--

--

--

--

--

--

458

--

--

--

458

--

458

Total

13

16

42

4,647 5,373 10,092

4,016 12,741

10,050

7,085

2,069

1,171 33,115

27,599 74,822

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

-1.50 -1.54

497

2,593

18,150

12,346 9,517 43,103

1,710 -10,786

-9,039

-6,792

-2,034 -1,057 -29,707

-12,612 2,494

1 Month LIBOR

--

--

--

440

--

440

--

--

-458

--

--

--

-458

668 650

Total

497

2,593

18,150

12,786 9,517 43,544

1,710 -10,786

-9,497

-6,792

-2,034 -1,057 -30,166

-11,944 3,144

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

Cloyd Bank & Trust - Page 62