CMS Case Study

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Static Gap - 3/31/2021

TOTAL

APR-21

MAY-21

JUN-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

186,988 257,363 6,952 29,110 54,644 36,310

0.00

-

-

- - - - - -

- - - -

- - - -

- - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- 186,988 - 81,755

-

NOW

0.45 175,608 0.64 6,952

0.55 0.64

0.23

Public NOW

-

-

-

Savings MMDA

0.05 0.39 0.18

- - -

- - -

- 29,110

0.05

- 54,644 - 36,310

0.39 0.18

- -

- -

- -

Public MMDA

TOTAL NON-MATURITY DEPOSIT

571,366 0.26 182,560 0.55

-

- 90,954 0.31

-

-

-

-

-

-

-

- 297,853 0.07

Time Deposit CD Jumbo CD

70,996 35,977

0.57 7,456 0.76 4,286

0.37 5,811 1.13 2,066

0.44 3,577

0.43 19,275 1.48 10,977

0.42 14,277 0.52 5,376

0.66 10,262 0.74 4,398

0.63 10,338 0.77 7,926

0.93 0.94

- -

- -

0.30

949

TOTAL TIME DEPOSIT

106,973 0.63 11,742 0.65 7,877 0.40 4,526 0.65 30,252 0.45 19,653 0.68 14,660 0.67 18,263 0.94 - -

Borrowing

Secured Retail

23,848 20,000

0.53 23,848

0.53

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

-

-

-

FHLB

0.76

-

-

- 20,000

0.76

TOTAL BORROWING

43,848 0.63 23,848 0.53

- 20,000 0.76

Other

Other Liability TOTAL OTHER

2,430

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

2,430 2,430

- -

2,430 0.00

Equity

Equity Tier 1

64,167 1,567

0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- 64,167

- - -

Unrealized G/L (L)

-

1,567

TOTAL EQUITY

65,734 0.00

- 65,734

TOTAL LIABILITIES

790,352 0.31 218,150 0.55 7,877 0.40 95,480 0.32 30,252 0.45 19,653 0.68 14,660 0.67 18,263 0.94 386,017 0.09

GAP (AND RATE SPREAD)

-

- 22,314 1.09 8,947 3.37 (78,125)

3.33 13,788 2.92 32,835 3.25 70,758 3.27 150,910 2.81 (221,428)

1.63

CUMULATIVE GAP (SPREAD)

- - - - -

- 22,314 1.09 31,262 1.23 (46,863)

1.42 (33,075)

1.62 (240)

1.87 70,518 2.16 221,428 2.44

0 2.39

RSA/RSL

-

-

1.10

-

2.14

-

0.18

-

1.46

-

2.67

-

5.83

-

9.26

-

0.43

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

- - -

- - -

1.10 0.03 0.03

- - -

1.14 0.01 0.04

-

0.85

- -

0.91 0.02

- - -

1.00 0.04 0.00

- - -

1.18 0.09 0.09

- - -

1.55 0.19 0.28

-

1.00

- (0.10) - (0.06)

- (0.28)

- (0.04)

-

0.00

Cloyd Bank & Trust - Page 33

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