CMS Case Study

Loan Floor Report 3m Comparison - 03/31/2021

3/31/2021

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 0.10

323

1,913

10,522

15,499 15,586 43,843

9,635 2,210

729

289

38

116 3,380

13,014 69,873 1,043 1,478 14,057 71,351

1 Month LIBOR

--

--

--

436

--

436

--

--

--

--

--

--

--

Total

323

1,913

10,522

15,934 15,586 44,279

9,635 2,210

729

289

38

116 3,380

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

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

-188

-696

-7,670

-1,494

696 -9,352

3,909

255

176

-4 -- -4

3

2 431

-1,973 -6,985 375 370 -1,598 -6,615

1 Month LIBOR

-0.02

--

--

--

-5

--

-5

--

--

--

--

--

--

Total

-188

-696

-7,670

-1,499

696 -9,357

3,909

255

176

3

2 431

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