CMS Case Study

Static Gap - 6/30/2021

TOTAL

JUL-21

AUG-21

SEP-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

201,448 271,552 7,446 32,182 53,018 35,865

0.00

-

-

- - - - - -

- - - -

- - - -

- - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- 201,448 - 77,615

-

NOW

0.39 193,938 0.64 7,446

0.45 0.64

0.22

Public NOW

-

-

-

Savings MMDA

0.05 0.30 0.27

- - -

- - -

- 32,182

0.05

- 53,018 - 35,865

0.30 0.27

- -

- -

- -

Public MMDA

TOTAL NON-MATURITY DEPOSIT

601,511 0.23 201,384 0.46

-

- 88,883 0.29

-

-

-

-

-

-

-

- 311,244 0.06

Time Deposit CD Jumbo CD

69,568 34,859

0.54 4,628 0.64 2,877

0.45 5,334 0.62 2,997

0.42 9,263 0.42 5,115

0.39 17,213 0.52 7,848

0.45 15,048 0.55 2,108

0.50 7,367 0.68 5,339

0.61 10,717 0.61 8,575

0.91 0.90

- -

- -

TOTAL TIME DEPOSIT

104,427 0.57 7,504 0.51 8,331 0.42 14,378 0.43 25,061 0.48 17,156 0.52 12,706 0.61 19,292 0.91 - -

Borrowing

Secured Retail

24,493 20,000

0.56 24,493

0.56

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

-

-

-

FHLB

0.76

-

-

- 20,000

0.76

TOTAL BORROWING

44,493 0.65 24,493 0.56

- 20,000 0.76

Other

Other Liability TOTAL OTHER

2,838

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

2,838 2,838

- -

2,838 0.00

Equity

Equity Tier 1

75,664 1,463

0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- 75,664

- - -

Unrealized G/L (L)

-

1,463

TOTAL EQUITY

77,126 0.00

- 77,126

TOTAL LIABILITIES

830,396 0.27 233,381 0.47 8,331 0.42 103,261 0.31 25,061 0.48 17,156 0.52 12,706 0.61 19,292 0.91 411,209 0.08

GAP (AND RATE SPREAD)

-

- (50,320)

1.55 9,637 2.98 (85,906)

3.18 19,706 2.88 40,121 3.12 80,068 3.02 178,555 2.46 (191,860)

1.54

CUMULATIVE GAP (SPREAD)

- - - - -

- (50,320)

1.55 (40,683)

1.68 (126,590)

1.83 (106,884)

2.02 (66,763)

2.23 13,305 2.44 191,860 2.58

0 2.39

RSA/RSL

-

-

0.78

-

2.16

-

0.17

-

1.79

-

3.34

-

7.30

-

10.26

-

0.53

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

- - -

- - -

0.78

- -

0.83 0.01

-

0.63

- -

0.71 0.02

- -

0.83 0.05

- - -

1.03 0.10 0.02

- - -

1.46 0.22 0.23

-

1.00

(0.06) (0.06)

- (0.10) - (0.15)

- (0.23)

- (0.05)

- (0.13)

- (0.08)

-

0.00

Cloyd Bank & Trust - Page 33