CMS Case Study

Loan Floor Report 3m Comparison - 6/30/2021

6/30/2021

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

274

1,534

3,300

14,843 15,150 35,102

14,972 2,039

813

306

40

120 3,317

17,645 71,035 1,100 1,531 18,745 72,566

1 Month LIBOR

--

--

--

431

--

431

--

--

--

--

--

--

--

Total

274

1,534

3,300

15,274 15,150 35,533

14,972 2,039

813

306

40

120 3,317

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

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 0

-48

-379

-7,222

-656

-436 -8,741

5,336

-171

84

17

2

4 -63

4,631 1,163

1 Month LIBOR

--

--

--

-5

--

-5

--

--

--

--

--

--

--

57

53

Total

-48

-379

-7,222

-661

-436 -8,746

5,336

-171

84

17

2

4 -63

4,688 1,215

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 58