CMS Case Study

Loan Floor Report 12m 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

6/30/2020

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 0.16

2,416

3,600

13,809

13,382 9,793 43,001

5,050 1,742

548

448

35

121 2,894

27,509 78,454

1 Month LIBOR

--

--

--

449

--

449

--

--

--

--

--

--

--

424 873

Total

2,416

3,600

13,809

13,831 9,793 43,449

5,050 1,742

548

448

35

121 2,894

27,934 79,327

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

0 -2,142

-2,066

-10,509

1,461 5,357 -7,899

9,921

296

265

-143

6

-1 423

-9,865 -7,419 676 658 -9,189 -6,760

1 Month LIBOR

-0.06

--

--

--

-18

--

-18

--

--

--

--

--

--

--

Total

-2,142

-2,066

-10,509

1,443 5,357 -7,916

9,921

296

265

-143

6

-1 423

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 59