CMS Case Study

Yield Curve Twist Assumptions - 9/30/2020

Yield Curve Twist

3.00

2.50

2.00

1.50

1.00

0.50

0.00

3mo

6mo

1yr

2yr

3yr

5yr

7yr

10yr

Nov 2020 CMT Rates

Nov 2021 (12 Months)

Nov 2022 (24 Months)

Cloyd Bank & Trust - Page 28