CMS Case Study

Static Gap - 9/30/2021

TOTAL

OCT-21

NOV-21

DEC-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

201,576 327,440 6,411 34,674 61,187 32,389

0.00

-

-

- - - - - -

- - - -

- - - -

- - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- - - - - -

- 201,576 - 125,885

-

NOW

0.34 201,555 0.64 6,411

0.45 0.64

0.16

Public NOW

-

-

-

Savings MMDA

0.05 0.28 0.27

- - -

- - -

- 34,674

0.05

- 61,187 - 32,389

0.28 0.27

- -

- -

- -

Public MMDA

TOTAL NON-MATURITY DEPOSIT

663,677 0.22 207,966 0.46

-

- 93,576 0.28

-

-

-

-

-

-

-

- 362,135 0.06

Time Deposit CD Jumbo CD

68,653 33,488

0.49 7,986 0.56 1,867

0.40 6,062 0.49 3,272

0.44 3,168 0.59 3,226

0.58 17,230 0.47 5,359

0.29 18,737 0.17 9,559

0.43 4,183 0.52 1,624

0.66 11,287 0.45 8,580

0.88 0.90

- -

- -

TOTAL TIME DEPOSIT

102,141 0.51 9,853 0.42 9,335 0.49 6,394 0.52 22,589 0.26 28,296 0.46 5,806 0.60 19,868 0.89 - -

Borrowing

Secured Retail

26,929 20,000

0.58 26,929

0.58

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

-

-

-

FHLB

0.76

-

-

- 20,000

0.76

TOTAL BORROWING

46,929 0.66 26,929 0.58

- 20,000 0.76

Other

Other Liability TOTAL OTHER

3,692

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

3,692 3,692

- -

3,692 0.00

Equity

Equity Tier 1

78,179 2,214

0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- 78,179

- - -

Unrealized G/L (L)

-

2,214

TOTAL EQUITY

80,393 0.00

- 80,393

TOTAL LIABILITIES

896,832 0.25 244,748 0.47 9,335 0.49 99,970 0.29 22,589 0.26 28,296 0.46 5,806 0.60 19,868 0.89 466,220 0.08

GAP (AND RATE SPREAD)

-

- (106,715)

2.28 8,375 2.74 (82,871)

2.95 11,237 3.26 42,287 2.98 99,950 2.76 215,271 2.18 (187,535)

1.55

CUMULATIVE GAP (SPREAD)

- - - - -

- (106,715)

2.28 (98,340)

2.34 (181,211)

2.43 (169,974)

2.55 (127,686)

2.67 (27,737)

2.74 187,535 2.69

0 2.41

RSA/RSL

-

-

0.56

-

1.90

-

0.17

-

1.50

-

2.49

-

18.21

-

11.84

-

0.60

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

- - -

- - -

0.56

- -

0.61 0.01

-

0.49

- -

0.55 0.01

- -

0.68 0.05

- -

0.93 0.11

- - -

1.44 0.24 0.21

-

1.00

(0.12) (0.12)

- (0.09) - (0.20)

- (0.21)

- (0.11)

- (0.19)

- (0.14)

- (0.03)

-

0.00

Cloyd Bank & Trust - Page 33