CMS Case Study

Loan Floor Report 3m Comparison - 9/30/2021

9/30/2021

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 0.09

330

1,587

2,842

14,032 12,170 30,962

16,445 2,716

918

252

44

132 4,062

13,314 64,783 1,100 1,526 14,415 66,309

1 Month LIBOR

--

--

--

426

--

426

--

--

--

--

--

--

--

Total

330

1,587

2,842

14,458 12,170 31,388

16,445 2,716

918

252

44

132 4,062

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

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

55

53

-458

-811 -2,980 -4,140

1,473

677

105

-54

4

13 745

-4,330 -6,252

1 Month LIBOR

-0.01

--

--

--

-5

--

-5

--

--

--

--

--

--

--

--

-5

Total

55

53

-458

-815 -2,980 -4,145

1,473

677

105

-54

4

13 745

-4,330 -6,257

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 62