CMS Case Study

Loan Floor Report 12m 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

9/30/2020

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 0.13

2,600

3,368

20,236

13,171 12,433 51,807

4,678 1,759

571

411

35

118 2,894

16,123 75,503

1 Month LIBOR

--

--

--

445

--

445

--

--

--

--

--

--

--

459 905

Total

2,600

3,368

20,236

13,616 12,433 52,253

4,678 1,759

571

411

35

118 2,894

16,583 76,407

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 -2,270

-1,780

-17,393

861 -19 842

-262 -20,845

11,766

958

347

-159

9

14 1,169

-2,809 -10,719

1 Month LIBOR

-0.04

--

--

--

--

-19

--

--

--

--

--

--

--

641

622

Total

-2,270

-1,780

-17,393

-262 -20,865

11,766

958

347

-159

9

14 1,169

-2,168 -10,098

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 63