CMS Case Study

Static Gap - 9/30/2020

TOTAL

OCT-20

NOV-20

DEC-20

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

157,681 206,579 5,672 22,127 35,296 28,582

0.00

-

-

- - - - - -

- - - -

- - - -

- 14,118

- - - - - -

2,420

- - - - - -

3,630

- - - - - -

- - - - - -

- 137,512 - 63,181

-

NOW

0.45 143,398 1.11 5,672

0.55 1.11

- - -

- - - - -

- - - - -

- - - - -

0.21

Public NOW

-

-

-

Savings MMDA

0.05 0.42 0.18

- - -

- - -

- 22,127

0.05

- 35,296 - 28,582

0.42 0.18

- -

- -

- -

Public MMDA

TOTAL NON-MATURITY DEPOSIT

455,936 0.26 149,070 0.57

-

- 63,877 0.31 14,118

-

2,420

-

3,630

-

-

- 222,820 0.07

Time Deposit CD Jumbo CD

77,291 37,178

0.96 11,069 1.04 2,838

1.22 9,465 1.28 4,257

1.16 4,017 1.54 1,676

1.24 22,206 1.11 10,299

0.85 11,210 0.74 7,073

0.69 11,394 1.29 7,933

0.86 7,929 0.83 3,102

0.99 1.00

- -

- -

TOTAL TIME DEPOSIT

114,469 0.98 13,907 1.24 13,722 1.28 5,694 1.20 32,505 0.82 18,283 0.92 19,328 0.85 11,031 0.99 - -

Borrowing

Secured Retail

26,321 20,000

0.62 26,321

0.62

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

-

-

-

FHLB

0.76

-

-

- 20,000

0.76

TOTAL BORROWING

46,321 0.68 26,321 0.62

- 20,000 0.76

Other

Other Liability TOTAL OTHER

3,556

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

3,556 3,556

- -

3,556 0.00

Equity

Equity Tier 1

62,233 3,576

0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- 62,233

- - -

Unrealized G/L (L)

-

3,576

TOTAL EQUITY

65,809 0.00

- 65,809

TOTAL LIABILITIES

686,092 0.38 189,298 0.63 13,722 1.28 69,571 0.38 46,624 0.57 20,703 0.81 22,958 0.72 11,031 0.99 312,186 0.10

GAP (AND RATE SPREAD)

-

- (8,876)

1.77 6,829 1.82 (48,509)

2.70 4,055 2.41 42,375 2.94 63,468 3.16 143,803 3.18 (203,146)

1.63

CUMULATIVE GAP (SPREAD)

- - - - -

- (8,876)

1.77 (2,047)

1.79 (50,557)

1.93 (46,501)

2.02 (4,127)

2.22 59,342 2.43 203,145 2.72

0 2.70

RSA/RSL

-

-

0.95

-

1.50

-

0.30

-

1.09

-

3.05

-

3.76

-

14.04

-

0.35

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

- - -

- - -

0.95

- - -

0.99 0.01 0.00

-

0.81

- -

0.85 0.01

- -

0.99 0.06

- - -

1.16 0.09 0.09

- - -

1.54 0.21 0.30

-

1.00

(0.01) (0.01)

- (0.07) - (0.07)

- (0.30)

- (0.07)

- (0.01)

-

0.00

Cloyd Bank & Trust - Page 34