Capital Markets School - Case Study

8/17/22, 11:03 AM

Print UBPR Report - FFIEC Central Data Repository's Public Data Distribution

FDIC Certificate # OCC Charter # 0 Public Report Percent of Notional Amounts Interest Rate Contracts Other Derivative Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts

FRB District/ID_RSSD 6 / County:

CLOYD BANK & TRUST; GREENBOW , AL Derivative Analysis--Page 5B

Derivative Analysis 08/17/2022 11:02:21 AM

03/31/2022

03/31/2021

12/31/2021

12/31/2020

12/31/2019

BANK PG 5 PCT BANK PG 5 PCT BANK PG 5 PCT BANK PG 5 PCT BANK PG 5 PCT

N/A 97.52 N/A

N/A 98.12 N/A

N/A 97.44 N/A

N/A 98.07 N/A

N/A 97.30

N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

N/A N/A N/A

2.48 N/A 0.00 N/A 1.05 N/A

N/A N/A N/A

1.88 N/A 0.00 N/A 0.95 N/A

N/A N/A N/A

2.56 N/A 0.00 N/A 0.98 N/A

N/A N/A N/A

1.93 N/A 0.00 N/A 0.93 N/A

N/A N/A N/A

2.70 0.00 1.20

Derivatives Position

Futures and Forwards Written Options Exchange Traded Over-the-Counter Purchased Options Exchange Traded Over-the-Counter

N/A 25.14 N/A N/A 19.77 N/A

N/A 20.73 N/A N/A 23.56 N/A

N/A 23.08 N/A N/A 21.62 N/A

N/A 20.73 N/A N/A 22.12 N/A

N/A 23.32 N/A 23.69

N/A

1.05 N/A

N/A

0.95 N/A

N/A

0.98 N/A

N/A

0.93 N/A

N/A

0.99

N/A 19.54 N/A

N/A 23.31 N/A

N/A 21.39 N/A

N/A 21.88 N/A

N/A 23.25

N/A N/A N/A N/A N/A N/A N/A N/A N/A

1.09 N/A 0.23 N/A 0.85 N/A 9.59 N/A 2.16 N/A 2.23 N/A 0.45 N/A 0.00 N/A 0.00 N/A

N/A N/A N/A

0.13 N/A 0.00 N/A 0.13 N/A

N/A N/A N/A

0.33 N/A 0.62 N/A 0.14 N/A

N/A N/A N/A

0.04 N/A 0.00 N/A 0.04 N/A

N/A N/A N/A

0.42 0.13 0.29

Swaps

N/A 11.41 N/A

N/A 10.22 N/A

N/A 11.96 N/A

N/A 10.82

Held-for-Trading

N/A N/A N/A N/A N/A

2.60 N/A 2.59 N/A 0.24 N/A 0.00 N/A 0.00 N/A

N/A N/A N/A N/A N/A

2.83 N/A 2.92 N/A 0.40 N/A 0.00 N/A 0.00 N/A

N/A N/A N/A N/A N/A

2.66 N/A 2.65 N/A 0.25 N/A 0.00 N/A 0.00 N/A

N/A N/A N/A N/A N/A

2.22 2.18 0.29 0.00 0.00

Interest Rate Contracts Other Derivative Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Interest Rate Contracts Other Derivative Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Memo: Marked-to-Market Non-Traded

N/A 18.07 N/A N/A 21.54 N/A

N/A 19.71 N/A N/A 22.99 N/A

N/A 20.12 N/A N/A 21.81 N/A

N/A 20.62 N/A N/A 23.97 N/A

N/A 19.05 N/A 22.11

N/A N/A N/A

2.03 N/A 0.00 N/A 1.05 N/A

N/A N/A N/A

1.64 N/A 0.00 N/A 0.95 N/A

N/A N/A N/A

2.15 N/A 0.00 N/A 0.98 N/A

N/A N/A N/A

1.68 N/A 0.00 N/A 0.93 N/A

N/A N/A N/A

2.41 0.00 1.20

N/A 20.37 N/A

N/A 20.25 N/A

N/A 22.25 N/A

N/A 20.14 N/A

N/A 10.30

Derivative Contracts (RBC Def)

N/A 46.36 N/A N/A 25.03 N/A

N/A 43.29 N/A N/A 19.02 N/A

N/A 48.49 N/A N/A 10.88 N/A

N/A 24.50 N/A N/A 12.32 N/A

N/A 26.54 N/A 13.44

One Year or Less Over 1 Year to 5 Years

N/A

5.48 N/A

N/A

7.27 N/A

N/A

3.76 N/A

N/A

3.84 N/A

N/A

5.19

Over 5 Years

N/A 18.38 N/A

N/A 18.73 N/A

N/A 12.52 N/A

N/A 11.59 N/A

N/A 11.64

Gross Negative Fair Value Gross Positive Fair Value

N/A N/A

0.38 N/A 1.38 N/A

N/A N/A

0.80 N/A 1.02 N/A

N/A N/A

0.43 N/A 0.76 N/A

N/A N/A

1.20 N/A 1.03 N/A

N/A N/A

0.58 0.62

By Tier 1 Capital: Gross Negative Fair Value (x) Gross Positive Fair Value (x)

N/A N/A 0.00 0.00 N/A N/A N/A

0.00 N/A 0.00 N/A

N/A N/A 0.00 0.00 N/A N/A N/A

0.00 N/A 0.00 N/A

N/A N/A 0.00 0.00 N/A 0.00 N/A

0.00 N/A 0.00 N/A

N/A N/A 0.00 0.00 N/A 0.00 N/A

0.00 N/A 0.00 N/A

N/A N/A 0.00 0.00 N/A 0.00 N/A

0.00 0.00 0.01 0.04 0.06 0.00 0.00

N/A N/A

Held-for-Trading (x) Non-Traded (x)

0.01 0.03

96 73

0.01 0.06

95 70

0.01 0.03

96 71

0.01 0.07

96 70

95 69

Non-Traded Marked-to-Mkt(x) Current Credit Exposure (x) Credit Losses on Derivatives Past Due Derivative Instruments: Fair Value Carried as Assets Other Ratios: Cur Credit Exposure/Risk WT AST Credit Losses on Derivatives/CR Allow Impact Nontraded Derivatives Contracts: Incr(Dec) Interest Inc/Net Inc

0.08 N/A 0.00 N/A 0.06 N/A

0.12 N/A 0.00 N/A 0.13 N/A

0.08 N/A

0.13 N/A

N/A

0.00

92

0.00

92

92

0.05 N/A

0.00 N/A

N/A

N/A

0.00 N/A

N/A

0.00 N/A

N/A

0.00 N/A

N/A

0.00 N/A

N/A

0.00

N/A

N/A N/A N/A N/A N/A N/A

0.01 N/A 1.20 N/A 0.00 N/A 0.00 N/A 0.00 N/A 0.00 N/A

N/A N/A N/A N/A N/A N/A

0.01 N/A 2.57 N/A 0.00 N/A 0.00 N/A 0.00 N/A 0.00 N/A

0.00 N/A N/A N/A N/A N/A

0.00

92

0.00 N/A N/A N/A N/A N/A

0.00

92

0.00 N/A N/A N/A N/A N/A

0.00 0.00 0.00 0.00 0.00 0.00

92

0.96 N/A

0.00 N/A

N/A

0.00 N/A 0.00 N/A 0.00 N/A 0.00 N/A

0.00 N/A 0.00 N/A 0.00 N/A 0.00 N/A

N/A N/A N/A N/A

Incr(Dec) Interest Exp/Net Inc Incr(Dec) Nonint ALLOC/Net Inc Incr(Dec) Net Income/Net Inc

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