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For the total portfolio what is the Par Value, Market Value, Average Maturity and Average Yield? FIRST NATIONAL BANK INGOWE TEST Par Value Book Value

For the total portfolio what is the Par Value, Market Value, Average Maturity and Average Yield?

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FIRST NATIONAL BANK INGOWE TEST Par Value Book Value # Securities Average Size (Book) Book Yield Market Yield $ Gain/Loss % Gain/Loss Average Life Average Life +300bps % Price Change +100bps % Price Change +300bps Effective Duration Effective Convexity AFS / HTM% Fixed / Floating 90,363 217 416 1.92 1.11 1,475 1.6% 3.66 5.03 -3.56 -11.52 3.13 -1.11 100% / 0% 99% / 1% Average Life vs Price Sensitivity 6.00 2.6% 5.0% ra 4702 FIRST NATIONAL BANK INGOWE TEST Par Value Book Value # Securities Average Size (Book) Book Yield Market Yield $ Gain/Loss % Gain/Loss Average Life Average Life +300bps % Price Change +100bps % Price Change +300bps Effective Duration Effective Convexity AFS / HTM% Fixed / Floating 90,363 217 416 1.92 1.11 1,475 1.6% 3.66 5.03 -3.56 -11.52 3.13 -1.11 100% / 0% 99% / 1% Average Life vs Price Sensitivity 6.00 2.6% 5.0% ra 4702

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