Prime Down 100bp Prime Up 100bp Balance Sheet GAP A ECR ECR Income Statement GAP AXB Balance Sheet GAP Income Statement GAP CxD B D $5,661 3,678 100% 100% $5,661 3,678 100% 100% 200 2,940 315 2,700 71% 71% 58% 96% 200 300 41 2,700 71% 60% 51% 96% Amounts In Thousands 1 2 3 4 5 Rate-Sensitive Assets 6 Loans 7 Fixed Rate 8 Floating Rate 9 Securities 10 Principal Cash Flows 11 Agencies 12 Agy Callables 13 CMO Fixed 14 Fed Funds Sold 15 Floating Rate 16 Total Rate-Sensitive Assets 17 Rate-Sensitive Liabilities 18 Savings 19 Money Mkt Accts 20 NOW 21 Fed Funds Purch/Repo 22 CDs - IOOM 23 CDs