Two depository institutions have composite CAMELS ratings of 1 or 2 and are 'well capitalized.' Thus, each institution falls into the FDIC Risk Category I deposit insurance assessment scheme. Further, the institutions have the following financial ratios and CAMELS ratings: UseTable.

Institution 1 Institution 2

Tier I leverage ratio (%) 8.76 7.89 Loans past due 30-89 days/gross assets (%) 0.59 0.70 Nonperforming assets/gross assets (%) 0.49 0.64 Net loan charge-offs/gross assets (%) 0.42 0.46 Net income before taxes/risk-weighted assets (%) 2.29 2.00 Adjusted brokered deposits ratio (%) 0.00 15.70 CAMELS components:

C 1 2 A 1 2 M 1 1 E 2 3 L 1 1 S 2 1

Pricing Multiplier Uniform Amount 4.861 Tier I leverage ratio (%) (0.056) Loans past due 30-89 days/gross assets (%) 0.575 Nonperforming assets/gross assets (%) 1.074 Net loan charge-offs/gross assets (%) 1.210 Net income before taxes/risk-weighted assets (%) (0.764) Adjusted brokered deposits ratio (%) 0.065 Weighted average CAMELS component ratings 1.095

Calculate the initial deposit insurance assessment rate for each institution.(Do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.161))

Institution 1Institution 2

Initial assessment rate _______________ ________________