Cumulative interest sensitivity
gap as a percent of earning
assets ........................................ (28.54)% (18.00)% (3.67)% 9.38% 13.75% 27.41%
As of December 31, 2001, our 2002 interest-sensitivity gap was ($518.8) million and our 2002 ratio of interest
sensitive assets to interest sensitive liabilities was 58.73%.
Management estimates that, as of December 31, 2002, an upward shift of interest rates by 150 basis points
would result in a 4.5% increase in projected net interest income over the next twelve months, and a downward shift
of interest rates by 150 basis points would result in a 7.1% reduction in projected net interest income over the next
twelve months.  These are good faith estimates and assume that the composition of our interest sensitive assets and