Company: ONBPP
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0000707179-25-000018
Chunk: 114

Company: OLD NATIONAL BANCORP /IN/
Filing Date: 2025-07-30
Form: 10-Q
Item: Item 1
Chunk 114
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 the price of forward contracts and the time to maturity of the forward contracts at a point in time.

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The following table illustrates our projected net interest income sensitivity over a two-year cumulative horizon based on the asset/liability model at June 30, 2025 and 2024:

Immediate Rate DecreaseJune 30, 2025ForwardCurveImmediate Rate Increase(dollars in thousands)-300Basis Points-200Basis Points-100Basis PointsBase+100Basis Points+200Basis Points+300Basis PointsJune 30, 2025Projected interest income:Money market, other  interest earning  investments, and  investment  securities$1,003,247 $1,124,051 $1,234,492 $1,291,913 $1,320,324 $1,378,486 $1,428,001 $1,475,967 Loans3,876,868 4,538,232 5,169,325 5,326,771 5,761,516 6,320,235 6,866,992 7,409,983 Total interest   income4,880,115 5,662,283 6,403,817 6,618,684 7,081,840 7,698,721 8,294,993 8,885,950 Projected interest expense:Deposits544,860 959,639 1,396,607 1,487,928 1,860,933 2,332,488 2,777,697 3,222,907 Borrowings469,089 606,475 749,830 800,724 916,315 1,086,951 1,257,876 1,428,853 Total interest   expense1,013,949 1,566,114 2,146,437 2,288,652 2,777,248 3,419,439 4,035,573 4,651,760 Net interest   income$3,866,166 $4,096,169 $4,257,380 $4,330,032 $4,304,592 $4,279,282 $4,259,420 $4,234,