ECCB 2022-2023 Annual Report and Financial Statements

Eastern Caribbean Central Bank Notes to the Financial Statements For the year ended 31 March 2023 (expressed in Eastern Caribbean dollars)

3. Financial risk management (continued)

c) Market risk (continued)

i) Interest rate risk (continued)

1 to 3 months $

3 months to 1 year $

Non-Interest bearing $

Up to 1 month $

1 to 5 years $

Over 5 years $

Total $

As of 31 March 2022

Financial assets Regional and foreign currencies Balances with other central banks Balances with foreign banks Money market instruments and money at call Derivative financial instruments Foreign investment securities Cash and balances with local banks

- -

- - -

- - -

- - -

- 155,391,151

155,391,151 13,482,886

- -

13,482,886

621,000

71,982

692,982

437,068,866 82,326,493

261,373,953

- -

- -

- -

780,769,312

54,632

5,841

-

60,473

103,835,060 65,422,811

241,896,236 3,601,095,473

278,033,002

78,205 4,290,360,787

600,759

-

-

-

-

-

600,759

Participating governments’ securities Participating governments’ advances

1,480,008

300,827

15,528,364

97,237,827

102,287,866

-

216,834,892

55,151,588 26,791,297

9,074,397

-

-

-

91,017,282 3,279,268

Accounts receivable

10,964

22,270

85,887

190,906

6,413

2,962,828

Domestic investment securities

-

-

-

-

-

624,186

624,186

598,822,877 174,869,539

527,958,837 3,698,524,206

380,327,281 172,611,238 5,553,113,978

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