ECCB 2023-2024 Annual Report

Eastern Caribbean Central Bank Notes to the Financial Statements For the year ended 31 March 2024 (expressed in Eastern Caribbean dollars) 3. Financial risk management (continued) c) Market risk (continued) i) Interest rate risk (continued)

Up to 1 month $

3 months to 1 year $

Non-Interest bearing $

1 to 3 months $

1 to 5 years $

Over 5 years $

Total $

As of 31 March 2024

Financial liabilities Demand and deposit liabilities - domestic

5,177,267,570 5,385,890,262

-

-

-

129,319,035

79,303,657

-

2,721,099

Lease liabilities

660,176

1,753,845

70,359

78,546

158,173

Demand and deposit liabilities - foreign Derivative financial instruments IMF Government general resource accounts

-

-

-

-

-

77,771,381

77,771,381

-

-

-

-

-

25,297

25,297

-

-

-

-

-

1,178,996

1,178,996

79,461,830

660,176

1,753,845

70,359 5,256,243,244 5,467,587,035

129,397,581

Total interest sensitivity gap

34,545,604

1,286,085,816 1,227,257,080 1,400,108,446 1,058,386,164 92,996,235 (5,030,288,137)

Cumulative gap

-

34,545,604

1,286,085,816 2,513,342,896 3,913,451,342 4,971,837,506 5,064,833,741

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