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 2023

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

5,534,827,978 5,680,620,668

-

-

-

-

145,792,690

-

67,567

136,065

634,094 1,756,650

324,197

2,918,573

- -

- -

-

-

- -

72,055,416 485,367

72,055,416 485,367

-

-

-

-

-

-

-

1,176,612

1,176,612

145,860,257

136,065

634,094

1,756,650

324,197 5,608,545,373 5,757,256,636

Total interest sensitivity gap

910,169,395

274,254,332 1,178,112,416 2,870,675,645

103,850,907 (5,438,345,480) (101,282,785)

Cumulative gap

910,169,395 1,184,423,727 2,362,536,143 5,233,211,788

5,337,062,695 (101,282,785)

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