ECCB 2025-2026 Annual Report

Eastern Caribbean Central Bank Notes to the Financial Statements For the year ended 31 March 2026 (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 2026

Financial liabilities Demand and deposit liabilities - Domestic

677,277,717

143,323,850

5,267,898,560 6,088,500,127

-

-

-

-

63,833

128,546

568,359

2,316,973

806,824

Lease liabilities

3,884,535

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

-

69,474,357

-

-

-

-

69,474,357

-

-

-

-

-

7,076

7,076

-

-

-

-

-

1,186,956

1,186,956

677,341,550

143,452,396

568,359

2,316,973

806,824 5,338,566,949 6,163,053,051

Total interest sensitivity gap

637,408,211

817,205,241

3,014,718,670 788,676,381

100,082,711 (5,178,330,711) 179,760,503

Cumulative gap

637,408,211 1,454,613,452 4,469,332,122 5,258,008,503 5,358,091,214

179,760,503

-

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