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 2025

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

5,249,856,7155,569,924,396

-

-

-

207,700,757 112,366,924

-

78,574

136,581

555,693 1,860,441

918,552

3,549,841

- -

- -

-

- -

- -

81,613,821 81,613,821

-

60,618

60,618

-

-

-

-

-

1,153,537

1,153,537

207,779,331

112,503,505

555,693 1,860,441

918,552 5,332,684,691 5,656,302,213

Total interest sensitivity gap

936,059,418 1,040,949,557 3,143,063,149

204,237,268

79,084,772(5,247,177,922) 156,216,242

Cumulative gap

936,059,418 1,977,008,975 5,120,072,124 5,324,309,392 5,403,394,164 156,216,242

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