Eastern Caribbean Central Bank 2024-2025 Annual Report

Eastern Caribbean Central Bank Notes to the Financial Statements For the year ended 31 March 2025 (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

- 5,249,856,715 5,569,924,396

-

-

207,700,757

112,366,924

-

3,549,841

Lease liabilities

78,574

136,581

555,693

1,860,441

918,552

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

-

-

-

-

-

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 (5,246,475,531)

156,918,633

Cumulative gap

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

156,918,633

-

60