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 2024

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

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

-

-

129,319,035

79,303,657 158,173

-

78,546

660,176 1,753,845

70,359

2,721,099

- -

- -

-

-

- -

77,771,381

77,771,381

-

-

25,297

25,297

-

-

-

-

-

1,178,996

1,178,996

129,397,581

79,461,830

660,176

1,753,845

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

Total interest sensitivity gap

1,286,085,816 1,227,257,080 1,400,108,446 1,058,386,164

92,996,235 (5,030,288,137)

34,545,604

Cumulative gap

1,286,085,816 2,513,342,896 3,913,451,342

4,971,837,506 5,064,833,741

34,545,604

-

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