| Table 8 | |||||
|---|---|---|---|---|---|
|
Interest Rate Sensitivity of Assets and Liabilities *(negative values in parentheses) |
|||||
|
As of December 31, |
1-3 Months |
4-6 Months |
7-12 Months |
1-5 Years |
> 5 Years |
| Balance Sheet | |||||
| Derivative Instruments Affecting Interest Rate Sensitivity | |||||
| Interest Rate Sensitivity Gap | |||||
| Cumulative Interest Rate Sensitivity Gap | |||||
| % of Total Assets | |||||
| *The exact method of computation of the interest rate sensitivities for each time band (maturity or duration) should be indicated. | |||||