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Risk Management Manual of Examination Policies

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Section 17.1 - International Report Pages and Workpapers

Maturity Distribution (GAP) Analysis

99999

Monetary Units	Maturity Dates	Assets and Purchases Long F.C.	Liabilities and Sales Short F.C.	Net Gap for Period Long/Short F.C.	Profit U.S.	Loss U.S.
Maturity Distribution Schedule
Pound(UK)	5/15	51,000	100,000	(49,000)
	5/16	25,000		25,000
	5/17	25,000		25,000
	5/18	35,000		35,000
	5/19	50,000	40,000	10,000
	5/22		50,000	(50,000)
	5/23	50,000	75,000	(25,000)
	5/24	100,000	50,000	50,000
	5/25	50,000		50,000
	5/30	50,000	75,000	(25,000)
	5/31		100,000	(100,000)
	June	110,500	100,000	10,500
	July	125,000	203,000	(78,000)
	August	175,000	110,000	65,000
	September		75,000	(75,000)
	October	245,000	225,000	20,000
	November	175,000	100,000	75,000
	December	325,000	200,000	125,000
	20X6	370,000	300,000	70,000
	20X7	150,000	50,000	100,000
	20X8	250,000	50,000	200,000
	After	100,000		100,000
	TOTALS	2,461,500	1,903,000	558,500	0	0
	Less: Profit/Loss
	Future Adjustment				0	0

	Yes	No
2. Are future maturities of foreign assets, liabilities, and contracts reasonably matched with respect to long and short positions in all time periods?	X

Last Updated 02/02/2005

Federal Deposit
Insurance Corporation