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36) LIQUIDITY GAP BY MATURITY

31 December 2014

below 1 monthfrom 1 month to 3 monthsfrom 3 months to 1 yearfrom 1 year to 5 yearsabove 5 yearsOtherTOTAL
ASSETS
Cash, balances with the Central Bank 2.612.242 0 0 0 0   2.612.242
Deposits in other banks and loans and advances to banks 1.863.493 10.058 511.193 0 0   2.384.744
Trading debt securities 0 0 2.294 727.622 203.566   933.482
Derivatives and adjustment due to fair value hedge 21.046 65.146 62.067 286.621 48.161   483.041
Hedging derivatives 121 4.082 6.059 5.532 3.205   18.999
Loans and advances to customers 3.970.920 1.403.968 4.144.037 12.283.774 22.340.000   44.142.699
Debt securities available for sale 2.407.057 0 159.234 6.212.924 463.360   9.242.575
Receivables from securities bought with sell-back clause  155.642 0 0 0 0   155.642
Shares and interests           10.477 10.477
Other assets           756.581 756.581
TOTAL 11.030.521 1.483.254 4.884.884 19.516.473 23.058.292 767.058 60.740.482
LIABILITIES       
Deposits from banks 566.974 116.547 588.534 765.214 0   2.037.269
Deposits from customers 31.101.715 9.477.718 5.258.235 1.753.576 0   47.591.244
Trading derivatives and liabilities from short sale of securities 191.166 60.510 40.895 292.339 44.880   629.790
Hedging derivatives 49.902 169.981 31.037 362.380 776.925   1.390.225
Liabilities from securities sold with buy-back clause 59.765 0 0 0 0   59.765
Debt securities, by final legal maturity 400.080 104.898 472.382 762.100 0   1.739.460
Subordinated debt 0 0 394 639.345 0   639.739
Other liabilities           887.510 887.510
Equity           5.765.479 5.765.479
TOTAL 32.369.602 9.929.655 6.391.477 4.574.955 821.805 6.652.989 60.740.482
Balance sheet Gap -21.339.081 -8.446.400 -1.506.592 14.941.519 22.236.487 -5.885.931 0
liquidity_gap_by_maturity_2014_millennium.xlsx

31 December 2013

below 1 monthfrom 1 month to 3 monthsfrom 3 months to 1 yearfrom 1 year to 5 yearsabove 5 yearsOtherTOTAL
ASSETS
Cash, balances with the Central Bank 3.412.175 0 0 0 0   3.412.175
Deposits in other banks and loans and advances to banks 1.002.538 40.031 5.070 471.976 0   1.519.614
Trading debt securities 1.812 0 57.195 269.607 104.208   432.822
Derivatives and adjustment due to fair value hedge 36.703 44.001 99.789 217.568 19.622   417.683
Hedging derivatives 45.464 16.603 75.497 32.708 41.123   211.395
Loans and advances to customers 3.658.029 1.363.163 3.695.434 10.623.704 22.425.350   41.765.680
Debt securities available for sale 3.002.212 0 209.786 4.828.727 199.693   8.240.418
Receivables from securities bought with sell-back clause  242.061 0 0 0 0   242.061
Shares and interests           4.334 4.334
Other assets           770.533 770.533
TOTAL 11.400.993 1.463.798 4.142.771 16.444.290 22.789.996 774.867 57.016.715
LIABILITIES       
Deposits from banks 778.031 189.698 217.500 878.006 285.327   2.348.562
Deposits from customers 30.948.854 8.192.920 4.791.670 1.371.677 0   45.305.121
Trading derivatives and liabilities from short sale of securities 199.324 39.953 90.177 229.373 16.270   575.098
Hedging derivatives 904 2.695 147.898 110.019 668.829   930.345
Liabilities from securities sold with buy-back clause 114.801 0 0 0 0   114.801
Debt securities, by final legal maturity 17.745 0 61.341 622.266 0   701.352
Subordinated debt 0 0 505 622.080 0   622.585
Other liabilities           1.055.718 1.055.718
Equity           5.363.133 5.363.133
TOTAL 32.059.659 8.425.266 5.309.091 3.833.422 970.426 6.418.851 57.016.715
               
Balance sheet Gap -20.658.666 -6.961.468 -1.166.320 12.610.868 21.819.570 -5.643.984 0
liquidity_gap_by_maturity_2013_millennium.xlsx