When you compare the allowance for a pool and a different PD, probability default loss given define calculations for some of them versus individually looking at them, the individual allowance levels are a little bit lower. And I think that’s just going back to the comment earlier, the testament of the collateral for a lot of these loans that we have.So aside from that, Matthew, your question, our workout strategy and the flexibility of that, that is less of an issue for us. We continue to do what we think is right for the property, for the borrower and for the bank.Dominic Ng Again, the amount is very small, I know. Yeah.Operator The next question comes from Brandon King with Truist. Please go ahead.Brandon King Hey. Good morning.Dominic Ng Good morning.Irene Oh Good morning.Brandon King So, Irene, I just wanted to get your updated assumptions on the deposit mix and how it could evolve or progress from here throughout the year?Irene Oh Yeah.
Great question. And maybe the most topical one given the current environment. Given kind of the disruption in mid-March and where we are at right now, quite frankly, we do expect continued modest kind of decline in DDA balances, right? Just realistically, given the environment and the sensitivity around core funding and the market pressure.But with that said, we are confident that we will be able to continue to grow deposit balances from here with diversification of our customers, our different bankers and really also the resilience that we have seen, we are comfortable from that perspective and that’s factored in with the NII guidance and what our expectation is for the full year.Brandon King Okay. And as far as your customers that have derivative contracts in place, could you give us a sense of the duration of those derivative contracts and a better sense of as far as the magnitude of how many of those contracts are may be expiring this year or into the future?Irene Oh Yeah.
I don’t have the duration of that off the top of my head. There are over the course of the next couple of years, some of the interest rate contracts are going to be maturing. I think if you look specifically for CRE, it’s probably in the tune of maybe a few several hundred million.Operator The next question comes from Jared Shaw with Wells Fargo. Please go ahead.Jared Shaw Hey. Good morning. I think maybe just following up on the comments around holding excess cash. How should we be thinking about the appetite to hold on to the bank term funding facility. Is that really specifically allocated to those cash balances or what’s your expectation for duration on keeping that outstanding?Irene Oh Yeah. That’s a great question. I think, obviously, at this point in time, we are holding it on — holding on to it really from a conservative perspective, we will evaluate that, right, with our need for cash, what happens with deposits.And as we talked about in our prepared remarks, at this point in time, although, obviously, it’s not beneficial from NIM, it’s NII accretive, so I think we are just looking at that as really kind of a rainy day, we will evaluate that over the course of the year.Jared Shaw Okay.Irene Oh I will also add on the — from a monthly, quarterly perspective, on the securities book $200 million to $300 million that we are kind of winding down, right, from as far as cash flow from that.
So we will evaluate as far as other sources of cash as well, aside from other funds.Jared Shaw Okay. That’s good color. And then maybe just — have you noticed any change in the pace of capital exports coming from China or any change in the appetite of some of that capital moving and do you — or do you expect any going forward?Dominic Ng Not much. It’s been slow for ever since the geopolitical tension have risen since from administration has been slow, I mean, slowing down. And then I would look at it as that lately, I have not seen any sort of like new development of new capital coming from China, but we continue to work with business throughout Asia. So it’s not just single — we are not just looking at attracting new customers who are investing in U.S. from China only So at this point, I would say, more or less flat.On the other hand, I think that, we will like to see how U.S. economy continue to develop.
If we are ever going to get into somewhat of a mild recession or even maybe a deeper to mild recession, I would expect that there will be interested parties throughout Asia that have excess liquidity that we will be looking at any opportunity of investing in U.S.But in this kind of environment right now, just in general, not many interested investors have much appetite to make a move. I think everybody is watching and then trying to see how this economy play out. And then, at that point, at some point, I think, people may see opportunity. When that happened, we obviously would have the opportunity to provide banking and financing services.Jared Shaw Thank you.Operator The next question comes from Brody Preston with UBS. Please go ahead. Brody, your line is now open, if you would like your question.Brody Preston Sorry about that.
I was still muted. Thanks. Thanks for taking my questions, guys. Irene, I just wanted to follow up on the deposit beta commentary. You had mentioned increasing beta assumptions within your guidance. I just wanted to see if you could clarify what the base interest-bearing deposit beta is currently versus what it was previously?Irene Oh Yeah. Great question. So if we look at the betas, right? As of 3/31, a cumulative beta for total deposits was 39%, for interest-bearing, it was 57%. This is where we thought we would be earlier in the year — later in the year, but with the disruption we got there in a short period of time and a couple of weeks in March.When I look at the remainder of the year, we are looking at our deposits, the behavior, the activity, the different segments, we do think this is going to inch up from this point in time.
But honestly, also many of our commercial deposits, their operating accounts, their compensating balances. So although we do expect it to increase, really probably modestly from here to like a low 60s, very low 60s.Brody Preston Got it. Thank you. Thank you for that. And then I did just want to ask on the deposit front. I was just trying to think and tie the intra-quarter update with last quarter versus this quarter and particularly just understanding the flow on the non-broker deposits. And so it looked like when you gave that initial update intra-quarter that for non-broker deposits, you were actually up like 0.6% or something quarter-over-quarter and then when I look at the deck, it looks like for non-broker deposits, just trying to back into the number, you wound up finishing the quarter down a little over 3%.
Are those numbers accurate, and I guess, just can you give us a sense for — if there are any specific verticals that drove that reduction in the non-broker deposits for the last few weeks of the quarter?Irene Oh Yeah. Great question. Intra-quarter and we did get that update intra-quarter in mid-March. We were up, consumer deposits were up and also commercial deposits were slightly modestly up kind of essentially stable.So, overall, I mean, I think, since the failure of Silicon Valley, there was some disruption around this. I think the different segments and the sectors, maybe not so particular but just overall, right? And then also there were broker deposits that we had let run off in early March that we brought some of those back.Operator The next question comes from Jordan Hymowitz with Philadelphia Financial.
Please go ahead.Jordan Hymowitz Hey, guys. Thanks for taking my question. Great quarter. Two quick things. One, can you comment at all on trends in April, both on the available-for-sale marks as interest rates have fallen and also deposit trends?Irene Oh On the transfer the marks, I will start with that, Jordan. Generally, they have been positive across the Board for us. So that certainly helps and I will just share if you look at the quarter, the impact to AOCI, right, the benefit or the improvement was about 11% quarter-over-quarter and then we see that, that’s continuing in April.As far as deposit trends, I would say overall, it’s about the same. We are kind of clawing back a little bit, but overall, it’s what’s positive is that the pipelines are strong.
As Dominic mentioned, we are continuing to open new accounts, commercial accounts, consumer accounts. So that’s something that we think is very positive as far as the momentum.Jordan Hymowitz And then you commented Dominic that you have been there 30 years. I believe you are one of the few people that have been in the industry longer than I have. And you have also been one of the few in this massive downturn of stocks that have been buying back your own stock. Can you comment at all, Irene, you have bought, there’s been some Board members that have bought, how you guys view management stock purchases with the price stock at these levels?Dominic Ng I didn’t quite understand the question. Is that — are you talking about management buying back stock during…Jordan Hymowitz No. Buying — personally buying stock.Dominic Ng Well, Irene didn’t coordinate with me.
So I have been so busy working, but it was funny because so many customers talk to me about, they got lucky on that one day when the stock price just went crazy, all the regional bank stock prices went crazy.I think for us, like, for, I guess, maybe I don’t know about, because I wasn’t even — I think I wasn’t even in town. So, but I had customers telling me about they were getting in at $40, so excited about it. I didn’t even know it happened.So, but I looked at it is that management is always in a position that we always take a position is that this is our bank and our actions speak louder than anything else. And then, quite frankly, back in 1998 when we did the management buyout, myself, the then CFO, we came in and basically use our liquidity to put it all in the East West Bank and buying the shares at the same price like every investor who came in for that capital raise and so it worked out great.And we continue to put substantial amount our compensation into performance stock that if we don’t make the numbers, we don’t get the stock.
