Remaining Terms to Maturities of Securities The remaining terms to contractual maturities of the securities held by the Bank are shown on the following table.
Securities Maturity Schedule (millions of Canadian dollars)
Within 1 year
Trading securities
Government and government-related securities Canadian government debt Federal
Provinces
U.S. federal, state, municipal governments, and agencies debt
Other OECD government-guaranteed debt
Mortgage-backed securities Residential Commercial
Other debt securities Canadian issuers Other issuers
Equity securities Common shares Preferred shares
Retained interests Total trading securities
Government and government-related securities Canadian government debt Federal
Provinces Other OECD government-guaranteed debt
Other debt securities Canadian issuers Other issuers
Equity securities Common shares
Total FVO securities Available-for-sale securities
Government and government-related securities Canadian government debt Federal
Provinces
U.S. federal, state, municipal governments, and agencies debt
Other OECD government-guaranteed debt Mortgage-backed securities
Other debt securities Asset-backed securities
Non-agency collateralized mortgage obligation portfolio Corporate and other debt
Equity securities Common shares Preferred shares
Debt securities reclassified from trading Total available-for-sale securities
1 $
659 $ 6,975 $ 5,781 $ 1,296 $ 538
676
1,656 81
3,610
1,076 –
1,716 2,792
– –
– 49
Represents contractual maturities. Actual maturities may differ due to prepayment privileges in the applicable contract.
2,028 2,818
3,989 2,141
17,951
3,088 –
3,950 7,038
– –
– 1
1,471
12,951 5,267 2,692
28,162
3,414 –
2,396 5,810
– –
– –
3,797
13,062 4,597 35
22,787
5,314 –
109 5,423
– –
– 204 6 $ 17
4,966 – –
4,989
5,701 625 114
6,440
– –
– 74
– $ 14,717 $ 14,431 –
7,851
– – –
–
– – 1
1
2,054 186
2,240 –
34,473 15,509 4,949
77,499
18,593 625
8,286 27,504
2,054 186
2,240 328
Securities designated at fair value through profit or loss (FVO securities) $
533 $ –
527 1,060 25
340 365
– –
– $ 48
332 380
246 428
674
– –
– $
118 –
118
528 51
579
– –
– $
286 –
286
308 –
308
– –
27 $
256 –
283
31 –
31
– –
$ 1,425 $ 1,054 $ 697 $ 594 $ 314 $
– $ – –
– –
103 103
96 96
560 $ 708 859
2,127
1,138 922
2,060
96 96
884 569 940
2,393
944 864
1,808
177 177
199 $ 4,283 $ 4,378
$ 5,726 $ 1,737 $ 788 $ 1,154 $ 677 $ 1,552
689
3,971 2,266
170 9
13,694 609
2,498 3,107
– –
– –
3,717 1,036
468 51
7,698 669
3,111 3,780
– –
– 1
567
3,325 500
681 12
5,873 592
1,351 1,943
– –
– 3
1,102 6,922
540 –
76 9,794
498 671
1,169
– –
– 20
1,768 35
155 –
5 2,640
344 89
433
– –
– 7
– $ 10,082 $ 12,053 –
5,678
– –
– –
–
– –
–
29,215 27
29,242 –
17,970 4,497
1,319 153
39,699
2,712 7,720
10,432
29,215 27
29,242 31
Over 1 year to 3 years
Over 3 years to
Remaining terms to maturities1 Over 5
years to Over 10 5 years 10 years
With no specific
years maturity Total Total As at
October 31 October 31 2016
2015
6,145
15,720 4,199
899 120
39,136
2,615 7,550
10,165
29,566 38
29,604 38
$ 16,801 $ 11,479 $ 7,819 $ 10,983 $ 3,080 $ 29,242 $ 79,404 $ 78,943
7,185
22,585 11,655 4,060
59,916
16,762 916
8,765 26,443
1,858 114
1,972 451
$ 6,451 $ 24,990 $ 33,972 $ 28,414 $ 11,503 $ 2,241 $ 107,571 $ 88,782
TD BANK GROUP ANNUAL REPORT 2016 FINANCIAL RESULTS 149
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