Interest Rate Risk1 (millions of Canadian dollars,
except as noted) Total
Floating rate
Assets Cash resources and other
Trading loans, securities, and other
Financial assets designated at fair value through profit or loss Available-for-sale Held-to-maturity
Securities purchased under reverse repurchase agreements
Loans Other
Total assets
Liabilities and equity Trading deposits
Other financial liabilities designated at fair value through profit or loss Other deposits
Securitization liabilities at fair value
Obligations related to securities sold short
Obligations related to securities sold under repurchase agreements
Securitization liabilities at amortized cost
Subordinated notes and debentures Other Equity
Total liabilities and equity Net position
Total assets
Total liabilities and equity Net position
1
$ 21,808 908
736 127 –
7,780
24,390 87,949
143,698 – 13
283,443 –
33,115 656 –
–
81,131 –
398,358 $ (254,660)
$ 133,302 351,641
$ (218,339) Within 3 months
$ 35,177 3,160
63
24,482 23,337
67,652
241,749 –
395,620
27,516 102
78,682 594
–
39,895 6,698
2,265 – –
155,752 $ 239,868
$ 366,821 169,453
$ 197,368
3 months to 1 year
$ 435
15,174 821
7,159 7,020
6,951
67,969 –
105,529
47,770 74
41,243 1,238
–
1,457 1,608
260 – –
93,650 $ 11,879
$ 102,253 91,507
$ 10,746
Certain comparative amounts have been reclassified to conform with the presentation adopted in the current year.
Interest Rate Risk by Category1 (millions of Canadian dollars)
Total
Floating rate
Canadian currency Foreign currency
Net position
Canadian currency Foreign currency
Net position 1
$ (226,294) (28,366)
$ (254,660)
$ (172,121) (46,218)
$ (218,339) Within
3 months $ 119,905
119,963 $ 239,868
$ 118,865 78,503
$ 197,368
Certain comparative amounts have been reclassified to conform with the presentation adopted in the current year.
3 months to 1 year
$ 35,798 (23,919)
$ 11,879
$ 34,537 (23,791)
$ 10,746
within 1 year
$ (70,591) 67,678
$ (2,913)
$ (18,719) 8,494
$ (10,225)
Over 1 year to 5 years
$ 132,887 47,713
$ 180,600
$ 112,985 39,521
$ 152,506 Non- Over 5 years
$ 5,992 31,431
$ 37,423
$ 11,279 32,908
$ 44,187
interest sensitive
$ (121,817) (93,293)
$ (215,110)
$ (110,591) (75,877)
$ (186,468) $ Total
$ (53,529) 53,529
–
October 31, 2015 $ (5,046)
$
5,046 –
within 1 year
$ 57,420 19,242
1,620
31,768 30,357
82,383
334,108 87,949
644,847
75,286 189
403,368 1,832
33,115 42,008 8,306
2,525
81,131 –
647,760 $ (2,913)
$ 602,376 612,601
$ (10,225) $
Over 1 year to 5 years
–
27,444 1,566
52,863 44,172
–
205,286 –
331,331
699 –
124,107 6,933
–
3,308 7,334
4,950 –
3,400 150,731 $ 180,600
$ 282,792 130,286
$ 152,506 $ Over 5 years –
15,081 1,012
22,300 9,866
–
31,996 –
80,255
– 1
32,412 3,725
– –
2,278 3,416 –
1,000 42,832 $ 37,423
$ 83,820 39,633
$ 44,187 $ Non-
interest sensitive
201
37,490 85
640 –
3,669
14,266 64,183
120,534
3,801 –
213,773 –
–
3,657 –
–
44,599 69,814
335,644 $ (215,110) $
$ 135,385 321,853
$ Total
57,621 99,257
4,283
107,571 84,395
86,052
585,656 152,132
1,176,967
79,786 190
773,660 12,490
33,115 48,973 17,918
10,891
125,730 74,214
1,176,967 –
$ (186,468) $
October 31, 2015 $ 1,104,373 1,104,373 –
As at October 31, 2016
As at October 31, 2016
TD BANK GROUP ANNUAL REPORT 2016 FINANCIAL RESULTS 193
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