Assets held by TD to satisfy liquidity requirements are summarized in the following tables. The tables do not include assets held within the Bank’s insurance businesses due to investment restrictions.
T ABLE 53 SUMMARY OF LIQUID ASSETS BY TYPE AND CURRENCY1,2 (millions of Canadian dollars, except as noted)
Securities received as collateral from securities
Bank-owned liquid assets
Cash and due from banks
Canadian government obligations NHA MBS
Provincial government obligations Corporate issuer obligations Equities
Other marketable securities and/or loans Total Canadian dollar-denominated
Cash and due from banks U.S. government obligations
U.S. federal agency obligations, including U.S. federal agency mortgage-backed obligations Other sovereign obligations Corporate issuer obligations Equities
Other marketable securities and/or loans Total non-Canadian dollar-denominated
Total Cash and due from banks
Canadian government obligations NHA MBS
Provincial government obligations Corporate issuer obligations Equities
Other marketable securities and/or loans Total Canadian dollar-denominated
Cash and due from banks U.S. government obligations
U.S. federal agency obligations, including U.S. federal agency mortgage-backed obligations Other sovereign obligations Corporate issuer obligations Equities
Other marketable securities and/or loans Total non-Canadian dollar-denominated
Total 1
2
$ 3,147 15,860 35,134 9,230 5,279
22,304 4,179
95,133 46,035
26,242 33,492
53,218 57,441 6,828 6,325
229,581 $ 324,714
$ 2,904 17,636 38,517 9,344 5,296
15,324 3,537
92,558 36,872
13,042 31,296
42,978 55,543 5,887 6,637
192,255 $ 284,813
Certain comparative amounts have been restated to conform with the presentation adopted in the current period.
Positions stated include gross asset values pertaining to secured borrowing/lending and reverse-repurchase/repurchase businesses.
The increase of $44.4 billion in total unencumbered liquid assets from October 31, 2015, was mainly due to term wholesale funding activity and deposit volume growth in the Canadian Retail and U.S. Retail
T ABLE 54
segments. Liquid assets are held in The Toronto-Dominion Bank and multiple domestic and foreign subsidiaries and branches and are summarized in the following table.
SUMMARY OF UNENCUMBERED LIQUID ASSETS BY BANK, SUBSIDIARIES, AND BRANCHES1 (millions of Canadian dollars)
October 31 2016
The Toronto-Dominion Bank (Parent) Bank subsidiaries Foreign branches
Total 1
Certain comparative amounts have been restated to conform with the presentation adopted in the current period.
$ 115,816 201,945 21,968
$ 339,729 As at
October 31 2015
$ 91,426 176,350 27,559
$ 295,335 3
financing and derivative
transactions3 $ –
39,156 211
10,255 3,699 6,049 1,037
60,407 –
32,914 6,091
20,027 9,192 8,787 1,027
78,038 $ 138,445 $ –
29,024 471
6,783 4,103 3,522 1,173
45,076 –
28,734 5,792
35,495 917
3,092
14,203 88,233
$ 133,309 Total liquid assets
$ 3,147 55,016 35,345 19,485 8,978
28,353 5,216
155,540 46,035
59,156 39,583
73,245 66,633 15,615 7,352
307,619 $ 463,159
$ 2,904 46,660 38,988 16,127 9,399
18,846 4,710
137,634 36,872
41,776 37,088
78,473 56,460 8,979
20,840 280,488 $ 418,122
12 8 4 2 6 1
34 10
13 8
16 14 3 2
66
Encumbered Unencumbered liquid assets3
liquid assets 1% $ 349
23,360 3,183
10,450 1,617 8,514 963
48,436 1,093
29,214 15,460
12,979 13,046 3,202 –
74,994 100% $ 123,430 1% $
11 9 4 2 5 1
33 9
10 9
19 13 2 5
67 170
19,622 3,273 7,002 1,503 7,192 670
39,432 21
29,110 14,407
21,838 4,275 1,275
12,429 83,355
100% $ 122,787
Liquid assets include collateral received that can be re-hypothecated or otherwise redeployed.
October 31, 2016 $ 2,798
31,656 32,162 9,035 7,361
19,839 4,253
107,104 44,942
29,942 24,123
60,266 53,587 12,413 7,352
232,625
$ 339,729 October 31, 2015
$ 2,734 27,038 35,715 9,125 7,896
11,654 4,040
98,202 36,851
12,666 22,681
56,635 52,185 7,704 8,411
197,133 $ 295,335 As at
92 TD BANK GROUP ANNUAL REPORT 2016 MANAGEMENT’S DISCUSSION AND ANALYSIS
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