TD Bank 2006 Annual Report Download - page 83

TD BANK FINANCIAL GROUP ANNUAL REPORT 2006 Financial Results 79
Unrealized Securities Gains and Losses
(millions of Canadian dollars) 2006 2005
Gross Gross Estimated Gross Gross Estimated
Book unrealized unrealized market Book unrealized unrealized market
value gains losses value value gains losses value
Investment securities
Government and government-insured securities
Canada $ 6,863 $ 15 $ 5 $ 6,873 $ 7,074 $ 22 $ 16 $ 7,080
Mortgage-backed securities 21,078 64 1 21,141 16,067 24 42 16,049
27,941 79 6 28,014 23,141 46 58 23,129
Provinces 523 52 526 359 51 363
28,464 84 828,540 23,500 51 59 23,492
Other debt securities
Canadian issuers 924 6 3 927 820 10 2 828
U.S. Federal Government 5,679 1 12 5,668 4,217 – 2 4,215
Other foreign governments 3,428 2 37 3,393 3,097 30 7 3,120
Other issuers 5,542 10 55 5,497 7,527 39 61 7,505
15,573 19 107 15,485 15,661 79 72 15,668
Equity securities
Preferred shares 727 108 1 834 918 93 1 1,010
Common shares 2,212 745 44 2,913 2,242 749 53 2,938
2,939 853 45 3,747 3,160 842 54 3,948
Total investment securities 46,976 956 160 47,772 42,321 972 185 43,108
Trading securities 77,482 –– 77,482 65,775 – – 65,775
Total securities $124,458 $956 $160 $125,254 $108,096 $972 $185 $108,883
Securities Maturity Schedule
(millions of Canadian dollars) Remaining term to maturity1
With no
Within 1 to 3 3 to 5 5 to 10 Over 10 specific 2006 2005
1year years years years years maturity Total Total
Investment securities
Government and government-insured securities
Canada $5,815 $ 506 $ 269 $ 248 $ 25 $ – $ 6,863 $7,074
Mortgage-backed securities 579 7,547 12,952 – – – 21,078 16,067
6,394 8,053 13,221 248 25 – 27,941 23,141
Provinces 85 97 140 195 6 – 523 359
6,479 8,150 13,361 443 31 – 28,464 23,500
Other debt securities
Canadian issuers 83 251 325 241 24 – 924 820
U.S. Federal Government 3,732 1,262 520 90 75 – 5,679 4,217
Other foreign governments 1,191 1,230 1,005 2 – – 3,428 3,097
Other issuers 1,204 1,646 693 184 1,815 – 5,542 7,527
6,210 4,389 2,543 517 1,914 – 15,573 15,661
Equity securities
Preferred shares 104 110 137 8 – 368 727 918
Common shares – – – – 18 2,194 2,212 2,242
104 110 137 8 18 2,562 2,939 3,160
Total investment securities 12,793 12,649 16,041 968 1,963 2,562 46,976 42,321
Trading securities
Government and government-insured securities
Canada 2,437 3,175 666 1,183 1,533 – 8,994 7,357
Provinces 510 342 18 683 926 – 2,479 3,491
2,947 3,517 684 1,866 2,459 – 11,473 10,848
Other debt securities
Canadian issuers 238 346 409 1,194 1,139 – 3,326 3,077
U.S. Federal Government 81 494 559 58 – – 1,192 650
Other foreign governments 1,075 736 152 449 189 – 2,601 3,541
Other issuers 4,342 4,463 5,157 6,028 3,193 – 23,183 18,754
5,736 6,039 6,277 7,729 4,521 – 30,302 26,022
Equity securities
Preferred shares 6 – – – – 126 132 324
Common shares – – – – – 35,575 35,575 28,581
6 – – – – 35,701 35,707 28,905
Total trading securities 8,689 9,556 6,961 9,595 6,980 35,701 77,482 65,775
Total securities $21,482 $22,205 $23,002 $10,563 $8,943 $38,263 $124,458 $108,096
1Represents contractual maturities. Actual maturities may differ due to
prepayment privileges in the applicable contract.