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TD BANK GROUP ANNUAL REPORT 2012 FINANCIAL RESULTS 163
Interest Rate Risk
(billions of Canadian dollars, except as noted) October 31, 2011
Total Over 1 Non-
Floating Within 3 3 months within year to Over interest
rate months to 1 year 1 year 5 years 5 years sensitive Total
Assets
Cash resources and other $ 5.2 $ 17.6 $ 0.9 $ 23.7 $ – $ – $ 0.4 $ 24.1
Effective yield 0.2% 0.9% –% –%
Trading loans, securities, and other $ 0.8 $ 6.2 $ 12.6 $ 19.6 $ 19.4 $ 8.4 $ 26.0 $ 73.4
Effective yield 1.3% 0.8% 2.2% 2.8%
Financial assets designated at fair value through profit or loss $ – $ 0.2 $ 0.1 $ 0.3 $ 2.9 $ 0.4 $ 0.6 $ 4.2
Effective yield 4.9% 4.4% 3.0% 5.3%
Available-for-sale $ 0.1 $ 51.7 $ 6.3 $ 58.1 $ 21.2 $ 10.0 $ 4.2 $ 93.5
Effective yield 0.3% 1.0% 1.4% 1.0%
Securities purchased under reverse repurchase agreements $ 5.3 $ 32.9 $ 12.4 $ 50.6 $ 2.0 $ – $ 4.4 $ 57.0
Effective yield 0.8% 0.4% 1.9% –%
Loans $ 8.5 $ 205.8 $ 39.6 $ 253.9 $ 102.4 $ 15.0 $ 5.9 $ 377.2
Effective yield 2.1% 3.7% 4.0% 4.6%
Other $ 68.1 $ – $ – $ 68.1 $ – $ – $ 38.0 $ 106.1
Total assets $ 88.0 $ 314.4 $ 71.9 $ 474.3 $ 147.9 $ 33.8 $ 79.5 $ 735.5
Liabilities and equity
Trading deposits $ – $ 20.3 $ 7.9 $ 28.2 $ 0.2 $ 0.4 $ 0.8 $ 29.6
Effective yield 0.4% 0.6% 1.1% 2.1%
Other deposits $ 149.2 $ 57.8 $ 34.7 $ 241.7 $ 52.0 $ 0.4 $ 155.3 $ 449.4
Effective yield 0.8% 1.4% 2.4% 5.6%
Securitization liabilities at fair value $ – $ 0.4 $ 4.5 $ 4.9 $ 21.5 $ 0.5 $ 0.8 $ 27.7
Effective yield 0.1% 1.1% 1.0% 0.3%
Obligations related to securities sold short $ 23.6 $ – $ – $ 23.6 $ – $ – $ – $ 23.6
Obligations related to securities sold
under repurchase agreements $ 0.6 $ 21.5 $ – $ 22.1 $ – $ – $ 3.9 $ 26.0
Effective yield 0.6% –% –% –%
Securitization liabilities at amortized cost $ – $ 9.0 $ 2.4 $ 11.4 $ 12.5 $ 0.3 $ 1.9 $ 26.1
Effective yield 1.8% 1.3% 2.2% 3.3%
Subordinated notes and debentures $ – $ – $ 0.2 $ 0.2 $ 6.2 $ 5.1 $ – $ 11.5
Effective yield –% 7.0% 5.2% 5.4%
Other $ 69.9 $ – $ – $ 69.9 $ – $ – $ 27.7 $ 97.6
Equity $ – $ – $ – $ – $ 3.4 $ – $ 40.6 $ 44.0
Total liabilities and equity $ 243.3 $ 109.0 $ 49.7 $ 402.0 $ 95.8 $ 6.7 $ 231.0 $ 735.5
Net position $ (155.3) $ 205.4 $ 22.2 $ 72.3 $ 52.1 $ 27.1 $ (151.5) $ –
November 1, 2010
Assets
Cash resources and other $ 4.4 $ 15.9 $ 1.0 $ 21.3 $ – $ – $ 0.4 $ 21.7
Effective yield 0.1% 1.3% –% –%
Trading loans, securities, and other $ 7.2 $ 5.9 $ 7.0 $ 20.1 $ 13.8 $ 5.6 $ 24.2 $ 63.7
Effective yield 1.9% 1.4% 1.5% 3.0%
Financial assets designated at fair value through profit or loss $ – $ 0.1 $ 0.2 $ 0.3 $ 0.9 $ 0.5 $ 0.5 $ 2.2
Effective yield 4.3% 4.5% 3.0% 4.9%
Available-for-sale $ 0.4 $ 44.7 $ 8.6 $ 53.7 $ 25.7 $ 6.5 $ 0.8 $ 86.7
Effective yield 0.1% 0.9% 2.0% 2.2%
Securities purchased under reverse repurchase agreements $ 5.1 $ 33.8 $ 6.9 $ 45.8 $ 3.1 $ 0.9 $ 0.9 $ 50.7
Effective yield 0.7% 0.3% 1.7% 3.0%
Loans $ 7.2 $ 178.4 $ 28.7 $ 214.3 $ 106.2 $ 14.7 $ 5.7 $ 340.9
Effective yield 4.0% 4.9% 5.0% 5.2%
Other $ 59.1 $ – $ – $ 59.1 $ – $ – $ 42.4 $ 101.5
Total assets $ 83.4 $ 278.8 $ 52.4 $ 414.6 $ 149.7 $ 28.2 $ 74.9 $ 667.4
Liabilities and equity
Trading deposits $ – $ 12.4 $ 9.2 $ 21.6 $ 0.1 $ 0.3 $ 1.0 $ 23.0
Effective yield – 0.3% 0.3% 1.7% 2.8%
Other deposits $ 144.4 $ 51.6 $ 38.3 $ 234.3 $ 42.5 $ 0.5 $ 127.6 $ 404.9
Effective yield 1.2% 1.7% 2.9% 5.6%
Securitization liabilities at fair value $ – $ – $ 0.2 $ 0.2 $ 26.6 $ 0.5 $ – $ 27.3
Effective yield –% 1.1% 3.1% 2.2%
Obligations related to securities sold short $ 23.7 $ – $ – $ 23.7 $ – $ – $ – $ 23.7
Obligations related to securities sold
under repurchase agreements $ 1.6 $ 18.6 $ 0.3 $ 20.5 $ 1.1 $ 0.6 $ – $ 22.2
Effective yield 0.5% 1.1% 1.4% 2.8%
Securitization liabilities at amortized cost $ – $ 5.9 $ 4.0 $ 9.9 $ 11.0 $ 2.2 $ – $ 23.1
Effective yield 2.0% 4.2% 3.1% 3.6%
Subordinated notes and debentures $ – $ – $ 0.2 $ 0.2 $ 11.7 $ 0.3 $ – $ 12.2
Effective yield –% 7.4% 5.4% 5.0%
Other $ 60.2 $ – $ – $ 60.2 $ 0.6 $ 2.4 $ 27.9 $ 91.1
Equity $ – $ 0.4 $ – $ 0.4 $ 3.0 $ – $ 36.5 $ 39.9
Total liabilities and equity $ 229.9 $ 88.9 $ 52.2 $ 371.0 $ 96.6 $ 6.8 $ 193.0 $ 667.4
Net position $ (146.5) $ 189.9 $ 0.2 $ 43.6 $ 53.1 $ 21.4 $ (118.1) $ –