TD Bank 2014 Annual Report Download - page 209

TD BANK GROUP ANNUAL REPORT 2014 FINANCIAL RESULTS 207
Interest Rate Risk
(billions of Canadian dollars, except as noted) As at
October 31, 2014
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 $ 25.7 $ 20.0 $ 0.5 $ 46.2 $ – $ – $ 0.4 $ 46.6
Effective yield 0.1% 0.5% –% –%
Trading loans, securities, and other $ 0.5 $ 3.9 $ 7.4 $ 11.8 $ 19.6 $ 18.7 $ 51.1 $ 101.2
Effective yield 0.9% 0.9% 1.0% 1.4%
Financial assets designated at fair value through profit or loss $ 0.7 $ 1.2 $ 1.1 $ 3.0 $ 0.6 $ 0.9 $ 0.2 $ 4.7
Effective yield 2.3% 2.9% 1.5% 2.4%
Available-for-sale $ 0.4 $ 4.7 $ 17.7 $ 22.8 $ 26.8 $ 12.7 $ 0.7 $ 63.0
Effective yield 0.8% 0.7% 2.1% 2.5%
Held-to-maturity $ – $ 1.5 $ 17.2 $ 18.7 $ 28.8 $ 9.5 $ – $ 57.0
Effective yield 7.3% 0.8% 1.4% 2.2%
Securities purchased under reverse repurchase agreements $ 4.7 $ 42.2 $ 19.8 $ 66.7 $ 0.1 $ – $ 8.2 $ 75.0
Effective yield 0.4% 0.3% 1.1% –%
Loans $ 15.3 $ 197.4 $ 49.7 $ 262.4 $ 173.4 $ 28.4 $ 14.7 $ 478.9
Effective yield 1.9% 3.6% 3.4% 3.8%
Other $ 68.3 $ – $ – $ 68.3 $ – $ – $ 50.0 $ 118.3
Total assets $ 115.6 $ 270.9 $ 113.4 $ 499.9 $ 249.3 $ 70.2 $ 125.3 $ 944.7
Liabilities and equity
Trading deposits $ 14.0 $ 24.0 $ 19.5 $ 57.5 $ 0.2 $ 0.4 $ 1.2 $ 59.3
Effective yield 0.3% 0.3% 1.5% 1.9%
Other financial liabilities designated at fair value through profit or loss $ – $ – $ – $ – $ 3.3 $ – $ – $ 3.3
Effective yield –% –% – 1.5% –%
Other deposits $ 204.0 $ 65.1 $ 36.2 $ 305.3 $ 61.7 $ 9.1 $ 224.6 $ 600.7
Effective yield 0.7% 1.3% 1.6% 2.9%
Securitization liabilities at fair value $ – $ 0.3 $ 1.6 $ 1.9 $ 6.4 $ 2.9 $ – $ 11.2
Effective yield 0.3% 2.3% 1.4% 2.2%
Obligations related to securities sold short $ 39.5 $ – $ – $ 39.5 $ – $ – $ – $ 39.5
Obligations related to securities sold under repurchase agreements $ 1.0 $ 35.7 $ 0.6 $ 37.3 $ – $ – $ 8.3 $ 45.6
Effective yield 0.4% 0.4% –% –%
Securitization liabilities at amortized cost $ – $ 8.4 $ 2.3 $ 10.7 $ 11.4 $ 2.9 $ – $ 25.0
Effective yield 1.6% 2.6% 2.1% 3.1%
Subordinated notes and debentures $ – $ – $ 1.7 $ 1.7 $ 5.9 $ 0.2 $ – $ 7.8
Effective yield –% 5.2% 4.9% 9.2%
Other $ 62.3 $ – $ – $ 62.3 $ – $ – $ 33.8 $ 96.1
Equity $ – $ – $ – $ – $ 2.2 $ – $ 54.0 $ 56.2
Total liabilities and equity $ 320.8 $ 133.5 $ 61.9 $ 516.2 $ 91.1 $ 15.5 $ 321.9 $ 944.7
Net position $ (205.2) $ 137.4 $ 51.5 $ (16.3) $ 158.2 $ 54.7 $ (196.6) $ –
October 31, 2013
Assets
Cash resources and other $ 10.5 $ 20.6 $ 0.8 $ 31.9 $ – $ – $ 0.3 $ 32.2
Effective yield 0.3% 0.6% –% –%
Trading loans, securities, and other $ 0.1 $ 6.0 $ 9.0 $ 15.1 $ 25.3 $ 11.8 $ 49.7 $ 101.9
Effective yield 1.6% 1.1% 2.0% 2.9%
Financial assets designated at fair value through profit or loss $ 0.7 $ 0.6 $ 2.0 $ 3.3 $ 2.6 $ 0.5 $ 0.1 $ 6.5
Effective yield 4.8% 2.9% 3.6% 3.0%
Available-for-sale $ 0.4 $ 7.4 $ 39.5 $ 47.3 $ 21.2 $ 10.4 $ 0.6 $ 79.5
Effective yield 0.3% 0.9% 2.1% 2.2%
Held-to-maturity $ – $ 1.1 $ 2.0 $ 3.1 $ 17.6 $ 9.3 $ – $ 30.0
Effective yield 2.3% 1.6% 1.4% 2.1%
Securities purchased under reverse repurchase agreements $ 2.2 $ 46.4 $ 7.2 $ 55.8 $ 2.1 $ – $ 6.4 $ 64.3
Effective yield 0.4% 0.2% 1.9% –%
Loans $ 15.3 $ 190.5 $ 47.4 $ 253.2 $ 157.5 $ 23.7 $ 10.5 $ 444.9
Effective yield 1.8% 3.7% 3.6% 3.9%
Other $ 55.9 $ – $ – $ 55.9 $ – $ – $ 46.8 $ 102.7
Total assets $ 85.1 $ 272.6 $ 107.9 $ 465.6 $ 226.3 $ 55.7 $ 114.4 $ 862.0
Liabilities and equity
Trading deposits $ – $ 25.6 $ 23.2 $ 48.8 $ 0.7 $ 0.4 $ 1.1 $ 51.0
Effective yield 0.2% 0.4% 0.6% 2.1%
Other deposits $ 196.2 $ 53.9 $ 45.9 $ 296.0 $ 54.8 $ 3.4 $ 187.4 $ 541.6
Effective yield 0.8% 0.9% 1.7% 5.4%
Securitization liabilities at fair value $ – $ 4.4 $ 8.5 $ 12.9 $ 6.6 $ 2.5 $ – $ 22.0
Effective yield 0.9% 1.0% 1.7% 2.6%
Obligations related to securities sold short $ 41.8 $ – $ – $ 41.8 $ – $ – $ – $ 41.8
Obligations related to securities sold under repurchase agreements $ 0.8 $ 27.7 $ 0.1 $ 28.6 $ – $ – $ 5.8 $ 34.4
Effective yield 0.4% 0.4% –% –%
Securitization liabilities at amortized cost $ – $ 8.1 $ 2.6 $ 10.7 $ 12.0 $ 2.9 $ – $ 25.6
Effective yield 1.9% 1.5% 1.9% 2.9%
Subordinated notes and debentures $ – $ – $ 0.2 $ 0.2 $ 7.6 $ 0.2 $ – $ 8.0
Effective yield –% 10.1% 5.0% 9.2%
Other $ 55.9 $ – $ 1.0 $ 56.9 $ 0.7 $ – $ 28.6 $ 86.2
Equity $ – $ 1.5 $ 0.7 $ 2.2 $ 0.5 $ – $ 48.7 $ 51.4
Total liabilities and equity $ 294.7 $ 121.2 $ 82.2 $ 498.1 $ 82.9 $ 9.4 $ 271.6 $ 862.0
Net position $ (209.6) $ 151.4 $ 25.7 $ (32.5) $ 143.4 $ 46.3 $ (157.2) $ –