EX-99.5 6 ex995.htm CONTRACTUAL OBLIGATIONS BY REMAINING MATURITY SEC INDUSTRY GUIDE

 

Exhibit 99.5

 

 

CONTRACTUAL OBLIGATIONS BY REMAINING MATURITY1 
(millions of Canadian dollars)          
    October 31  October 31   
    2017  2016   
    Within  Over 1 year  Over 3 to    Over 
   1 year  to 3 years    5 years 5 years  Total    Total   
Deposits2,3 $ 739,280  $ 46,729  $ 32,361  $ 14,692  $ 833,062  $ 773,484   
Securitization liabilities
Securitization liabilities at fair value 2,063    3,728    4,024    2,965  12,780    11,801   
  Securitization liabilities at amortization cost 7,348    3,521    2,323    2,960  16,152    17,879   
Subordinated notes and debentures –    –    –    9,807  9,807    10,891   
Liability for preferred shares –    –    –    34  34    35   
Structured entity liabilities 2,021    3,169    –    645  5,835    5,469   
Contractual interest payments4,5 2,797    3,389    1,767    2,314  10,267    29,933   
Operating lease commitments 939    1,669    1,327    3,505  7,440    7,955   
Capital lease commitments 28    38    13    10  89    115   
Network service agreements –    –    –    –  –    –   
Automated teller machines 125    220    91    –  436    118   
Contact centre technology 30    –    –    –  30    61   
Software licensing and equipment maintenance 161    173    58    –  392    443   
Total $ 754,792  $ 62,636  $ 41,964  $ 36,932  $ 896,324  $ 858,184   
1Amounts are presented on an undiscounted basis.
2As the timing of demand deposits and notice deposits is non-specific and callable by the depositor, obligations have been included as within one year.
3Amounts include trading deposits which are carried at fair value and include basis adjustments if the deposit is in a hedge accounting relationship. Accrued and contractual interest payments are also included.
4Amounts include accrued and future estimated interest obligations on term deposits, securitization liabilities, subordinated notes and debentures, and asset-backed commercial paper based on applicable interest and foreign exchange rates as at October 31, 2017, and October 31, 2016, respectively. Amounts exclude returns on instruments where the Bank’s payment obligation is based on the performance of equity linked indices.
5Interest obligations on subordinated notes and debentures are calculated according to their contractual maturity date. Refer to Note 19 to the Bank’s 2017 Consolidated Financial Statements for additional details.