Td Bank Peer Group Td Bank Peer Group 12 31 11 69 37 12 31 11 68 54 12 31 10 65 91 1 Derivatives Interest Rate 2 3 1 (47.85 KiB) Viewed 53 times
Td Bank Peer Group Td Bank Peer Group 12 31 11 69 37 12 31 11 68 54 12 31 10 65 91 1 Derivatives Interest Rate 2 3 2 (12.57 KiB) Viewed 53 times
TD BANK Peer Group TD BANK Peer Group *12/31/11 69.37% 12/31/11 68.54% 12/31/10 65.91% 1 Derivatives interest rate) 2 3 Date 4 Interest rate contracts Notional value of interest 5 rate swaps Futures and forward 6 contracts 7 Written option contracts 8 Purchased option contracts 12/31/10 61.09% 68.87% 67.83% 65.22% 60.29% 0.13% 0.09% 0.29% 0.21% 0.15% 0.35% 0.27% 0.27% 0.16% 0.30% 0.37% 0.14% + 1 10 11 12 13 14 Interest-Rate Contracts for TD BANK 12/31/2011 60.29% Purchased option 68.87%, Notional value of interest contracts, 4 rate swaps, 1 15 1.41 16 17 18 N 00 OS 19 2.50 20 21 22 • 65.22%, Written options contracts, 3 67.83%, Future and forward contracts, 2 23 -1-2-3-4 Sheet1 + Ready
C. Utilizing the above information, write one or two paragraphs about your bank's usage of interest rate derivatives and how it compares to its peers. Use your pie charts as graphics and incorporate them in the discussion.
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