SUPPLEMENTAL INFORMATION TABLE 19 Interest Rate Gap Position ($ millions, except as noted) Total Effective Effective Effective Non- Effective 0 to 3 4 to 6 7 to 12 within interest 1 to 5 interest Over 5 interest interest interest As at October 31 months months months 1 year rate (%) years rate (%) years rate (%) sensitive rate (%) Total Canadian Dollars Assets Cash resources 3,583 — — 3,583 2.31 347 — — — (727) na 3,203 Securities 22,175 38 55 22,268 4.79 969 8.47 144 7.96 90 na 23,471 Loans 52,866 4,034 6,102 63,002 4.79 22,356 6.28 3,598 6.41 — na 88,956 Other  10,799 86 171 11,056 na 1,368 na — na 6,383 na 18,807 Total assets 89,423 4,158 6,328 99,909 25,040 3,742 5,746 134,437 Liabilities and ShareholdersGLYPH<213> Equity Deposits 43,057 6,153 8,609 57,819 2.81 32,539 1.86 585 6.85 — na 90,943 Subordinated debt — — 250 250 8.85 1,525 7.21 540 8.55 — na 2,315 Other  22,453 21 43 22,517 na 339 na 1,150 na 5,746 na 29,752 ShareholdersGLYPH<213> equity — — — — na 600 na 450 na 10,377 na 11,427 Total liabilities and shareholdersGLYPH<213> equity 65,510 6,174 8,902 80,586 35,003 2,725 16,123 134,437 On-balance sheet gap position  23,913 (2,016) (2,574) 19,323 (9,963) 1,017 (10,377) — Off-balance sheet gap position  (23,472) 2,087 3,622 (17,763) 17,362 401 — — Total Interest Rate Gap Position 2002 441 71 1,048 1,560 7,399 1,418 (10,377) — 2001 3,829 (392) 637 4,074 3,620 1,938 (9,632) — 2000 2,404 1,355 565 4,324 4,801 1,110 (10,235) — 1999  (117) 1,103 (5,078) (4,092) 11,042 2,485 (9,435) — 1998  2,076 1,437 (7,771) (4,258) 11,599 1,479 (8,820) — U.S. Dollar and Other Currencies Assets Cash resources 8,927 2,928 2,724 14,579 1.82 1,087 — 389 — 47 na 16,102 Securities 5,164 1,388 1,782 8,334 2.73 9,029 3.55 2,710 3.55 171 na 20,244 Loans 40,646 1,927 1,908 44,481 2.85 8,224 6.17 1,003 6.68 31 na 53,739 Other  1,165 (200) — 965 na 3,789 na 178 na 23,410 na 28,342 Total assets 55,902 6,043 6,414 68,359 22,129 4,280 23,659 118,427 Liabilities and ShareholdersGLYPH<213> Equity Deposits 44,846 3,921 7,499 56,266 1.95 9,123 1.34 4,559 0.20 947 na 70,895 Subordinated debt 544 — — 544 2.12 935 6.95 — na — na 1,479 Other  21,655 249 20 21,924 na 677 na 389 na 22,596 na 45,586 ShareholdersGLYPH<213> equity — — — — na — na 467 na — na 467 Total liabilities and shareholdersGLYPH<213> equity 67,045 4,170 7,519 78,734 10,735 5,415 23,543 118,427 On-balance sheet gap position  (11,143) 1,873 (1,105) (10,375) 11,394 (1,135) 116 — Off-balance sheet gap position  3,107 569 (137) 3,539 (2,858) (681) — — Total Interest Rate Gap Position 2002 (8,036) 2,442 (1,242) (6,836) 8,536 (1,816) 116 — 2001 (12,985) 1,583 3,540 (7,862) 8,133 (131) (140) — 2000 (10,841) 5,162 838 (4,841) 3,834 575 432 — 1999  (7,039) (7,764) 2,969 (11,834) 11,478  (57) 413  — 1998  (12,524) 731 3,258 (8,535) 7,680 520 335 — Deposit s/Liabilities Gap Position Assets Cap ital Yields I nterest bearing non-maturity deposits on which interest rates have historically moved in reference to a specific interest rate basis, such as prime, and on which rates are above the minimum rate committed, are reported as interest sensitive in the 0 to 3 months category. Such deposits may be s ensitive to declining rates only to the extent of the minimum interest rate committed. When they no longer demonstrate correlation with market interest rate movements, they are reported in time periods based upon expected balance behaviour. Term deposits and investment certificates are reported based upon scheduled maturity and estimated redemption based upon historical behaviour. Fixed rate non-maturity liabilities and non-interest bearing non-maturity liabilities are reported based upon historical account balance behaviour. Common ShareholdersGLYPH<213> Equity is reported as non-interest sensitive. Yields are based upon the contractual interest rate in effect for the assets or liabilities on Oct ober 31, 2002. The determination of the interest rate sensitivity or gap position, which is based upon the earlier of the repricing or maturity date of assets, liabilities and derivatives used to manage interest rate risk, by necessity encompasses numerous assumptions. The gap position presented is as at October 31 of each year. It represents the position outstanding at the close of the business day and may change significantly in subsequent periods based upon customer preferences and the application of BMOGLYPH<213>s asset and liability management policies. The assumptions for 2002 were as follows: Fixed term assets such as residential mortgages and consumer loans are reported using scheduled repayments and estimated prepayments based upon historical behaviour. Trading assets are reported in the 0 to 3 months category. Fixed rate non-maturity assets and non-interest bearing non-maturity assets are reported based upon historical balance behaviour. na — not applicable 62 BMO FINANCIAL GROUP ANNUAL REPORT 2002