EXHIBIT C-6
TABLES AND SUPPLEMENTARY INFORMATION
The tables and supplementary information under the headings Unmatured Market Debt and Other Obligations (with Respect to Money Borrowed) have been provided by the Department of Finance and the Bank of Canada.
Unmatured Market Debt
All debt obligations listed below are direct obligations of the Government of Canada and constitute a charge on the Consolidated Revenue Fund of Canada.
| (A) | PAYABLEIN CANADAIN CANADIAN DOLLARS |
MARKETABLE BONDS(1)
| | | | | | | | | | |
Maturity date (year, month, day) | | Coupon % | | Issue date(s) (year, month, day) | | Series | | Outstanding at
March 31, 2012 | |
2012.06.01 | | 1.50 | | 2010-3-12; 4-9; 5-7 | | ZE72 | | $ | 3,333,366,000 | |
2012.06.01 | | 3.75 | | 2006-11-6; 12-11; 2007-2-19; 5-7; 8-20; 11-13 | | YG30 | | | 4,761,038,000 | |
2012.06.01 | | 5.25 | | 2001-10-29; 2002-2-11; 4-22; 6-25; 8-6; 9-30; 10-15 | | XH22 | | | 8,200,754,000 | |
2012.09.01 | | 2.00 | | 2009-6-1; 7-13; 8-10; 2010-6-4; 7-9; 7-30 | | YX62 | | | 11,364,548,000 | |
2012.12.01 | | 1.50 | | 2010-8-13; 9-7; 9-17; 10-15; 10-29; 11-15; 11-26 | | ZK33 | | | 13,007,171,000 | |
2013.03.01 | | 1.75 | | 2009-12-14; 2010-2-12; 3-26; 12-17; 2011-1-28; 2-18; 3-11 | | ZD99 | | | 13,393,677,000 | |
2013.06.01 | | 3.50 | | 2008-2-25; 3-10; 5-12; 8-5; 10-28; 11-17 | | YN80 | | | 10,804,883,000 | |
2013.06.01 | | 5.25 | | 2002-11-4; 12-16; 2003-2-10; 3-24; 5-12; 6-25; 8-11; 9-30 | | XM17 | | | 8,796,476,000 | |
2013.08.01 | | 2.00 | | 2011-4-8; 5-13; 6-17 | | ZP20 | | | 10,500,000,000 | |
2013.09.01 | | 2.50 | | 2010-5-17; 6-21; 8-9 | | ZG21 | | | 9,200,000,000 | |
2013.11.01 | | 1.50 | | 2011-7-15; 8-19; 9-16; 9-30 | | ZT42 | | | 11,500,000,000 | |
2014.02.01 | | 1.00 | | 2011-10-21; 11-14; 12-9; 12-23 | | ZW70 | | | 11,113,857,000 | |
2014.03.01 | | 2.00 | | 2010-12-13; 2011-2-14; 3-25 | | ZN71 | | | 9,600,000,000 | |
2014.03.15 | | 10.25 | | 1989-3-15; 3-30; 1990-3-15; 7-1; 8-1; 1991-2-21 | | A23 | | | 709,898,000 | |
2014.05.01 | | 0.75 | | 2012-1-13; 2-10; 3-2; 3-16 | | ZY37 | | | 10,866,636,000 | |
2014.06.01 | | 3.00 | | 2008-10-21; 2009-1-19; 2-12; 3-16 | | YS77 | | | 13,149,524,000 | |
2014.06.01 | | 5.00 | | 2003-10-20; 12-15; 2004-2-9; 3-22; 5-3; 6-22; 8-16; 9-28 | | XS86 | | | 9,669,509,000 | |
2014.08.01 | | 2.25 | | 2011-5-2; 5-30; 8-15 | | ZR85 | | | 9,000,000,000 | |
2014.12.01 | | 2.00 | | 2009-4-20; 5-25; 7-20; 8-27; 9-29 | | YU24 | | | 15,000,000,000 | |
2015.02.01 | | 1.00 | | 2011-11-7; 12-19; 2012-1-30 | | ZX53 | | | 9,000,000,000 | |
2015.06.01 | | 2.50 | | 2009-11-23; 2010-1-18; 3-8 | | ZC17 | | | 9,000,000,000 | |
2015.06.01 | | 4.50 | | 2004-10-18; 12-20; 2005-2-7; 3-14; 5-9; 6-21; 8-15; 9-26 | | XX71 | | | 10,143,325,000 | |
2015.06.01 | | 11.25 | | 1990-5-1; 5-31; 10-1; 11-15 | | A34 | | | 456,505,000 | |
2015.12.01 | | 3.00 | | 2010-4-19; 6-14; 8-23; 9-27; 10-26 | | ZF48 | | | 11,341,729,000 | |
2016.06.01 | | 2.00 | | 2010-11-8; 2011-1-17; 3-7 | | ZL16 | | | 9,900,000,000 | |
2016.06.01 | | 4.00 | | 2005-11-7; 12-12; 2006-2-6; 3-13; 4-24; 6-12; 8-8; 9-19 | | YB43 | | | 10,157,400,000 | |
2016.09.01 | | 2.75 | | 2011-4-26; 5-24; 7-11 | | ZQ03 | | | 10,500,000,000 | |
2017.03.01 | | 1.50 | | 2011-10-17; 11-28; 2012-2-21 | | ZV97 | | | 10,500,000,000 | |
2017.06.01 | | 4.00 | | 2006-10-16; 11-27; 2007-1-29; 3-19; 4-23; 8-7; 9-17 | | YF56 | | | 10,342,526,000 | |
2018.06.01 | | 4.25 | | 2007-10-29; 2008-2-11; 3-25; 4-21; 6-23; 7-14 | | YL25 | | | 10,622,764,000 | |
2019.06.01 | | 3.75 | | 2008-10-6; 11-10; 2009-2-9; 3-2; 3-10; 4-14; 6-15; 8-18 | | YR94 | | | 17,650,000,000 | |
2020.06.01 | | 3.50 | | 2009-9-8; 10-14; 11-10; 2010-2-8; 5-3 | | YZ11 | | | 13,100,000,000 | |
2021.03.15 | | 10.50 | | 1990-12-15; 1991-1-9; 2-1 | | A39 | | | 567,361,000 | |
2021.06.01 | | 3.25 | | 2010-7-19; 10-12; 2011-2-7; 5-9 | | ZJ69 | | | 11,500,000,000 | |
2021.06.01 | | 9.75 | | 1991-5-9; 6-1; 7-1; 8-1; 9-1; 10-17 | | A43 | | | 286,188,000 | |
2021.12.01 | | 4.25 | | 1991-12-10; 1992-10-14; 1993-5-1; 12-1; 1994-2-22; 6-21; 9-15; 12-15; 1995-2-2; 5-8; 8-4 | | L25 | | | 7,517,567,250 | (2) |
2022.06.01 | | 2.75 | | 2011-8-2; 10-11; 2012-2-6 | | ZU15 | | | 7,500,000,000 | |
2022.06.01 | | 9.25 | | 1991-12-15; 1992-1-3; 5-15 | | A49 | | | 206,022,000 | |
2023.06.01 | | 8.00 | | 1992-8-17; 1993-2-1; 4-1; 7-26; 10-15; 1994-2-1; 5-2 | | A55 | | | 2,498,552,000 | |
2025.06.01 | | 9.00 | | 1994-8-2; 11-1; 1995-2-1; 5-1; 8-1; 11-1; 1996-2-1 | | A76 | | | 2,668,756,000 | |
2026.12.01 | | 4.25 | | 1995-12-7; 1996-3-6; 6-6; 9-6; 12-6; 1997-3-12; 6-9; 9-8; 12-8; 1998-3-9; 6-8; 9-8; 12-7 | | VS05 | | | 7,214,182,500 | (2) |
2027.06.01 | | 8.00 | | 1996-5-1; 8-1; 11-1; 1997-2-3; 5-1; 8-1; 11-3 | | VW17 | | | 4,728,822,000 | |
1
Unmatured Market Debt (Continued)
| | | | | | | | | | |
Maturity date (year, month, day) | | Coupon % | | Issue date(s) (year, month, day) | | Series | | Outstanding at
March 31, 2012 | |
2029.06.01 | | 5.75 | | 1998-2-2; 5-1; 11-2; 1999-5-3; 10-15; 2000-4-24; 10-16; 2001-4-23 | | WL43 | | | 12,408,469,000 | |
2031.12.01 | | 4.00 | | 1999-3-8; 6-8; 9-7; 12-6; 2000-3-6; 6-5; 9-5; 12-11; 2001-3-5; 6-11; 9-24; 12-10; 2002-3-18; 6-10; 9-16; 12-9; 2003-3-17 | | WV25 | | | 7,659,770,000 | (2) |
2033.06.01 | | 5.75 | | 2001-10-15; 2002-1-21; 3-4; 5-6; 7-15; 11-25; 2003-1-20; 3-3; 4-14; 7-14; 8-25; 11-10; 2004-1-19; 3-1 | | XG49 | | | 13,272,295,000 | |
2036.12.01 | | 3.00 | | 2003-6-9; 9-15; 12-8; 2004-3-8; 6-7; 9-7; 12-6; 2005-3-7; 6-6; 9-6; 12-5; 2006-3-6; 6-5; 10-2; 12-4; 2007-3-5 | | XQ21 | | | 6,854,913,000 | (2) |
2037.06.01 | | 5.00 | | 2004-7-19; 9-14; 11-8; 2005-1-17; 4-11; 7-11; 10-18; 2006-1-16; 5-1; 7-24; 10-31; 2007-1-15; 6-11; 7-23; 10-9; 2008-1-21; 2009-1-12 | | XW98 | | | 13,999,089,000 | |
2041.06.01 | | 4.00 | | 2008-6-9; 9-15; 12-15; 2009-3-23; 5-19; 7-14; 8-5; 10-20; 2010-2-22; 3-22; 5-25; 9-7; 11-22; 2011-3-21 | | YQ12 | | | 15,800,000,000 | |
2041.12.01 | | 2.00 | | 2007-6-4; 9-4; 12-10; 2008-3-3; 6-2; 9-2; 12-8; 2009-3-9; 6-2; 8-31; 12-7; 2010-3-1 | | YK42 | | | 7,107,470,500 | |
2044.12.01 | | 1.50 | | 2010-5-31; 8-30; 12-6; 2011-2-28; 6-6; 9-6; 12-5; 2012-2-27 | | ZH04 | | | 4,593,512,000 | (2) |
2045.12.01 | | 3.50 | | 2011-6-13; 8-29; 11-21; 2012-3-26 | | ZS68 | | | 4,700,000,000 | |
| | | | | | |
| TOTALUNMATUREDMARKETABLEBONDSPAYABLEIN CANADIANDOLLARS | | | | $ | 447,768,555,250 | |
| | | | | | |
2
Unmatured Market Debt (Continued)
TREASURY BILLS
| | | | | | | | | | |
Maturity date(s) | | Yield % | | | | Issue dates | | Outstanding at
March 31, 2012 | |
Various maturity dates from April 3, 2012 to March 14, 2013 | | 0.820 to 1.466 | | | | Various issue dates from April 14, 2011 to March 29, 2012 | | $ | 163,400,000,000 | |
| | | | | | | | | | |
CANADA SAVINGS BONDS(3)
| | | | | | | | | | |
Maturity date | | Annual Coupons % | | Issue date | | Series | | Outstanding at
March 31, 2012 | |
2013 — Nov. 1(4) | | 0.40 – 7.50 | | 1991 - Nov. 1 | | S46 | | | 135,997,080 | |
2014 — Nov. 1(4) | | 0.40 – 7.50 | | 1992 -Nov. 1 | | S47 | | | 215,030,417 | |
2015 — Nov. 1(4) | | 0.40 – 7.50 | | 1993 -Nov. 1 | | S48 | | | 171,469,038 | |
2016 — Nov. 1(4) | | 0.40 – 7.50 | | 1994 -Nov. 1 | | S49 | | | 249,668,592 | |
2017 — Nov. 1(4) | | 0.40 – 6.75 | | 1995 -Nov. 1 | | S50 | | | 199,410,747 | |
2018 — Nov. 1(4) | | 0.40 – 8.75 | | 1996 -Nov. 1 | | S51 | | | 328,625,998 | |
2017 — Nov. 1(4) | | 0.40 – 6.50 | | 1997 -Nov. 1 | | S52 | | | 355,472,048 | |
2018 — Nov. 1(4) | | 0.40 – 4.85 | | 1998 -Nov. 1 | | S54 | | | 159,376,397 | |
2018 — Dec. 1(4) | | 0.40 – 4.85 | | 1998 -Dec. 1 | | S55 | | | 12,094,250 | |
2019 — Jan. 1(4) | | 0.40 – 4.85 | | 1999 - Jan. 1 | | S56 | | | 2,492,228 | |
2019 — Feb. 1(4) | | 0.40 – 4.60 | | 1999 - Feb. 1 | | S57 | | | 1,358,871 | |
2019 — Mar. 1(4) | | 0.40 – 4.75 | | 1999 -Mar. 1 | | S58 | | | 3,266,263 | |
2019 — Apr. 1(4) | | 0.40 – 4.75 | | 1999 - Apr. 1 | | S59 | | | 1,895,609 | |
2019 — Nov. 1(4) | | 0.40 – 4.85 | | 1999 -Nov. 1 | | S60 | | | 83,638,595 | |
2019 — Dec. 1(4) | | 0.40 – 4.85 | | 1999 -Dec. 1 | | S61 | | | 8,962,757 | |
2020 — Jan. 1(4) | | 0.40 – 4.85 | | 2000 - Jan. 1 | | S62 | | | 2,898,141 | |
2020 — Feb. 1(4) | | 0.40 – 4.60 | | 2000 - Feb. 1 | | S63 | | | 1,784,401 | |
2020 — Mar. 1(4) | | 0.40 – 4.75 | | 2000 -Mar. 1 | | S64 | | | 3,372,001 | |
2020 — Apr. 1(4) | | 0.40 – 4.75 | | 2000 - Apr. 1 | | S65 | | | 3,610,529 | |
2012 — Apr. 1 | | 0.40 – 4.00 | | 2002 - Apr. 1 | | S77 | | | 4,507,736 | |
2012 — Nov. 1 | | 0.40 – 3.25 | | 2002 -Nov. 1 | | S78 | | | 170,142,033 | |
2012 — Dec. 1 | | 0.40 – 3.25 | | 2002 -Dec. 1 | | S79 | | | 13,948,170 | |
2013 — Jan. 1 | | 0.40 – 3.10 | | 2003 - Jan. 1 | | S80 | | | 3,908,157 | |
2013 — Feb. 1 | | 0.40 – 2.85 | | 2003 - Feb. 1 | | S81 | | | 2,891,548 | |
2013 — Mar. 1 | | 0.40 – 3.10 | | 2003 -Mar. 1 | | S82 | | | 6,008,559 | |
2013 — Apr. 1 | | 0.40 – 3.10 | | 2003 - Apr. 1 | | S83 | | | 6,392,895 | |
2013 — Nov. 1 | | 0.40 – 3.25 | | 2003 -Nov. 1 | | S84 | | | 126,178,108 | |
2013 — Dec. 1 | | 0.40 – 3.25 | | 2003 -Dec. 1 | | S85 | | | 7,505,300 | |
2014 — Jan. 1 | | 0.40 – 3.10 | | 2004 - Jan. 1 | | S86 | | | 2,004,942 | |
2014 — Feb. 1 | | 0.40 – 2.85 | | 2004 - Feb. 1 | | S87 | | | 1,492,000 | |
2014 — Mar. 1 | | 0.40 – 3.10 | | 2004 -Mar. 1 | | S88 | | | 3,093,915 | |
2014 — Apr. 1 | | 0.40 – 3.10 | | 2004 - Apr. 1 | | S89 | | | 1,950,189 | |
2014 — Nov. 1 | | 0.40 – 3.25 | | 2004 -Nov. 1 | | S90 | | | 137,786,708 | |
2014 — Dec. 1 | | 0.40 – 3.25 | | 2004 -Dec. 1 | | S91 | | | 8,836,455 | |
2015 — Jan. 1 | | 0.40 – 3.10 | | 2005 - Jan. 1 | | S92 | | | 3,777,960 | |
2015 — Feb. 1 | | 0.40 – 2.85 | | 2005 - Feb. 1 | | S93 | | | 1,668,406 | |
2015 — Mar. 1 | | 0.40 – 3.10 | | 2005 -Mar. 1 | | S94 | | | 3,676,423 | |
2015 — Apr. 1 | | 0.40 – 3.10 | | 2005 - Apr. 1 | | S95 | | | 2,415,800 | |
2015 — Nov. 1 | | 0.40 – 3.25 | | 2005 -Nov. 1 | | S96 | | | 167,622,126 | |
2015 — Dec. 1 | | 0.40 – 3.25 | | 2005 -Dec. 1 | | S97 | | | 9,693,552 | |
2016 — Jan. 1 | | 0.40 – 3.10 | �� | 2006 - Jan. 1 | | S98 | | | 2,701,500 | |
2016 — Feb. 1 | | 0.40 – 2.85 | | 2006 - Feb. 1 | | S99 | | | 1,895,194 | |
2016 — Mar. 1 | | 0.40 – 3.10 | | 2006 -Mar. 1 | | S100 | | | 4,064,646 | |
2016 — Apr. 1 | | 0.40 – 3.10 | | 2006 - Apr. 1 | | S101 | | | 2,848,366 | |
2016 — Nov. 1 | | 0.40 – 3.25 | | 2006 -Nov. 1 | | S102 | | | 212,224,047 | |
2016 — Dec. 1 | | 0.40 – 3.25 | | 2006 - Dec. 1 | | S103 | | | 11,415,929 | |
2017 — Jan. 1 | | 0.40 – 3.10 | | 2007 - Jan. 1 | | S104 | | | 3,272,700 | |
2017 — Feb. 1 | | 0.40 – 2.85 | | 2007 - Feb. 1 | | S105 | | | 2,319,534 | |
3
Unmatured Market Debt (Continued)
| | | | | | | | | | |
Maturity date | | Annual Coupons % | | Issue date | | Series | | Outstanding at
March 31, 2012 | |
2017 — Mar. 1 | | 0.40 – 3.10 | | 2007 - Mar. 1 | | S106 | | | 4,864,823 | |
2017 — Apr. 1 | | 0.40 – 3.10 | | 2007 - Apr. 1 | | S107 | | | 4,221,267 | |
2017 — Nov. 1 | | 0.40 – 3.25 | | 2007 -Nov. 1 | | S108 | | | 270,832,522 | |
2017 — Dec. 1 | | 0.40 – 3.25 | | 2007 - Dec. 1 | | S109 | | | 18,520,738 | |
2018 — Jan. 1 | | 0.40 – 3.10 | | 2008 - Jan. 1 | | S110 | | | 5,828,626 | |
2018 — Feb. 1 | | 0.40 – 2.85 | | 2008 - Feb. 1 | | S111 | | | 5,668,871 | |
2018 — Mar. 1 | | 0.40 – 2.50 | | 2008 - Mar. 1 | | S112 | | | 6,610,287 | |
2018 — Apr. 1 | | 0.40 – 2.45 | | 2008 - Apr. 1 | | S113 | | | 9,327,059 | |
2018 — Nov. 1 | | 0.40 – 2.00 | | 2008 -Nov. 1 | | S114 | | | 389,512,663 | |
2018 — Dec. 1 | | 0.40 – 1.85 | | 2008 - Dec. 1 | | S115 | | | 38,430,662 | |
2019 — Jan. 1 | | 0.40 – 1.65 | | 2009 - Jan. 1 | | S116 | | | 17,162,876 | |
2019 — Feb. 1 | | 0.40 – 1.25 | | 2009 - Feb. 1 | | S117 | | | 11,537,595 | |
2019 — Mar. 1 | | 0.40 – 1.00 | | 2009 - Mar. 1 | | S118 | | | 12,024,044 | |
2019 — Apr. 1 | | 0.40 – 0.75 | | 2009 - Apr. 1 | | S119 | | | 9,376,299 | |
2019 — Nov. 1 | | 0.40 – 0.65 | | 2009 -Nov. 1 | | S120 | | | 383,827,859 | |
2019 — Dec. 1 | | 0.40 – 0.65 | | 2009 - Dec. 1 | | S121 | | | 15,762,327 | |
2020 — Jan. 1 | | 0.40 – 0.65 | | 2010 - Jan. 1 | | S122 | | | 5,637,365 | |
2020 — Feb. 1 | | 0.40 – 0.65 | | 2010 - Feb. 1 | | S123 | | | 3,997,407 | |
2020 — Mar. 1 | | 0.40 – 0.65 | | 2010 - Mar. 1 | | S124 | | | 5,475,322 | |
2020 — Apr. 1 | | 0.40 – 0.65 | | 2010 - Apr. 1 | | S125 | | | 3,485,995 | |
2020 — Nov. 1 | | 0.50 – 0.65 | | 2010 -Nov. 1 | | S126 | | | 666,557,793 | |
2020 — Dec. 1 | | 0.50 – 0.65 | | 2010 - Dec. 1 | | S127 | | | 25,668,678 | |
2021 — Nov. 1 | | 0.50 | | 2011 -Nov. 1 | | S128 | | | 584,590,032 | |
2021— Dec. 1 | | 0.50 | | 2011 - Dec. 1 | | S129 | | | 20,779,422 | |
2012 — Nov. 1 | | 0.65 | | 2012 - Jan. 1 | | S904 | | | 8,897 | |
2012 — Nov. 1 | | 0.65 | | 2012 - Feb. 1 | | S905 | | | 93,439 | |
2012 — Nov. 1 | | 0.65 | | 2012 - Mar. 1 | | S906 | | | 1,052,735 | |
| | | | | | | | | | |
Total | | | | | | | | | 5,387,522,463 | |
| | | | | | | | | | |
CANADA PREMIUM BONDS(5)
| | | | | | | | | | |
Maturity date | | Annual Coupons % | | Issue date | | Series | | Outstanding at March 31, 2012 | |
2018 — Nov. 1(4) | | 1.00 – 5.00 | | 1998 - Nov. 1 | | P3 | | | 276,710,686 | |
2018 — Dec. 1(4) | | 1.00 – 4.50 | | 1998 - Dec. 1 | | P4 | | | 31,089,511 | |
2019 — Jan. 1(4) | | 1.00 – 4.50 | | 1999 - Jan. 1 | | P5 | | | 6,849,669 | |
2019 — Feb. 1(4) | | 1.00 – 4.75 | | 1999 - Feb. 1 | | P6 | | | 4,927,631 | |
2019 — Mar. 1(4) | | 1.00 – 6.00 | | 1999 - Mar. 1 | | P7 | | | 24,172,244 | |
2019 — Apr. 1(4) | | 1.00 – 6.00 | | 1999 - Apr. 1 | | P8 | | | 17,119,913 | |
2019 — Nov. 1(4) | | 1.00 – 6.00 | | 1999 - Nov. 1 | | P9 | | | 99,371,850 | |
2019 — Dec. 1(4) | | 1.00 – 6.00 | | 1999 - Dec. 1 | | P10 | | | 30,533,427 | |
2020 — Jan. 1(4) | | 1.00 – 6.00 | | 2000 - Jan. 1 | | P11 | | | 10,591,986 | |
2020 — Feb. 1(4) | | 1.00 – 6.00 | | 2000 - Feb. 1 | | P12 | | | 8,181,879 | |
2020 — Mar. 1(4) | | 1.00 – 6.25 | | 2000 - Mar. 1 | | P13 | | | 19,675,709 | |
2020 — Apr. 1(4) | | 1.00 – 6.25 | | 2000 - Apr. 1 | | P14 | | | 25,126,693 | |
2012 — Apr. 1 | | 1.00 – 6.00 | | 2002 - Apr. 1 | | P26 | | | 22,985,098 | |
2012 — Nov. 1 | | 1.10 – 6.00 | | 2002 - Nov. 1 | | P27 | | | 573,424,186 | |
2012 — Dec. 1 | | 1.10 – 6.00 | | 2002 - Dec. 1 | | P28 | | | 114,085,929 | |
2013 — Jan. 1 | | 1.10 – 6.00 | | 2003 - Jan. 1 | | P29 | | | 43,924,921 | |
2013 — Feb. 1 | | 1.10 – 6.00 | | 2003 - Feb. 1 | | P30 | | | 7,232,263 | |
2013 — Mar. 1 | | 1.10 – 5.00 | | 2003 - Mar. 1 | | P31 | | | 35,516,253 | |
2013 — Apr. 1 | | 1.10 – 5.00 | | 2003 - Apr. 1 | | P32 | | | 32,641,001 | |
2013 — Feb. 1 | | 1.10 – 5.00 | | 2003 - Feb. 1 | | P33 | | | 15,473,455 | |
2013 — Nov. 1 | | 1.00 – 5.00 | | 2003 - Nov. 1 | | P34 | | | 456,252,270 | |
2013 — Dec. 1 | | 1.00 – 5.50 | | 2003 - Dec. 1 | | P35 | | | 102,424,504 | |
2014 — Jan. 1 | | 1.00 – 5.50 | | 2004 - Jan. 1 | | P36 | | | 34,305,447 | |
2014 — Feb. 1 | | 1.00 – 5.00 | | 2004 - Feb. 1 | | P37 | | | 22,561,938 | |
2014 — Mar. 1 | | 1.00 – 4.00 | | 2004 - Mar. 1 | | P38 | | | 31,850,787 | |
4
Unmatured Market Debt (Continued)
| | | | | | | | | | |
Maturity date | | Annual Coupons % | | Issue date | | Series | | Outstanding at March 31, 2012 | |
2014 — Apr. 1 | | 1.00 – 4.00 | | 2004 -Apr. 1 | | P39 | | | 17,988,393 | |
2014 — Nov. 1 | | 1.10 – 3.50 | | 2004 -Nov. 1 | | P40 | | | 131,991,682 | |
2014 — Dec. 1 | | 1.10 – 3.50 | | 2004 -Dec. 1 | | P41 | | | 32,036,480 | |
2015 — Jan. 1 | | 1.10 – 3.25 | | 2005 - Jan. 1 | | P42 | | | 10,719,205 | |
2015 — Feb. 1 | | 1.10 – 3.05 | | 2005 -Feb. 1 | | P43 | | | 5,378,481 | |
2015 — Mar. 1 | | 1.10 – 3.15 | | 2005 -Mar. 1 | | P44 | | | 6,509,000 | |
2015 — Apr. 1 | | 1.10 – 3.05 | | 2005 -Apr. 1 | | P45 | | | 5,879,756 | |
2015 — Nov. 1 | | 1.00 – 2.75 | | 2005 -Nov. 1 | | P46 | | | 76,551,705 | |
2015 — Dec. 1 | | 1.00 – 3.55 | | 2005 -Dec. 1 | | P47 | | | 31,613,044 | |
2016 — Jan. 1 | | 1.00 – 4.00 | | 2006 - Jan. 1 | | P48 | | | 9,692,824 | |
2016 — Feb. 1 | | 1.00 – 4.00 | | 2006 -Feb. 1 | | P49 | | | 10,094,024 | |
2016 — Mar. 1 | | 1.00 – 4.00 | | 2006 -Mar. 1 | | P50 | | | 10,260,545 | |
2016 — Apr. 1 | | 1.00 – 4.00 | | 2006 -Apr. 1 | | P51 | | | 11,663,183 | |
2016 — Nov. 1 | | 1.00 – 3.35 | | 2006 -Nov. 1 | | P52 | | | 73,351,343 | |
2016 — Dec. 1 | | 1.00 – 3.35 | | 2006 -Dec. 1 | | P53 | | | 18,966,959 | |
2017 — Jan. 1 | | 1.00 – 3.25 | | 2007 - Jan. 1 | | P54 | | | 5,381,050 | |
2017 — Feb. 1 | | 1.00 – 3.05 | | 2007 -Feb. 1 | | P55 | | | 4,145,412 | |
2017 — Mar. 1 | | 1.00 – 3.35 | | 2007 -Mar. 1 | | P56 | | | 26,440,932 | |
2017 — Apr. 1 | | 1.00 – 3.35 | | 2007 - Apr. 1 | | P57 | | | 18,741,624 | |
2017 — Nov. 1 | | 1.10 – 3.50 | | 2007 -Nov. 1 | | P58 | | | 69,464,477 | |
2017 — Dec. 1 | | 1.10 – 3.50 | | 2007 -Dec. 1 | | P59 | | | 17,096,069 | |
2018 — Jan. 1 | | 1.10 – 3.25 | | 2008 - Jan. 1 | | P60 | | | 4,525,615 | |
2018 — Feb. 1 | | 1.10 – 3.05 | | 2008 - Feb. 1 | | P61 | | | 4,245,620 | |
2018 — Mar. 1 | | 1.10 – 3.15 | | 2008 - Mar. 1 | | P62 | | | 10,031,673 | |
2018 — Apr. 1 | | 1.10 – 3.05 | | 2008 - Apr. 1 | | P63 | | | 13,063,098 | |
2018 — Nov . 1 | | 1.00 – 2.65 | | 2008 -Nov. 1 | | P64 | | | 137,268,841 | |
2018 — Dec. 1 | | 1.00 – 2.65 | | 2008 - Dec. 1 | | P65 | | | 81,421,051 | |
2019 — Jan. 1 | | 1.00 – 2.65 | | 2009 - Jan. 1 | | P66 | | | 38,734,151 | |
2019 — Feb. 1 | | 1.00 – 2.05 | | 2009 - Feb. 1 | | P67 | | | 19,482,169 | |
2019 — Mar. 1 | | 1.00 – 2.05 | | 2009 - Mar. 1 | | P68 | | | 20,392,008 | |
2019 — Apr. 1 | | 1.00 – 1.70 | | 2009 - Apr. 1 | | P69 | | | 30,405,640 | |
2019 — Nov. 1 | | 1.00 – 1.80 | | 2009 -Nov. 1 | | P70 | | | 82,234,911 | |
2019 — Dec. 1 | | 1.00 – 1.80 | | 2009 - Dec. 1 | | P71 | | | 46,518,991 | |
2020 — Jan. 1 | | 1.00 – 1.80 | | 2010 - Jan. 1 | | P72 | | | 16,389,662 | |
2020 — Feb. 1 | | 1.00 – 1.80 | | 2010 -Feb. 1 | | P73 | | | 13,835,817 | |
2020 — Mar. 1 | | 1.00 – 1.80 | | 2010 -Mar. 1 | | P74 | | | 11,734,128 | |
2020 — Apr. 1 | | 1.00 – 1.80 | | 2010 - Apr. 1 | | P75 | | | 9,495,342 | |
2020 — Nov. 1 | | 1.10 – 1.70 | | 2010 -Nov. 1 | | P76 | | | 97,823,356 | |
2020 — Dec. 1 | | 1.10 – 1.70 | | 2010 - Dec. 1 | | P77 | | | 67,432,053 | |
2021 — Nov. 1 | | 1.00 – 1.20 | | 2011 -Nov. 1 | | P78 | | | 121,460,642 | |
2021 — Dec. 1 | | 1.00 – 1.20 | | 2011 - Dec. 1 | | P79 | | | 55,968,751 | |
2012 — Nov. 1 | | 1.00 | | 2012 - Jan. 1 | | P954 | | | 295,596 | |
2012 — Nov. 1 | | 1.00 | | 2012 - Feb. 1 | | P955 | | | 813,226 | |
2012 — Nov. 1 | | 1.00 | | 2012 - Mar. 1 | | P956 | | | 9,905,835 | |
| | | | | | | | | | |
Total | | | | | | | | $ | 3,534,473,614 | |
| | | | | | | | | | |
5
Unmatured Market Debt (Continued)
OBLIGATIONS ISSUED TO CANADA PENSION PLAN INVESTMENT FUND(6)
| | | | | | | | |
Maturity date(s) | | Coupon(s) % | | Issue date(s) | | Outstanding at March 31, 2012 | |
Various maturity dates from May 1, 2012 to July 2, 2012 | | 9.17 to 9.45 | | Various issue dates
from May 1, 1992 to Jul. 2, 1992 (long term) | | $ | 11,118,000 | |
| | | | | | | | |
| |
| TOTAL UNMATURED MARKET DEBT PAYABLE IN CANADIAN DOLLARS | | $ | 620,101,669,327 | |
| | | | | | | | |
(B) PAYABLE IN FOREIGN CURRENCY (1) (7)
CANADA BILLS
| | | | | | | | |
Maturity date(s) | | Yield(s) % | | Original issue amount | | Issue date(s) | | Outstanding at
March 31, 2012 |
Various maturity dates from Apr. 3, 2012 to Oct. 15, 2012 | | 0.02 to 0.14 | | U.S.$ 2,076,051,000 | | Various issue dates
from Jul. 21, 2011 to Mar. 26, 2012 | | $ 2,070,860,872 |
OTHER MARKETABLE BONDS PAYABLE IN FOREIGN CURRENCIES
| | | | | | | | | | |
Maturity date | | Coupon % | | Original amount at issue or assumption | | Issue or assumption date | | Outstanding at
March 31, 2012 | |
2014 — Sep. 10 | | 2.38 | | USD3,000,000,000 | | 2009 — Sep. 10 | | $ | 2,992,500,000 | |
2017 — Feb. 14 | | 0.875 | | USD3,000,000,000 | | 2012 — Feb. 14 | | | 2,992,500,000 | |
2016 — Dec. 15 | | 8.25 | | USD 38,244,000(8)(9) | | 2001 — Feb. 5 | | | 33,160,890 | |
2018 — Jun. 30 | | 9.70 | | USD 16,080,000(8) | | 2001 — Feb. 5 | | | 16,039,800 | |
2019 — Jun. 1 | | 8.80 | | USD 3,500,000(8) | | 2001 — Feb. 5 | | | 3,491,250 | |
2020 — Jan. 13 | | 3.50 | | EUR2,000,000,000 | | 2010 — Jan. 13 | | | 2,660,800,000 | |
| | | | | | | | | | |
TOTAL(10) | | $ | 8,698,491,940 | |
| | | | | | | | | | |
| |
| TOTAL UNMATURED MARKET DEBT PAYABLE IN FOREIGN CURRENCY | | $ | 10,769,352,812 | |
| | | | | | | | | | |
| |
| TOTAL UNMATURED MARKET DEBT | | $ | 630,871,022,139 | |
| | | | | | | | | | |
6
Unmatured Market Debt (Continued)
(C) CROSS CURRENCY SWAPS
For the cross currency swaps listed below (outstanding as of March 31, 2012), the Government’s Canadian dollar liability has been swapped into a U.S. dollar liability.
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | U.S. dollar liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
2012 – Apr. 6 | | 3 month CDOR | | $ | 250,000,000 | | | 3 month LIBOR | | | USD 202,020,202 | |
Apr. 8 | | 3 month CDOR | | | 248,320,000 | | | 3 month LIBOR | | | 200,000,000 | |
Apr. 13 | | 3 month CDOR | | | 247,400,000 | | | 3 month LIBOR | | | 200,000,000 | |
May 5 | | 3 month CDOR | | | 299,880,000 | | | 3 month LIBOR | | | 252,000,000 | |
Jun. 1 | | 3.9148 | | | 93,675,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 3.9154 | | | 57,410,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 3.93343 | | | 93,375,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 3.94551 | | | 92,287,500 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 3.95915 | | | 61,200,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 3.9840 | | | 93,225,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.0190 | | | 90,225,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.0499 | | | 118,150,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.0569 | | | 117,380,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.1065 | | | 58,875,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 4.3370 | | | 133,900,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.3697 | | | 96,525,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.59355 | | | 99,600,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.6314 | | | 68,625,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.6402 | | | 102,787,500 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.6770 | | | 68,300,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.8198 | | | 100,897,500 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.9090 | | | 78,445,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.9872 | | | 79,500,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 5.0863 | | | 78,745,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 5.1110 | | | 78,540,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 5.4980 | | | 76,650,000 | | | Fixed | | | 50,000,000 | |
Jun. 15 | | 3 month CDOR | | | 225,560,000 | | | 3 month LIBOR | | | 200,000,000 | |
Jun. 18 | | 3 month CDOR | | | 209,605,000 | | | 3 month LIBOR | | | 185,000,000 | |
Jun. 18 | | 2.1500 | | | 16,200,000 | | | 3 month LIBOR | | | 15,000,000 | |
2013 – Jun. 1 | | 3.7493 | | | 120,600,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.0677 | | | 117,500,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.07245 | | | 123,100,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.0995 | | | 118,200,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.11355 | | | 91,687,500 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.11843 | | | 90,975,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.14637 | | | 122,700,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.1494 | | | 62,000,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 4.30247 | | | 89,250,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.5100 | | | 33,437,500 | | | 3 month LIBOR | | | 25,000,000 | |
Jun. 1 | | 4.5340 | | | 33,375,000 | | | 3 month LIBOR | | | 25,000,000 | |
Jun. 1 | | 4.5480 | | | 98,662,500 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.5938 | | | 103,050,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.6810 | | | 102,150,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.7850 | | | 104,250,000 | | | 3 month LIBOR | | | 75,000,000 | |
2014 – Mar. 15 | | 4.1145 | | | 62,750,000 | | | Fixed | | | 50,000,000 | |
Mar. 15 | | 4.11452 | | | 92,625,000 | | | Fixed | | | 75,000,000 | |
Mar. 15 | | 4.1870 | | | 91,950,000 | | | Fixed | | | 75,000,000 | |
Mar. 15 | | 4.1969 | | | 123,750,000 | | | Fixed | | | 100,000,000 | |
Mar. 15 | | 4.2973 | | | 59,850,000 | | | Fixed | | | 50,000,000 | |
Mar. 15 | | 4.3137 | | | 91,117,500 | | | Fixed | | | 75,000,000 | |
Mar. 15 | | 4.3400 | | | 91,762,500 | | | Fixed | | | 75,000,000 | |
Mar. 15 | | 4.6365 | | | 103,170,000 | | | Fixed | | | 75,000,000 | |
Mar. 15 | | 4.6615 | | | 100,650,000 | | | Fixed | | | 75,000,000 | |
Mar. 15 | | 4.7329 | | | 101,962,500 | | | Fixed | | | 75,000,000 | |
7
Unmatured Market Debt (Continued)
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | U.S. dollar liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Mar. 15 | | 4.8547 | | $ | 69,425,000 | | | 3 month LIBOR | | | USD 50,000,000 | |
Mar. 15 | | 4.8973 | | | 69,925,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 3.7516 | | | 119,120,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.7662 | | | 118,950,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.7964 | | | 119,500,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.8246 | | | 119,850,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.0288 | | | 117,750,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.1189 | | | 85,350,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.1435 | | | 86,437,500 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.2989 | | | 92,250,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.55863 | | | 65,200,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.5768 | | | 65,725,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.6020 | | | 96,862,500 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.6262 | | | 97,500,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.6421 | | | 94,410,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.6437 | | | 97,627,500 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.6591 | | | 94,725,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.70554 | | | 98,730,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.7375 | | | 99,300,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.7540 | | | 65,200,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 4.7943 | | | 99,150,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.9805 | | | 136,240,000 | | | Fixed | | | 100,000,000 | |
2015 – Jun. 1 | | 3.7511 | | | 92,325,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 3.8187 | | | 123,250,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.8207 | | | 92,737,500 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 3.8960 | | | 124,310,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.9048 | | | 121,850,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.9082 | | | 121,940,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.9301 | | | 121,720,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.9585 | | | 122,150,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 3.9598 | | | 121,200,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.0205 | | | 117,870,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.0487 | | | 95,175,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.0525 | | | 126,950,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.1225 | | | 93,525,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.1273 | | | 85,950,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.1384 | | | 85,650,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.1598 | | | 93,225,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.17423 | | | 62,050,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 4.1810 | | | 92,625,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.1850 | | | 92,775,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.2002 | | | 62,050,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 4.2103 | | | 57,875,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 1 | | 4.3380 | | | 62,100,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.3438 | | | 91,875,000 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 1 | | 4.37127 | | | 90,150,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.3860 | | | 90,300,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.3960 | | | 120,550,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.4310 | | | 90,487,500 | | | Fixed | | | 75,000,000 | |
Jul. 20 | | 3.5542 | | | 76,987,500 | | | 3 month LIBOR | | | 75,000,000 | |
Oct. 20 | | 3.3805 | | | 104,900,000 | | | 3 month LIBOR | | | 100,000,000 | |
2016 – Feb. 20 | | 3.2529 | | | 80,175,000 | | | Fixed | | | 75,000,000 | |
Apr. 20 | | 3.4474 | | | 49,825,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 3.4533 | | | 75,150,000 | | | Fixed | | | 75,000,000 | |
May 20 | | 3.4307 | | | 74,512,500 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 4.0098 | | | 117,000,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.0450 | | | 169,050,000 | | | 3 month LIBOR | | | 150,000,000 | |
Jun. 1 | | 4.0545 | | | 113,150,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 1 | | 4.1248 | | | 113,250,000 | | | 3 month LIBOR | | | 100,000,000 | |
Sep. 20 | | 3.5990 | | | 100,080,000 | | | Fixed | | | 100,000,000 | |
8
Unmatured Market Debt (Continued)
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | U.S. dollar liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Sep. 20 | | 3.6960 | | $ | 101,000,000 | | | Fixed | | | USD 100,000,000 | |
Oct. 20 | | 3.5212 | | | 78,108,750 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 3.2886 | | | 53,260,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 4.1631 | | | 56,380,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 4.18581 | | | 113,000,000 | | | Fixed | | | 100,000,000 | |
Nov. 20 | | 4.2380 | | | 52,750,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 4.2877 | | | 52,200,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 4.3188 | | | 103,690,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 1.4267 | | | 102,600,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 1.4368 | | | 102,500,000 | | | Fixed | | | 100,000,000 | |
2017 – Jan. 20 | | 3.6938 | | | 76,237,500 | | | Fixed | | | 75,000,000 | |
Feb. 20 | | 4.4067 | | | 80,925,000 | | | Fixed | | | 75,000,000 | |
Feb. 20 | | 4.6263 | | | 52,150,000 | | | Fixed | | | 50,000,000 | |
Feb. 20 | | 4.6564 | | | 104,860,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 4.4898 | | | 79,350,000 | | | Fixed | | | 75,000,000 | |
Mar. 20 | | 4.6458 | | | 53,675,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 4.2287 | | | 55,150,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 4.2892 | | | 54,900,000 | | | Fixed | | | 50,000,000 | |
May 20 | | 4.1826 | | | 55,400,000 | | | Fixed | | | 50,000,000 | |
May 20 | | 4.21876 | | | 110,800,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 4.5388 | | | 104,630,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 4.5433 | | | 104,300,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 4.5773 | | | 104,200,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 4.5823 | | | 103,700,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 4.5926 | | | 104,300,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 4.6273 | | | 52,195,000 | | | Fixed | | | 50,000,000 | |
May 20 | | 4.6325 | | | 53,350,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 3.9835 | | | 117,800,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.0122 | | | 116,890,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.0207 | | | 117,530,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.0262 | | | 117,600,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.0313 | | | 117,170,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.1118 | | | 116,140,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.1274 | | | 115,650,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.1763 | | | 114,750,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.2051 | | | 115,190,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.21744 | | | 113,250,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 4.6740 | | | 53,375,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 4.5517 | | | 53,250,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 4.6200 | | | 80,212,500 | | | Fixed | | | 75,000,000 | |
Sep. 20 | | 4.3226 | | | 99,920,000 | | | 3 month LIBOR | | | 100,000,000 | |
Sep. 20 | | 4.4428 | | | 49,330,000 | | | 3 month LIBOR | | | 50,000,000 | |
Oct. 3 | | 4.4070 | | | 75,000,000 | | | 3 month LIBOR | | | 76,336,000 | |
Oct. 20 | | 4.2830 | | | 49,000,000 | | | Fixed | | | 50,000,000 | |
Dec. 20 | | 1.5362 | | | 52,450,000 | | | Fixed | | | 50,000,000 | |
2018 – Jan. 20 | | 3.5834 | | | 75,517,500 | | | Fixed | | | 75,000,000 | |
Jan. 20 | | 3.8380 | | | 50,225,000 | | | Fixed | | | 50,000,000 | |
Jan. 20 | | 3.8670 | | | 49,875,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.5553 | | | 51,100,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.5679 | | | 76,612,500 | | | Fixed | | | 75,000,000 | |
Mar. 20 | | 3.6000 | | | 76,350,000 | | | Fixed | | | 75,000,000 | |
Mar. 20 | | 3.6027 | | | 76,500,000 | | | Fixed | | | 75,000,000 | |
Mar. 20 | | 3.6046 | | | 50,735,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.6064 | | | 76,650,000 | | | Fixed | | | 75,000,000 | |
Mar. 20 | | 3.6216 | | | 50,325,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.7441 | | | 50,685,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 3.5660 | | | 52,600,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 3.5748 | | | 75,450,000 | | | Fixed | | | 75,000,000 | |
Apr. 20 | | 3.5912 | | | 50,250,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 3.6115 | | | 100,000,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.6233 | | | 99,250,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.6371 | | | 76,350,000 | | | Fixed | | | 75,000,000 | |
9
Unmatured Market Debt (Continued)
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | U.S. dollar liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Apr. 20 | | 3.6992 | | $ | 102,475,000 | | | Fixed | | | USD 100,000,000 | |
Apr. 20 | | 3.7029 | | | 99,400,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 3.5552 | | | 79,725,000 | | | Fixed | | | 75,000,000 | |
May 20 | | 3.5874 | | | 106,300,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 3.6656 | | | 100,400,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 3.6742 | | | 75,465,000 | | | Fixed | | | 75,000,000 | |
May 20 | | 3.8752 | | | 101,000,000 | | | Fixed | | | 100,000,000 | |
Jun. 20 | | 3.4819 | | | 106,100,000 | | | Fixed | | | 100,000,000 | |
Jun. 20 | | 3.6492 | | | 75,450,000 | | | Fixed | | | 75,000,000 | |
Jun. 20 | | 3.6669 | | | 50,600,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.6706 | | | 75,975,000 | | | Fixed | | | 75,000,000 | |
Jun. 20 | | 3.6743 | | | 51,000,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.6870 | | | 50,650,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.7363 | | | 50,085,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 3.4673 | | | 53,500,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 3.6476 | | | 104,850,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 3.6614 | | | 103,500,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 3.4930 | | | 106,900,000 | | | Fixed | | | 100,000,000 | |
Oct. 20 | | 3.6682 | | | 125,000,000 | | | Fixed | | | 100,000,000 | |
Nov. 20 | | 3.1375 | | | 85,950,000 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 3.2852 | | | 110,000,000 | | | Fixed | | | 100,000,000 | |
Nov. 20 | | 3.3194 | | | 109,850,000 | | | Fixed | | | 100,000,000 | |
Nov. 20 | | 3.3783 | | | 55,500,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 3.3920 | | | 55,500,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 3.4346 | | | 136,275,000 | | | Fixed | | | 125,000,000 | |
Nov. 20 | | 1.9102 | | | 101,200,000 | | | Fixed | | | 100,000,000 | |
Nov. 20 | | 1.9730 | | | 50,135,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 3.3360 | | | 55,975,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 3.3456 | | | 84,037,500 | | | Fixed | | | 75,000,000 | |
Dec. 20 | | 1.7384 | | | 101,790,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 1.7389 | | | 101,800,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 1.7572 | | | 102,000,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 1.7665 | | | 101,400,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 1.7989 | | | 101,800,000 | | | Fixed | | | 100,000,000 | |
2019 –Jan. 20 | | 1.7168 | | | 50,550,000 | | | Fixed | | | 50,000,000 | |
Jan. 20 | | 1.7178 | | | 50,650,000 | | | Fixed | | | 50,000,000 | |
Feb. 20 | | 3.3200 | | | 106,850,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3201 | | | 106,780,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.4600 | | | 175,500,000 | | | Fixed | | | 150,000,000 | |
May 20 | | 3.3076 | | | 116,560,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 3.3258 | | | 58,000,000 | | | Fixed | | | 50,000,000 | |
May 20 | | 3.3313 | | | 116,000,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 3.3435 | | | 116,400,000 | | | Fixed | | | 100,000,000 | |
May 20 | | 3.3600 | | | 57,000,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.3510 | | | 108,650,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 3.3547 | | | 54,400,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.3835 | | | 163,875,000 | | | Fixed | | | 150,000,000 | |
Aug. 20 | | 3.4300 | | | 104,700,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 3.4388 | | | 107,900,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 3.4476 | | | 52,550,000 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 3.5067 | | | 54,964,000 | | | 3 month LIBOR | | | 52,000,000 | |
Nov. 20 | | 3.3985 | | | 52,415,000 | | | 3 month LIBOR | | | 50,000,000 | |
Nov. 20 | | 3.4095 | | | 110,400,000 | | | Fixed | | | 100,000,000 | |
Nov. 20 | | 3.4625 | | | 110,000,000 | | | Fixed | | | 100,000,000 | |
Nov. 23 | | 3.4101 | | | 53,445,000 | | | 3 month LIBOR | | | 50,000,000 | |
Nov. 25 | | 3.4055 | | | 66,316,800 | | | 3 month LIBOR | | | 62,800,000 | |
Nov. 27 | | 3.2949 | | | 52,750,000 | | | 3 month LIBOR | | | 50,000,000 | |
2020 –Jan. 20 | | 3.2663 | | | 106,000,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jan. 20 | | 3.3197 | | | 52,750,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jan. 20 | | 3.3747 | | | 52,600,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jan. 20 | | 3.4990 | | | 15,427,500 | | | 3 month LIBOR | | | 15,000,000 | |
Jan. 20 | | 3.5145 | | | 18,562,536 | | | 3 month LIBOR | | | 17,995,672 | |
Feb. 20 | | 3.3900 | | | 53,130,000 | | | 3 month LIBOR | | | 50,000,000 | |
Feb. 20 | | 3.4030 | | | 53,500,000 | | | Fixed | | | 50,000,000 | |
Feb. 20 | | 3.4258 | | | 86,395,588 | | | 3 month LIBOR | | | 81,528,346 | |
Mar. 20 | | 3.3910 | | | 53,500,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.4221 | | | 106,570,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.4370 | | | 157,050,000 | | | Fixed | | | 150,000,000 | |
Mar. 20 | | 3.4761 | | | 103,300,000 | | | Fixed | | | 100,000,000 | |
10
Unmatured Market Debt (Continued)
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | U.S. dollar liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Mar. 20 | | 3.4944 | | $ | 105,750,000 | | | Fixed | | | USD 100,000,000 | |
Mar. 20 | | 3.5531 | | | 205,600,000 | | | Fixed | | | 200,000,000 | |
Mar. 20 | | 3.5577 | | | 103,050,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.3537 | | | 96,450,000 | | | 3 month LIBOR | | | 100,000,000 | |
Apr. 20 | | 3.3554 | | | 95,800,000 | | | 3 month LIBOR | | | 100,000,000 | |
Apr. 20 | | 3.4263 | | | 95,750,000 | | | 3 month LIBOR | | | 100,000,000 | |
Apr. 20 | | 3.4551 | | | 105,450,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.4810 | | | 157,350,000 | | | Fixed | | | 150,000,000 | |
Apr. 20 | | 3.4945 | | | 104,580,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.5241 | | | 104,250,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.5363 | | | 157,305,000 | | | Fixed | | | 150,000,000 | |
May 20 | | 3.1879 | | | 95,000,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 3.21258 | | | 95,200,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 3.2304 | | | 96,700,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 3.2708 | | | 95,600,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 3.2899 | | | 95,500,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 3.2931 | | | 96,350,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 3.4123 | | | 96,350,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 3.6560 | | | 50,895,000 | | | Fixed | | | 50,000,000 | |
May 20 | | 3.7121 | | | 100,500,000 | | | Fixed | | | 100,000,000 | |
Jun. 20 | | 2.9176 | | | 49,040,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jun. 20 | | 2.9730 | | | 98,000,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 20 | | 3.0377 | | | 96,770,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 20 | | 3.0730 | | | 96,070,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 20 | | 3.2828 | | | 79,792,500 | | | Fixed | | | 75,000,000 | |
Jun. 20 | | 3.2970 | | | 53,090,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.3006 | | | 53,425,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.4058 | | | 51,700,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.4655 | | | 51,825,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.5847 | | | 51,000,000 | | | Fixed | | | 50,000,000 | |
Jun. 22 | | 3.2882 | | | 52,550,000 | | | Fixed | | | 50,000,000 | |
Jun. 22 | | 3.3000 | | | 105,600,000 | | | Fixed | | | 100,000,000 | |
Jun. 22 | | 3.3118 | | | 52,525,000 | | | Fixed | | | 50,000,000 | |
Jun. 22 | | 3.3315 | | | 104,000,000 | | | Fixed | | | 100,000,000 | |
Jun. 22 | | 3.3647 | | | 104,150,000 | | | Fixed | | | 100,000,000 | |
Jun. 22 | | 3.3800 | | | 51,900,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 2.7559 | | | 49,050,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jul. 20 | | 2.8281 | | | 48,635,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jul. 20 | | 2.8550 | | | 48,800,000 | | | 3 month LIBOR | | | 50,000,000 | |
Jul. 20 | | 3.2942 | | | 51,060,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 3.3248 | | | 51,250,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 3.3700 | | | 76,252,500 | | | 3 month LIBOR | | | 75,000,000 | |
Aug. 20 | | 2.7655 | | | 47,280,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 2.7806 | | | 47,250,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 2.7943 | | | 47,265,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 2.8200 | | | 48,000,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 2.8275 | | | 47,525,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 2.8339 | | | 47,400,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 2.9470 | | | 47,925,000 | | | 3 month LIBOR | | | 50,000,000 | |
Aug. 20 | | 3.0731 | | | 103,950,000 | | | 3 month LIBOR | | | 100,000,000 | |
Aug. 20 | | 3.0789 | | | 98,393,300 | | | 3 month LIBOR | | | 94,700,000 | |
Aug. 20 | | 3.0890 | | | 51,200,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.1462 | | | 52,740,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.1601 | | | 52,750,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.1857 | | | 52,000,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.2031 | | | 104,000,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 3.2298 | | | 51,600,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.2321 | | | 103,100,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 3.2555 | | | 103,620,000 | | | Fixed | | | 100,000,000 | |
Sep. 20 | | 2.3180 | | | 49,200,000 | | | 3 month LIBOR | | | 50,000,000 | |
11
Unmatured Market Debt (Continued)
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | U.S. dollar liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Sep. 20 | | 2.3302 | | $ | 49,450,000 | | | 3 month LIBOR | | | USD 50,000,000 | |
Sep. 20 | | 2.7500 | | | 47,445,000 | | | 3 month LIBOR | | | 50,000,000 | |
Sep. 20 | | 2.8800 | | | 18,358,980 | | | 3 month LIBOR | | | 17,560,000 | |
Oct. 20 | | 3.0142 | | | 51,425,000 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.9630 | | | 62,502,178 | | | 3 month LIBOR | | | 60,593,483 | |
Oct. 20 | | 2.9735 | | | 51,180,000 | | | Fixed | | | 50,000,000 | |
Dec. 20 | | 3.3038 | | | 50,550,000 | | | Fixed | | | 50,000,000 | |
Dec. 20 | | 3.3429 | | | 50,375,000 | | | Fixed | | | 50,000,000 | |
2021 –Jan. 20 | | 3.1781 | | | 74,625,000 | | | Fixed | | | 75,000,000 | |
Jan. 20 | | 3.2328 | | | 74,265,000 | | | Fixed | | | 75,000,000 | |
Jan. 20 | | 3.2631 | | | 74,077,500 | | | Fixed | | | 75,000,000 | |
Jan. 20 | | 3.3126 | | | 76,256,630 | | | Fixed | | | 76,371,187 | |
Feb. 20 | | 3.2877 | | | 99,500,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.2954 | | | 100,170,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3000 | | | 100,000,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3143 | | | 49,900,000 | | | Fixed | | | 50,000,000 | |
Feb. 20 | | 3.3231 | | | 99,420,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3345 | | | 99,500,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3442 | | | 99,500,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3500 | | | 99,300,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3500 | | | 99,410,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.3511 | | | 49,715,000 | | | Fixed | | | 50,000,000 | |
Feb. 20 | | 3.3627 | | | 99,000,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.4051 | | | 107,334,370 | | | 3 month LIBOR | | | 108,309,152 | |
Feb. 20 | | 3.4160 | | | 49,495,000 | | | Fixed | | | 50,000,000 | |
Feb. 20 | | 3.4208 | | | 99,120,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 3.4616 | | | 98,750,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.3035 | | | 98,150,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.3072 | | | 97,200,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.3100 | | | 97,600,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.3131 | | | 49,160,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.3300 | | | 49,100,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.3331 | | | 49,620,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.3832 | | | 98,600,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.4756 | | | 98,500,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.4874 | | | 197,200,000 | | | Fixed | | | 200,000,000 | |
Mar. 20 | | 3.5177 | | | 98,600,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.1875 | | | 141,932,739 | | | 3 month LIBOR | | | 144,167,333 | |
Apr. 20 | | 3.1939 | | | 147,750,000 | | | 3 month LIBOR | | | 150,000,000 | |
Apr. 20 | | 3.4312 | | | 96,050,000 | | | 3 month LIBOR | | | 100,000,000 | |
Apr. 20 | | 3.4540 | | | 105,782,464 | | | 3 month LIBOR | | | 110,443,166 | |
May 20 | | 3.3030 | | | 4,889,148 | | | 3 month LIBOR | | | 5,135,660 | |
May 20 | | 3.3703 | | | 133,206,690 | | | 3 month LIBOR | | | 138,324,704 | |
Jul. 20 | | 3.0571 | | | 135,617,347 | | | 3 month LIBOR | | | 140,028,236 | |
2022 –Feb. 20 | | 1.9896 | | | 48,066,474 | | | 3 month LIBOR | | | 47,216,576 | |
Mar. 20 | | 2.0698 | | | 67,549,554 | | | 3 month LIBOR | | | 67,414,725 | |
Apr. 20 | | 2.1610 | | | 118,258,207 | | | 3 month LIBOR | | | 119,392,436 | |
Apr. 20 | | 2.2224 | | | 13,045,854 | | | 3 month LIBOR | | | 13,144,437 | |
| | | | | | | | | | | | |
| | | | | $31,219,019,109 | | | | | | USD 28,377,481,315 | |
| | | | | | | | | | | | |
12
Unmatured Market Debt (Continued)
For the cross currency swaps listed below (outstanding as of March 31, 2012), the Government’s Canadian dollar liability has been swapped into a euro liability.
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | Euro liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
2012 — Apr. 20 | | 1.50560 | | $ | 79,650,000 | | | Fixed | | | EUR 50,000,000 | |
Apr. 20 | | 1.55480 | | | 80,875,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 3.62450 | | | 121,057,115 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.86440 | | | 119,952,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.98100 | | | 70,875,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 3.99850 | | | 115,931,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.00360 | | | 120,360,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.05650 | | | 119,175,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.08310 | | | 114,032,000 | | | Fixed | | | 80,000,000 | |
Jun. 1 | | 4.30400 | | | 119,348,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.34060 | | | 119,433,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 5.60300 | | | 70,615,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 5.67400 | | | 70,101,870 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 3.37300 | | | 55,811,000 | | | Fixed | | | 35,000,000 | |
2013 — Jan. 20 | | 1.70480 | | | 119,377,500 | | | Fixed | | | 75,000,000 | |
Apr. 19 | | 1.81000 | | | 79,500,000 | | | Fixed | | | 50,000,000 | |
Apr. 19 | | 1.83640 | | | 119,475,000 | | | Fixed | | | 75,000,000 | |
Jun. 1 | | 3.56590 | | | 126,066,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.85940 | | | 119,793,050 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.92270 | | | 71,300,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.04960 | | | 120,997,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.06580 | | | 118,725,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.06720 | | | 81,954,000 | | | Fixed | | | 60,000,000 | |
Jun. 1 | | 4.06880 | | | 118,549,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.41480 | | | 119,408,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.41890 | | | 118,983,000 | | | Fixed | | | 85,000,000 | |
Jul. 19 | | 1.60750 | | | 97,680,000 | | | Fixed | | | 60,000,000 | |
Jul. 20 | | 3.05400 | | | 151,280,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 3.10860 | | | 151,850,000 | | | Fixed | | | 100,000,000 | |
2014 — Jun. 1 | | 3.72300 | | | 124,025,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.85090 | | | 121,953,104 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.87030 | | | 120,402,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.97840 | | | 121,779,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.01790 | | | 116,000,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.08210 | | | 137,460,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.13160 | | | 118,991,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.16900 | | | 118,986,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.29100 | | | 121,735,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.29570 | | | 92,675,000 | | | Fixed | | | 65,000,000 | |
Jun. 1 | | 4.35210 | | | 118,337,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.42220 | | | 120,292,000 | | | Fixed | | | 85,000,000 | |
Aug. 20 | | 3.59700 | | | 118,125,000 | | | Fixed | | | 75,000,000 | |
Aug. 20 | | 3.63140 | | | 78,466,500 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 3.66910 | | | 79,225,000 | | | Fixed | | | 50,000,000 | |
Sep. 20 | | 3.50400 | | | 39,925,000 | | | Fixed | | | 25,000,000 | |
2015 — Apr. 20 | | 3.55500 | | | 79,600,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 3.58260 | | | 80,250,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 3.60470 | | | 79,150,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 3.82800 | | | 123,586,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.85310 | | | 120,718,928 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 3.97750 | | | 117,968,032 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.11890 | | | 117,096,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.14170 | | | 118,872,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.16550 | | | 118,490,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.39610 | | | 117,988,500 | | | Fixed | | | 85,000,000 | |
Jul. 20 | | 2.13990 | | | 82,500,000 | | | Fixed | | | 50,000,000 | |
13
Unmatured Market Debt (Continued)
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | Euro liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Jul. 20 | | 3.16000 | | $ | 151,680,000 | | | Fixed | | | EUR 100,000,000 | |
Aug. 20 | | 3.69150 | | | 118,462,500 | | | Fixed | | | 75,000,000 | |
2016 — Mar. 20 | | 3.31810 | | | 78,250,000 | | | Fixed | | | 50,000,000 | |
Mar. 20 | | 3.35940 | | | 156,000,000 | | | Fixed | | | 100,000,000 | |
Mar. 20 | | 3.58590 | | | 80,525,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 3.65360 | | | 79,620,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.08250 | | | 71,290,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.17380 | | | 119,918,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.17820 | | | 120,437,775 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.20600 | | | 111,240,000 | | | Fixed | | | 80,000,000 | |
Jun. 1 | | 4.33520 | | | 119,340,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.37660 | | | 120,504,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.40680 | | | 119,918,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.42300 | | | 121,728,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.45070 | | | 122,757,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.45100 | | | 120,666,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.55370 | | | 119,569,500 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.59180 | | | 141,600,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.59640 | | | 70,675,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.59780 | | | 119,544,000 | | | Fixed | | | 85,000,000 | |
Jun. 1 | | 4.63220 | | | 70,267,500 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 2.31510 | | | 83,125,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 2.36950 | | | 122,625,000 | | | Fixed | | | 75,000,000 | |
Jul. 20 | | 3.49350 | | | 77,670,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 3.50900 | | | 117,300,000 | | | Fixed | | | 75,000,000 | |
Jul. 20 | | 3.61430 | | | 119,070,000 | | | Fixed | | | 75,000,000 | |
Sep. 20 | | 3.52250 | | | 120,937,500 | | | Fixed | | | 75,000,000 | |
Oct. 20 | | 3.44070 | | | 79,012,800 | | | Fixed | | | 50,000,000 | |
2017 — Apr. 20 | | 4.17920 | | | 74,700,000 | | | Fixed | | | 50,000,000 | |
Apr. 20 | | 4.18880 | | | 75,225,000 | | | Fixed | | | 50,000,000 | |
Jun. 1 | | 4.00510 | | | 154,450,000 | | | Fixed | | | 100,000,000 | |
Jun. 1 | | 4.15940 | | | 153,650,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 4.39630 | | | 70,550,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 4.43500 | | | 70,510,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 4.48170 | | | 71,250,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 4.49940 | | | 114,744,000 | | | Fixed | | | 80,000,000 | |
Jul. 20 | | 4.55350 | | | 142,620,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 4.61860 | | | 70,875,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 4.40800 | | | 72,675,000 | | | Fixed | | | 50,000,000 | |
Aug. 20 | | 4.50020 | | | 142,820,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 4.56940 | | | 72,850,000 | | | Fixed | | | 50,000,000 | |
Sep. 20 | | 4.34100 | | | 106,087,500 | | | Fixed | | | 75,000,000 | |
Sep. 20 | | 4.36900 | | | 71,800,000 | | | Fixed | | | 50,000,000 | |
2018 — Jan. 20 | | 3.78430 | | | 72,600,000 | | | Fixed | | | 50,000,000 | |
Jan. 20 | | 3.79570 | | | 73,200,000 | | | Fixed | | | 50,000,000 | |
Jan. 20 | | 3.83400 | | | 73,750,000 | | | Fixed | | | 50,000,000 | |
Jan. 20 | | 3.85300 | | | 72,250,000 | | | Fixed | | | 50,000,000 | |
Jan. 20 | | 3.85680 | | | 145,750,000 | | | Fixed | | | 100,000,000 | |
Apr. 20 | | 3.84300 | | | 73,625,000 | | | Fixed | | | 50,000,000 | |
May 20 | | 3 month CDOR | | | 233,040,000 | | | Fixed | | | 150,000,000 | |
May 20 | | 3.17500 | | | 156,500,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 3 month CDOR | | | 231,720,000 | | | Fixed | | | 150,000,000 | |
Jul. 20 | | 3 month CDOR | | | 154,030,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 3.24800 | | | 155,000,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 3.31350 | | | 77,950,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 3.62200 | | | 155,100,000 | | | Fixed | | | 100,000,000 | |
2019 — Jan. 20 | | 2.83130 | | | 159,290,000 | | | Fixed | | | 100,000,000 | |
Jan. 20 | | 2.98000 | | | 157,000,000 | | | Fixed | | | 100,000,000 | |
Jan. 20 | | 2.98220 | | | 156,200,000 | | | Fixed | | | 100,000,000 | |
Jan. 20 | | 3.06030 | | | 39,485,000 | | | Fixed | | | 25,000,000 | |
Jan. 20 | | 3.14000 | | | 78,075,000 | | | Fixed | | | 50,000,000 | |
14
Unmatured Market Debt (Continued)
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | Euro liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Apr. 20 | | 3 month CDOR | | $ | 158,800,000 | | | Fixed | | | EUR 100,000,000 | |
Jul. 20 | | 3.4256 | | | 77,325,000 | | | Fixed | | | 50,000,000 | |
Jul. 20 | | 3.4649 | | | 154,000,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 3.5051 | | | 155,100,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 3.5825 | | | 115,612,500 | | | Fixed | | | 75,000,000 | |
Jul. 20 | | 3.5825 | | | 153,750,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 3.5885 | | | 154,000,000 | | | Fixed | | | 100,000,000 | |
2020 — Jul. 20 | | 3.1415 | | | 66,750,000 | | | Fixed | | | 50,000,000 | |
2021 — May 20 | | 3.1250 | | | 144,092,256 | | | Fixed | | | 100,000,000 | |
May 20 | | 3.1335 | | | 71,190,000 | | | Fixed | | | 50,000,000 | |
Jun. 20 | | 3.1880 | | | 137,710,900 | | | Fixed | | | 100,000,000 | |
Sep. 20 | | 2.3200 | | | 71,095,000 | | | Fixed | | | 50,000,000 | |
Sep. 20 | | 2.4000 | | | 71,110,000 | | | Fixed | | | 50,000,000 | |
Sep. 20 | | 2.4000 | | | 72,100,000 | | | Fixed | | | 50,000,000 | |
Sep. 20 | | 2.4580 | | | 106,212,673 | | | Fixed | | | 75,000,000 | |
Oct. 15 | | 2.0739 | | | 69,275,000 | | | Fixed | | | 50,000,000 | |
Oct. 15 | | 2.2247 | | | 69,430,000 | | | Fixed | | | 50,000,000 | |
Oct. 15 | | 2.2141 | | | 104,550,000 | | | Fixed | | | 75,000,000 | |
Oct. 15 | | 2.2239 | | | 34,787,500 | | | Fixed | | | 25,000,000 | |
Oct. 20 | | 2.1210 | | | 67,920,000 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.1350 | | | 68,000,000 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.1880 | | | 67,750,000 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.2051 | | | 67,500,000 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.2399 | | | 138,800,000 | | | Fixed | | | 100,000,000 | |
Oct. 20 | | 2.2448 | | | 68,925,375 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.2580 | | | 101,775,000 | | | Fixed | | | 75,000,000 | |
Oct. 20 | | 2.2805 | | | 68,470,000 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.3960 | | | 70,880,760 | | | Fixed | | | 50,000,000 | |
Oct. 20 | | 2.4163 | | | 70,220,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.2409 | | | 70,400,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.1400 | | | 69,775,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.2708 | | | 69,618,275 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.2983 | | | 105,075,000 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 2.3646 | | | 70,050,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.3923 | | | 105,375,000 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 2.3266 | | | 69,865,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.2861 | | | 69,800,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.3316 | | | 104,700,000 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 2.4028 | | | 140,800,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.4343 | | | 140,990,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.2080 | | | 140,000,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.2144 | | | 139,800,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.2056 | | | 139,270,000 | | | Fixed | | | 100,000,000 | |
2022 — Jan. 20 | | 2.0224 | | | 67,825,000 | | | Fixed | | | 50,000,000 | |
| | | | | | | | | | | | |
| | | | | $17,060,334,413 | | | | | | EUR 11,670,000,000 | |
| | | | | | | | | | | | |
For the cross currency swaps listed below (outstanding as of March 31, 2012), the Government’s Canadian dollar liability has been swapped into a yen liability.
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | Yen liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
2013 — Mar. 20 | | 1.5875 | | $ | 62,874,556 | | | Fixed | | | JPY 5,000,000,000 | |
Mar. 20 | | 1.5900 | | | 60,782,884 | | | Fixed | | | 5,000,000,000 | |
2014 — Mar. 20 | | 1.8070 | | | 60,774,648 | | | Fixed | | | 5,000,000,000 | |
2016 — Apr. 20 | | 2.7230 | | | 49,510,650 | | | Fixed | | | 4,300,000,000 | |
Jun. 20 | | 2.5641 | | | 48,035,000 | | | Fixed | | | 4,021,500,000 | |
Jun. 20 | | 2.3590 | | | 60,257,700 | | | Fixed | | | 5,000,000,000 | |
| | | | | | | | | | | | |
| | | | $ | 342,235,438 | | | | | | JPY 28,321,500,000 | |
| | | | | | | | | | | | |
(D) FOREIGN EXCHANGE SWAPS
For the foreign exchange forwards listed below (outstanding as of March 31, 2012), the Government swapped Canadian dollars into U.S dollars.
| | | | | | | | |
| | | Canadian dollar | | | U.S. dollar | |
Maturity date | | Notional amount | | | Notional amount | |
2012 — May 31 | | $ | 97,220,971 | | | | USD 97,363,121 | |
May 31 | | $ | 70,344,394 | | | | USD 70,343,690 | |
May 31 | | $ | 16,735,271 | | | | USD 16,844,762 | |
(E) FOREIGN EXCHANGE TRANSACTIONS
For the foreign exchange forwards listed below (outstanding as of March 31, 2012), the Government entered into transactions to purchase U.S. dollars:
| | | | | | | | |
Maturity date | | U.S. dollar
Notional amount | | | Foreign currency
Notional amount | |
2012 — Apr. 12 | | | 182,918,554 | | | | EUR 143, 056,000 | |
Apr. 12 | | | 225,795,890 | | | | EUR 176,517,500 | |
Apr. 12 | | | 197,774,876 | | | | EUR154,739,500 | |
Apr. 12 | | | 196,889,010 | | | | GBP 127,271,500 | |
Apr. 12 | | | 189,201,536 | | | | GBP 122,365,500 | |
Apr. 12 | | | 204,773,221 | | | | EUR160,207,500 | |
Apr. 12 | | | 182,429,651 | | | | JPY 14,003,300,000 | |
Apr. 12 | | | 192,188,212 | | | | EUR 150,224,500 | |
Apr. 12 | | | 212,994,009 | | | | EUR 166,574,000 | |
Apr. 12 | | | 171,997,396 | | | | JPY 13,209,400,000 | |
Apr. 12 | | | 18,944,996 | | | | GBP 11,988,000 | |
Apr. 12 | | | 16,204,252 | | | | JPY 1,306,800,000 | |
Apr. 12 | | | 61,293,766 | | | | EUR 45,684,000 | |
Apr. 12 | | | 1,933,187 | | | | GBP 1,221,000 | |
Apr. 12 | | | 6,127,303 | | | | EUR 4,653,000 | |
Apr. 12 | | | 1,597,360 | | | | JPY 133,100,000 | |
15
Unmatured Market Debt (Continued)
NOTES:
| (1) | Non-callable except as otherwise noted. |
| (2) | Real Return Bonds bear interest adjusted in relation to the CPI for Canada. At maturity, a final payment equal to the sum of inflation compensation from the original issue date to maturity and principal will be made. All amounts shown for these issues include the inflation compensation accrued to date. |
| (3) | Canada Savings Bonds offer minimum guaranteed annual interest rates and are non-callable, non-assignable and non-transferable. Canada Savings Bonds are redeemable on demand at any time with accrued interest. Issues are available in compound interest or regular interest form. |
| (4) | For these series of Canada Savings Bonds and Canada Premium Bonds the original maturity date was extended by 10 years, at the option of the holder. |
| (5) | Canada Premium Bonds are non-callable, non-assignable and non-transferable. Canada Premium Bonds are redeemable once a year on the anniversary date and during the 30 days thereafter without penalty. Issues are available in compound interest or regular interest form. |
| (6) | Obligations are non-negotiable, non-assignable and non-transferable. Term to maturity is 20 years, or such lesser period as may from time to time be fixed by the Minister of Finance on the recommendation of the Office of the Superintendent of Financial Institutions. Obligations are redeemable in whole or in part before maturity only at the option of the Minister of Finance; Obligations bear interest payable semi-annually at the rate fixed by the Minister of Finance, and are issued in accordance with terms and conditions set forth in an agreement (all in accordance with Section 111 of the Canada Pension Plan Act). |
| (7) | Converted at USD 1.00 = CAD 0.9975, EUR 1.00 = CAD 1.3304 the closing rates on March 31, 2012. |
| (8) | Assumed by the Government of Canada on February 5, 2001, on the dissolution of Petro Canada Limited. |
| (9) | Of the U.S.$38,244,000 assumed by the Government of Canada, U.S.$5,000,000 was cancelled on August 31, 2004. |
| (10) | May not add to total due to rounding. |
Other Obligations (with Respect to Money Borrowed)
DIRECT OBLIGATIONS (1)
The borrowings listed below are direct obligations of agent enterprise Crown corporations which are agents of Canada and as such constitute direct obligations of the Government of Canada and are a charge on and payable out of the Consolidated Revenue Fund of Canada.
BORROWINGSBY AGENT ENTERPRISE CROWN CORPORATIONS
| | | | | | | | | | | | |
| | | Outstanding at March 31, 2011(3) | |
| | | Canadian
dollar
borrowings | | | Foreign
currency
borrowings (2) | | | Total
borrowings | |
| | | (in millions) | |
Business Development Bank of Canada | | $ | 741.1 | | | $ | 155.5 | | | $ | 896.6 | |
Canada Mortgage and Housing Corporation | | | 2,295.4 | | | | 744.0 | | | | 3,039.4 | |
Canada Housing Trust | | | 199,237.5 | | | | — | | | | 199,237.5 | |
Canada Post Corporation | | | 1,050.8 | | | | — | | | | 1050.8 | |
Canadian Dairy Commission (Marketing) | | | — | | | | — | | | | — | |
Export Development Canada | | | 2,663.6 | | | | 19,369.0 | | | | 22,032.6 | |
Farm Credit Canada | | | 1,235.4 | | | | 57.2 | | | | 1,292.6 | |
Freshwater Fish Marketing Corporation | | | 23.7 | | | | 3.9 | | | | 27.6 | |
Parc Downsview Park Incorporated | | | 53.0 | | | | — | | | | 53.0 | |
Royal Canadian Mint | | | 12.0 | | | | — | | | | 12.0 | |
| | | | | | | | | | | | |
Total | | $ | 207,312.5 | | | $ | 20,329.6 | | | $ | 227,642.1 | |
| | | | | | | | | | | | |
Source: Public Accounts of Canada 2011.
Note: Amounts may not add due to rounding.
| (1) | The payment of all money borrowed by agent enterprise Crown corporations is a charge on and payable out of the Consolidated Revenue Fund. Such borrowings constitute unconditional obligations of the Government and are recorded as such in the accounts of Canada, net of borrowings expected to be repaid directly by these corporations. In practice, with few exceptions, all borrowings have been repaid by the agent enterprise Crown corporations. |
| (2) | Foreign currency equivalent in Canadian dollars. |
| (3) | Most recent available. |
16
CONTINGENT LIABILITIES
| | | | |
| | | Principal amount
outstanding | |
GUARANTEES PROVIDEDBYTHE GOVERNMENTASAT MARCH 31, 2011(1) (INMILLIONSOFDOLLARS) | | | | |
Guaranteed borrowings of enterprise Crown corporations and other government business enterprises— | | | | |
Agent enterprise Crown corporations | | $ | 227,642 | |
Non-agent enterprise Crown corporations and other government business enterprises— | | | | |
Canadian Wheat Board, The | | | 2,177 | |
| | | | |
Total—Guaranteed borrowings | | | 229,819 | |
| | | | |
Other guarantees provided by the Government— | | | | |
Loan guarantees— | | | | |
Agriculture and Agri-Food— | | | | |
Advance Payments Program—Agricultural Marketing Programs Act | | | 1,197 | |
Farm Improvement Loans Act (FILA) and Canadian Agricultural Loans Act (CALA) | | | 87 | |
Human Resources and Skills Development— | | | | |
Canada Student Loans Act | | | 35 | |
Indian Affairs and Northern Development— | | | | |
Indian Economic Development Guarantee Program | | | 1 | |
On-Reserve Housing Guarantee Program: | | | | |
Canada Mortgage and Housing Corporation | | | 1,305 | |
Other approved lenders | | | 592 | |
Industry— | | | | |
Regional Aircraft Credit Facility | | | 138 | |
Canada Small Business Financing Act (CSBFA) | | | 688 | |
Capital Leasing Pilot Project | | | 5 | |
| | | | |
Total—Loan guarantees | | | 4,048 | |
| | | | |
Insurance programs managed by the Government— | | | | |
Foreign Affairs and International Trade— | | | | |
Accounts administered for the Government by Export Development Canada | | | | |
Finance— | | | | |
Mortgage insurance: | | | | |
Genworth Financial Mortgage Insurance Company of Canada | | | 1,173 | |
Canada Guaranty Mortgage Insurance Company | | | 85 | |
Canadian Nuclear Safety Commission— | | | | |
Nuclear Liability Reinsurance Account | | | 582 | |
| | | | |
Total—Insurance programs managed by the Government | | | 2,132 | |
| | | | |
Other explicit guarantees— | | | | |
Agriculture and Agri-Food— | | | | |
National Biomass Ethanol Program | | | 25 | |
Price Pooling Program—Agricultural Marketing Programs Act | | | 33 | |
Finance— | | | | |
Obligations to The Canadian Wheat Board under the Agri-Food Credit Facility (ACF) and the Credit Grain Sales Program (CGSP) | | | 264 | |
Canadian Broadcasting Corporation— | | | | |
Financial Guarantee | | | 188 | |
| | | | |
TOTAL—OTHEREXPLICITGUARANTEES | | | 510 | |
| | | | |
TOTAL—GROSSGUARANTEES | | | 236,509 | |
Less: allowance for guarantees | | | 592 | |
| | | | |
NET EXPOSURE UNDER GUARANTEES | | $ | 235,917 | |
| | | | |
Source: Public Accounts of Canada 2011.
Note: Amounts may not add due to rounding.
| (1) | Most recent available. |
17
