EXHIBIT C-8
Recent Developments of Canada
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 | | Coupon % | | Issue date(s) | | Series | | Outstanding at May 31, 2016 | |
2016 — Jun. 1 | | 2.00 | | 2010: Nov. 8; 2011: Jan. 17, Mar. 7 | | ZL16 | | $ | 7,007,562,000 | |
2016 — Jun. 1 | | 4.00 | | 2005: Nov. 7, Dec. 12; 2006: Feb. 6, Mar. 13, Apr. 24, Jun. 12, Aug. 8, Sep. 19 | | YB43 | | | 6,759,023,000 | |
2016 — Aug. 1 | | 1.00 | | 2013: Apr. 15, May 21, Aug. 9; 2014: May 23, Jun. 20, Jul. 11 | | B295 | | | 13,626,027,000 | |
2016 — Sep. 1 | | 2.75 | | 2011: Apr. 26, May 24, Jul. 11 | | ZQ03 | | | 7,916,918,000 | |
2016 — Nov. 1 | | 1.00 | | 2014: Aug. 15, Sep. 12, Oct. 3 | | D689 | | | 8,586,577,000 | |
2017 — Feb. 1 | | 1.50 | | 2013: Oct. 15, Dec. 16; 2014: Jan. 13, Oct. 31, Nov. 21; 2015: Jan. 16 | | B600 | | | 12,943,197,000 | |
2017 — Mar. 1 | | 1.50 | | 2011: Oct. 17, Nov. 28; 2012: Feb. 21 | | ZV97 | | | 9,033,813,000 | |
2017 — May 1 | | 0.25 | | 2015: Feb. 13, Mar. 27, Apr. 24 | | E349 | | | 9,192,126,000 | |
2017 — Jun. 1 | | 4.00 | | 2006: Oct. 16, Nov. 27; 2007: Jan. 29, Mar. 19, Apr. 23, Aug. 7, Sep. 17 | | YF56 | | | 9,131,279,000 | |
2017 — Aug. 1 | | 1.25 | | 2014: May 20, Aug. 29, Sep. 26; 2015: May 15, Jun. 12, Jul. 10 | | D275 | | | 18,550,000,000 | |
2017 — Sep. 1 | | 1.50 | | 2012: May 14, Jul.16, Aug. 20 | | A461 | | | 10,200,000,000 | |
2017 — Nov. 1 | | 0.25 | | 2015: Aug. 7, Aug. 28, Sep. 25, Oct. 9 | | E752 | | | 13,400,000,000 | |
2018 — Feb. 1 | | 1.25 | | 2014: Nov. 10; 2015: Jan. 12, Mar. 9, Nov. 20, Dec. 11; 2016: Jan. 8 | | E265 | | | 19,200,000,000 | |
2018 — Mar. 1 | | 1.25 | | 2012: Nov. 13; 2013: Jan. 14, Mar. 4 | | A875 | | | 10,200,000,000 | |
2018 — May 1 | | 0.25 | | 2016: Feb. 5, Feb. 26, Mar. 28, Apr. 18 | | F338 | | | 15,000,000,000 | |
2018 — Jun. 1 | | 4.25 | | 2007: Oct. 29; 2008: Feb. 11, Mar. 25, Apr. 21, Jun. 23, Jul. 14 | | YL25 | | | 10,622,764,000 | |
2018 — Aug. 1 | | 0.50 | | 2016: May 6, May 30 | | F668 | | | 7,800,000,000 | |
2018 — Sep. 1 | | 1.25 | | 2013: May 13, Jul. 15, Sep. 3 | | B378 | | | 10,200,000,000 | |
2019 — Mar. 1 | | 1.75 | | 2013: Nov. 12; 2014: Jan. 20, Feb. 24 | | B865 | | | 10,200,000,000 | |
2019 — Jun. 1 | | 3.75 | | 2008: Oct. 6, Nov. 10; 2009: Feb. 9, Mar. 2, Mar. 10, Apr. 14, Jun. 15, Aug. 18 | | YR94 | | | 17,650,000,000 | |
2019 — Sep. 1 | | 1.75 | | 2014: Apr. 14, May 12, Aug. 11 | | C855 | | | 10,200,000,000 | |
2020 — Mar. 1 | | 1.50 | | 2014: Oct. 14, Dec. 1; 2015: Feb. 23 | | D929 | | | 10,200,000,000 | |
2020 — Jun. 1 | | 3.50 | | 2009: Sep. 8, Oct.14, Nov.10; 2010: Feb. 8, May 3 | | YZ11 | | | 13,100,000,000 | |
2020 — Sep. 1 | | 0.75 | | 2015: Apr. 13, May 11, Jul. 27, Oct. 5 | | E596 | | | 13,000,000,000 | |
2021 — Mar. 1 | | 0.75 | | 2015: Oct. 19, Nov. 9; 2016: Jan. 18, Feb. 22 | | F254 | | | 13,800,000,000 | |
2021 — Mar. 15 | | 10.50 | | 1990: Dec. 15; 1991: Jan. 9, Feb. 1 | | A39 | | | 567,361,000 | |
2021 — Jun. 1 | | 3.25 | | 2010: Jul. 19, Oct. 12; 2011: Feb. 7, May 9 | | ZJ69 | | | 11,500,000,000 | |
2021 — Jun. 1 | | 9.75 | | 1991: May 9, Jun. 1, Jul. 1, Aug. 1, Sep. 1, Oct. 17 | | A43 | | | 286,188,000 | |
2021 — Sep. 1 | | 0.75 | | 2016: Apr. 11, May 16 | | F585 | | | 7,500,000,000 | |
2021 — Dec. 1 | | 4.25 | | 1991: Dec. 10; 1992: Oct. 14; 1993: May 1, Dec. 1; 1994: Feb. 22, Jun. 21, Sep. 15, Dec. 15; 1995: Feb. 2, May 8, Aug. 4 | | L25 | | | 7,965,463,500 | (2) |
2022 — Jun. 1 | | 2.75 | | 2011: Aug. 2, Oct. 11; 2012: Feb. 6, May 7, Jun. 11 | | ZU15 | | | 12,700,000,000 | |
2022 — Jun. 1 | | 9.25 | | 1991: Dec. 16; 1992: Jan. 3, May 15 | | A49 | | | 206,022,000 | |
2023 — Jun. 1 | | 1.50 | | 2012: Jul. 30, Oct. 22; 2013: Feb. 4, Apr. 2, May 6 | | A610 | | | 14,200,000,000 | |
2023 — Jun. 1 | | 8.00 | | 1992: Aug. 17; 1993: Feb. 1, Apr. 1, Jul. 26, Oct. 15; 1994: Feb. 1, May 2 | | A55 | | | 2,358,552,000 | |
1
| | | | | | | | | | | | |
Maturity date | | Coupon % | | Issue date(s) | | Series | | | Outstanding at May 31, 2016 | |
2024 — Jun. 1 | | 2.50 | | 2013: Jul. 2, Aug. 19, Oct. 7; 2014: Feb. 10, Apr. 28 | | | B451 | | | $ | 13,800,000,000 | |
2025 — Jun. 1 | | 2.25 | | 2014: Jun. 30, Jul. 28, Oct. 20; 2015: Jan. 27, Apr. 21 | | | D507 | | | | 13,100,000,000 | |
2025 — Jun. 1 | | 9.00 | | 1994: Aug. 2, Nov. 1; 1995: Feb. 1, May 1, Aug. 1, Nov. 1; 1996: Feb. 1 | | | A76 | | | | 2,303,156,000 | |
2026 — Jun. 1 | | 1.50 | | 2015: Jul. 21, Oct. 27; 2016: Jan. 26, Apr. 25 | | | E679 | | | | 10,500,000,000 | |
2026 — Dec. 1 | | 4.25 | | 1995: Dec. 7; 1996: Mar. 6, Jun. 6, Sep. 6, Dec. 6; 1997: Mar. 12, Jun. 9, Sep. 8, Dec. 8; 1998: Mar. 9, Jun. 8, Sep. 8, Dec. 7 | | | VS05 | | | | 7,644,000,000(2) | |
2027 — Jun. 1 | | 8.00 | | 1996: May 1, Aug. 1, Nov. 1; 1997: Feb. 3, May 1, Aug. 1, Nov. 3 | | | VW17 | | | | 4,035,975,000 | |
2029 — Jun. 1 | | 5.75 | | 1998: Feb. 2, May 1, Nov. 2; 1999: May 3, Oct. 15; 2000: Apr. 24, Oct. 16; 2001: Apr. 23 | | | WL43 | | | | 10,949,933,000 | |
2031 — Dec. 1 | | 4.00 | | 1999: Mar. 8, Jun. 8, Sep. 7, Dec. 6; 2000: Mar. 6, Jun. 5, Sep. 5, Dec. 11; 2001: Mar. 5, Jun. 11, Sep. 24, Dec. 10; 2002: Mar. 18, Jun. 10, Sep. 16, Dec. 9; 2003: Mar. 17 | | | WV25 | | | | 8,116,114,000(2) | |
2033 — Jun. 1 | | 5.75 | | 2001: Oct. 15; 2002: Jan. 21, Mar. 4, May 6, Jul. 15, Nov. 25; 2003: Jan. 20, Mar. 3, Apr. 14, Jul. 14, Aug. 25, Nov. 10; 2004: Jan. 19, Mar. 1 | | | XG49 | | | | 12,795,905,000 | |
2036 — Dec. 1 | | 3.00 | | 2003: Jun. 9, Sep. 15, Dec. 8; 2004: Mar. 8, Jun. 7, Sep. 7, Dec. 6; 2005: Mar. 7, Jun. 6, Sep. 6, Dec. 5; 2006: Mar. 06, Jun. 5, Oct. 2, Dec. 4; 2007: Mar. 5 | | | XQ21 | | | | 7,263,360,000(2) | |
2037 — Jun. 1 | | 5.00 | | 2004: Jul. 19, Sep. 14, Nov. 8; 2005: Jan. 17, Apr. 11, Jul. 11, Oct. 18; 2006: Jan. 16, May 1, Jul. 24, Oct. 31; 2007: Jan. 15, Jun. 11, Jul. 23, Oct. 9; 2008: Jan. 21; 2009: Jan. 12 | | | XW98 | | | | 13,516,957,000 | |
2041 — Jun. 1 | | 4.00 | | 2008: Jun. 9, Sep. 15, Dec. 15; 2009: Mar. 23, May 19, Jul. 14, Aug. 5, Oct. 20; 2010: Feb. 22, Mar. 22, May 25, Sep. 7, Nov. 22; 2011: Mar. 21 | | | YQ12 | | | | 15,693,000,000 | |
2041 — Dec. 1 | | 2.00 | | 2007: Jun. 4, Sep. 4, Dec. 10; 2008: Mar. 3, Jun. 2, Sep. 2, Dec. 8; 2009: Mar. 9, Jun. 2, Aug. 31, Dec. 7; 2010: Mar. 1 | | | YK42 | | | | 7,530,928,000(2) | |
2044 — Dec. 1 | | 1.50 | | 2010: May 31, Aug. 30, Dec. 6; 2011: Feb. 28, Jun. 6, Sep. 6, Dec. 5; 2012: Feb. 27, Jun. 4, Sep. 17, Dec. 10, 2013: Feb. 25, Jun. 10, Sep. 16 | | | ZH04 | | | | 8,517,586,000(2) | |
2045 — Dec. 1 | | 3.50 | | 2011: Jun. 13, Aug. 29, Nov. 21; 2012: Mar. 26, May 28, Jul. 24, Sep. 24, Dec. 3; 2013: Feb. 5, Mar. 18, May 27, Aug. 6, Nov. 18; 2014: Feb. 18, Mar. 11 | | | ZS68 | | | | 16,400,000,000 | |
2047 — Dec. 1 | | 1.25 | | 2013: Dec. 2; 2014: Mar. 3, Jun. 16, Aug. 25, Dec. 15; 2015: Mar. 16, Jun. 8, Sep. 8, Dec. 8; 2016: Mar. 7 | | | B949 | | | | 5,704,490,000(2) | |
2048 — Dec. 1 | | 2.75 | | 2014: Jun. 2, Sep. 3, Nov. 17; 2015: Feb. 9, May 25, Aug. 24, Nov. 30; 2016: May 24 | | | D358 | | | | 9,550,000,000 | |
2064 — Dec. 1 | | 2.75 | | 2014: May 1, Jul. 15, Nov. 25 | | | C939 | | | | 3,500,000,000 | |
| | | | | | | | | | | | |
| Total Unmatured Marketable Bonds Payable in Canadian Dollars | | | | | | $ | 515,724,276,500 | |
| | | | | | | | |
TREASURY BILLS
| | | | | | | | | | |
Maturity date(s) | | Yield % | | | | Issue dates | | Outstanding at May 31, 2016 | |
Various maturity dates from Jun. 2, 2016 to May 4, 2017 | | 0.374 to 0.687 | | | | Various issue dates
from Jun. 4, 2015 to May 19, 2016 | | $ | 147,300,000,000 | |
| | | | | | | | | | |
2
CANADA SAVINGS BONDS(3)
| | | | | | | | | | |
Maturity date | | Annual Coupons % | | Issue date | | Series | | Outstanding at May 31, 2016 | |
2016 — Nov. 1(4) | | 0.40 – 7.50 | | 1994 — Nov. 1 | | S049 | | $ | 131,930,809 | |
2017 — Nov. 1(4) | | 0.40 – 6.75 | | 1995 — Nov. 1 | | S050 | | | 106,647,395 | |
2018 — Nov. 1(4) | | 0.40 – 8.75 | | 1996 — Nov. 1 | | S051 | | | 161,753,667 | |
2017 — Nov. 1(4) | | 0.40 – 6.50 | | 1997 — Nov. 1 | | S052 | | | 181,190,998 | |
2018 — Nov. 1(4) | | 0.40 – 4.85 | | 1998 — Nov. 1 | | S054 | | | 85,131,220 | |
2018 — Dec. 1(4) | | 0.40 – 4.85 | | 1998 — Dec. 1 | | S055 | | | 6,189,486 | |
2019 — Jan. 1(4) | | 0.40 – 4.85 | | 1999 — Jan. 1 | | S056 | | | 1,321,632 | |
2019 — Feb. 1(4) | | 0.40 – 4.60 | | 1999 — Feb. 1 | | S057 | | | 895,052 | |
2019 — Mar. 1(4) | | 0.40 – 4.75 | | 1999 — Mar. 1 | | S058 | | | 1,878,101 | |
2019 — Apr. 1(4) | | 0.40 – 4.75 | | 1999 — Apr. 1 | | S059 | | | 1,165,134 | |
2019 — Nov. 1(4) | | 0.40 – 4.85 | | 1999 — Nov. 1 | | S060 | | | 47,026,749 | |
2019 — Dec. 1(4) | | 0.40 – 4.85 | | 1999 — Dec. 1 | | S061 | | | 4,013,031 | |
2020 — Jan. 1(4) | | 0.40 – 4.85 | | 2000 — Jan. 1 | | S062 | | | 1,817,240 | |
2020 — Feb. 1(4) | | 0.40 – 4.60 | | 2000 — Feb. 1 | | S063 | | | 1,048,898 | |
2020 — Mar. 1(4) | | 0.40 – 4.75 | | 2000 — Mar. 1 | | S064 | | | 1,795,259 | |
2020 — Apr. 1 | | 0.40 – 4.75 | | 2000 — Apr. 1 | | S065 | | | 1,734,303 | |
2016 — Nov. 1 | | 0.40 – 3.25 | | 2006 — Nov. 1 | | S102 | | | 108,040,046 | |
2016 — Dec. 1 | | 0.40 – 3.25 | | 2006 — Dec. 1 | | S103 | | | 6,700,897 | |
2017 — Jan. 1 | | 0.40 – 3.10 | | 2007 — Jan. 1 | | S104 | | | 2,132,649 | |
2017 — Feb. 1 | | 0.40 – 2.85 | | 2007 — Feb. 1 | | S105 | | | 1,609,553 | |
2017 — Mar. 1 | | 0.40 – 3.10 | | 2007 — Mar. 1 | | S106 | | | 2,963,177 | |
2017 — Apr. 1 | | 0.40 – 3.10 | | 2007 — Apr. 1 | | S107 | | | 2,381,323 | |
2017 — Nov. 1 | | 0.40 – 3.25 | | 2007 — Nov. 1 | | S108 | | | 133,910,616 | |
2017 — Dec. 1 | | 0.40 – 3.25 | | 2007 — Dec. 1 | | S109 | | | 10,209,312 | |
2018 — Jan. 1 | | 0.40 – 3.10 | | 2008 — Jan. 1 | | S110 | | | 3,862,859 | |
2018 — Feb. 1 | | 0.40 – 2.85 | | 2008 — Feb. 1 | | S111 | | | 3,750,292 | |
2018 — Mar. 1 | | 0.40 – 2.50 | | 2008 — Mar. 1 | | S112 | | | 3,972,839 | |
2018 — Apr. 1 | | 0.40 – 2.45 | | 2008 — Apr. 1 | | S113 | | | 6,100,985 | |
2018 — Nov. 1 | | 0.40 – 2.00 | | 2008 — Nov. 1 | | S114 | | | 176,959,040 | |
2018 — Dec. 1 | | 0.40 – 1.85 | | 2008 — Dec. 1 | | S115 | | | 20,541,374 | |
2019 — Jan. 1 | | 0.40 – 1.65 | | 2009 — Jan. 1 | | S116 | | | 9,929,551 | |
2019 — Feb. 1 | | 0.40 – 1.25 | | 2009 — Feb. 1 | | S117 | | | 4,700,330 | |
2019 — Mar. 1 | | 0.40 – 1.00 | | 2009 — Mar. 1 | | S118 | | | 5,047,990 | |
2019 — Apr. 1 | | 0.40 – 0.75 | | 2009 — Apr. 1 | | S119 | | | 4,966,036 | |
2019 — Nov. 1 | | 0.40 – 0.65 | | 2009 — Nov. 1 | | S120 | | | 142,182,719 | |
2019 — Dec. 1 | | 0.40 – 0.65 | | 2009 — Dec. 1 | | S121 | | | 8,636,377 | |
2020 — Jan. 1 | | 0.40 – 0.65 | | 2010 — Jan. 1 | | S122 | | | 2,814,956 | |
2020 — Feb. 1 | | 0.40 – 0.65 | | 2010 — Feb. 1 | | S123 | | | 1,507,240 | |
2020 — Mar. 1 | | 0.40 – 0.65 | | 2010 — Mar. 1 | | S124 | | | 2,267,788 | |
2020 — Apr. 1 | | 0.40 – 0.65 | | 2010 — Apr. 1 | | S125 | | | 1,513,914 | |
2020 — Nov. 1 | | 0.50 – 0.65 | | 2010 — Nov. 1 | | S126 | | | 205,090,150 | |
2020 — Dec. 1 | | 0.50 – 0.65 | | 2010 — Dec. 1 | | S127 | | | 14,648,407 | |
2021 — Nov. 1 | | 0.50 | | 2011 — Nov. 1 | | S128 | | | 251,037,832 | |
2021 — Dec. 1 | | 0.50 | | 2011 — Dec. 1 | | S129 | | | 11,571,462 | |
2016 — Nov. 1 | | 0.50 | | 2013 — Nov. 1 | | S131 | | | 334,985,820 | |
2017 — Nov. 1 | | 0.50 | | 2014 — Nov. 1 | | S132 | | | 508,212,962 | |
2018 — Nov. 1 | | 0.50 | | 2015 — Nov. 1 | | S133 | | | 895,135,056 | |
2016 — Nov. 1 | | 0.50 | | 2016 — Jan. 1 | | S920 | | | 35,763 | |
2016 — Nov. 1 | | 0.50 | | 2016 — Feb. 1 | | S921 | | | 18,878 | |
2016 — Nov. 1 | | 0.50 | | 2016 — Mar. 1 | | S922 | | | 533,960 | |
2016 — Nov. 1 | | 0.50 | | 2016 — Apr. 1 | | S923 | | | 5,944 | |
| | | | | | | | | | |
Total(9) | | | | | | | | $ | 3,623,517,076 | |
| | | | | | | | | | |
3
CANADA PREMIUM BONDS(5)
| | | | | | | | | | |
Maturity date | | Annual Coupons % | | Issue date | | Series | | Outstanding at May 31, 2016 | |
2018 — Nov. 1(4) | | 1.00 – 5.00 | | 1998 — Nov. 1 | | P003 | | $ | 152,239,287 | |
2018 — Dec. 1(4) | | 1.00 – 4.50 | | 1998 — Dec. 1 | | P004 | | | 16,922,507 | |
2019 — Jan. 1(4) | | 1.00 – 4.50 | | 1999 — Jan. 1 | | P005 | | | 4,109,078 | |
2019 — Feb. 1(4) | | 1.00 – 4.75 | | 1999 — Feb. 1 | | P006 | | | 2,725,573 | |
2019 — Mar. 1(4) | | 1.00 – 6.00 | | 1999 — Mar. 1 | | P007 | | | 13,783,712 | |
2019 — Apr. 1(4) | | 1.00 – 6.00 | | 1999 — Apr. 1 | | P008 | | | 8,992,366 | |
2019 — Nov. 1(4) | | 0.70 – 6.00 | | 1999 — Nov. 1 | | P009 | | | 53,143,570 | |
2019 — Dec. 1(4) | | 0.70 – 6.00 | | 1999 — Dec. 1 | | P010 | | | 16,437,908 | |
2020 — Jan. 1(4) | | 0.70 – 6.00 | | 2000 — Jan. 1 | | P011 | | | 6,115,603 | |
2020 — Feb. 1(4) | | 0.70 – 6.00 | | 2000 — Feb. 1 | | P012 | | | 4,899,667 | |
2020 — Mar. 1(4) | | 0.70 – 6.25 | | 2000 — Mar. 1 | | P013 | | | 11,703,716 | |
2020 — Apr. 1(4) | | 0.70 – 6.25 | | 2000 — Apr. 1 | | P014 | | | 12,942,169 | |
2016 — Nov. 1 | | 0.70 – 3.35 | | 2006 — Nov. 1 | | P052 | | | 50,509,244 | |
2016 — Dec. 1 | | 0.70 – 3.35 | | 2006 — Dec. 1 | | P053 | | | 13,878,369 | |
2017 — Jan. 1 | | 0.70 – 3.25 | | 2007 — Jan. 1 | | P054 | | | 4,095,728 | |
2017 — Feb. 1 | | 0.70 – 3.05 | | 2007 — Feb. 1 | | P055 | | | 3,066,687 | |
2017 — Mar. 1 | | 0.70 – 3.35 | | 2007 — Mar. 1 | | P056 | | | 18,996,453 | |
2017 — Apr. 1 | | 0.70 – 3.35 | | 2007 — Apr. 1 | | P057 | | | 12,457,126 | |
2017 — Nov. 1 | | 1.00 – 3.50 | | 2007 — Nov. 1 | | P058 | | | 48,984,633 | |
2017 — Dec. 1 | | 1.00 – 3.50 | | 2007 — Dec. 1 | | P059 | | | 11,923,479 | |
2018 — Jan. 1 | | 1.00 – 3.25 | | 2008 — Jan. 1 | | P060 | | | 3,461,020 | |
2018 — Feb. 1 | | 1.00 – 3.05 | | 2008 — Feb. 1 | | P061 | | | 3,129,017 | |
2018 — Mar. 1 | | 1.00 – 3.15 | | 2008 — Mar. 1 | | P062 | | | 7,172,534 | |
2018 — Apr. 1 | | 1.00 – 3.05 | | 2008 — Apr. 1 | | P063 | | | 8,427,953 | |
2018 — Nov. 1 | | 1.00 – 2.65 | | 2008 — Nov. 1 | | P064 | | | 91,960,513 | |
2018 — Dec. 1 | | 1.00 – 2.65 | | 2008 — Dec. 1 | | P065 | | | 48,900,787 | |
2019 — Jan. 1 | | 1.00 – 2.65 | | 2009 — Jan. 1 | | P066 | | | 20,085,366 | |
2019 — Feb. 1 | | 1.00 – 2.05 | | 2009 — Feb. 1 | | P067 | | | 11,587,639 | |
2019 — Mar. 1 | | 1.00 – 2.05 | | 2009 — Mar. 1 | | P068 | | | 12,922,329 | |
2019 — Apr. 1 | | 1.00 – 1.70 | | 2009 — Apr. 1 | | P069 | | | 11,885,285 | |
2019 — Nov. 1 | | 0.70 – 1.80 | | 2009 — Nov. 1 | | P070 | | | 47,413,027 | |
2019 — Dec. 1 | | 0.70 – 1.80 | | 2009 — Dec. 1 | | P071 | | | 28,859,946 | |
2020 — Jan. 1 | | 0.70 – 1.80 | | 2010 — Jan. 1 | | P072 | | | 11,280,476 | |
2020 — Feb. 1 | | 0.70 – 1.80 | | 2010 — Feb. 1 | | P073 | | | 8,842,396 | |
2020 — Mar. 1 | | 0.70 – 1.80 | | 2010 — Mar. 1 | | P074 | | | 7,604,206 | |
2020 — Apr. 1 | | 0.70 – 1.80 | | 2010 — Apr. 1 | | P075 | | | 5,977,976 | |
2020 — Nov. 1 | | 1.00 – 1.70 | | 2010 — Nov. 1 | | P076 | | | 70,116,145 | |
2020 — Dec. 1 | | 1.00 – 1.70 | | 2010 — Dec. 1 | | P077 | | | 48,137,000 | |
2021 — Nov. 1 | | 1.00 – 1.40 | | 2011 — Nov. 1 | | P078 | | | 90,323,013 | |
2021 — Dec. 1 | | 1.00 – 1.40 | | 2011 — Dec. 1 | | P079 | | | 41,013,338 | |
2016 — Nov. 1 | | 1.00 – 1.40 | | 2013 — Nov. 1 | | P082 | | | 109,021,122 | |
2016 — Dec. 1 | | 1.00 – 1.40 | | 2013 — Dec. 1 | | P083 | | | 37,111,541 | |
2017 — Nov. 1 | | 1.00 – 1.40 | | 2014 — Nov. 1 | | P084 | | | 65,583,256 | |
2017 — Dec. 1 | | 1.00 – 1.40 | | 2014 — Dec. 1 | | P085 | | | 36,916,667 | |
2018 — Nov. 1 | | 0.70 – 0.90 | | 2016 — Mar. 1 | | P086 | | | 82,332,685 | |
2018 — Nov. 1 | | 0.70 – 0.90 | | 2016 — Apr. 1 | | P087 | | | 60,665,968 | |
2016 — Nov. 1 | | 0.70 | | 2015 — Jan. 1 | | P970 | | | 295,045 | |
2016 — Nov. 1 | | 0.70 | | 2015 — Feb. 1 | | P971 | | | 852,380 | |
2016 — Nov. 1 | | 0.70 | | 2015 — Mar. 1 | | P972 | | | 1,848,529 | |
2016 — Nov. 1 | | 0.70 | | 2015 — Apr. 1 | | P973 | | | 567,144 | |
| | | | | | | | | | |
Total(9) | | | | | | | | $ | 1,442,221,180 | |
| | | | | | | | | | |
| | | | | | | | | | |
| |
| Total Unmatured Market Debt Payable in Canadian Dollars | | $ | 668,090,014,757 | |
| | | | | | | | | | |
| | | | | | | | | | |
4
(B) PAYABLE IN FOREIGN CURRENCY(1)(6)
CANADA BILLS
| | | | | | | | | | |
Maturity date(s) | | Yield(s) % | | Original issue amount | | Issue date(s) | | Outstanding at May 31, 2016 | |
Various maturity dates from Jun. 1, 2016 to Dec. 8, 2016 | | 0.27 to 0.68 | | USD 4,499,499,000 | | Various issue dates
from Dec. 4, 2015 to May 31, 2016 | | $ | 5,898,843,189 | |
| | | | | | | | | | |
CANADA NOTES
| | | | | | | | | | |
Maturity date | | Coupon % / Basis | | Original amount at issue | | Issue date | | Outstanding at May 31, 2016 | |
2017 — Jan. 27 | | 3 month LIBOR | | USD 400,000,000 | | 2014 — Jan. 27 | | $ | 524,400,000 | |
2019 — Dec. 10 | | 1.85 | | USD 50,000,000 | | 2013 — Dec. 10 | | | 65,550,000 | |
2019 — Dec. 13 | | 3 month LIBOR | | USD 50,000,000 | | 2013 — Dec. 13 | | | 65,550,000 | |
2019 — Aug. 25 | | 1.454 | | USD 50,000,000 | | 2015 — Aug. 25 | | | 65,550,000 | |
2020 — Feb. 10 | | 1.276 | | USD 150,000,000 | | 2016 — Feb. 10 | | | 196,650,000 | |
2020 — Jun. 10 | | 3 month LIBOR | | USD 100,000,000 | | 2014 — Jun. 10 | | | 131,100,000 | |
2020 — Sep. 10 | | 3 month LIBOR | | USD 250,000,000 | | 2014 — Sep. 10 | | | 327,750,000 | |
2020 — Sep. 15 | | 3 month LIBOR | | USD 50,000,000 | | 2014 — Sep. 15 | | | 65,550,000 | |
2020 — Dec. 20 | | 2.30 | | USD 50,000,000 | | 2013 — Dec. 20 | | | 65,550,000 | |
2021 — Aug. 24 | | 3 month LIBOR | | USD 50,000,000 | | 2015 — Aug. 24 | | | 65,550,000 | |
| | | | | | | | | | |
Total | | $ | 1,573,200,000 | |
| | | | |
EURO MEDIUM TERM NOTES
| | | | | | | | | | |
Maturity date | | Coupon % / Basis | | Original amount at issue | | Issue date | | Outstanding at May 31, 2016 | |
2018 — Aug. 27 | | 3 month LIBOR | | USD 250,000,000 | | 2015 — Aug. 27 | | $ | 327,750,000 | |
2020 — Mar. 19 | | 3 month LIBOR | | USD 125,000,000 | | 2014 — Mar. 19 | | | 163,875,000 | |
2020 — May 8 | | 3 month LIBOR | | USD 125,000,000 | | 2014 — May 8 | | | 163,875,000 | |
2021 — Jan. 15 | | 0.15 | | EUR 150,000,000 | | 2015 — Jan. 15 | | | 218,790,000 | |
| | | | | | | | | | |
Total | | $ | 874,290,000 | |
| | | | | | | | | | |
OTHER MARKETABLE BONDS PAYABLE IN FOREIGN CURRENCIES
| | | | | | | | | | |
Maturity date | | Coupon % | | Original amount at issue or assumption | | Issue or assumption date | | Outstanding at May 31, 2016 | |
2016 — Dec. 15 | | 8.25 | | USD 38,244,000(7)(8) | | 2001 — Feb. 5 | | $ | 43,582,884 | |
2017 — Feb. 14 | | 0.875 | | USD 3,000,000,000 | | 2012 — Feb. 14 | | | 3,933,000,000 | |
2018 — Mar. 19 | | 1.125 | | USD 3,500,000,000 | | 2015 — Mar. 19 | | | 4,588,500,000 | |
2018 — Jun. 30 | | 9.70 | | USD 16,080,000(7) | | 2001 — Feb. 5 | | | 21,080,880 | |
2019 — Feb. 27 | | 1.625 | | USD 3,000,000,000 | | 2014 — Feb. 27 | | | 3,933,000,000 | |
2019 — Jun. 1 | | 8.80 | | USD 3,500,000(7) | | 2001 — Feb. 5 | | | 4,588,500 | |
2020 — Jan. 13 | | 3.50 | | EUR 2,000,000,000 | | 2010 — Jan. 13 | | | 2,917,200,000 | |
| | | | | | | | | | |
Total(9) | | $ | 15,440,952,264 | |
| | | | | | | | | | |
| |
| Total Unmatured Market Debt Payable in Foreign Currency | | $ | 23,787,285,453 | |
| | | | | | | | | | |
| |
| Total Unmatured Market Debt | | $ | 691,877,300,210 | |
| | | | | | | | | | |
5
(C) CROSS CURRENCY SWAPS
For the cross currency swaps listed below (outstanding as of May 31, 2016), 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 |
2016 – Jun. 1 | | 4.0098 | | $ 117,000,000 | | Fixed | | USD 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 |
Sep. 20 | | 3.6960 | | 101,000,000 | | Fixed | | 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 | | 1.42670 | | 102,600,000 | | Fixed | | 100,000,000 |
Dec. 20 | | 1.43680 | | 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 | | 1.53620 | | 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 |
Apr. 20 | | 3.6992 | | 102,475,000 | | Fixed | | 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 |
6
| | | | | | | | |
| | | Canadian dollar liability | | U.S. dollar liability |
Maturity date | | Coupon % | | Notional amount | | Basis | | Notional amount |
May 20 | | 3.6656 | | $ 100,400,000 | | Fixed | | USD 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 | | 3.3360 | | 55,975,000 | | Fixed | | 50,000,000 |
Nov. 20 | | 3.3456 | | 84,037,500 | | Fixed | | 75,000,000 |
Nov. 20 | | 1.91020 | | 101,200,000 | | Fixed | | 100,000,000 |
Nov. 20 | | 1.97300 | | 50,135,000 | | Fixed | | 50,000,000 |
Dec. 20 | | 1.73840 | | 101,790,000 | | Fixed | | 100,000,000 |
Dec. 20 | | 1.73890 | | 101,800,000 | | Fixed | | 100,000,000 |
Dec. 20 | | 1.75720 | | 102,000,000 | | Fixed | | 100,000,000 |
Dec. 20 | | 1.76650 | | 101,400,000 | | Fixed | | 100,000,000 |
Dec. 20 | | 1.79890 | | 101,800,000 | | Fixed | | 100,000,000 |
2019 – Jan. 20 | | 1.71680 | | 50,550,000 | | Fixed | | 50,000,000 |
Jan. 20 | | 1.71780 | | 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 |
Mar. 20 | | 3.4944 | | 105,750,000 | | Fixed | | 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 |
7
| | | | | | | | |
| | | Canadian dollar liability | | U.S. dollar liability |
Maturity date | | Coupon % | | Notional amount | | Basis | | Notional amount |
May 20 | | 3.21258 | | $ 95,200,000 | | 3 month LIBOR | | USD 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 |
Sep. 20 | | 2.3302 | | 49,450,000 | | 3 month LIBOR | | 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 |
8
| | | | | | | | |
| | | Canadian dollar liability | | U.S. dollar liability |
Maturity date | | Coupon % | | Notional amount | | Basis | | Notional amount |
Mar. 20 | | 3.3100 | | $ 97,600,000 | | Fixed | | USD 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 9 | | 0.76270 | | 97,706,146 | | 3 month LIBOR | | 76,243,579 |
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. 6 | | 0.9446 | | 188,295,000 | | Fixed | | 150,000,000 |
Feb. 12 | | 1.0430 | | 125,250,000 | | Fixed | | 100,000,000 |
Feb. 20 | | 1.98960 | | 48,066,474 | | 3 month LIBOR | | 47,216,576 |
Mar. 16 | | 0.90400 | | 132,750,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 2.06980 | | 67,549,554 | | 3 month LIBOR | | 67,414,725 |
Apr. 20 | | 2.16100 | | 118,258,207 | | 3 month LIBOR | | 119,392,436 |
Apr. 20 | | 2.22240 | | 13,045,854 | | 3 month LIBOR | | 13,144,437 |
May 20 | | 2.01810 | | 150,480,000 | | 3 month LIBOR | | 150,000,000 |
May 20 | | 2.04090 | | 49,715,000 | | 3 month LIBOR | | 50,000,000 |
May 20 | | 2.04640 | | 100,140,000 | | 3 month LIBOR | | 100,000,000 |
May 20 | | 2.04640 | | 100,200,000 | | 3 month LIBOR | | 100,000,000 |
May 20 | | 2.07870 | | 24,737,500 | | 3 month LIBOR | | 25,000,000 |
May 20 | | 2.09420 | | 24,762,500 | | 3 month LIBOR | | 25,000,000 |
May 20 | | 2.12000 | | 49,265,000 | | 3 month LIBOR | | 50,000,000 |
May 20 | | 2.12200 | | 24,837,500 | | 3 month LIBOR | | 25,000,000 |
May 20 | | 2.16300 | | 24,905,000 | | 3 month LIBOR | | 25,000,000 |
Jun. 10 | | 1.3449 | | 124,140,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 11 | | 1.3584 | | 52,649,285 | | 3 month LIBOR | | 42,631,000 |
Jun. 16 | | 1.3669 | | 123,150,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 20 | | 1.85000 | | 86,606,176 | | 3 month LIBOR | | 84,551,573 |
Jun. 20 | | 1.85060 | | 102,290,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 20 | | 1.91050 | | 50,150,000 | | 3 month LIBOR | | 50,000,000 |
Jun. 20 | | 1.97740 | | 24,890,000 | | 3 month LIBOR | | 25,000,000 |
Jun. 20 | | 2.08300 | | 24,622,500 | | 3 month LIBOR | | 25,000,000 |
Jun. 20 | | 2.08520 | | 150,084,800 | | 3 month LIBOR | | 152,000,000 |
Jun. 20 | | 2.08950 | | 98,720,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 10 | | 1.0632 | | 159,819,000 | | 3 month LIBOR | | 125,250,000 |
Jul. 20 | | 1.1167 | | 129,300,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 1.72730 | | 51,300,000 | | 3 month LIBOR | | 50,000,000 |
Jul. 20 | | 1.73460 | | 51,325,000 | | 3 month LIBOR | | 50,000,000 |
Jul. 20 | | 1.74000 | | 51,425,000 | | 3 month LIBOR | | 50,000,000 |
Jul. 20 | | 1.77550 | | 77,325,000 | | 3 month LIBOR | | 75,000,000 |
Jul. 20 | | 1.78200 | | 51,325,000 | | 3 month LIBOR | | 50,000,000 |
Jul. 20 | | 1.79420 | | 51,000,000 | | 3 month LIBOR | | 50,000,000 |
Jul. 20 | | 1.80000 | | 102,550,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 1.80300 | | 102,600,000 | | 3 month LIBOR | | 100,000,000 |
Aug. 20 | | 1.58000 | | 101,805,000 | | 3 month LIBOR | | 100,000,000 |
Aug. 20 | | 1.58950 | | 50,915,000 | | 3 month LIBOR | | 50,000,000 |
Aug. 20 | | 1.59990 | | 50,800,000 | | 3 month LIBOR | | 50,000,000 |
Aug. 20 | | 1.64840 | | 50,400,000 | | 3 month LIBOR | | 50,000,000 |
Aug. 20 | | 1.66000 | | 51,025,000 | | 3 month LIBOR | | 50,000,000 |
Aug. 20 | | 1.66700 | | 69,052,452 | | 3 month LIBOR | | 67,566,000 |
Aug. 20 | | 1.66700 | | 71,470,000 | | 3 month LIBOR | | 70,000,000 |
Aug. 25 | | 0.8909 | | 131,250,000 | | 3 month LIBOR | | 100,000,000 |
Sep. 15 | | 1.0770 | | 66,290,000 | | 3 month LIBOR | | 50,000,000 |
Sep. 20 | | 1.71520 | | 100,200,000 | | 3 month LIBOR | | 100,000,000 |
Sep. 20 | | 1.71640 | | 100,400,000 | | 3 month LIBOR | | 100,000,000 |
Sep. 20 | | 1.80800 | | 98,940,000 | | 3 month LIBOR | | 100,000,000 |
Sep. 20 | | 1.83510 | | 49,750,000 | | 3 month LIBOR | | 50,000,000 |
Sep. 20 | | 1.92480 | | 49,475,000 | | 3 month LIBOR | | 50,000,000 |
Sep. 24 | | 1.0867 | | 132,820,000 | | 3 month LIBOR | | 100,000,000 |
Oct. 16 | | 1.06380 | | 133,714,600 | | 3 month LIBOR | | 103,000,000 |
Oct. 20 | | 1.85500 | | 97,620,000 | | 3 month LIBOR | | 100,000,000 |
Oct. 20 | | 1.90450 | | 97,600,000 | | 3 month LIBOR | | 100,000,000 |
Oct. 20 | | 1.92060 | | 97,500,000 | | 3 month LIBOR | | 100,000,000 |
2023 — Feb. 20 | | 1.93800 | | 19,832,670 | | 3 month LIBOR | | 20,100,000 |
Feb. 20 | | 1.94000 | | 51,027,900 | | 3 month LIBOR | | 51,700,000 |
Feb. 20 | | 1.93900 | | 49,400,000 | | 3 month LIBOR | | 50,000,000 |
Feb. 20 | | 1.92890 | | 49,680,000 | | Fixed | | 50,000,000 |
Feb. 20 | | 1.93350 | | 99,420,000 | | Fixed | | 100,000,000 |
Feb. 20 | | 1.91400 | | 50,135,000 | | Fixed | | 50,000,000 |
9
| | | | | | | | |
| | | Canadian dollar liability | | U.S. dollar liability |
Maturity date | | Coupon % | | Notional amount | | Basis | | Notional amount |
Feb. 20 | | 1.99700 | | $ 100,900,000 | | Fixed | | USD 100,000,000 |
Mar. 20 | | 2.03160 | | 50,150,000 | | Fixed | | 50,000,000 |
Mar. 20 | | 2.02700 | | 99,900,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 1.98480 | | 50,150,000 | | Fixed | | 50,000,000 |
Mar. 20 | | 1.98480 | | 100,700,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 1.97830 | | 50,325,000 | | Fixed | | 50,000,000 |
Mar. 20 | | 2.04710 | | 100,420,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 2.04400 | | 150,465,000 | | Fixed | | 150,000,000 |
Mar. 20 | | 2.02500 | | 100,100,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 2.02830 | | 100,100,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 2.03100 | | 100,120,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 2.02000 | | 101,250,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 2.01680 | | 101,200,000 | | Fixed | | 100,000,000 |
Mar. 20 | | 2.04500 | | 101,680,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.89700 | | 102,970,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.90510 | | 103,030,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.95880 | | 102,800,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.95380 | | 102,760,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.94200 | | 102,600,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.94100 | | 102,650,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.95070 | | 205,700,000 | | Fixed | | 200,000,000 |
Apr. 20 | | 1.97460 | | 102,650,000 | | Fixed | | 100,000,000 |
Apr. 20 | | 1.97110 | | 205,420,000 | | Fixed | | 200,000,000 |
Apr. 20 | | 1.88460 | | 78,771,000 | | 3 month LIBOR | | 77,000,000 |
Apr. 20 | | 1.83980 | | 204,900,000 | | Fixed | | 200,000,000 |
May 3 | | 1.13630 | | 125,100,000 | | Fixed | | 100,000,000 |
May 20 | | 1.71930 | | 114,307,200 | | 3 month LIBOR | | 112,000,000 |
May 20 | | 1.71930 | | 89,812,800 | | 3 month LIBOR | | 88,000,000 |
May 20 | | 1.69580 | | 101,720,000 | | 3 month LIBOR | | 100,000,000 |
May 20 | | 1.68720 | | 100,780,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 20 | | 1.93050 | | 103,100,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 20 | | 1.87800 | | 102,950,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 20 | | 1.95570 | | 103,470,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 22 | | 1.4896 | | 121,550,000 | | 3 month LIBOR | | 100,000,000 |
Jun. 30 | | 1.5517 | | 148,680,000 | | 3 month LIBOR | | 120,000,000 |
Jul. 20 | | 2.04190 | | 103,200,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 2.17690 | | 102,000,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 2.19500 | | 101,900,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 2.16600 | | 101,700,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 2.15000 | | 102,070,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 2.30360 | | 103,500,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 2.28700 | | 207,000,000 | | 3 month LIBOR | | 200,000,000 |
Jul. 20 | | 2.28950 | | 103,690,000 | | 3 month LIBOR | | 100,000,000 |
Jul. 20 | | 2.49090 | | 48,650,400 | | 3 month LIBOR | | 46,400,000 |
Aug. 20 | | 1.1344 | | 130,900,000 | | 3 month LIBOR | | 100,000,000 |
Aug. 20 | | 2.49150 | | 105,850,000 | | 3 month LIBOR | | 100,000,000 |
Aug. 20 | | 2.47400 | | 130,055,150 | | 3 month LIBOR | | 123,100,000 |
Aug. 20 | | 2.42970 | | 104,000,000 | | 3 month LIBOR | | 100,000,000 |
Aug. 20 | | 2.40430 | | 104,400,000 | | 3 month LIBOR | | 100,000,000 |
Sep. 18 | | 1.3032 | | 38,309,000 | | 3 month LIBOR | | 29,000,000 |
Sep. 20 | | 2.48210 | | 154,470,000 | | 3 month LIBOR | | 150,000,000 |
Sep. 20 | | 2.55970 | | 205,800,000 | | 3 month LIBOR | | 200,000,000 |
Sep. 20 | | 2.51030 | | 104,300,000 | | 3 month LIBOR | | 100,000,000 |
Oct. 1 | | 1.20980 | | 134,100,000 | | 3 month LIBOR | | 100,000,000 |
Oct. 20 | | 2.79070 | | 105,200,000 | | 3 month LIBOR | | 100,000,000 |
Oct. 20 | | 2.74130 | | 207,880,000 | | 3 month LIBOR | | 200,000,000 |
Oct. 20 | | 2.61040 | | 103,000,000 | | 3 month LIBOR | | 100,000,000 |
Oct. 20 | | 2.61040 | | 51,500,000 | | 3 month LIBOR | | 50,000,000 |
Oct. 20 | | 2.61040 | | 25,750,000 | | 3 month LIBOR | | 25,000,000 |
Oct. 20 | | 2.61040 | | 25,750,000 | | 3 month LIBOR | | 25,000,000 |
2024 — Jan. 20 | | 2.53160 | | 78,345,000 | | 3 month LIBOR | | 75,000,000 |
Jan. 20 | | 2.58690 | | 132,000,000 | | 3 month LIBOR | | 125,000,000 |
Jan. 20 | | 2.58780 | | 105,250,000 | | 3 month LIBOR | | 100,000,000 |
Jan. 20 | | 2.63700 | | 104,850,000 | | 3 month LIBOR | | 100,000,000 |
Jan. 20 | | 2.64000 | | 104,900,000 | | 3 month LIBOR | | 100,000,000 |
Feb. 20 | | 2.44240 | | 78,120,000 | | 3 month LIBOR | | 70,000,000 |
Feb. 20 | | 2.57680 | | 117,390,000 | | 3 month LIBOR | | 107,500,000 |
Feb. 20 | | 2.61220 | | 109,600,000 | | 3 month LIBOR | | 100,000,000 |
Mar. 20 | | 2.36450 | | 111,100,000 | | 3 month LIBOR | | 100,000,000 |
Mar. 20 | | 2.39100 | | 83,835,000 | | 3 month LIBOR | | 75,000,000 |
Mar. 20 | | 2.40440 | | 111,350,000 | | 3 month LIBOR | | 100,000,000 |
Mar. 20 | | 2.43820 | | 110,520,000 | | 3 month LIBOR | | 100,000,000 |
Mar. 20 | | 2.46570 | | 109,329,300 | | 3 month LIBOR | | 99,300,000 |
Apr. 20 | | 2.39590 | | 110,530,000 | | 3 month LIBOR | | 100,000,000 |
Apr. 20 | | 2.41910 | | 110,780,000 | | 3 month LIBOR | | 100,000,000 |
Apr. 20 | | 2.47300 | | 110,760,000 | | 3 month LIBOR | | 100,000,000 |
Apr. 20 | | 2.48460 | | 111,050,000 | | 3 month LIBOR | | 100,000,000 |
10
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | U.S. dollar liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Apr. 20 | | 2.49320 | | | $ 84,000,000 | | | 3 month LIBOR | | | USD 75,000,000 | |
May 20 | | 2.38680 | | | 65,899,650 | | | 3 month LIBOR | | | 60,100,000 | |
May 20 | | 2.44830 | | | 137,212,500 | | | 3 month LIBOR | | | 125,000,000 | |
May 20 | | 2.45610 | | | 109,310,000 | | | 3 month LIBOR | | | 100,000,000 | |
May 20 | | 2.47500 | | | 50,458,500 | | | 3 month LIBOR | | | 45,000,000 | |
Jun. 20 | | 2.34430 | | | 109,740,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jun. 20 | | 2.36750 | | | 81,757,500 | | | 3 month LIBOR | | | 75,000,000 | |
Jun. 20 | | 2.40570 | | | 109,640,000 | | | 3 month LIBOR | | | 100,000,000 | |
Aug. 20 | | 2.11200 | | | 135,137,500 | | | 3 month LIBOR | | | 125,000,000 | |
Aug. 20 | | 2.11420 | | | 136,813,205 | | | 3 month LIBOR | | | 126,550,000 | |
Aug. 20 | | 2.11440 | | | 107,360,000 | | | 3 month LIBOR | | | 100,000,000 | |
Aug. 20 | | 2.14130 | | | 107,370,000 | | | 3 month LIBOR | | | 100,000,000 | |
Aug. 20 | | 2.21890 | | | 107,320,000 | | | 3 month LIBOR | | | 100,000,000 | |
Aug. 20 | | 2.25360 | | | 106,750,000 | | | 3 month LIBOR | | | 100,000,000 | |
Aug. 20 | | 2.25940 | | | 106,730,000 | | | 3 month LIBOR | | | 100,000,000 | |
Sep. 20 | | 2.07730 | | | 109,370,000 | | | 3 month LIBOR | | | 100,000,000 | |
Sep. 20 | | 2.08840 | | | 109,380,000 | | | 3 month LIBOR | | | 100,000,000 | |
Sep. 20 | | 2.10840 | | | 109,150,000 | | | 3 month LIBOR | | | 100,000,000 | |
Oct. 20 | | 2.08440 | | | 54,375,000 | | | 3 month LIBOR | | | 50,000,000 | |
Nov. 20 | | 2.02720 | | | 111,800,000 | | | 3 month LIBOR | | | 100,000,000 | |
Nov. 20 | | 1.95800 | | | 112,300,000 | | | 3 month LIBOR | | | 100,000,000 | |
Nov. 20 | | 1.88120 | | | 113,080,000 | | | 3 month LIBOR | | | 100,000,000 | |
Nov. 20 | | 1.98340 | | | 112,240,000 | | | 3 month LIBOR | | | 100,000,000 | |
Nov. 20 | | 2.00210 | | | 113,040,000 | | | Fixed | | | 100,000,000 | |
Dec. 2 | | 1.90520 | | | 113,790,000 | | | 3 month LIBOR | | | 100,000,000 | |
Dec. 3 | | 1.85390 | | | 113,780,000 | | | 3 month LIBOR | | | 100,000,000 | |
Dec. 11 | | 1.87030 | | | 114,180,000 | | | 3 month LIBOR | | | 100,000,000 | |
Dec. 15 | | 2.01060 | | | 13,745,295 | | | 3 month LIBOR | | | 12,150,000 | |
2025 — Jan. 16 | | 1.5504 | | | 119,390,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jan. 20 | | 2.04600 | | | 114,150,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jan. 22 | | 1.4957 | | | 121,050,000 | | | 3 month LIBOR | | | 100,000,000 | |
Jan. 22 | | 1.6175 | | | 59,780,000 | | | Fixed | | | 50,000,000 | |
Jan. 30 | | 1.3553 | | | 124,490,000 | | | 3 month LIBOR | | | 100,000,000 | |
Feb. 5 | | 1.2298 | | | 125,240,000 | | | Fixed | | | 100,000,000 | |
May 5 | | 1.6253 | | | 91,125,000 | | | 3 month LIBOR | | | 75,000,000 | |
May 11 | | 1.20510 | | | 64,925,000 | | | Fixed | | | 50,000,000 | |
May 31 | | 1.23740 | | | 258,800,000 | | | Fixed | | | 200,000,000 | |
Jun. 2 | | 1.20030 | | | 262,000,000 | | | Fixed | | | 200,000,000 | |
Dec. 8 | | 1.61800 | | | 133,730,000 | | | Fixed | | | 100,000,000 | |
Dec. 10 | | 1.54170 | | | 271,120,000 | | | Fixed | | | 200,000,000 | |
Dec. 14 | | 1.50160 | | | 271,800,000 | | | Fixed | | | 200,000,000 | |
Dec. 17 | | 1.48580 | | | 274,800,000 | | | Fixed | | | 200,000,000 | |
Dec. 18 | | 1.52620 | | | 275,720,000 | | | Fixed | | | 200,000,000 | |
2026 — Feb. 4 | | 1.15570 | | | 140,450,000 | | | Fixed | | | 100,000,000 | |
Mar. 3 | | 1.18280 | | | 202,290,000 | | | Fixed | | | 150,000,000 | |
Apr. 18 | | 1.28570 | | | 128,420,000 | | | Fixed | | | 100,000,000 | |
Apr. 18 | | 1.30940 | | | 128,400,000 | | | Fixed | | | 100,000,000 | |
Apr. 19 | | 1.28480 | | | 160,662,500 | | | Fixed | | | 125,000,000 | |
Apr. 21 | | 1.31760 | | | 127,180,000 | | | Fixed | | | 100,000,000 | |
Apr. 22 | | 1.31360 | | | 633,750,000 | | | Fixed | | | 500,000,000 | |
| | | | | | | | | | | | |
| | | | | $ 40,191,473,638 | | | | | | USD 37,457,603,265 | |
| | | | | | | | | | | | |
For the cross currency swaps listed below (outstanding as of May 31, 2016), 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 | |
2016 — Jun. 1 | | 4.08250 | | $ | 71,290,000 | | | Fixed | | | EUR 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 | |
11
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | Euro liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Jun. 1 | | 4.59640 | | $ | 70,675,000 | | | Fixed | | | EUR 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 | |
Aug. 20 | | 1.71400 | | | 136,300,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 1.69800 | | | 136,480,000 | | | Fixed | | | 100,000,000 | |
Aug. 20 | | 1.86000 | | | 135,110,000 | | | 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 | |
Apr. 20 | | 3 month CDOR | | | 158,800,000 | | | Fixed | | | 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 | |
Oct. 9 | | 0.82070 | | | 131,355,000 | | | Fixed | | | 90,000,000 | |
Oct. 27 | | 0.85380 | | | 131,130,000 | | | Fixed | | | 90,000,000 | |
Nov. 13 | | 1.03480 | | | 135,004,500 | | | Fixed | | | 95,000,000 | |
Nov. 17 | | 0.96830 | | | 200,340,000 | | | Fixed | | | 140,000,000 | |
Nov. 23 | | 0.96350 | | | 133,997,000 | | | Fixed | | | 94,000,000 | |
Dec. 15 | | 0.79040 | | | 278,642,930 | | | Fixed | | | 185,000,000 | |
2021 — Jan. 8 | | 0.72690 | | | 196,625,000 | | | Fixed | | | 130,000,000 | |
Jan. 15 | | 0.61670 | | | 308,600,000 | | | Fixed | | | 200,000,000 | |
Jan. 20 | | 0.54390 | | | 158,300,000 | | | Fixed | | | 100,000,000 | |
Feb. 20 | | 2.31660 | | | 146,970,000 | | | Fixed | | | 100,000,000 | |
Apr. 18 | | 0.75580 | | | 216,975,000 | | | Fixed | | | 150,000,000 | |
Apr. 26 | | 0.88020 | | | 199,262,000 | | | Fixed | | | 140,000,000 | |
May 10 | | 0.71785 | | | 199,165,500 | | | Fixed | | | 135,000,000 | |
May 16 | | 0.73240 | | | 189,813,000 | | | Fixed | | | 130,000,000 | |
May 19 | | 0.70040 | | | 329,310,000 | | | Fixed | | | 225,000,000 | |
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 | |
Sep. 30 | | 0.9691 | | | 134,010,000 | | | Fixed | | | 90,000,000 | |
12
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | Euro liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
Oct. 15 | | 2.0739 | | | $ 69,275,000 | | | Fixed | | | EUR 50,000,000 | |
Oct. 15 | | 2.2247 | | | 69,430,000 | | | Fixed | | | 50,000,000 | |
Oct. 15 | | 2.21410 | | | 104,550,000 | | | Fixed | | | 75,000,000 | |
Oct. 15 | | 2.22390 | | | 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 | | 2.14000 | | | 69,775,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.24090 | | | 70,400,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.27080 | | | 69,618,275 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.28610 | | | 69,800,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.29830 | | | 105,075,000 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 2.32660 | | | 69,865,000 | | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.33160 | | | 104,700,000 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 2.36460 | | | 70,050,000 | �� | | Fixed | | | 50,000,000 | |
Nov. 20 | | 2.39230 | | | 105,375,000 | | | Fixed | | | 75,000,000 | |
Nov. 20 | | 2.40280 | | | 140,800,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.20560 | | | 139,270,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.20800 | | | 140,000,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.21440 | | | 139,800,000 | | | Fixed | | | 100,000,000 | |
Dec. 20 | | 2.43430 | | | 140,990,000 | | | Fixed | | | 100,000,000 | |
2022 — Jan. 20 | | 2.02240 | | | 67,825,000 | | | Fixed | | | 50,000,000 | |
Feb. 20 | | 2.48200 | | | 147,510,000 | | | Fixed | | | 100,000,000 | |
Aug. 21 | | 1.0148 | | | 129,915,000 | | | Fixed | | | 90,000,000 | |
Sep. 16 | | 1.0469 | | | 134,595,000 | | | Fixed | | | 90,000,000 | |
2023 — Jun. 18 | | 1.4465 | | | 138,600,000 | | | Fixed | | | 100,000,000 | |
Sep. 20 | | 2.69480 | | | 137,000,000 | | | Fixed | | | 100,000,000 | |
Oct. 20 | | 2.69570 | | | 138,800,000 | | | Fixed | | | 100,000,000 | |
Oct. 20 | | 2.81850 | | | 68,750,000 | | | Fixed | | | 50,000,000 | |
2024 — May 20 | | 2.37900 | | | 114,270,000 | | | Fixed | | | 75,000,000 | |
May 20 | | 2.38450 | | | 151,950,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 2.29210 | | | 147,100,000 | | | Fixed | | | 100,000,000 | |
Jul. 20 | | 2.29750 | | | 110,602,500 | | | Fixed | | | 75,000,000 | |
Aug. 20 | | 2.25000 | | | 109,312,500 | | | Fixed | | | 75,000,000 | |
Aug. 28 | | 1.2983 | | | 136,170,000 | | | Fixed | | | 90,000,000 | |
Sep. 1 | | 1.2937 | | | 134,550,000 | | | Fixed | | | 90,000,000 | |
Sep. 4 | | 1.3479 | | | 134,586,000 | | | Fixed | | | 90,000,000 | |
Oct. 20 | | 2.12130 | | | 105,652,500 | | | Fixed | | | 75,000,000 | |
Oct. 20 | | 2.18500 | | | 42,672,000 | | | Fixed | | | 30,000,000 | |
Oct. 20 | | 2.19030 | | | 85,056,000 | | | Fixed | | | 60,000,000 | |
Oct. 20 | | 2.20090 | | | 99,449,000 | | | Fixed | | | 70,000,000 | |
Oct. 20 | | 2.21480 | | | 128,925,000 | | | Fixed | | | 90,000,000 | |
Nov. 28 | | 1.99800 | | | 139,900,000 | | | Fixed | | | 100,000,000 | |
Dec. 10 | | 1.94890 | | | 140,550,000 | | | Fixed | | | 100,000,000 | |
Dec. 15 | | 2.03960 | | | 105,825,000 | | | Fixed | | | 75,000,000 | |
2025 — Feb. 9 | | 1.2820 | | | 142,380,000 | | | Fixed | | | 100,000,000 | |
Sep. 3 | | 1.4661 | | | 133,425,000 | | | Fixed | | | 90,000,000 | |
2026 — Feb. 8 | | 1.17530 | | | 153,574,400 | | | Fixed | | | 100,000,000 | |
| | | | | | | | | | | | |
| | | | | $17,107,552,644 | | | | | | EUR 11,719,000,000 | |
| | | | | | | | | | | | |
13
For the cross currency swaps listed below (outstanding as of May 31, 2016), 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 | |
2016 — Jun. 20 | | 2.56410 | | | $ 48,035,000 | | | Fixed | | | JPY 4,021,500,000 | |
Jun. 20 | | 2.35900 | | | 60,257,700 | | | Fixed | | | 5,000,000,000 | |
2018 — Apr. 20 | | 1.33630 | | | 107,738,535 | | | Fixed | | | 10,000,000,000 | |
2019 — Mar. 20 | | 1.73540 | | | 67,729,619 | | | Fixed | | | 6,300,000,000 | |
Jul. 20 | | 1.58260 | | | 122,245,000 | | | Fixed | | | 11,500,000,000 | |
Jul. 20 | | 1.64090 | | | 110,670,000 | | | Fixed | | | 10,500,000,000 | |
Jul. 20 | | 1.64990 | | | 111,690,246 | | | Fixed | | | 10,500,000,000 | |
Jul. 20 | | 1.65830 | | | 111,773,472 | | | Fixed | | | 10,500,000,000 | |
Jul. 20 | | 1.66700 | | | 30,557,300 | | | Fixed | | | 2,900,000,000 | |
| | | | | | | | | | | | |
| | | | | $ 770,696,872 | | | | | | JPY 71,221,500,000 | |
| | | | | | | | | | | | |
14
For the cross currency swaps listed below (outstanding as of May 31, 2016), the Government’s Canadian dollar liability has been swapped into a pound sterling liability.
| | | | | | | | | | | | |
| | | Canadian dollar liability | | | Pound sterling liability | |
Maturity date | | Coupon % | | Notional amount | | | Basis | | Notional amount | |
2019 — Apr. 20 | | 1.62930 | | | $ 102,250,500 | | | Fixed | | | GBP 55,000,000 | |
Apr. 20 | | 1.76740 | | | 100,315,800 | | | Fixed | | | 54,000,000 | |
May 20 | | 1.69700 | | | 138,675,000 | | | Fixed | | | 75,000,000 | |
Jul. 20 | | 1.63000 | | | 138,277,500 | | | Fixed | | | 75,000,000 | |
Sep. 20 | | 1.54080 | | | 138,555,000 | | | Fixed | | | 75,000,000 | |
Oct. 20 | | 1.58240 | | | 132,382,500 | | | Fixed | | | 75,000,000 | |
Oct. 20 | | 1.64920 | | | 150,875,000 | | | Fixed | | | 85,000,000 | |
Oct. 20 | | 1.65240 | | | 98,781,250 | | | Fixed | | | 54,500,000 | |
Oct. 20 | | 1.67110 | | | 159,660,000 | | | Fixed | | | 90,000,000 | |
Oct. 20 | | 1.67800 | | | 152,209,500 | | | Fixed | | | 85,000,000 | |
Oct. 20 | | 1.75660 | | | 152,796,000 | | | Fixed | | | 85,000,000 | |
Dec. 4 | | 1.42900 | | | 142,496,000 | | | Fixed | | | 80,000,000 | |
Dec. 12 | | 1.43100 | | | 144,400,000 | | | Fixed | | | 80,000,000 | |
2020 — Jan. 20 | | 1.1042 | | | 154,045,500 | | | Fixed | | | 85,000,000 | |
Jan. 28 | | 0.8453 | | | 168,444,000 | | | Fixed | | | 90,000,000 | |
Jan. 29 | | 0.7295 | | | 160,140,000 | | | Fixed | | | 85,000,000 | |
Feb. 3 | | 0.6887 | | | 134,309,000 | | | Fixed | | | 70,000,000 | |
2023 — Sep. 8 | | 1.2519 | | | 167,535,000 | | | Fixed | | | 85,000,000 | |
2024 — Sep. 8 | | 1.3753 | | | 133,510,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.4063 | | | 132,223,000 | | | Fixed | | | 65,000,000 | |
2025 — Sep. 8 | | 1.4788 | | | 131,690,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.4817 | | | 132,795,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.4982 | | | 132,632,500 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.5052 | | | 133,009,500 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.5578 | | | 131,787,500 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.5955 | | | 123,825,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.6630 | | | 153,120,000 | | | Fixed | | | 80,000,000 | |
Sep. 8 | | 1.7711 | | | 104,208,500 | | | Fixed | | | 55,000,000 | |
Sep. 8 | | 1.7750 | | | 142,905,000 | | | Fixed | | | 75,000,000 | |
Sep. 8 | | 1.7984 | | | 165,180,500 | | | Fixed | | | 85,000,000 | |
Sep. 8 | | 1.8166 | | | 98,587,800 | | | Fixed | | | 54,000,000 | |
Sep. 8 | | 1.8258 | | | 164,900,000 | | | Fixed | | | 85,000,000 | |
Sep. 8 | | 1.45800 | | | 198,950,000 | | | Fixed | | | 100,000,000 | |
Sep. 8 | | 1.46210 | | | 202,120,000 | | | Fixed | | | 100,000,000 | |
Sep. 8 | | 1.45290 | | | 131,365,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.68360 | | | 131,625,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.66710 | | | 131,950,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.61080 | | | 140,777,000 | | | Fixed | | | 70,000,000 | |
Sep. 8 | | 1.58350 | | | 200,970,000 | | | Fixed | | | 100,000,000 | |
Sep. 8 | | 1.57250 | | | 203,300,000 | | | Fixed | | | 100,000,000 | |
Sep. 8 | | 1.45380 | | | 207,800,000 | | | Fixed | | | 100,000,000 | |
Sep. 8 | | 1.32500 | | | 133,835,000 | | | Fixed | | | 65,000,000 | |
Sep. 8 | | 1.33340 | | | 288,174,000 | | | Fixed | | | 140,000,000 | |
Sep. 8 | | 1.31470 | | | 204,800,000 | | | Fixed | | | 100,000,000 | |
Sep. 8 | | 1.18950 | | | 101,650,000 | | | Fixed | | | 50,000,000 | |
Sep. 8 | | 1.25740 | | | 141,225,000 | | | Fixed | | | 70,000,000 | |
Sep. 8 | | 1.25510 | | | 282,940,000 | | | Fixed | | | 140,000,000 | |
Sep. 8 | | 1.17710 | | | 99,760,000 | | | Fixed | | | 50,000,000 | |
Sep. 8 | | 1.22870 | | | 281,848,000 | | | Fixed | | | 140,000,000 | |
Sep. 8 | | 1.13580 | | | 101,385,000 | | | Fixed | | | 50,000,000 | |
Mar. 7 | | 1.26820 | | | 142,327,500 | | | Fixed | | | 75,000,000 | |
Mar. 22 | | 1.31940 | | | 131,383,000 | | | Fixed | | | 70,000,000 | |
Mar. 24 | | 1.29830 | | | 93,100,000 | | | Fixed | | | 50,000,000 | |
| | | | | | | | | | | | |
| | | | | $ 7,967,806,350 | | | | | | GBP 4,102,500,000 | |
| | | | | | | | | | | | |
15
(D) FOREIGN EXCHANGE SWAPS
As of May 31, 2016, the Government did not have any foreign exchange swaps outstanding.
(E) FOREIGN EXCHANGE FORWARDS
The Government entered into transactions to purchase (outstanding as of May 31, 2016): USD 677,407,397 in exchange for EUR 596,254,000; USD 225,522,495 in exchange for GBP 156,463,000; and USD 152,000,337 in exchange for JPY 17,056,100,000.
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. They can only be assigned or transferred under certain conditions. Canada Savings Bonds are redeemable on demand at any time with accrued interest. Effective October 1, 2012, issues are only available in compound interest form via the Payroll Savings Program. |
| (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. They can only be assigned or transferred under certain conditions. Effective August 1, 2012, Canada Premium Bonds are redeemable throughout the year with interest earned up to the last anniversary date of purchase. Issues are available in compound interest or regular interest form. |
| (6) | Converted at USD 1.00 = CAD 1.3110, EUR 1.00 = CAD 1.4586 the closing rates on May 31, 2016. |
| (7) | Assumed by the Government of Canada on February 5, 2001, on the dissolution of Petro Canada Limited. |
| (8) | Of the U.S.$38,244,000 assumed by the Government of Canada, U.S.$5,000,000 was cancelled on August 31, 2004. |
| (9) | 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, 2015 | |
| | | Canadian
dollar
borrowings | | | Foreign
currency
borrowings(2) | | | Total
borrowings | |
| | �� | (in millions) | |
Business Development Bank of Canada | | $ | 286 | | | $ | 19 | | | $ | 305 | |
Canada Mortgage and Housing Corporation | | | 208,973 | | | | — | | | | 208,973 | |
Canada Post Corporation | | | 1,051 | | | | — | | | | 1,051 | |
Export Development Canada | | | 547 | | | | 41,438 | | | | 41,985 | |
Farm Credit Canada | | | 417 | | | | 252 | | | | 669 | |
Freshwater Fish Marketing Corporation | | | 23 | | | | — | | | | 23 | |
Royal Canadian Mint | | | 42 | | | | — | | | | 42 | |
| | | | | | | | | | | | |
Total | | $ | 211,340 | | | $ | 41,709 | | | $ | 253,049 | |
| | | | | | | | | | | | |
Source: Public Accounts of Canada 2015 (Volume 1, Table 9.6) and Public Works and Government Services Canada.
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. |
16
CONTINGENT LIABILITIES
| | | | |
| | | Principal amount
outstanding | |
GUARANTEESPROVIDEDBYTHE GOVERNMENTASAT MARCH 31, 2015 (INMILLIONSOFDOLLARS) | | | | |
Guaranteed borrowings of enterprise Crown corporations and other government business enterprises— | | | | |
Agent enterprise Crown corporations | | | 253,049 | |
Non-agent enterprise Crown corporations and other government business enterprises— | | | | |
The Canadian Wheat Board | | | 902 | |
| | | | |
Total—Guaranteed borrowings | | | 253,951 | |
| | | | |
Other guarantees provided by the Government— | | | | |
Loan guarantees— | | | | |
Agriculture and Agri-Food— | | | | |
Advance Payments Program—Agricultural Marketing Programs Act | | | 1,245 | |
Farm Improvement Loans Act (FILA) and Canadian Agricultural Loans Act | | | 106 | |
Employment and Social Development— | | | | |
Canada Student Loans Act | | | 8 | |
Indian Affairs and Northern Development— | | | | |
Indian Economic Development Guarantee Program | | | 1 | |
On-Reserve Housing Guarantee Program | | | | |
Canada Mortgage and Housing Corporation | | | 1,330 | |
Other approved lenders | | | 385 | |
Industry— | | | | |
Regional Aircraft Credit Facility | | | 116 | |
Small Business Loans Act | | | (1 | ) |
Canada Small Business Financing Act | | | 752 | |
Capital Leasing Pilot Project | | | (1 | ) |
Natural Resources— | | | | |
Lower Churchill Hydro Electric Projects | | | 1,793 | |
| | | | |
Total—Loan guarantees | | | 5,736 | |
| | | | |
Insurance programs managed by the Government— | | | | |
Canadian Heritage— | | | | |
Canada Travelling Exhibitions Indemnification Act | | | (2 | ) |
Canadian Nuclear Safety Commission— | | | | |
Nuclear Liability Reinsurance Account | | | 506 | |
Foreign Affairs, Trade and Development— | | | | |
Accounts administered for the Government by Export Development Canada | | | 176 | |
Finance— | | | | |
Mortgage or Hypothecary Insurance Protection | | | 182,458 | |
Transport— | | | | |
Aviation War Risks | | | (2 | ) |
| | | | |
Total—Insurance programs managed by the Government | | | 183,140 | |
| | | | |
Other explicit guarantees— | | | | |
Agriculture and Agri-Food— | | | | |
National Biomass Ethanol Program | | | 25 | |
Price Pooling Program—Agricultural Marketing Programs Act | | | 4 | |
Finance— | | | | |
Obligations to The Canadian Wheat Board under the Credit Grain Sales Program | | | 17 | |
Consolidated Crown corporations— | | | | |
VIA Rail Canada Inc.— | | | | |
Letters of credit | | | 31 | |
| | | | |
Total—Other explicit guarantees | | | 77 | |
| | | | |
Total—Gross guarantees | | | 442,904 | |
Less: allowance for guarantees | | | 317 | |
| | | | |
Net exposure under guarantees | | | 442,587 | |
| | | | |
| | | | |
Source: Public Accounts of Canada 2015 (Volume 1, Table 11.5).
Note: Amounts may not add due to rounding.
| (2) | No principal amount outstanding. |
17
