UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 6-K
Report of Foreign Private Issuer
Pursuant to Rule 13a-16 or 15d-16 under
the Securities Exchange Act of 1934
Date of Report (Date of earliest event reported): September 30, 2006
MERRILL LYNCH CANADA INC.
[Initial Depositor]
(Translation of registrant's name into English)
CP HOLDRS(SM) Deposit Facility
[Issuer with respect to the receipts]
001-16683
[Commission File Number]
BCE Place, Suite 400
181 Bay Street
Toronto, Ontario M5J2V8
(Address of principal executive offices)
Indicate by check mark whether the registrant files or will file annual
reports under cover of Form 20-F or Form 40-F.
Form 20-F Form 40-F
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Indicate by check mark if the registrant is submitting the Form 6-K in
paper as permitted by Regulation S-T Rule 101(b)(1):
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Indicate by check mark if the registrant is submitting the Form 6-K in
paper as permitted by Regulation S-T Rule 101(b)(7):
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Indicate by check mark whether the registrant by furnishing the
information contained in this Form is also thereby furnishing the information to
the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of
1934.
Yes No X
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EXHIBITS
Exhibit 1 Prospectus Supplement Filed Pursuant to Rule No. 424(b)(3) for the
Quarter Ended September 30, 2006.
Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.
MERRILL LYNCH CANADA INC.
Date: November 13, 2006
By: /s/ Lynn K. Patterson
Name: Lynn K. Patterson
Title: President, Head of Global Markets
PROSPECTUS SUPPLEMENT EXHIBIT 1
(To Prospectus dated March 23, 2005) REGISTRATION NO. 333-63924
HOLDERS
CANADIAN PACIFIC
[GRAHIC OMITTED]]
300,000,000 Depositary Receipts
CP HOLDRS(SM) Deposit Facility
This prospectus supplement supplements information contained in the
prospectus dated March 23, 2005, relating to the sale of up to 300,000,000
depositary receipts by the CP HOLDRSSM Deposit Facility.
The name, ticker symbol, share amounts and primary trading market of
each company represented by a round-lot of 100 CP HOLDRS is as follows:
Primary
Share Trading
Name of Company Ticker Amounts Market
------------------------------------- -------- --------- ---------
EnCana Corporation ECA 136.8 NYSE
Fording Canadian Coal Trust FDG 49.8 NYSE
Canadian Pacific Railway Company CP 50 NYSE
The share amounts listed in the table above reflect all previous stock
splits, dividends and business combination transactions.
The date of this prospectus supplement is September 30, 2006.