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): December 31, 2006
MERRILL LYNCH CANADA INC.
[Initial Depositor]
(Translation of registrant's name into English)
CP HOLDRSSM 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______
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):_______
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):_______
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__
EXHIBITS
Exhibit 1 Prospectus Supplement Filed Pursuant to Rule No. 424(b)(3) for the
Quarter Ended December 31, 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: February 12, 2007
By: /s/ Lynn K. Patterson
--------------------------
Name: Lynn K. Patterson
Title: President, Head of Global
Markets