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Archived - Debt Management Report 2001-2002: 5

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Reference Table VI
Fiscal 2001-02 Treasury Bill Program

Settlement Date	Maturing					New issues					Net increment			Average tender yields

Settlement Date	CMB¹	3 mo	6 mo	12 mo	Total	CMB1	3 mo	6 mo	12 mo	Total	Total	Cumulative	O/S2	CMB1	3 mo	6 mo	12 mo

	($ millions)													(%)
05-Apr-2001	-	-	-	-	-	-	-	-	-	-	-	0	88,700
12-Apr-2001	2,000	3,500	2,800	-	8,300	-	4,100	1,700	1,700	7,500	-800	-800	87,900		4.49	4.52	4.53
19-Apr-2001	-	-	-	-	-	-	-	-	-	-	-	-800	87,900
26-Apr-2001	-	3,800	-	3,100	6,900	-	3,800	1,600	1,600	7,000	100	-700	88,000		4.41	4.36	4.43
03-May-2001	-	-	-	-	-	-	-	-	-	-	-	-700	88,000
10-May-2001	2,000	4,100	2,800	-	8,900	-	3,800	1,600	1,600	7,000	-1,900	-2,600	86,100		4.31	4.28	4.38
17-May-2001	-	-	-	-	-	2,000	-	-	-	2,000	2,000	-600	88,100	4.41
24-May-2001	-	4,100	-	2,800	6,900	-	3,500	1,500	1,500	6,500	-400	-1,000	87,700		4.40	4.45	4.60
31-May-2001	-	-	-	-	-	-	-	-	-	-	-	-1,000	87,700
07-Jun-2001	-	4,100	2,800	-	6,900	-	3,200	1,400	1,400	6,000	-900	-1,900	86,800		4.32	4.38	4.50
14-Jun-2001	-	-	-	-	-	-	-	-	-	-	-	-1,900	86,800
21-Jun-2001	2,000	4,100	-	2,600	8,700	-	3,200	1,400	1,400	6,000	-2,700	-4,600	84,100		4.24	4.29	4.39
28-Jun-2001	-	-	-	-	-	-	-	-	-	-	-	-4,600	84,100
05-Jul-2001	-	4,100	3,100	-	7,200	-	3,200	1,400	1,400	6,000	-1,200	-5,800	82,900		4.36	4.47	4.63
12-Jul-2001	-	-	-	-	-	-	-	-	-	-	-	-5,800	82,900
19-Jul-2001	-	4,100	-	2,700	6,800	-	3,500	1,500	1,500	6,500	-300	-6,100	82,600		4.16	4.26	4.45
26-Jul-2001	-	-	-	-	-	-	-	-	-	-	-	-6,100	82,600
02-Aug-2001	-	3,800	3,400	-	7,200	-	3,800	1,600	1,600	7,000	-200	-6,300	82,400		4.03	4.06	4.21
09-Aug-2001	-	-	-	-	-	-	-	-	-	-	-	-6,300	82,400
16-Aug-2001	-	3,800	-	2,900	6,700	-	3,800	1,600	1,600	7,000	300	-6,000	82,700		3.95	3.97	4.09
23-Aug-2001	-	-	-	-	-	-	-	-	-	-	-	-6,000	82,700
30-Aug-2001	-	3,500	3,400	-	6,900	1,500	3,800	1,600	1,600	8,500	1,600	-4,400	84,300	3.93	3.80	3.84	3.90
06-Sep-2001	-	-	-	-	-	-	-	-	-	-	-	-4,400	84,300
13-Sep-2001	1,500	3,200	-	2,800	7,500	-	3,800	1,600	1,600	7,000	-500	-4,900	83,800		3.35	3.38	3.38
20-Sep-2001	-	-	-	-	-	-	-	-	-	-	-	-4,900	83,800
27-Sep-2001	-	3,200	3,400	-	6,600	-	4,100	1,700	1,700	7,500	900	-4,000	84,700		3.04	2.97	2.99
04-Oct-2001	-	-	-	-	-	-	-	-	-	-	-	-4,000	84,700
11-Oct-2001	-	3,200	-	2,800	6,000	-	4,100	1,700	1,700	7,500	1,500	-2,500	86,200		2.95	2.87	2.89
18-Oct-2001	-	-	-	-	-	-	-	-	-	-	-	-2,500	86,200
25-Oct-2001	-	3,500	3,200	-	6,700	-	4,400	1,800	1,800	8,000	1,300	-1,200	87,500		2.54	2.53	2.63

Reference Table VI (cont'd)
Fiscal 2001-02 Treasury Bill Program

Settlement Date	CMB¹	3 mo	6 mo	12 mo	Total	CMB¹	3 mo	6 mo	12 mo	Total	Total	Cumulative	O/S2	CMB¹	3 mo	6 mo	12 mo

	Maturing					New issues					Net increment			Average tender yields

	($ millions)													(%)
01-Nov-2001	-	-	-	-	-	-	-	-	-	-	-	-1,200	87,500
08-Nov-2001	-	3,800	-	2,800	6,600	-	4,400	1,800	1,800	8,000	1,400	200	88,900		2.28	2.27	2.32
15-Nov-2001	-	-	-	-	-	-	-	-	-	-	-	200	88,900
22-Nov-2001	-	3,800	2,900	-	6,700	1,500	4,400	1,800	1,800	9,500	2,800	3,000	91,700	2.26	2.21	2.31	2.54
29-Nov-2001	-	-	-	-	-	2,500	-	-	-	2,500	2,500	5,500	94,200	2.16
06-Dec-2001	-	3,800	-	2,800	6,600	-	4,400	1,800	1,800	8,000	1,400	6,900	95,600	2.05	2.05	2.35
13-Dec-2001	-	-	-	-	-	-	-	-	-	-	-	6,900	95,600
20-Dec-2001	1,500	3,800	2,800	-	8,100	-	4,100	1,700	1,700	7,500	-600	6,300	95,000	1.99	2.06	2.35
27-Dec-2001	-	-	-	-	-	-	-	-	-	-	-	6,300	95,000
03-Jan-2002	2,500	4,100	-	3,100	9,700	-	4,100	1,700	1,700	7,500	-2,200	4,100	92,800		1.91	1.98	2.28
10-Jan-2002	-	-	-	-	-	-	-	-	-	-	-	4,100	92,800
17-Jan-2002	-	4,100	3,100	-	7,200	-	4,400	1,800	1,800	8,000	800	4,900	93,600		1.90	1.96	2.15
24-Jan-2002	-	-	-	-	-	-	-	-	-	-	-	4,900	93,600
31-Jan-2002	-	4,400	-	3,400	7,800	-	4,400	1,800	1,800	8,000	200	5,100	93,800		1.97	2.12	2.45
07-Feb-2002	-	-	-	-	-	-	-	-	-	-	-	5,100	93,800
14-Feb-2002	-	4,400	3,200	-	7,600	-	4,400	1,800	1,800	8,000	400	5,500	94,200		2.00	2.15	2.48
21-Feb-2002	-	-	-	-	-	-	-	-	-	-	-	5,500	94,200
28-Feb-2002	-	4,400	-	3,400	7,800	-	4,400	1,800	1,800	8,000	200	5,700	94,400		2.07	2.22	2.64
07-Mar-2002	-	-	-	-	-	-	-	-	-	-	-	5,700	94,400
14-Mar-2002	-	4,400	3,300	-	7,700	-	4,100	1,700	1,700	7,500	-200	5,500	94,200		2.15	2.44	3.05
21-Mar-2002	-	-	-	-	-	-	-	-	-	-	-	5,500	94,200
28-Mar-2002	-	4,100	-	3,400	7,500	-	4,100	1,700	1,700	7,500	-	5,500	94,200		2.34	2.72	3.48
Total	11,500	101,200	40,200	38,600	191,500	7,500	103,300	43,100	43,100	197,000	5,500	-1,200	4,611,200

¹ Cash management bill. ² Outstanding. Source: Bank of Canada.

Reference Table VII
Fiscal 2001-02 Treasury Bill Auction Results


Auction date	Term	Issue amount	Average price	Average yield	Bid coverage	Tail	Auction date	Term	Issue amount	Average price	Average yield	Bid coverage	Tail

	(months)	($ millions)	($)	(%)		(basis points)		(months)	($ millions)	($)	(%)		(basis points)
10-Apr-2001	12	1,700	95.840	4.527	1.565	1.1	09-Oct-2001	12	1,700	97.200	2.889	1.919	0.7
10-Apr-2001	3	4,100	98.808	4.493	1.452	1.7	09-Oct-2001	3	4,100	99.213	2.955	1.842	0.9
10-Apr-2001	6	1,700	97.960	4.525	2.021	1.0	09-Oct-2001	6	1,700	98.591	2.866	1.969	1.1
24-Apr-2001	12	1,600	95.767	4.432	1.733	1.3	23-Oct-2001	12	1,800	97.543	2.627	2.013	1.2
24-Apr-2001	3	3,800	98.830	4.410	1.544	1.8	23-Oct-2001	3	4,400	99.323	2.540	1.852	1.7
24-Apr-2001	6	1,600	97.871	4.363	1.939	1.0	23-Oct-2001	6	1,800	98.848	2.532	2.306	0.6
08-May-2001	12	1,600	95.969	4.380	2.095	0.4	06-Nov-2001	12	1,800	97.739	2.320	2.086	0.8
08-May-2001	3	3,800	98.855	4.313	1.942	0.7	06-Nov-2001	3	4,400	99.391	2.281	1.805	0.9
08-May-2001	6	1,600	98.066	4.284	1.831	1.1	06-Nov-2001	6	1,800	98.881	2.269	1.989	0.8
22-May-2001	12	1,500	95.617	4.597	1.745	1.3	20-Nov-2001	12	1,800	97.620	2.543	1.514	1.7
22-May-2001	3	3,500	98.832	4.401	1.862	0.9	20-Nov-2001	3	4,400	99.411	2.207	1.753	1.3
22-May-2001	6	1,500	97.828	4.453	2.028	0.7	20-Nov-2001	6	1,800	98.948	2.309	2.088	0.9
05-Jun-2001	12	1,400	95.863	4.501	1.916	0.9	04-Dec-2001	12	1,800	97.712	2.348	1.929	0.5
05-Jun-2001	3	3,200	98.854	4.317	1.851	0.7	04-Dec-2001	3	4,400	99.453	2.048	1.831	0.9
05-Jun-2001	6	1,400	98.025	4.378	2.420	0.2	04-Dec-2001	6	1,800	98.987	2.052	1.896	0.6
19-Jun-2001	12	1,400	95.804	4.392	2.212	0.8	18-Dec-2001	12	1,700	97.797	2.349	1.814	0.6
19-Jun-2001	3	3,200	98.874	4.242	2.221	0.5	18-Dec-2001	3	4,100	99.467	1.996	2.065	0.4
19-Jun-2001	6	1,400	97.906	4.289	2.220	0.4	18-Dec-2001	6	1,700	99.061	2.059	1.942	0.5
03-July-2001	12	1,400	95.750	4.629	1.891	0.4	03-Jan-2002	12	1,700	97.775	2.276	1.906	0.9
03-July-2001	3	3,200	98.842	4.364	1.909	0.5	03-Jan-2002	3	4,100	99.490	1.911	1.799	0.9
03-July-2001	6	1,400	97.984	4.470	2.067	0.8	03-Jan-2002	6	1,700	99.022	1.981	1.881	1.3
17-July-2001	12	1,500	95.753	4.448	1.714	0.5	15-Jan-2002	12	1,800	97.973	2.151	1.706	1.3
17-July-2001	3	3,500	98.894	4.164	1.910	0.3	15-Jan-2002	3	4,400	99.492	1.901	1.810	1.2
17-July-2001	6	1,500	97.918	4.265	2.194	0.8	15-Jan-2002	6	1,800	99.105	1.961	1.989	0.7
31-July-2001	12	1,600	96.121	4.209	2.045	0.5	29-Jan-2002	12	1,800	97.619	2.446	1.955	0.9
31-July-2001	3	3,800	98.930	4.029	2.056	0.6	29-Jan-2002	3	4,400	99.475	1.966	1.935	1.0
31-July-2001	6	1,600	98.166	4.058	2.092	0.6	29-Jan-2002	6	1,800	98.953	2.122	2.006	0.6
14-Aug-2001	12	1,600	96.078	4.093	1.822	0.7	12-Feb-2002	12	1,800	97.673	2.484	1.842	0.8
14-Aug-2001	3	3,800	98.951	3.950	1.825	0.8	12-Feb-2002	3	4,400	99.466	2.001	1.903	0.9
14-Aug-2001	6	1,600	98.059	3.969	2.077	0.8	12-Feb-2002	6	1,800	99.019	2.152	2.085	0.8
28-Aug-2001	12	1,600	96.394	3.901	2.228	0.4	26-Feb-2002	12	1,800	97.436	2.639	1.650	1.1
28-Aug-2001	3	3,800	98.989	3.805	1.754	0.9	26-Feb-2002	3	4,400	99.447	2.070	1.747	1.0
28-Aug-2001	6	1,600	98.264	3.838	2.288	0.7	26-Feb-2002	6	1,800	98.903	2.224	1.790	0.6
13-Sept-2001	12	1,600	96.742	3.377	1.957	1.3	12-Mar-2002	12	1,700	97.158	3.050	1.601	2.0
13-Sept-2001	3	3,800	99.109	3.348	1.657	10.2	12-Mar-2002	3	4,100	99.426	2.152	1.881	0.8
13-Sept-2001	6	1,600	98.342	3.381	1.828	2.3	12-Mar-2002	6	1,700	98.891	2.436	1.791	1.3
25-Sept-2001	12	1,700	97.214	2.989	2.092	0.9	26-Mar-2002	12	1,700	96.643	3.483	2.077	0.7
25-Sept-2001	3	4,100	99.191	3.039	1.802	1.1	26-Mar-2002	3	4,100	99.375	2.343	2.005	0.7
25-Sept-2001	6	1,700	98.649	2.975	2.149	0.5	26-Mar-2002	6	1,700	98.659	2.725	2.058	0.7
							Total		189,500

Note: Coverage is defined as the ratio of total bids at auction to the amount auctioned. Tail is defined as the high accepted yield minus the average yield. Source: Bank of Canada

Reference Table VIII
Fiscal 2001-02 Canadian-Dollar Marketable Bond Program

Offering date	Delivery date	Maturity date	Maturing	Gross	Bond repurchase	Net


			($ millions)
Fixed-coupon bonds
2001	2001
April 10	April 12				280	-280
April 18	April 23	June 1, 2029		1,900	249	1,651
	May 1*		1,325			-1,325
May 2	May 7	June 1, 2011		2,500	400	2,100
May 8	May 10				1,000	-1,000
	June 1*		7,811			-7,811
May 30	June 4	September 1, 2006		2,500	400	2,100
June 5	June 7				1,000	-1,000
June 13	June 15	December 1, 2003		3,500	350	3,150
July 3	July 5				750	-750
July 17	July 19				750	-750
July 25	July 30	June 1, 2011		2,400	500	1,900
July 31	August 2				750	-750
August 15	August 20	September 1, 2006		2,500	400	2,100
August 29	August 31	December 1, 2003		3,500	500	3,000
	September 4*		8,267			-8,267
September 25	September 27				750	-750
October 9	October 11				750	-750
	October 1*		894			-894
October 10	October 15	June 1, 2033		2,000	500	1,500
October 23	October 25				750	-750
October 24	October 29	June 1, 2012		2,500	397	2,103
November 6	November 8				179	-179
November 14	November 19	September 1, 2007		2,500	153	2,347
November 28	November 30	June 1, 2004		3,500	311	3,189
	December 3*		7,041			-7,041

Reference Table VIII (cont'd)
Fiscal 2001-02 Canadian-Dollar Marketable Bond Program

Offering date	Delivery date	Maturity date	Maturing	Gross	Bond repurchase	Net


			($ millions)
Fixed-coupon bonds
2002
January 15	January 17				500	-500
January 16	January 21	June 1, 2033		2,000	386	1,614
January 29	January 31				750	-750
	February 1*		213			-213
February 6	February 11	June 1, 2012		2,500	400	2,100
February 12	February 14				750	-750
February 13	February 18	September 1, 2007		2,500	133	2,367
February 26	February 28				535	-535
February 27	March 4	June 1, 2033		400	387	13
March 6	March 8	June 1, 2004		3,500	178	3,322
	March 15*		339			-339
March 12	March 14				1,000	-1,000
March 26	March 28				1,000	-1,000

Real Return Bonds
2001
June 6	June 11	December 1, 2031		350		350
September 12	September 24	December 1, 2031		300		300
December 5	December 10	December 1, 2031		350		350

2002
March 13	March 18	December 1, 2031		350		350

Total fiscal year 2001-2002			25,890	41,550	17,138	-1,478

* Maturing date. Source: Bank of Canada.

Reference Table IX
Fiscal 2001-02 Marketable Bond Auction Results

Auction date	Term	Maturity date	Coupon rate	Issue amount	Average price	Average yield	Auction coverage	Tail


	(years)		(%)	($ millions)	($)	(%)		(basis points)
18-Apr-2001	30	1-Jun-2029	5.75	1,900	97.185	5.957	2.49	0.5
02-May-2001	10	1-Jun-2011	6.00	2,500	101.840	5.756	2.21	1.1
30-May-2001	5	1-Sep-2006	5.75	2,500	100.160	5.712	2.19	1.3
6-Jun-2001	30	1-Dec-2031	4.00*	350	107.558	3.59	2.86	n.a
13-Jun-2001	2	1-Dec-2003	5.00	3,500	99.959	5.019	2.24	0.5
25-Jul-2001	10	1-Jun-2011	6.00	2,400	102.000	5.730	2.17	0.8
15-Aug-2001	5	1-Sep-2006	5.75	2,500	102.034	5.284	2.23	0.4
29-Aug-2001	2	1-Dec-2003	5.00	3,500	101.099	4.479	2.09	0.8
19-Sep-2001	30	1-Dec-2031	4.00*	300	104.862	3.73	2.91	n.a
10-Oct-2001	30	1-Jun-2033	5.75	2,000	99.863	5.760	2.24	1.5
24-Oct-2001	10	1-Jun-2012	5.25	2,500	99.412	5.324	2.57	0.5
14-Nov-2001	5	1-Sep-2007	4.50	2,500	99.754	4.550	2.25	0.9
28-Nov-2001	2	1-Jun-2004	3.50	3,500	99.538	3.695	2.23	0.9
5-Dec-2001	30	1-Dec-2031	4.00*	350	104.514	3.748	2.38	n.a
16-Jan-2002	30	1-Jun-2033	5.75	2,000	103.343	5.524	2.34	1.1
6-Feb-2002	10	1-Jun-2012	5.25	2,500	98.842	5.397	2.23	1.1
13-Feb-2002	5	1-Sep-2007	4.50	2,500	97.879	4.943	2.26	0.4
6-Mar-2002	2	1-Jun-2004	3.50	3,500	99.232	3.860	2.40	0.5
13-Mar-2002	30	1-Dec-2031	4.00*	350	104.451	3.75	2.85	n.a
Total				41,150

Note: Coverage is defined as the ratio of total bids at auction to the amount auctioned. Tail is defined as the high accepted yield minus the average yield. *Real return bonds. Source: Department of Finance.

Reference Table X
Outstanding Government of Canada Canadian-Dollar Marketable Bonds as at March 31, 2002

Maturity date	Amount	Coupon rate


	($ millions)	(%)
Fixed-coupon
1-Apr-2002	5,450	8.50
1-May-2002	1,662	10.00
1-Jun-2002	5,162	5.75
1-Sep-2002	9,522	5.50
1-Dec-2002	5,711	6.00
15-Dec-2002	1,073	11.25
1-Feb-2003	1,733	11.75
1-Jun-2003	7,000	5.75
1-Jun-2003	6,900	7.25
1-Sep-2003	9,700	5.25
1-Oct-2003	452	9.50
1-Dec-2003	7,000	5.00
1-Dec-2003	8,800	7.50
1-Feb-2004	1,081	10.25
1-Jun-2004	7,000	3.50
1-Jun-2004	7,900	6.50
1-Jun-2004	541	13.50
1-Sep-2004	10,850	5.00
1-Oct-2004	296	10.50
1-Dec-2004	7,700	9.00
1-Mar-2005	716	12.00
1-Sep-2005	11,100	6.00
1-Sep-2005	1,065	12.25
1-Dec-2005	8,000	8.75
1-Mar-2006	335	12.50
1-Sep-2006	10,000	5.75
1-Oct-2006	804	14.00
1-Dec-2006	9,100	7.00
1-Mar-2007	261	13.75
1-Jun-2007	9,500	7.25
1-Sep-2007	5,000	4.50
1-Oct-2007	524	13.00
1-Mar-2008	627	12.75
1-Jun-2008	9,200	6.00
1-Jun-2008	3,258	10.00
1-Oct-2008	449	11.75
1-Mar-2009	265	11.50
1-Jun-2009	9,400	5.50
1-Jun-2009	673	11.00
1-Oct-2009	454	10.75
1-Mar-2010	149	9.75
1-Jun-2010	10,400	5.50
1-Jun-2010	2,474	9.50
1-Oct-2010	159	8.75
1-Mar-2011	905	9.00
1-Jun-2011	15,000	6.00
1-Jun-2011	669	8.50
1-Jun-2012	5,000	5.25
15-Mar-2014	2,584	10.25
1-Jun-2015	2,106	11.25
31-Dec-2019	27	10.19
15-Mar-2021	1,723	10.50
1-Jun-2021	3,989	9.75
1-Jun-2022	1,633	9.25
1-Jun-2023	8,200	8.00
1-Jun-2025	8,900	9.00
1-Jun-2027	9,600	8.00
1-Jun-2029	13,900	5.75
1-Jun-2033	4,400	5.75
Total	278,082
Real return bonds
1-Dec-2021	5,175	4.25
1-Dec-2026	5,250	4.25
1-Dec-2031	4,400	4.00
Total 1	14,825

¹ Real return bond figures show gross issue amount only - the consumer price index adjustment is not shown here. Source: Bank of Canada.

Reference Table XI
Government of Canada Swaps Outstanding as at March 31, 2002


Domestic interest-rate swaps
Maturity date	Coupon ¹	Notional amount

	(%)	($ millions)
01-Feb-2004	10.25	50
Total		50
Foreign interest-rate swaps
19-Nov-2007	4.00	25
05-Nov-2008	5.25	200
05-Nov-2008	5.25	500
05-Nov-2008	5.25	500
Total		1,225

Maturity date	Notional amount

Cross-currency swaps of foreign obligations
	(US$ millions)
16-Jul-2003	65
26-Nov-2004	495
26-Nov-2004	341
30-Nov-2004	63
30-Nov-2004	25
22-Dec-2004	76
03-Oct-2007	319
31-Jan-2008	44
Total	1,428

Reference Table XI (cont'd)
Government of Canada Swaps Outstanding as at March 31, 2002

Cross-currency swaps of domestic obligations

Maturity date	Notional amount	Currency paid

	(US$ millions)
01-Apr-2002	50.00	USD
01-May-2002	100.00	USD
01-Sep-2002	250.00	USD
01-Sep-2002	250.00	EUR
01-Sep-2002	250.00	USD
01-Sep-2002	500.00	USD
28-Oct-2002	100.00	USD
15-Dec-2002	51.00	EUR
15-Dec-2002	51.00	EUR
15-Dec-2002	350.00	USD
15-Dec-2002	250.00	USD
01-Feb-2003	52.00	EUR
01-Jun-2003	54.00	EUR
01-Jun-2003	33.00	EUR
01-Jun-2003	75.00	USD
01-Jun-2003	50.00	USD
01-Sep-2003	53.00	EUR
01-Sep-2003	52.00	EUR
01-Sep-2003	50.00	USD
01-Sep-2003	50.00	USD
01-Sep-2003	50.00	USD
01-Oct-2003	76.00	EUR
01-Oct-2003	106.00	EUR
01-Oct-2003	65.00	USD
30-Nov-2003	100.00	USD
01-Dec-2003	52.00	EUR
01-Dec-2003	52.00	EUR
01-Dec-2003	52.00	EUR
01-Dec-2003	325.00	USD
01-Dec-2003	65.00	USD
01-Dec-2003	65.00	USD
01-Dec-2003	65.00	USD
01-Feb-2004	30.00	EUR
01-Feb-2004	43.00	EUR
01-Feb-2004	44.00	EUR
01-Feb-2004	45.00	EUR
01-Feb-2004	46.00	EUR
01-Feb-2004	75.00	USD
01-Feb-2004	100.00	USD
01-Feb-2004	100.00	USD
01-Feb-2004	100.00	USD
01-Feb-2004	50.00	USD
01-Feb-2004	50.00	USD
01-Feb-2004	50.00	USD
30-Mar-2004	100.00	USD
01-Jun-2004	77.00	EUR
01-Jun-2004	52.00	EUR
01-Jun-2004	52.00	EUR
01-Jun-2004	76.00	EUR
01-Jun-2004	51.00	EUR
01-Jun-2004	51.00	EUR
01-Jun-2004	52.00	EUR
01-Jun-2004	53.00	EUR
01-Jun-2004	54.00	EUR
01-Jun-2004	46.00	EUR
01-Jun-2004	100.00	USD
01-Jun-2004	50.00	USD
01-Jun-2004	100.00	USD
01-Jun-2004	50.00	USD
01-Jun-2004	50.00	USD
01-Sep-2004	52.00	EUR
01-Sep-2004	49.00	EUR
01-Sep-2004	44.00	EUR
01-Sep-2004	43.00	EUR
01-Oct-2004	108.00	EUR
01-Oct-2004	53.00	EUR

Reference Table XI (cont'd)
Government of Canada Swaps Outstanding as at March 31, 2002

Cross-currency swaps of domestic obligations

Maturity date	Notional amount	Currency paid

	(US$ millions)
01-Oct-2004	51.00	EUR
01-Oct-2004	50.00	USD
01-Oct-2004	75.00	USD
23-Nov-2004	100.00	USD
01-Dec-2004	43.00	EUR
01-Dec-2004	66.00	EUR
01-Mar-2005	250.00	USD
01-Mar-2005	44.00	EUR
01-Mar-2005	250.00	USD
01-Mar-2005	65.00	USD
01-Sep-2005	47.00	EUR
01-Sep-2005	47.00	EUR
01-Sep-2005	28.00	EUR
01-Sep-2005	28.00	EUR
01-Sep-2005	45.00	EUR
01-Sep-2005	66.00	EUR
01-Sep-2005	65.00	EUR
01-Sep-2005	65.00	EUR
01-Sep-2005	66.00	EUR
01-Sep-2005	100.00	USD
23-Nov-2005	150.00	USD
01-Dec-2005	500.00	USD
01-Dec-2005	49.00	EUR
01-Dec-2005	49.00	EUR
01-Dec-2005	48.00	EUR
01-Dec-2005	48.00	EUR
01-Dec-2005	45.00	EUR
01-Dec-2005	45.00	EUR
01-Dec-2005	45.00	EUR
01-Dec-2005	64.00	EUR
01-Dec-2005	44.00	EUR
01-Dec-2005	46.00	EUR
01-Dec-2005	46.00	EUR
01-Dec-2005	46.00	EUR
01-Dec-2005	45.00	EUR
01-Dec-2005	44.00	EUR
01-Dec-2005	45.00	EUR
01-Dec-2005	45.00	EUR
01-Dec-2005	45.00	EUR
01-Dec-2005	44.00	EUR
01-Dec-2005	66.00	EUR
01-Dec-2005	66.00	EUR
01-Dec-2005	50.00	USD
01-Dec-2005	50.00	USD
01-Dec-2005	50.00	USD
01-Mar-2006	48.00	EUR
01-Mar-2006	48.00	EUR
01-Mar-2006	65.00	EUR
01-Mar-2006	66.00	EUR
01-Mar-2006	50.00	USD
01-Sep-2006	43.00	EUR
01-Oct-2006	54.00	EUR
01-Oct-2006	50.00	USD
01-Oct-2006	50.00	USD
30-Oct-2006	250.00	USD
23-Nov-2006	150.00	USD
01-Dec-2006	50.00	EUR
01-Dec-2006	44.00	EUR
01-Dec-2006	44.00	EUR
01-Dec-2006	64.00	EUR
01-Dec-2006	66.00	EUR
01-Mar-2007	24.00	EUR
01-Jun-2007	51.00	EUR
01-Jun-2007	51.00	EUR
01-Jun-2007	103.00	EUR
01-Jun-2007	43.00	EUR

Reference Table XI (cont'd)
Government of Canada Swaps Outstanding as at March 31, 2002

Cross-currency swaps of domestic obligations

Maturity date	Notional amount	Currency paid

	(US$ millions)
01-Jun-2007	250.00	USD
01-Jun-2007	250.00	USD
01-Jun-2007	250.00	USD
01-Oct-2007	49.00	EUR
01-Oct-2007	50.00	EUR
01-Oct-2007	44.00	EUR
01-Oct-2007	23.00	EUR
01-Mar-2008	200.00	USD
01-Mar-2008	50.00	USD
01-Mar-2008	63.00	EUR
01-Mar-2008	45.00	EUR
01-Mar-2008	75.00	USD
01-Mar-2008	100.00	USD
01-Mar-2008	50.00	USD
01-Jun-2008	45.00	EUR
01-Jun-2008	44.00	EUR
01-Jun-2008	45.00	EUR
01-Jun-2008	44.00	EUR
01-Jun-2008	250.00	USD
01-Jun-2008	100.00	USD
01-Jun-2008	100.00	USD
01-Jun-2008	100.00	USD
01-Jun-2008	50.00	USD
01-Jun-2008	100.00	USD
01-Jun-2008	50.00	USD
01-Jun-2008	50.00	USD
30-Sep-2008	50.00	USD
01-Oct-2008	65.00	EUR
01-Oct-2008	64.00	EUR
01-Oct-2008	44.00	EUR
01-Oct-2008	44.00	EUR
01-Oct-2008	70.00	USD
01-Oct-2008	70.00	USD
01-Oct-2008	50.00	USD
01-Mar-2009	69.00	EUR
01-Mar-2009	70.00	USD
01-Mar-2009	65.00	USD
01-Mar-2009	50.00	USD
01-Mar-2009	75.00	USD
01-Mar-2009	50.00	USD
01-Mar-2009	50.00	USD
01-Mar-2009	100.00	USD
01-Mar-2009	75.00	USD
01-Jun-2009	44.00	EUR
01-Jun-2009	64.00	EUR
01-Jun-2009	46.00	EUR
01-Jun-2009	67.00	EUR
01-Jun-2009	66.00	EUR
01-Jun-2009	65.00	EUR
01-Jun-2009	44.00	EUR
01-Jun-2009	66.00	EUR
01-Jun-2009	50.00	USD
01-Jun-2009	70.00	USD
01-Jun-2009	100.00	USD
01-Jun-2009	50.00	USD
01-Jun-2009	70.00	USD
01-Jun-2009	100.00	USD
01-Jun-2009	65.00	USD
01-Oct-2009	79.00	EUR
01-Oct-2009	78.00	EUR
01-Oct-2009	70.00	EUR
01-Oct-2009	103.00	EUR
01-Oct-2009	77.00	EUR
01-Oct-2009	50.00	EUR
01-Oct-2009	44.00	EUR

Reference Table XI (cont'd)
Government of Canada Swaps Outstanding as at March 31, 2002

Cross-currency swaps of domestic obligations

Maturity date	Notional amount	Currency paid

	(US$ millions)
01-Oct-2009	44.00	EUR
01-Oct-2009	44.00	EUR
01-Oct-2009	43.00	EUR
01-Oct-2009	64.00	EUR
01-Oct-2009	43.00	EUR
01-Oct-2009	44.00	EUR
01-Oct-2009	45.00	EUR
01-Oct-2009	46.00	EUR
01-Oct-2009	46.00	EUR
01-Oct-2009	44.00	EUR
01-Oct-2009	45.00	EUR
01-Oct-2009	65.00	EUR
01-Mar-2010	48.00	EUR
01-Mar-2010	46.00	EUR
01-Mar-2010	46.00	EUR
01-Mar-2010	45.00	EUR
01-Mar-2010	65.00	EUR
01-Jun-2010	46.00	EUR
01-Jun-2010	45.00	EUR
01-Jun-2010	38.00	EUR
01-Jun-2010	29.00	EUR
01-Jun-2010	47.00	EUR
01-Jun-2010	47.00	EUR
01-Jun-2010	45.00	EUR
01-Jun-2010	45.00	EUR
01-Jun-2010	45.00	EUR
01-Jun-2010	43.00	EUR
01-Jun-2010	42.00	EUR
01-Jun-2010	44.00	EUR
01-Jun-2010	45.00	EUR
01-Jun-2010	44.00	EUR
01-Jun-2010	46.00	EUR
01-Jun-2010	46.00	EUR
01-Jun-2010	45.00	EUR
01-Jun-2010	45.00	EUR
01-Jun-2010	76.00	JPY
01-Oct-2010	35.00	EUR
01-Oct-2010	63.00	EUR
01-Oct-2010	44.00	EUR
01-Oct-2010	48.00	EUR
01-Oct-2010	45.00	EUR
01-Oct-2010	46.00	EUR
01-Oct-2010	65.00	EUR
01-Oct-2010	65.00	EUR
01-Oct-2010	66.00	EUR
01-Jun-2011	44.00	EUR
01-Jun-2011	45.00	EUR
01-Jun-2011	66.00	EUR
Total	17,899

Note: Numbers may not add due to rounding. ¹ Refers to the coupon of the underlying bond that was swapped. Source: Department of Finance.

Reference Table XII
Bond Buyback Program - Operations 2001-02


Buyback date	Maturity date	Coupon	Repurchased amount

		(%)	($ millions)
April 10, 2001	September 1, 2001	7	280
	Total		280

April 18, 2001	March 15, 2014	10.25	62
	June 1, 2015	11.25	4
	March 15, 2021	10.5	34
	June 1, 2021	9.75	123
	June 1, 2022	9.25	26
	Total		249

May 2, 2001	March 1, 2008	12.75	34
	October 1, 2008	11.75	55
	March 1, 2009	11.5	11
	October 1, 2009	10.75	55
	March 1, 2010	9.75	37
	October 1, 2010	8.75	11
	March 1, 2011	9	32
	March 15, 2014	10.25	68
	June 1, 2015	11.25	97
	Total		400

May 8, 2001	June 1, 2001	4.5	247
	September 1, 2001	7	400
	December 1, 2001	5.25	280
	December 1, 2001	9.75	73
	Total		1,000

May 30, 2001	February 1, 2004	10.25	158
	October 1, 2004	10.5	4
	March 1, 2005	12	39
	March 1, 2006	12.5	64
	October 1, 2006	14	53
	October 1, 2007	13	14
	March 1, 2008	12.75	38
	October 1, 2008	11.75	30
	Total		400

June 5, 2001	December 1, 2001	5.25	480
	June 1, 2002	5.75	520
	Total		1,000

June 13, 2001	May 1, 2002	10	100
	February 1, 2003	11.75	174
	February 1, 2004	10.25	76
	Total		350

July 3, 2001	September 1, 2001	7	153
	December 1, 2001	5.25	495
	December 1, 2001	9.75	102
	Total		750

July 17, 2001	September 1, 2001	7	750
	Total		750

July 25, 2001	March 1, 2009	11.5	84
	October 1, 2009	10.75	29
	October 1, 2010	8.75	9
	March 1, 2011	9	134
	March 15, 2014	10.25	244
	Total		500

July 31, 2001	September 1, 2001	7	750
	Total		750

August 15, 2001	October 1, 2004	10.5	174
	March 1, 2005	12	142
	March 1, 2006	12.5	76
	October 1, 2007	13	8
	Total		400

Reference Table XII (cont'd)
Bond Buyback Program - Operations 2001-02


Buyback date	Maturity date	Coupon	Repurchased amount

		(%)	($ millions)
August 29, 2001	May 1, 2002	10	68
	December 15, 2002	11.25	120
	February 1, 2003	11.75	35
	October 1, 2003	9.5	62
	February 1, 2004	10.25	100
	October 1, 2004	10.5	60
	March 1, 2005	12	55
	Total		500

September 25, 2001	December 1, 2001	9.75	750
	Total		750

October 9, 2001	December 1, 2001	9.75	700
	September 1, 2002	5.5	50
	Total		750

October 10, 2001	March 15, 2021	10.5	40
	June 1, 2021	9.75	207
	June 1, 2022	9.25	253
	Total		500

October 23, 2001	December 1, 2001	5.25	750
	Total		750

October 24, 2001	March 1, 2007	13.75	26
	October 1, 2007	13	21
	March 1, 2008	12.75	26
	October 1, 2008	11.75	18
	March 1, 2009	11.5	35
	October 1, 2009	10.75	125
	March 1, 2010	9.75	114
	October 1, 2010	8.75	5
	March 1, 2011	9	27
	Total		397

November 6, 2001	December 1, 2001	5.25	150
	December 1, 2001	9.75	29
	Total		179

November 14, 2001	February 1, 2004	10.25	24
	March 1, 2005	12	3
	March 1, 2006	12.5	30
	October 1, 2006	14	20
	October 1, 2007	13	13
	March 1, 2008	12.75	25
	October 1, 2008	11.75	21
	March 1, 2009	11.5	5
	October 1, 2009	10.75	11
	Total		153

November 28, 2001	December 15, 2002	11.25	29
	February 1, 2003	11.75	152
	February 1, 2004	10.25	92
	October 1, 2004	10.5	34
	March 1, 2005	12	1
	March 1, 2006	12.5	4
	Total		311

January 15, 2002	June 1, 2002	5.75	406
	September 1, 2002	5.5	70
	December 1, 2002	6	24
	Total		500

January 16, 2002	March 15, 2014	10.25	139
	June 1, 2015	11.25	32
	June 1, 2021	9.75	116
	June 1, 2022	9.25	100
	Total		386

Reference Table XII (cont'd)
Bond Buyback Program - Operations 2001-02


Buyback date	Maturity date	Coupon	Repurchased amount

		(%)	($ millions)
January 29, 2002	June 1, 2002	5.75	355
	September 1, 2002	5.5	40
	December 1, 2002	6	355
	Total		750

February 6, 2002	October 1, 2007	13	8
	October 1, 2008	11.75	47
	October 1, 2009	10.75	72
	March 1, 2011	9	158
	March 15, 2014	10.25	28
	June 1, 2015	11.25	88
	Total		400

February 12, 2002	June 1, 2002	5.75	662
	September 1, 2002	5.5	88
	Total		750

February 13, 2002	March 1, 2005	12	36
	March 1, 2006	12.5	39
	October 1, 2006	14	35
	October 1, 2007	13	7
	October 1, 2008	11.75	7
	October 1, 2009	10.75	10
	Total		133

February 26, 2002	September 1, 2002	5.5	430
	December 1, 2002	6	105
	Total		535

March 6, 2002	October 1, 2003	9.5	45
	February 1, 2004	10.25	90
	October 1, 2004	10.5	14
	March 1, 2005	12	5
	October 1, 2006	14	24
	Total		178

March 12, 2002	June 1, 2002	5.75	95
	December 1, 2002	6	905
	Total		1,000

March 26, 2002	December 1, 2002	6	1,000
	Total		1,000
Total buyback program for 2001-2002		16,752

Source: Department of Finance.

Reference Table XIII
Canada Savings Bonds and Canada Premium Bonds, Fiscal 1983-84 to Fiscal 2001-02

Fiscal year	Gross sales	Net change	Outstanding at fiscal year end


	($ millions)
1983-84	11,584	5,650	38,403
1984-85	12,743	3,764	42,167
1985-86	15,107	2,440	44,607
1986-87	9,191	-22	44,585
1987-88	17,450	8,921	53,506
1988-89	14,962	-5,456	48,050
1989-90	9,338	-6,813	41,237
1990-91	6,720	-6,500	34,737
1991-92	9,588	1,151	35,888
1992-93	9,235	-1,172	34,716
1993-94	5,364	-3,089	31,627
1994-95	7,506	-96	31,531
1995-96	4,612	10	31,541
1996-97	5,747	2,050	33,591
1997-98	4,951	-2,796	30,795
1998-99	4,844	-2,187	28,608
1999-00	2,669	-1,510	27,098
2000-01	3,188	-531	26,567
2001-02	2,829	-2,283	24,284

Note: Figures are in accordance with Bank of Canada audited reports, which may vary from Public Accounts reports due to differences in classification. Source: Bank of Canada.

Reference Table XIV
Crown Corporation Borrowings as at March 31, 2002


Borrowings from the market
Corporation	1994	1995	1996	1997	1998	1999	2000	2001	2002

	($ millions)
Export Development Corporation	7,793	7,515	7,673	7,820	10,077	12,967	16,888	18,406	20,481
Canadian Wheat Board¹	7,283	7,321	6,377	6,474	6,698	6,786	542	425	397
Business Development Bank of Canada	2,602	2,723	3,045	3,371	3,839	4,223	4,723	5,102	5,726
Farm Credit Corporation	863	990	1,582	1,926	3,026	4,317	5,083	5,695	7,096
Canadian National¹	2,249	2,331	-	-	-	-	-	-	-
Canada Mortgage and Housing Corporation	1,573	3,630	5,906	7,866	9,934	10,633	10,801	11,672	11,372
Canada Development Investment Corporation	473	-	-	-	-	-	-	-	-
Petro-Canada Ltd.	501	504	490	432	443	471	338	-	-
Petro-Canada¹	-	-	-	-	-	-	-	-	-
Canada Ports Corporation	-	-	-	-	3	79	69	-	-
Other	239	235	297	226	258	222	196	100	103
Total	23,576	25,249	25,370	28,115	34,278	39,698	38,640	41,400	45,175

¹ This corporation is no longer a Crown corporation. Source: Public Accounts of Canada.


Borrowings from the Consolidated Revenue Fund
Corporation	1994	1995	1996	1997	1998	1999	2000	2001	2002

	($ millions)
Canada Mortgage and Housing Corporation	8,075	7,835	7,263	6,938	6,708	6,298	6,152	5,852	5,696
Canada Deposit Insurance Corporation	3,151	2,160	1,627	855	395	-	-	-	-
Farm Credit Corporation	2,488	2,524	2,310	2,507	1,877	1,041	805	578	-
Other	415	307	233	204	179	551	77	84	104
Total	14,129	12,826	11,433	10,504	9,159	7,890	7,034	6,514	5,800

Note: Figures do not include "allowance for valuation." Source: Public Works and Government Services Canada data.

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