Skip to content | Skip to institutional links

Common menu bar links

Archived - Dept Management Report 2005-2006 : 3

This Web page has been archived on the Web.

Reference Table VII
Fiscal 2005–06 Treasury Bill Auction Results

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


	(months)	($ millions)	($)	(%)		(basis points)
April 5, 2005	12	2,200	97.206	2.998	1.937	0.7
April 5, 2005	3	5,600	99.321	2.546	2.094	0.3
April 5, 2005	6	2,200	98.792	2.657	1.861	0.3
April 19, 2005	12	1,900	97.313	2.769	1.946	0.6
April 19, 2005	3	4,700	99.344	2.461	2.320	0.3
April 19, 2005	6	1,900	98.745	2.549	2.192	0.2
May 3, 2005	12	1,900	97.373	2.814	1.837	0.9
May 3, 2005	3	4,700	99.343	2.463	2.180	0.4
May 3, 2005	6	1,900	98.838	2.555	1.998	0.7
May 17, 2005	12	2,200	97.299	2.784	1.772	0.9
May 17, 2005	3	5,600	99.344	2.458	2.118	0.5
May 17, 2005	6	2,200	98.735	2.570	2.219	0.3
May 26, 2005	NF¹	2,500	99.906	2.449	2.942	2.1
May 31, 2005	12	2,200	97.437	2.743	1.781	0.6
May 31, 2005	3	5,600	99.346	2.451	2.188	0.3
May 31, 2005	6	2,200	98.840	2.549	1.981	0.4
June 1, 2005	NF	1,200	99.966	2.450	3.591	0.0
June 14, 2005	12	2,000	97.302	2.780	1.957	0.4
June 14, 2005	3	5,000	99.344	2.459	2.365	0.3
June 14, 2005	6	2,000	98.733	2.574	2.105	0.5
June 17, 2005	NF	2,000	99.907	2.436	3.178	0.0
June 27, 2005	NF	1,500	99.947	2.442	2.551	1.3
June 28, 2005	12	2,300	97.436	2.744	1.805	0.6
June 28, 2005	3	5,900	99.340	2.473	1.901	0.4
June 28, 2005	6	2,300	98.833	2.566	1.870	0.9
July 4, 2005	NF	2,000	99.986	2.494	2.328	0.6
July 12, 2005	12	2,300	97.105	2.989	1.825	0.9
July 12, 2005	3	5,900	99.317	2.563	2.233	0.4
July 12, 2005	6	2,300	98.653	2.738	1.850	1.1
July 21, 2005	NF	700	99.920	2.425	5.009	0.5
July 25, 2005	NF	2,000	99.953	2.471	2.603	1.9
July 26, 2005	12	2,300	97.282	2.914	2.067	0.6
July 26, 2005	3	5,900	99.312	2.581	2.104	0.3
July 26, 2005	6	2,300	98.766	2.714	1.961	0.6
Aug. 9, 2005	12	2,100	97.014	3.086	2.064	0.4
Aug. 9, 2005	3	5,300	99.298	2.634	1.829	0.6
Aug. 9, 2005	6	2,100	98.610	2.827	1.857	0.8
Aug. 19, 2005	NF	2,500	99.828	2.510	2.722	1.0
Aug. 23, 2005	12	2,100	97.067	3.151	1.803	0.4
Aug. 23, 2005	3	5,300	99.265	2.758	2.058	0.4
Aug. 23, 2005	6	2,100	98.684	2.897	1.868	0.3
Aug. 26, 2005	NF	2,500	99.945	2.492	1.732	0.8
Sept. 1, 2005	NF	1,300	99.918	2.485	2.401	0.0
Sept. 6, 2005	12	2,200	97.139	2.953	1.926	0.9
Sept. 6, 2005	3	5,600	99.271	2.736	1.896	0.4
Sept. 6, 2005	6	2,200	98.613	2.820	1.997	0.6
Sept. 20, 2005	12	2,100	97.120	3.093	2.022	0.5
Sept. 20, 2005	3	5,300	99.250	2.813	2.301	0.4
Sept. 20, 2005	6	2,100	98.667	2.935	2.004	0.7
Sept. 22, 2005	CMB²	1,000	99.900	2.602	2.159	1.8
Sept. 28, 2005	NF	1,000	99.963	2.673	3.481	2.7
Oct. 4, 2005	12	1,800	96.789	3.327	2.318	0.7
Oct. 4, 2005	3	4,400	99.221	2.925	2.592	0.3
Oct. 4, 2005	6	1,800	98.473	3.110	2.556	0.5
Oct. 18, 2005	12	1,900	96.809	3.437	2.263	0.8
Oct. 18, 2005	3	4,700	99.194	3.025	2.322	0.4
Oct. 18, 2005	6	1,900	98.533	3.234	2.513	0.6
Oct. 19, 2005	NF	2,500	99.903	2.954	2.964	1.6
Oct. 21, 2005	NF	1,600	99.911	2.961	2.848	0.8
Oct. 26, 2005	NF	1,400	99.912	2.938	3.415	0.0
Oct. 31, 2005	NF	1,200	99.944	2.947	2.847	1.3
Nov. 1, 2005	12	2,200	96.547	3.586	2.139	0.4
Nov. 1, 2005	3	5,600	99.169	3.120	2.219	0.5
Nov. 1, 2005	6	2,200	98.357	3.350	2.180	0.8
Nov. 15, 2005	12	2,500	96.556	3.720	2.055	0.5
Nov. 15, 2005	3	6,500	99.139	3.233	2.418	0.5
Nov. 15, 2005	6	2,500	98.450	3.420	2.177	0.4
Nov. 18, 2005	NF	1,500	99.888	2.936	3.623	0.4
Nov. 23, 2005	NF	2,000	99.911	2.958	3.178	0.7
Nov. 25, 2005	CMB	2,800	99.857	3.078	2.180	1.7
Nov. 29, 2005	12	2,600	96.373	3.774	2.078	0.9
Nov. 29, 2005	3	6,800	99.121	3.304	2.048	0.5
Nov. 29, 2005	6	2,600	98.269	3.533	2.067	0.7
Dec. 1, 2005	NF	1,500	99.907	3.091	3.097	2.9
Dec. 13, 2005	12	2,200	96.400	3.894	2.244	0.3
Dec. 13, 2005	3	5,600	99.099	3.386	2.434	0.2
Dec. 13, 2005	6	2,200	98.374	3.591	2.464	0.3
Dec. 15, 2005	NF	2,800	99.833	3.205	2.800	0.5
Dec. 20, 2005	NF	3,000	99.868	3.211	2.941	0.9
Dec. 28, 2005	12	1,900	96.229	3.930	2.149	0.9
Dec. 28, 2005	3	4,700	99.097	3.395	2.117	0.3
Dec. 28, 2005	6	1,900	98.213	3.648	2.182	0.7
Jan. 10, 2006	12	1,700	96.449	3.840	2.582	0.3
Jan. 10, 2006	3	4,100	99.086	3.434	2.031	0.4
Jan. 10, 2006	6	1,700	98.355	3.633	2.284	0.4
Jan. 24, 2006	12	1,700	96.303	3.849	2.187	0.4
Jan. 24, 2006	3	4,100	99.072	3.490	2.204	0.6
Jan. 24, 2006	6	1,700	98.203	3.670	2.151	0.5
Jan. 25, 2006	NF	1,300	99.925	3.425	3.202	2.5
Jan. 27, 2006	NF	2,500	99.953	3.454	2.256	0.6
Feb. 7, 2006	12	1,700	96.310	3.996	2.264	0.2
Feb. 7, 2006	3	4,100	99.036	3.626	2.240	0.4
Feb. 7, 2006	6	1,700	98.287	3.787	2.373	0.8
Feb. 20, 2006	CMB	2,500	99.567	3.607	2.359	0.8
Feb. 21, 2006	12	2,300	96.152	4.013	2.150	0.5
Feb. 21, 2006	3	5,900	99.013	3.712	2.098	0.4
Feb. 21, 2006	6	2,300	98.109	3.865	2.087	0.5
Feb. 23, 2006	CMB	2,500	99.587	3.601	2.128	0.9
Mar. 7, 2006	12	2,500	96.325	3.979	2.218	0.5
Mar. 7, 2006	3	6,500	98.997	3.775	2.279	0.2
Mar. 7, 2006	6	2,500	98.253	3.864	2.259	0.3
Mar. 21, 2006	12	2,600	96.173	3.990	2.106	0.9
Mar. 21, 2006	3	6,800	98.993	3.788	2.275	0.8
Mar. 21, 2006	6	2,600	98.097	3.891	2.181	0.9
Mar. 23, 2006	NF	3,000	99.888	3.715	2.079	3.2
Mar. 27, 2006	NF	2,200	99.908	3.730	3.068	0.9
Mar. 29, 2006	NF	2,700	99.949	3.697	2.097	2.3
Mar. 31, 2006	NF	1,700	99.949	3.715	2.081	0.5
Total		309,900

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. ¹ Non-fungible cash management bill. ² Cash management bill. Source: Bank of Canada.

Reference Table VIII
Fiscal 2005–06 Canadian-Dollar Marketable Bond Program

Offering date	Delivery date	Maturity date	Maturing	Gross	Bond repurchase	Net


				($ millions)
Fixed-coupon bonds
2005	2005
April 6, 2005	April 11, 2005	June 1, 2037		300	296	4
April 21, 2005	April 26, 2005	September 1, 2010		300	321	-21
May 4, 2005	May 9, 2005	June 1, 2015		2,100	400	1,700
May 18, 2005	May 24, 2005	September 1, 2010		2,000	600	1,400
	June 1, 2005	*	6,110			-6,110
June 8, 2005	June 10, 2005	December 1, 2007		3,400	262	3,138
June 16, 2005	June 21, 2005	June 1, 2015		500	274	226
July 6, 2005	July 11, 2005	June 1, 2037		1,300	226	1,074
July 13, 2005	July 18, 2005	September 1, 2010		500	537	-37
July 27, 2005	July 29, 2005	December 1, 2007		207	115	92
August 10, 2005	August 15, 2005	June 1, 2015		2,100	470	1,630
August 24, 2005	August 29, 2005	September 1, 2010		2,000	405	1,595
	September 1, 2005	*	7,746			-7,746
September 14, 2005	September 16, 2005	December 1, 2007		3,400	600	2,800
September 21, 2005	September 26, 2005	June 1, 2015		400	172	228
October 5, 2005	October 11, 2005	September 1, 2010		300	304	-4
October 13, 2005	October 18, 2005	June 1, 2037		300	305	-5
November 2, 2005	November 7, 2005	June 1, 2016		2,100	351	1,749
November 16, 2005	November 21, 2005	September 1, 2011		1,900	95	1,805
	December 1, 2005	*	8,035			-8,035
December 7, 2005	December 12, 2005	June 1, 2016		400	181	219
December 14, 2005	December 16, 2005	June 1, 2008		2,400	270	2,130
2006	2006
January 11, 2006	January 16, 2006	June 1, 2037		1,300	478	822
January 18, 2006	January 23, 2006	September 1, 2011		328	268	60ù
February 1, 2006	February 6, 2006	June 1, 2016		2,000	500	1,500
February 15, 2006	February 20, 2006	September 1, 2011		1,900	600	1,300
	March 1, 2006	*	267			-267
March 8, 2006	March 13, 2006	June 1, 2016		400	213	187
March 15, 2006	March 17, 2006	June 1, 2008		600	341	259
Real Return Bonds
June 1, 2005	June 6, 2005	December 1, 2036		400		400
August 31, 2005	September 6, 2005	December 1, 2036		300		300
November 30, 2005	December 5, 2005	December 1, 2036		400		400
March 1, 2006	March 6, 2006	December 1, 2036		350		350
Total fiscal year 2005–06			22,157	33,885	8,584	3,144

* Maturing date. Source: Bank of Canada.

Reference Table IX
Fiscal 2005–06 Marketable Bond Auction Results

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


	(years)		(%)	($ millions)	($)	(%)		(basis points)
May 4, 2005	10	June 1, 2015	4.50	2,100	102.200	4.229	2.53	0.3
May 18, 2005	5	September 1, 2010	4.00	2,000	101.862	3.608	2.67	0.4
June 1, 2005	30	December 1, 2036	3.00¹	400	126.799	1.870	2.55
June 8, 2005	2	December 1, 2007	2.75	3,400	99.692	2.880	2.31	0.5
July 6, 2005	30	June 1, 2037	5.00	1,300	111.690	4.321	2.55	0.5
August 10, 2005	10	June 1, 2015	4.50	2,100	103.211	4.098	2.48	0.5
August 24, 2005	5	September 1, 2010	4.00	2,000	102.246	3.507	2.61	0.2
August 31, 2005	30	December 1, 2036	3.00¹	300	128.156	1.815	2.68
September 14, 2005	2	December 1, 2007	2.75	3,400	99.204	3.125	2.44	0.3
November 2, 2005	10	June 1, 2016	4.00	2,100	98.268	4.205	2.53	0.3
November 16, 2005	5	September 1, 2011	3.75	1,900	98.970	3.952	2.61	0.3
November 30, 2005	30	December 1, 2036	3.00¹	400	131.529	1.689	2.86
December 14, 2005	2	June 1, 2008	3.75	2,400	99.753	3.857	2.57	0.2
January 11, 2006	30	June 1, 2037	5.00	1,300	115.451	4.118	2.63	0.2
February 1, 2006	10	June 1, 2016	4.00	2,000	98.261	4.209	2.79	0.3
February 15, 2006	5	September 1, 2011	3.75	1,900	98.000	4.159	2.99	0.0
March 1, 2006	30	December 1, 2036	3.00¹	350	137.129	1.490	2.67
Total				29,350

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. ¹ Real Return Bonds. Source: Bank of Canada.

Reference Table X
Outstanding Government of Canada Canadian-Dollar Marketable Bonds as at March 31, 2006

Maturity date	Amount	Coupon rate


	($ millions)	(%)
Fixed-coupon bonds
June 1, 2006	6,236	3.00
September 1, 2006	6,006	5.75
October 1, 2006	768	14.00
December 1, 2006	5,186	3.25
December 1, 2006	5,796	7.00
March 1, 2007	193	13.75
June 1, 2007	5,600	3.00
June 1, 2007	7,030	7.25
September 1, 2007	9,725	4.50
October 1, 2007	468	13.00
December 1, 2007	7,007	2.75
March 1, 2008	579	12.75
June 1, 2008	3,000	3.75
June 1, 2008	5,010	6.00
June 1, 2008	3,037	10.00
September 1, 2008	11,083	4.25
October 1, 2008	396	11.75
March 1, 2009	140	11.50
June 1, 2009	6,175	5.50
June 1, 2009	638	11.00
September 1, 2009	10,100	4.25
October 1, 2009	257	10.75
March 1, 2010	83	9.75
June 1, 2010	7,254	5.50
June 1, 2010	2,228	9.50
September 1, 2010	9,459	4.00
October 1, 2010	120	8.75
March 1, 2011	589	9.00
June 1, 2011	12,026	6.00
June 1, 2011	616	8.50
September 1, 2011	4,128	3.75
June 1, 2012	11,033	5.25
June 1, 2013	10,978	5.25
March 15, 2014	926	10.25
June 1, 2014	10,867	5.00
June 1, 2015	10,300	4.50
June 1, 2015	483	11.25
June 1, 2016	4,900	4.00
March 15, 2021	782	10.50
June 1, 2021	604	9.75
June 1, 2022	550	9.25
June 1, 2023	6,806	8.00
June 1, 2025	6,311	9.00
June 1, 2027	8,205	8.00
June 1, 2029	13,691	5.75
June 1, 2033	13,410	5.75
June 1, 2037	6,549	5.00
Total	237,328

Reference Table X (cont’d)
Outstanding Government of Canada Canadian-Dollar Marketable Bonds as at March 31, 2006

Maturity date	Notional amount	Inflation indexation	Amount after inflation indexation	Coupon rate


	($ millions)			(%)
Real Return Bonds
December 1, 2021	5,175	1,566	6,741	4.25
December 1, 2026	5,250	1,219	6,469	4.25
December 1, 2031	5,800	1,068	6,868	4.00
December 1, 2036	4,250	216	4,466	3.00
Total	20,475	4,069	24,544

Source: Bank of Canada.

Reference Table XI
Government of Canada Swaps Outstanding as at March 31, 2006

Domestic interest-rate swaps

Maturity date	Notional amount	Notional amount	Coupon¹

	(CAD$ millions)	(US$ millions)	(%)
Total	0	0

Foreign interest-rate swaps
Maturity date	Notional amount	Notional amount	Coupon¹

	(CAD$ millions)	(US$ millions)	(%)
November 19, 2007	29.61	25.35	4.00
November 5, 2008	233.60	200.00	5.25
November 5, 2008	584.00	500.00	5.25
November 5, 2008	584.00	500.00	5.25
Total	1,431.21	1,225.35


Cross-currency swaps of foreign obligations
Maturity date	Notional amount	Notional amount

	(CAD$ millions)	(US$ millions)
October 3, 2007	372.59	319.00
January 31, 2008	51.25	43.88
Total	423.84	362.88

Foreign exchange swaps

Maturity date	Notional amount	Notional amount

	(CAD$ millions)	(US$ millions)
September 6, 2006	146.00	125.00
September 20, 2006	146.00	125.00
October 4, 2006	146.00	125.00
October 18, 2006	146.00	125.00
November 8, 2006	146.00	125.00
November 22, 2006	146.00	125.00
December 6, 2006	146.00	125.00
December 13, 2006	146.00	125.00
Total	1,168.00	1,000.00

¹ Refers to the coupon of the underlying bond that was swapped.

Reference Table XI (cont’d)
Government of Canada Swaps Outstanding as at March 31, 2006

Cross-currency swaps of domestic obligations

Maturity date	Notional amount	Notional amount	Currency paid

	(CAD$ millions)	(US$ millions)
September 1, 2006	70.77	60.59	EUR
October 1, 2006	58.40	50.00	USD
October 1, 2006	58.40	50.00	USD
October 1, 2006	70.77	60.59	EUR
October 30, 2006	292.00	250.00	USD
November 23, 2006	175.20	150.00	USD
December 1, 2006	64.18	54.95	USD
December 1, 2006	70.77	60.59	EUR
December 1, 2006	70.77	60.59	EUR
December 1, 2006	106.15	90.88	EUR
December 1, 2006	106.15	90.88	EUR
March 1, 2007	35.38	30.29	EUR
June 1, 2007	70.77	60.59	EUR
June 1, 2007	70.77	60.59	EUR
June 1, 2007	70.77	60.59	EUR
June 1, 2007	87.60	75.00	USD
June 1, 2007	87.60	75.00	USD
June 1, 2007	141.53	121.18	EUR
June 1, 2007	292.00	250.00	USD
June 1, 2007	292.00	250.00	USD
June 1, 2007	292.00	250.00	USD
October 1, 2007	35.38	30.29	EUR
October 1, 2007	70.77	60.59	EUR
October 1, 2007	70.77	60.59	EUR
October 1, 2007	70.77	60.59	EUR
March 1, 2008	58.40	50.00	USD
March 1, 2008	58.40	50.00	USD
March 1, 2008	58.40	50.00	USD
March 1, 2008	58.40	50.00	USD
March 1, 2008	58.40	50.00	USD
March 1, 2008	70.77	60.59	EUR
March 1, 2008	87.60	75.00	USD
March 1, 2008	106.15	90.88	EUR
March 1, 2008	116.80	100.00	USD
March 1, 2008	233.60	200.00	USD
June 1, 2008	58.40	50.00	USD
June 1, 2008	58.40	50.00	USD
June 1, 2008	58.40	50.00	USD
June 1, 2008	70.77	60.59	EUR
June 1, 2008	70.77	60.59	EUR
June 1, 2008	70.77	60.59	EUR
June 1, 2008	70.77	60.59	EUR
June 1, 2008	116.80	100.00	USD
June 1, 2008	116.80	100.00	USD
June 1, 2008	116.80	100.00	USD
June 1, 2008	116.80	100.00	USD
June 1, 2008	292.00	250.00	USD
September 30, 2008	58.40	50.00	USD
October 1, 2008	58.40	50.00	USD
October 1, 2008	70.77	60.59	EUR
October 1, 2008	70.77	60.59	EUR
October 1, 2008	81.76	70.00	USD
October 1, 2008	81.76	70.00	USD
October 1, 2008	106.15	90.88	EUR
October 1, 2008	106.15	90.88	EUR
March 1, 2009	58.40	50.00	USD
March 1, 2009	58.40	50.00	USD
March 1, 2009	58.40	50.00	USD
March 1, 2009	70.77	60.59	EUR
March 1, 2009	75.92	65.00	USD
March 1, 2009	81.76	70.00	USD
March 1, 2009	87.60	75.00	USD
March 1, 2009	87.60	75.00	USD
March 1, 2009	106.15	90.88	EUR
March 1, 2009	116.80	100.00	USD
June 1, 2009	58.40	50.00	USD
June 1, 2009	58.40	50.00	USD
June 1, 2009	70.77	60.59	EUR
June 1, 2009	70.77	60.59	EUR
June 1, 2009	70.77	60.59	EUR
June 1, 2009	75.92	65.00	USD
June 1, 2009	81.76	70.00	USD
June 1, 2009	81.76	70.00	USD
June 1, 2009	106.15	90.88	EUR
June 1, 2009	106.15	90.88	EUR
June 1, 2009	106.15	90.88	EUR
June 1, 2009	106.15	90.88	EUR
June 1, 2009	106.15	90.88	EUR
June 1, 2009	116.80	100.00	USD
June 1, 2009	116.80	100.00	USD

Reference Table XI (cont’d)
Government of Canada Swaps Outstanding as at March 31, 2006

Cross-currency swaps of domestic obligations


Maturity date	Notional amount	Notional amount	Currency paid
	(CAD$ millions)	(US$ millions)
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	70.77	60.59	EUR
October 1, 2009	82.25	70.42	USD
October 1, 2009	87.60	75.00	USD
October 1, 2009	94.21	80.66	USD
October 1, 2009	94.24	80.69	USD
October 1, 2009	96.87	82.94	USD
October 1, 2009	106.15	90.88	EUR
October 1, 2009	106.15	90.88	EUR
October 1, 2009	141.53	121.18	EUR
March 1, 2010	70.77	60.59	EUR
March 1, 2010	70.77	60.59	EUR
March 1, 2010	70.77	60.59	EUR
March 1, 2010	70.77	60.59	EUR
March 1, 2010	106.15	90.88	EUR
June 1, 2010	42.46	36.35	EUR
June 1, 2010	56.61	48.47	EUR
June 1, 2010	58.40	50.00	USD
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	70.77	60.59	EUR
June 1, 2010	79.38	67.97	JPY
October 1, 2010	56.61	48.47	EUR
October 1, 2010	58.40	50.00	USD
October 1, 2010	70.77	60.59	EUR
October 1, 2010	70.77	60.59	EUR
October 1, 2010	70.77	60.59	EUR
October 1, 2010	70.77	60.59	EUR
October 1, 2010	106.15	90.88	EUR
October 1, 2010	106.15	90.88	EUR
October 1, 2010	106.15	90.88	EUR
October 1, 2010	106.15	90.88	EUR
March 1, 2011	58.40	50.00	USD
March 1, 2011	58.40	50.00	USD
March 1, 2011	87.60	75.00	USD
March 1, 2011	87.60	75.00	USD
March 1, 2011	87.60	75.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	58.40	50.00	USD
June 1, 2011	70.77	60.59	EUR
June 1, 2011	70.77	60.59	EUR
June 1, 2011	70.77	60.59	EUR

Reference Table XI (cont’d)
Government of Canada Swaps Outstanding as at March 31, 2006

Cross-currency swaps of domestic obligations

Maturity date	Notional amount	Notional amount	Currency paid

	(CAD$ millions)	(US$ millions)
June 1, 2011	84.92	72.71	EUR
June 1, 2011	87.60	75.00	USD
June 1, 2011	87.60	75.00	USD
June 1, 2011	87.60	75.00	USD
June 1, 2011	87.60	75.00	USD
June 1, 2011	106.15	90.88	EUR
June 1, 2011	120.30	103.00	EUR
June 1, 2012	58.40	50.00	USD
June 1, 2012	58.40	50.00	USD
June 1, 2012	58.40	50.00	USD
June 1, 2012	58.40	50.00	USD
June 1, 2012	58.40	50.00	USD
June 1, 2012	58.40	50.00	USD
June 1, 2012	58.40	50.00	USD
June 1, 2012	58.40	50.00	USD
June 1, 2012	70.77	60.59	EUR
June 1, 2012	70.77	60.59	EUR
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	87.60	75.00	USD
June 1, 2012	116.80	100.00	USD
June 1, 2012	120.30	103.00	EUR
June 1, 2012	120.30	103.00	EUR
June 1, 2012	120.30	103.00	EUR
June 1, 2012	120.30	103.00	EUR
June 1, 2012	120.30	103.00	EUR
June 1, 2013	29.20	25.00	USD
June 1, 2013	29.20	25.00	USD
June 1, 2013	58.40	50.00	USD
June 1, 2013	70.77	60.59	EUR
June 1, 2013	84.92	72.71	EUR
June 1, 2013	87.60	75.00	USD
June 1, 2013	87.60	75.00	USD
June 1, 2013	87.60	75.00	USD
June 1, 2013	87.60	75.00	USD
June 1, 2013	87.60	75.00	USD
June 1, 2013	87.60	75.00	USD
June 1, 2013	87.60	75.00	USD
June 1, 2013	116.80	100.00	USD
June 1, 2013	116.80	100.00	USD
June 1, 2013	116.80	100.00	USD
June 1, 2013	120.30	103.00	EUR
June 1, 2013	120.30	103.00	EUR
June 1, 2013	120.30	103.00	EUR
June 1, 2013	120.30	103.00	EUR
March 15, 2014	58.40	50.00	USD
March 15, 2014	58.40	50.00	USD
March 15, 2014	58.40	50.00	USD
March 15, 2014	58.40	50.00	USD
March 15, 2014	87.60	75.00	USD
March 15, 2014	87.60	75.00	USD
March 15, 2014	87.60	75.00	USD
March 15, 2014	87.60	75.00	USD
March 15, 2014	87.60	75.00	USD
March 15, 2014	87.60	75.00	USD
March 15, 2014	87.60	75.00	USD
March 15, 2014	116.80	100.00	USD
June 1, 2014	58.40	50.00	USD
June 1, 2014	58.40	50.00	USD
June 1, 2014	58.40	50.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD
June 1, 2014	87.60	75.00	USD

Reference Table XI (cont’d)
Government of Canada Swaps Outstanding as at March 31, 2006

Cross-currency swaps of domestic obligations

Maturity date	Notional amount	Notional amount	Currency paid

	(CAD$ millions)	(US$ millions)
June 1, 2014	116.80	100.00	USD
June 1, 2014	116.80	100.00	USD
June 1, 2014	116.80	100.00	USD
June 1, 2014	116.80	100.00	USD
June 1, 2014	116.80	100.00	USD
June 1, 2014	120.30	103.00	EUR
June 1, 2014	120.30	103.00	EUR
June 1, 2014	120.30	103.00	EUR
June 1, 2014	120.30	103.00	EUR
June 1, 2014	120.30	103.00	EUR
June 1, 2014	120.30	103.00	EUR
June 1, 2014	120.30	103.00	EUR
June 1, 2014	141.53	121.18	EUR
June 1, 2015	58.40	50.00	USD
June 1, 2015	58.40	50.00	USD
June 1, 2015	58.40	50.00	USD
June 1, 2015	58.40	50.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	87.60	75.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	116.80	100.00	USD
June 1, 2015	120.30	103.00	EUR
June 1, 2015	120.30	103.00	EUR
June 1, 2015	120.30	103.00	EUR
June 1, 2015	120.30	103.00	EUR
June 1, 2015	120.30	103.00	EUR
June 1, 2015	120.30	103.00	EUR
June 1, 2016	113.23	96.94	EUR
June 1, 2016	120.30	103.00	EUR
Total	24,625.06	21,083.10

Notes: USD converted with CAD/USD rate as of March 31, 2006. EUR converted with CAD/EUR rate as of March 31, 2006. JPY converted with USD/JPY and CAD/USD rates as of March 31, 2006. Numbers may not add due to rounding. Source: Department of Finance.

Reference Table XII
Bond Buyback Program—Operations in 2005–06

Buyback date	Maturity date	Coupon	Repurchased amount


		(%)	($ millions)
Buyback on cash basis
May 4, 2005	June 1, 2011	6.00	188
	June 1, 2011	8.50	6
	June 1, 2012	5.25	50
	March 15, 2014	10.25	25
	June 1, 2023	8.00	10
	June 1, 2025	9.00	105
	June 1, 2027	8.00	15
	Total		400
May 18, 2005	June 1, 2009	5.50	402
	June 1, 2010	5.50	78
	June 1, 2011	6.00	15
	June 1, 2012	5.25	105
	Total		600
June 8, 2005	June 1, 2009	5.50	180
	June 1, 2010	5.50	82
	Total		262
July 6, 2005	June 1, 2023	8.00	15
	June 1, 2025	9.00	158
	June 1, 2027	8.00	20
	June 1, 2029	5.75	33
	Total		226
August 10, 2005	June 1, 2011	6.00	120
	June 1, 2012	5.25	115
	June 1, 2023	8.00	88
	June 1, 2025	9.00	75
	June 1, 2027	8.00	72
	Total		470
August 24, 2005	June 1, 2009	5.50	225
	June 1, 2010	5.50	85
	June 1, 2011	6.00	45
	June 1, 2012	5.25	50
	Total		405

Reference Table XII (cont'd)
Bond Buyback Program—Operations in 2005–06

Buyback date	Maturity date	Coupon	Repurchased amount


		(%)	($ millions)
September 14, 2005	September 1, 2008	4.25	72
	June 1, 2009	5.50	393
	June 1, 2010	5.50	135
	Total		600
November 2, 2005	June 1, 2023	8.00	75
	June 1, 2025	9.00	219
	June 1, 2027	8.00	57
	Total		351
November 16, 2005	June 1, 2009	5.50	25
	June 1, 2013	5.25	70
	Total		95
December 14, 2005	September 1, 2008	4.25	245
	June 1, 2009	5.50	25
	Total		270
January 11, 2006	March 15, 2021	10.50	200
	June 1, 2023	8.00	33
	June 1, 2025	9.00	60
	June 1, 2027	8.00	150
	June 1, 2029	5.75	35
	Total		478
February 1, 2006	June 1, 2013	5.25	387
	June 1, 2023	8.00	53
	June 1, 2025	9.00	50
	June 1, 2029	5.75	10
	Total		500
February 15, 2006	June 1, 2009	5.50	25
	June 1, 2010	5.50	200
	June 1, 2011	6.00	15
	June 1, 2013	5.25	360
	Total		600
	Grand Total		5,257

Reference Table XII (cont'd)
Bond Buyback Program—Operations in 2005–06

Buyback date	Maturity date	Coupon	Repurchased amount


		(%)	($ millions)

Buyback on switch basis
April 6, 2005	June 1, 2023	8.00	40
	June 1, 2025	9.00	206
	June 1, 2027	8.00	50
	Total		296
April 21, 2005	June 1, 2009	5.50	154
	June 1, 2010	5.50	136
	March 1, 2011	9.00	31
	Total		321
June 16, 2005	June 1, 2012	5.25	62
	June 1, 2023	8.00	62
	June 1, 2025	9.00	131
	June 1, 2027	8.00	20
	Total		274
July 13, 2005	June 1, 2009	5.50	357
	June 1, 2011	6.00	180
	Total		537
July 27, 2005	June 1, 2009	5.50	80
	June 1, 2010	5.50	35
	Total		115
September 21, 2005	June 1, 2027	8.00	172
	Total		172
October 5, 2005	June 1, 2010	5.50	304
	Total		304
October 13, 2005	June 1, 2025	9.00	305
	Total		305
December 7, 2005	June 1, 2025	9.00	181
	Total		181
January 18, 2006	June 1, 2010	5.50	40
	October 1, 2010	8.75	2
	March 1, 2011	9.00	4
	June 1, 2011	6.00	25
	June 1, 2013	5.25	196
	Total		268
March 8, 2006	June 1, 2013	5.25	9
	March 15, 2014	10.25	45
	March 15, 2021	10.50	20
	June 1, 2021	9.75	5
	June 1, 2025	9.00	135
	Total		213
March 15, 2006	October 1, 2007	13.00	50
	June 1, 2010	5.50	266
	June 1, 2011	6.00	25
	Total		341
	Grand Total		3,328

Reference Table XII (cont'd)
Bond Buyback Program—Operations in 2005–06

Buyback date	Maturity date	Coupon	Repurchased amount


		(%)	($ millions)
Cash management bond buyback
April 5, 2005	June 1, 2005	3.50	345
	September 1, 2005	6.00	451
	September 1, 2005	12.25	2
	December 1, 2005	3.00	200
	December 1, 2005	8.75	2
	Total		1,000
April 19, 2005	September 1, 2005	6.00	116
	December 1, 2005	8.75	62
	Total		178
May 3, 2005	June 1, 2005	3.50	25
	September 1, 2005	6.00	358
	December 1, 2005	8.75	65
	Total		448
June 14, 2005	September 1, 2005	6.00	567
	December 1, 2005	3.00	355
	June 1, 2006	3.00	25
	Total		947
June 28, 2005	September 1, 2005	6.00	47
	December 1, 2005	3.00	50
	Total		97
July 12, 2005	December 1, 2005	3.00	100
	Total		100
July 26, 2005	September 1, 2005	6.00	22
	December 1, 2005	3.00	65
	December 1, 2005	8.75	16
	June 1, 2006	3.00	188
	Total		291
August 9, 2005	September 1, 2005	6.00	22
	December 1, 2005	3.00	121
	December 1, 2005	8.75	95
	June 1, 2006	3.00	762
	Total		1,000
September 20, 2005	December 1, 2005	3.00	109
	Total		109
October 4, 2005	September 1, 2006	5.75	666
	Total		666
October 18, 2005	December 1, 2005	3.00	90
	December 1, 2005	8.75	60
	September 1, 2006	5.75	850
	Total		1,000
November 1, 2005	December 1, 2005	3.00	30
	December 1, 2005	8.75	108
	June 1, 2006	3.00	63
	September 1, 2006	5.75	300
	Total		500
December 13, 2005	September 1, 2006	5.75	989
	December 1, 2006	7.00	11
	Total		1,000
December 28, 2005	September 1, 2006	5.75	215
	Total		215
January 10, 2006	June 1, 2006	3.00	114
	December 1, 2006	3.25	175
	Total		289
January 24, 2006	December 1, 2006	3.25	314
	Total		314
February 7, 2006	December 1, 2006	3.25	295
	December 1, 2006	7.00	60
	Total		355
February 21, 2006	June 1, 2006	3.00	150
	December 1, 2006	3.25	30
	Total		180
	Grand Total		8,689


Source: Bank of Canada.

Reference Table XIII
Canada Savings Bonds and Canada Premium Bonds,
Fiscal 1983–84 to Fiscal 2005–06

Fiscal year	Gross sales	Redemptions	Net change	Outstanding at fiscal year end


	($ millions)
1983–84	11,584	5,934	5,650	38,403
1984–85	12,743	8,979	3,764	42,167
1985–86	15,107	12,667	2,440	44,607
1986–87	9,191	9,213	-22	44,585
1987–88	17,450	8,529	8,921	53,506
1988–89	14,962	20,418	-5,456	48,050
1989–90	9,338	16,151	-6,813	41,237
1990–91	6,720	13,220	-6,500	34,737
1991–92	9,588	8,437	1,151	35,888
1992–93	9,235	10,407	-1,172	34,716
1993–94	5,364	8,453	-3,089	31,627
1994–95	7,506	7,602	-96	31,531
1995–96	4,612	4,602	10	31,541
1996–97	5,747	3,697	2,050	33,591
1997–98	4,951	7,747	-2,796	30,795
1998–99	4,844	7,031	-2,187	28,608
1999–00	2,669	4,179	-1,510	27,098
2000–01	3,188	3,719	-531	26,567
2001–02	2,728	5,011	-2,283	24,284
2002–03	3,523	4,929	-1,406	22,878
2003–04	2,881	4,231	-1,350	21,528
2004–05	1,965	4,250	-2,285	19,243
2005–06	1,886	3,647	-1,761	17,482

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, 2006

Borrowings from the market	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006


	($ millions)
Export Development Canada	7,820	10,077	12,967	16,888	18,406	20,481	20,375	17,178	16,191	13,730
Canadian Wheat Board¹	6,474	6,698	6,786	542	425	397	378	12	6	0
Business Development Bank of Canada	3,371	3,839	4,223	4,723	5,102	5,726	6,263	7,302	7,432	7,898
Farm Credit Canada	1,926	3,026	4,317	5,083	5,695	7,096	8,082	9,209	10,181	11,133
Canada Mortagage and Housing Corporation	7,866	9,934	10,633	10,801	11,672	11,372	11,091	10,441	9,573	8,953
Canada Housing Trust²						7,928	20,248	39,269	57,518	77,840
Petro-Canada Ltd.	432	443	471	338	0	0	0	0	0	0
Canada Ports Corporation	0	3	79	69	0	0	0	0	0	0
Canada Post Corporation	n/a	n/a	n/a	150	56	63	114	108	71	64
Other	226	258	222	46	44	40	39	45	36	79
Total	28,115	34,278	39,698	38,640	41,400	53,103	66,590	83,564	101,008	119,697

¹ Effective December 31, 1998, the Canadian Wheat Board ceased to be an agent of Her Majesty and a Crown corporation under the Financial Administration Act. ² Canada Housing Trust has been included in the government reporting entity effective April 1, 2005, as a result of the application of a new accounting standard.

Borrowings from the Consolidated Revenue Fund¹	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006


	($ millions)
Canada Mortgage and Housing Corporation	6,939	6,708	6,298	6,152	5,925	5,696	5,476	5,255	5,062	4,860
Canada Deposit Insurance Corporation	855	395	0	0	0	0	0	0	0	0
Farm Credit Canada	2,507	1,877	1,041	805	578	0	0	0	0	0
Other	204	179	121	77	84	104	38	62	61	127
Total	10,504	9,159	7,460	7,034	6,587	5,800	5,514	5,317	5,123	4,987

Note: Figures do not include "allowance for valuation." ¹ Figures have been adjusted to include accrued interest. Source: Public Accounts of Canada.

- Table of Contents - Previous -

Common menu bar links

Institutional links

Archived - Dept Management Report 2005-2006 : 3