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Archived - Debt Management Report 2011–2012 - Part 2

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Reference Tables 

I Gross Public Debt, Outstanding Market Debt and Debt Charges

II Government of Canada Outstanding Market Debt

III Fiscal 2011–12 Treasury Bill Program

IV Fiscal 2011–12 Treasury Bill Auction Results

V Issuance of Government of Canada Domestic Bonds

VI Fiscal 2011–12 Domestic Bond Program

VII Fiscal 2011–12 Domestic Bond Auction Results

VIII Outstanding Government of Canada Domestic Bonds as at March 31, 2012

IX Government of Canada Cross-Currency Swaps Outstanding as at March 31, 2012

X Fiscal 2011–12 Bond Buyback Program Operations

XI Crown Corporation Borrowings as at March 31, 2012

Reference Table I
Gross Public Debt, Outstanding Market Debt and Debt Charges
($ billions)
Gross public debt
 
Fiscal year Market debt Market debt value adjustments Accounts payable and accrued liabilities Pension and other liabilities Gross debt
1985–86 201.2 -0.4 39.4 79.1 319.4
1986–87 228.6 -0.4 42.1 84.7 355.0
1987–88 250.8 -0.9 47.2 90.9 388.0
1988–89 276.3 -2.2 50.2 97.1 421.4
1989–90 294.6 -2.9 53.2 104.5 449.3
1990–91 323.9 -3.2 54.9 112.1 487.7
1991–92 351.9 -2.2 56.1 118.5 524.2
1992–93 382.7 -3.0 58.4 125.1 563.2
1993–94 414.0 -1.8 63.7 131.4 607.3
1994–95 441.0 -3.4 71.3 139.8 648.7
1995–96 469.5 -1.7 74.9 148.5 691.3
1996–97 476.9 0.3 75.9 156.3 709.4
1997–98 466.8 1.4 81.7 160.9 710.8
1998–99 457.7 2.6 83.7 168.2 712.2
1999–00 454.2 -0.2 83.9 175.8 713.6
2000–01 444.9 1.3 88.5 179.0 713.6
2001–02 440.9 0.9 83.2 177.9 703.0
2002–03 438.6 -1.1 83.2 178.3 699.0
2003–04 436.5 -2.5 85.2 180.9 700.1
2004–05 431.8 -4.3 97.7 179.8 705.0
2005–06 427.3 -6.1 101.4 179.9 702.5
2006–07 418.8 -4.7 106.5 185.1 705.8
2007–08 394.1 -3.4 110.5 191.2 692.3
2008–09 510.9 3.1 114.0 196.1 824.2
2009–10 564.4 -5.3 120.5 203.7 883.3
2010–11 596.8 -5.7 119.1 210.7 920.9
2011–12 631.0 -4.7 125.0 216.4 967.7

 

Reference Table I (cont’d)
Gross Public Debt, Outstanding Market Debt and Debt Charges
($ billions)
Accumulated deficit and debt charges
 
Fiscal year Gross
debt
Financial
assets
Net
debt
Non-financial
assets
Accumulated
deficit
Gross public
debt charges
1985–86 319.4 70.1 249.2 21.4 227.8 27.7
1986–87 355.0 73.2 281.8 24.2 257.7 28.7
1987–88 388.0 75.0 313.0 26.3 286.7 31.2
1988–89 421.4 77.9 343.6 29.0 314.6 35.5
1989–90 449.3 74.5 374.8 31.0 343.8 41.2
1990–91 487.7 76.6 411.1 33.4 377.7 45.0
1991–92 524.2 78.5 445.7 35.8 410.0 43.9
1992–93 563.2 76.0 487.2 38.2 449.0 41.3
1993–94 607.3 79.3 527.9 40.4 487.5 40.1
1994–95 648.7 81.2 567.5 43.3 524.2 44.2
1995–96 691.3 92.7 598.6 44.4 554.2 49.4
1996–97 709.4 100.4 609.0 46.1 562.9 47.3
1997–98 710.8 103.6 607.2 47.2 559.9 43.1
1998–99 712.2 109.3 602.9 48.7 554.1 43.3
1999–00 713.6 123.5 590.1 50.2 539.9 43.4
2000–01 713.6 141.9 571.7 51.7 520.0 43.9
2001–02 703.0 137.7 565.3 53.4 511.9 39.7
2002–03 699.0 139.5 559.6 54.2 505.3 37.3
2003–04 700.1 149.1 551.0 54.8 496.2 35.8
2004–05 705.0 155.4 549.6 54.9 494.7 34.1
2005–06 702.5 165.6 536.9 55.4 481.5 33.8
2006–07 705.8 181.9 523.9 56.6 467.3 33.9
2007–08 692.3 176.0 516.3 58.6 457.6 33.3
2008–09 824.2 298.9 525.2 61.5 463.7 31.0
2009–10 883.3 300.8 582.5 63.4 519.1 29.4
2010–11 920.9 304.0 616.9 66.6 550.3 30.9
2011–12 967.7 317.6 650.1 68.0 582.2 31.0
Notes: Gross debt equals the sum of market debt, market debt value adjustments, accounts payable and accrued liabilities, and pension and other liabilities. Net debt equals gross debt less financial assets. Accumulated deficit equals net debt less non-financial assets.
Source: Public Accounts of Canada.

 

Reference Table II
Government of Canada Outstanding Market Debt
($ billions)
  Payable in Canadian dollars
 
Fiscal year Treasury bills Marketable bonds Retail debt Canada Pension
Plan bonds
    Total
1985–86 62.0 81.1 44.2 0.4 187.7
1986–87 77.0 94.4 44.3 1.8 217.5
1987–88 81.1 103.9 53.3 2.5 240.8
1988–89 102.7 115.7 47.8 3.0 269.2
1989–90 118.6 127.7 40.9 3.1 290.2
1990–91 139.2 143.6 34.4 3.5 320.7
1991–92 152.3 158.1 35.6 3.5 349.5
1992–93 162.1 178.5 34.4 3.5 378.4
1993–94 166.0 203.4 31.3 3.5 404.3
1994–95 164.5 225.7 31.4 3.5 425.1
1995–96 166.1 252.8 31.4 3.5 453.8
1996–97 135.4 282.6 33.5 3.5 454.9
1997–98 112.3 294.6 30.5 3.5 440.8
1998–99 97.0 295.8 28.2 4.1 425.0
1999–00 99.9 294.4 26.9 3.6 424.7
2000–01 88.7 295.5 26.4 3.5 414.1
2001–02 94.2 294.9 24.0 3.4 416.5
2002–03 104.6 289.2 22.6 3.4 419.8
2003–04 113.4 279.0 21.3 3.4 417.1
2004–05 127.2 266.7 19.1 3.4 416.3
2005–06 131.6 261.9 17.3 3.1 413.9
2006–07 134.1 257.9 15.2 1.7 408.9
2007–08 117.0 253.8 13.1 1.0 384.9
2008–09 192.5 295.3 12.5 0.5 500.8
2009–10 175.9 367.9 11.8 0.5 556.1
2010–11 163.0 416.1 10.1 0.0 589.2
2011–12 163.2 448.1 8.9 0.0 620.3

 

Reference Table II (cont’d)
Government of Canada Outstanding Market Debt
($ billions)
Payable in foreign currencies
 
Fiscal year Canada bills Marketable bonds Canada notes Euro medium-term notes Standby drawings Term loans     Total
1985–86 0.0 9.3 0.0 0.0 2.2 2.2 13.8
1986–87 1.0 8.9 0.0 0.0 0.0 2.0 12.0
1987–88 1.0 7.9 0.0 0.0 0.0 2.3 11.3
1988–89 1.1 6.3 0.0 0.0 0.0 0.9 8.3
1989–90 1.4 4.3 0.0 0.0 0.0 0.0 5.7
1990–91 1.0 3.6 0.0 0.0 0.0 0.0 4.5
1991–92 0.0 3.4 0.0 0.0 0.0 0.0 3.4
1992–93 2.6 2.8 0.0 0.0 0.0 0.0 5.4
1993–94 5.6 5.0 0.0 0.0 0.0 0.0 10.7
1994–95 9.0 7.9 0.0 0.0 0.0 0.0 16.9
1995–96 7.0 9.5 0.3 0.0 0.0 0.0 16.8
1996–97 8.4 12.5 2.1 0.0 0.0 0.0 23.0
1997–98 9.4 14.6 1.7 1.5 0.0 0.0 27.2
1998–99 10.2 19.7 1.3 4.9 0.0 0.0 36.0
1999–00 6.0 21.4 1.1 4.1 0.0 0.0 32.6
2000–01 7.2 21.2 1.6 3.7 0.0 0.0 33.7
2001–02 3.4 19.8 1.2 3.2 0.0 0.0 27.5
2002–03 2.6 14.5 1.2 3.3 0.0 0.0 21.6
2003–04 3.4 13.2 1.3 3.0 0.0 0.0 20.8
2004–05 3.9 9.9 1.1 1.7 0.0 0.0 16.5
2005–06 4.7 7.6 0.5 1.5 0.0 0.0 14.3
2006–07 1.8 6.7 0.5 1.6 0.0 0.0 10.6
2007–08 1.5 6.1 0.5 1.6 0.0 0.0 9.7
2008–09 8.7 0.3 0.0 1.7 0.0 0.0 10.6
2009–10 2.5 5.8 0.0 0.0 0.0 0.0 8.2
2010–11 2.0 5.6 0.0 0.0 0.0 0.0 7.6
2011–12 2.1 8.6 0.0 0.0 0.0 0.0 10.7

 

Reference Table II (cont’d)
Government of Canada Outstanding Market Debt
Total market debt
 
Fiscal year Total payable in Canadian dollars
($ billions)
Total payable in
foreign currencies
($ billions)
Less: government’s
own holdings1
($ billions)
Total market debt
($ billions)
Average
interest
rate
(%)
1985–86 187.7 13.8 -0.3 201.2 10.7
1986–87 217.5 12.0 -0.9 228.6 9.3
1987–88 240.8 11.3 -1.2 250.8 9.6
1988–89 269.2 8.3 -1.2 276.3 10.8
1989–90 290.2 5.7 -1.3 294.6 11.2
1990–91 320.7 4.5 -1.3 323.9 10.7
1991–92 349.5 3.4 -1.0 351.9 8.9
1992–93 378.4 5.4 -1.1 382.7 7.9
1993–94 404.3 10.7 -1.0 414.0 6.8
1994–95 425.1 16.9 -1.0 441.0 8.0
1995–96 453.8 16.8 -1.0 469.5 7.3
1996–97 454.9 23.0 -1.1 476.9 6.7
1997–98 440.8 27.2 -1.2 466.8 6.6
1998–99 425.0 36.0 -3.3 457.7 6.7
1999–00 424.7 32.6 -3.1 454.2 6.2
2000–01 414.1 33.7 -2.9 444.9 6.1
2001–02 416.5 27.5 -3.1 440.9 5.6
2002–03 419.8 21.6 -2.7 438.6 5.3
2003–04 417.1 20.8 -1.5 436.5 4.9
2004–05 416.3 16.5 -1.1 431.8 4.6
2005–06 413.9 14.3 -1.0 427.3 4.7
2006–07 408.9 10.6 -0.7 418.9 4.9
2007–08 384.9 9.7 -0.5 394.1 4.6
2008–09 500.8 10.6 -0.6 510.9 3.2
2009–10 556.1 8.2 -0.1 564.4 2.7
2010–11 589.2 7.6 -0.1 596.8 2.8
2011–12 620.3 10.7 -0.1 631.0 2.7
Note: Numbers may not add due to rounding.
1
Because certain comparative figures have been restated to reflect the presentation method used in recent years, the numbers presented in this reference table can differ from numbers presented in other sections of the Debt Management Report. In the reference table, ‘’Government’s Holding – Consolidation Adjustment’’ is presented separately but in the rest of the report the amount is incorporated in the figures. For more information, please consult Table 6.10 and Table 6.14 of the Public Accounts of Canada 2012.
Source: Public Accounts of Canada.

 

Reference Table III
Fiscal 2011–12 Treasury Bill Program
($ millions)
Maturing New issues
 

Settlement date CMB1 3 mo 6 mo 12 mo Total CMB1 3 mo 6 mo 12 mo Total
April 1, 2011 3,500 3,500 0
April 5, 2011 3,000 3,000 0
April 14, 2011 3,000 7,100 6,000 16,100 7,700 2,900 2,900 13,500
April 15, 2011 0 2,500 2,500
April 19, 2011 0 3,500 3,500
April 21, 2011 0 3,000 3,000
April 28, 2011 6,200 6,700 12,900 7,700 2,900 2,900 13,500
May 2, 2011 6,000 6,000 0
May 3, 2011 3,000 3,000 0
May 12, 2011 5,900 5,300 11,200 7,700 2,900 2,900 13,500
May 20, 2011 0 3,000 3,000
May 26, 2011 6,500 5,600 12,100 7,400 2,800 2,800 13,000
May 27, 2011 0 1,500 1,500
May 31, 2011 0 2,000 2,000
June 3, 2011 3,000 3,000 0
June 6, 2011 1,500 1,500 0
June 9, 2011 7,100 5,300 12,400 8,000 3,000 3,000 14,000
June 15, 2011 2,000 2,000 0
June 16, 2011 0 2,400 2,400
June 20, 2011 0 2,000 2,000
June 23, 2011 6,800 5,500 12,300 7,400 2,800 2,800 13,000
June 28, 2011 0 3,000 3,000
July 6, 2011 2,400 2,400 0
July 7, 2011 2,000 7,700 5,800 15,500 6,500 2,500 2,500 11,500
July 11, 2011 3,000 3,000 0
July 18, 2011 0 2,500 2,500
July 20, 2011 0 3,000 3,000
July 21, 2011 7,700 4,700 12,400 6,500 2,500 2,500 11,500
July 27, 2011 0 2,300 2,300
August 3, 2011 3,000 3,000 0
August 4, 2011 2,500 7,700 5,600 15,800 8,000 3,000 3,000 14,000
August 5, 2011 2,300 2,300 0
August 18, 2011 7,700 5,200 12,900 8,600 3,200 3,200 15,000
August 25, 2011 0 3,400 3,400
August 29, 2011 0 3,200 3,200
August 31, 2011 0 3,500 3,500
September 1, 2011 7,400 5,700 13,100 9,200 3,400 3,400 16,000
September 6, 2011 3,400 3,400 0
September 15, 2011 3,200 8,000 5,500 16,700 8,900 3,300 3,300 15,500
September 16, 2011 3,500 3,500 0

 

Reference Table III (cont’d)
Fiscal 2011–12 Treasury Bill Program
($ millions)
Maturing New issues
 

Settlement date CMB1 3 mo 6 mo 12 mo Total CMB1 3 mo 6 mo 12 mo Total
September 19, 2011 0 2,800 2,800
September 21, 2011 0 2,200 2,200
September 26, 2011 0 2,700 2,700
September 29, 2011 7,400 6,100 13,500 8,900 3,300 3,300 15,500
October 4, 2011 2,800 2,800 0
October 11, 2011 2,200 2,200 0
October 12, 2011 0 1,300 1,300
October 13, 2011 6,500 5,800 12,300 8,900 3,300 3,300 15,500
October 17, 2011 2,700 2,700 0
October 20, 2011 0 1,500 1,500
October 27, 2011 6,500 6,700 13,200 7,700 2,900 2,900 13,500
November 2, 2011 1,500 1,500 0
November 7, 2011 1,300 1,300 0
November 10, 2011 8,000 5,700 13,700 7,400 2,800 2,800 13,000
November 21, 2011 0 1,500 1,500
November 24, 2011 8,600 5,600 14,200 7,700 2,900 2,900 13,500
November 28, 2011 0 1,500 1,500
November 30, 2011 0 2,700 2,700
December 2, 2011 1,500 1,500 0
December 5, 2011 1,500 1,500 0
December 8, 2011 9,200 5,800 15,000 6,500 2,500 2,500 11,500
December 12, 2011 2,700 2,700 2,000 2,000
December 14, 2011 0 2,800 2,800
December 22, 2011 8,900 5,500 14,400 6,800 2,600 2,600 12,000
January 5, 2012 2,000 8,900 5,000 15,900 6,500 2,500 2,500 11,500
January 6, 2012 2,800 2,800 0
January 18, 2012 0 2,700 2,700
January 19, 2012 8,900 4,700 13,600 6,500 2,500 2,500 11,500
January 20, 2012 0 2,700 2,700
February 2, 2012 2,700 7,700 6,200 16,600 6,800 2,600 2,600 12,000
February 7, 2012 2,700 2,700 0
February 13, 2012 0 1,800 1,800
February 16, 2012 7,400 5,200 12,600 6,800 2,600 2,600 12,000
February 17, 2012 0 2,500 2,500
March 1, 2012 7,700 6,700 14,400 3,200 7,400 2,800 2,800 16,200
March 2, 2012 4,300 4,300 0
March 5, 2012 3,200 3,200 0
March 15, 2012   6,500   5,500 12,000   7,700 2,900 2,900 13,500
March 16, 2012 0 3,400 3,400
March 20, 2012 0 2,200 2,200
March 23, 2012 0 1,600 1,600
March 29, 2012 6,800 6,600 13,400 7,700 2,900 2,900 13,500
Total 84,200 194,800 75,000 73,000 427,000 81,900 196,900 74,300 74,300 427,400

 

Reference Table III (cont’d)
Fiscal 2011–12 Treasury Bill Program
($ millions)
Net increment Average tender yields
 

Settlement date Total maturing
($ millions)
Total new issues
($ millions)
Total
($ millions)
Cumulative
($ millions)
O/S2
($ millions)
CMB1
(%)
3 mo
(%)
6 mo
(%)
12 mo
(%)
April 1, 2011 3,500 0 -3,500 -3,500 159,500
April 5, 2011 3,000 0 -3,000 -6,500 156,500
April 14, 2011 16,100 13,500 -2,600 -9,100 153,900 0.97 1.14 1.47
April 15, 2011 0 2,500 2,500 -6,600 156,400 0.97
April 19, 2011 0 3,500 3,500 -3,100 159,900 1.00
April 21, 2011 0 3,000 3,000 -100 162,900 1.00
April 28, 2011 12,900 13,500 600 500 163,500 0.98 1.14 1.43
May 2, 2011 6,000 0 -6,000 -5,500 157,500
May 3, 2011 3,000 0 -3,000 -8,500 154,500
May 12, 2011 11,200 13,500 2,300 -6,200 156,800 0.98 1.13 1.39
May 20, 2011 0 3,000 3,000 -3,200 159,800 0.98
May 26, 2011 12,100 13,000 900 -2,300 160,700 0.96 1.07 1.28
May 27, 2011 0 1,500 1,500 -800 162,200 0.96
May 31, 2011 0 2,000 2,000 1,200 164,200 0.98
June 3, 2011 3,000 0 -3,000 -1,800 161,200
June 6, 2011 1,500 0 -1,500 -3,300 159,700
June 9, 2011 12,400 14,000 1,600 -1,700 161,300 0.95 1.05 1.23
June 15, 2011 2,000 0 -2,000 -3,700 159,300
June 16, 2011 0 2,400 2,400 -1,300 161,700 0.93
June 20, 2011 0 2,000 2,000 700 163,700 0.93
June 23, 2011 12,300 13,000 700 1,400 164,400 0.92 1.02 1.22
June 28, 2011 0 3,000 3,000 4,400 167,400 0.97
July 6, 2011 2,400 0 -2,400 2,000 165,000
July 7, 2011 15,500 11,500 -4,000 -2,000 161,000 0.93 1.05 1.26
July 11, 2011 3,000 0 -3,000 -5,000 158,000
July 18, 2011 0 2,500 2,500 -2,500 160,500 0.94
July 20, 2011 0 3,000 3,000 500 163,500 0.98
July 21, 2011 12,400 11,500 -900 -400 162,600 0.93 1.04 1.24
July 27, 2011 0 2,300 2,300 1,900 164,900 0.99
August 3, 2011 3,000 0 -3,000 -1,100 161,900
August 4, 2011 15,800 14,000 -1,800 -2,900 160,100 0.92 1.01 1.18
August 5, 2011 2,300 0 -2,300 -5,200 157,800
August 18, 2011 12,900 15,000 2,100 -3,100 159,900 0.85 0.93 0.92
August 25, 2011 0 3,400 3,400 300 163,300 0.98
August 29, 2011 0 3,200 3,200 3,500 166,500 0.97
August 31, 2011 0 3,500 3,500 7,000 170,000 1.00

 

Reference Table III (cont’d)
Fiscal 2011–12 Treasury Bill Program
($ millions)
Net increment Average tender yields
 

Settlement date Total maturing
($ millions)
Total new issues
($ millions)
Total
($ millions)
Cumulative
($ millions)
O/S2
($ millions)
CMB1
(%)
3 mo
(%)
6 mo
(%)
12 mo
(%)
September 1, 2011 13,100 16,000 2,900 9,900 172,900 0.93 0.94 0.95
September 6, 2011 3,400 0 -3,400 6,500 169,500
September 15, 2011 16,700 15,500 -1,200 5,300 168,300 0.90 0.91 0.92
September 16, 2011 3,500 0 -3,500 1,800 164,800
September 19, 2011 0 2,800 2,800 4,600 167,600 0.94
September 21, 2011 0 2,200 2,200 6,800 169,800 0.93
September 26, 2011 0 2,700 2,700 9,500 172,500 0.94
September 29, 2011 13,500 15,500 2,000 11,500 174,500 0.87 0.88 0.88
October 4, 2011 2,800 0 -2,800 8,700 171,700
October 11, 2011 2,200 0 -2,200 6,500 169,500
October 12, 2011 0 1,300 1,300 7,800 170,800 0.92
October 13, 2011 12,300 15,500 3,200 11,000 174,000 0.86 0.89 0.93
October 17, 2011 2,700 0 -2,700 8,300 171,300
October 20, 2011 0 1,500 1,500 9,800 172,800 0.90
October 27, 2011 13,200 13,500 300 10,100 173,100 0.87 0.92 0.93
November 2, 2011 1,500 0 -1,500 8,600 171,600
November 7, 2011 1,300 0 -1,300 7,300 170,300
November 10, 2011 13,700 13,000 -700 6,600 169,600 0.91 0.94 0.93
November 21, 2011 0 1,500 1,500 8,100 171,100 0.92
November 24, 2011 14,200 13,500 -700 7,400 170,400 0.89 0.91 0.85
November 28, 2011 0 1,500 1,500 8,900 171,900 0.93
November 30, 2011 0 2,700 2,700 11,600 174,600 0.95
December 2, 2011 1,500 0 -1,500 10,100 173,100
December 5, 2011 1,500 0 -1,500 8,600 171,600
December 8, 2011 15,000 11,500 -3,500 5,100 168,100 0.84 0.90 0.90
December 12, 2011 2,700 2,000 -700 4,400 167,400 0.82
December 14, 2011 0 2,800 2,800 7,200 170,200 0.92
December 22, 2011 14,400 12,000 -2,400 4,800 167,800 0.83 0.89 0.89
January 5, 2012 15,900 11,500 -4,400 400 163,400 0.83 0.94 0.97
January 6, 2012 2,800 0 -2,800 -2,400 160,600
January 18, 2012 0 2,700 2,700 300 163,300 0.92
January 19, 2012 13,600 11,500 -2,100 -1,800 161,200 0.82 0.92 0.97
January 20, 2012 0 2,700 2,700 900 163,900 0.98
February 2, 2012 16,600 12,000 -4,600 -3,700 159,300 0.88 0.93 0.98
February 7, 2012 2,700 0 -2,700 -6,400 156,600
February 13, 2012 0 1,800 1,800 -4,600 158,400 0.95
February 16, 2012 12,600 12,000 -600 -5,200 157,800 0.93 0.99 1.03
February 17, 2012 0 2,500 2,500 -2,700 160,300 0.97
March 1, 2012 14,400 16,200 1,800 -900 162,100 0.99 0.94 0.98 1.03
March 2, 2012 4,300 0 -4,300 -5,200 157,800
March 5, 2012 3,200 0 -3,200 -8,400 154,600
March 15, 2012 12,000 13,500 1,500 -6,900 156,100   0.92 1.00 1.10
March 16, 2012 0 3,400 3,400 -3,500 159,500 0.96      
March 20, 2012 0 2,200 2,200 -1,300 161,700 0.98      
March 23, 2012 0 1,600 1,600 300 163,300 0.97      
March 29, 2012 13,400 13,500 100 400 163,400   0.93 1.02 1.10
Total 427,000 427,400 400            
1 Cash management bill.
2 Outstanding.
Source: Bank of Canada.

 

Reference Table IV
Fiscal 2011–12 Treasury Bill Auction Results
($ millions)
Auction date Term
(months)
Issue amount
($ millions)
Average price
($)
Average yield
(%)
Bid coverage Tail
(basis points)
April 12, 2011 12 2,900 98.559 1.466 2.896 0.4
April 12, 2011 3 7,700 99.742 0.965 2.353 0.3
April 12, 2011 6 2,900 99.433 1.143 2.260 0.5
April 15, 2011 NF1 2,500 99.955 0.972 2.797 1.2
April 19, 2011 NF 3,500 99.964 1.000 2.844 0.8
April 21, 2011 NF 3,000 99.967 1.004 3.164 0.1
April 26, 2011 12 2,900 98.645 1.432 2.713 0.6
April 26, 2011 3 7,700 99.738 0.979 2.241 0.4
April 26, 2011 6 2,900 99.478 1.139 2.337 0.1
May 10, 2011 12 2,900 98.637 1.386 2.648 0.2
May 10, 2011 3 7,700 99.737 0.982 2.330 0.2
May 10, 2011 6 2,900 99.441 1.128 2.664 0.4
May 20, 2011 NF 3,000 99.963 0.978 1.933 0.9
May 24, 2011 12 2,800 98.786 1.282 3.020 0.3
May 24, 2011 3 7,400 99.743 0.959 2.408 0.4
May 24, 2011 6 2,800 99.510 1.070 3.064 0.3
May 27, 2011 NF 1,500 99.974 0.962 3.903 0.5
May 31, 2011 NF 2,000 99.960 0.976 2.531 0.9
June 7, 2011 12 3,000 98.783 1.235 2.428 0.4
June 7, 2011 3 8,000 99.746 0.949 2.225 0.5
June 7, 2011 6 3,000 99.481 1.046 2.308 0.6
June 16, 2011 NF 2,400 99.949 0.927 2.841 0.8
June 20, 2011 CM2 2,000 99.957 0.932 2.009 0.8
June 21, 2011 12 2,800 98.847 1.216 2.386 0.5
June 21, 2011 3 7,400 99.755 0.915 2.413 0.5
June 21, 2011 6 2,800 99.531 1.024 2.598 0.5
June 28, 2011 NF 3,000 99.966 0.967 2.421 1.3
July 5, 2011 12 2,500 98.755 1.264 2.195 0.7
July 5, 2011 3 6,500 99.751 0.930 2.408 0.2
July 5, 2011 6 2,500 99.478 1.053 2.406 0.4
July 18, 2011 CM 2,500 99.956 0.943 1.989 1.2
July 19, 2011 12 2,500 98.824 1.241 2.527 0.7
July 19, 2011 3 6,500 99.750 0.934 2.400 0.2
July 19, 2011 6 2,500 99.524 1.039 2.303 0.6
July 20, 2011 NF 3,000 99.962 0.984 2.117 1.1
July 27, 2011 NF 2,300 99.976 0.986 2.283 0.8
August 2, 2011 12 3,000 98.836 1.181 2.538 0.4
August 2, 2011 3 8,000 99.754 0.917 2.178 0.3
August 2, 2011 6 3,000 99.499 1.009 2.275 1.1
August 16, 2011 12 3,200 99.121 0.925 2.258 1.1

 

Reference Table IV (cont’d)
Fiscal 2011–12 Treasury Bill Auction Results
Auction date Term
(months)
Issue amount
($ millions)
Average price
($)
Average yield
(%)
Bid coverage Tail
(basis points)
August 16, 2011 3 8,600 99.774 0.845 1.920 0.8
August 16, 2011 6 3,200 99.576 0.926 2.162 0.8
August 25, 2011 NF 3,400 99.968 0.977 1.591 1.3
August 29, 2011 CM 3,200 99.955 0.973 1.957 1.5
August 30, 2011 12 3,400 99.064 0.947 2.388 0.7
August 30, 2011 3 9,200 99.750 0.932 1.882 0.8
August 30, 2011 6 3,400 99.531 0.944 2.193 1.1
August 31, 2011 NF 3,500 99.956 0.997 1.393 1.1
September 13, 2011 12 3,300 99.124 0.922 2.405 0.8
September 13, 2011 3 8,900 99.758 0.902 2.336 0.3
September 13, 2011 6 3,300 99.582 0.913 2.642 0.5
September 19, 2011 NF 2,800 99.962 0.936 2.094 2.4
September 21, 2011 NF 2,200 99.949 0.934 3.477 0.7
September 26, 2011 NF 2,700 99.946 0.940 2.479 1.5
September 27, 2011 12 3,300 99.129 0.881 2.370 0.8
September 27, 2011 3 8,900 99.767 0.868 2.215 0.3
September 27, 2011 6 3,300 99.565 0.876 2.139 0.8
October 11, 2011 12 3,300 99.120 0.926 2.361 0.6
October 11, 2011 3 8,900 99.769 0.864 1.999 0.6
October 11, 2011 6 3,300 99.592 0.891 2.306 0.9
October 12, 2011 NF 1,300 99.934 0.922 3.483 1.1
October 20, 2011 NF 1,500 99.968 0.898 3.717 0.0
October 25, 2011 12 2,900 99.076 0.935 2.689 0.5
October 25, 2011 3 7,700 99.768 0.865 2.136 0.7
October 25, 2011 6 2,900 99.545 0.917 2.474 0.7
November 8, 2011 12 2,800 99.118 0.928 3.035 0.4
November 8, 2011 3 7,400 99.757 0.908 2.293 0.3
November 8, 2011 6 2,800 99.571 0.935 2.640 0.3
November 21, 2011 NF 1,500 99.972 0.920 2.802 1.0
November 22, 2011 12 2,900 99.155 0.855 1.947 0.8
November 22, 2011 3 7,700 99.763 0.886 2.207 0.3
November 22, 2011 6 2,900 99.549 0.909 2.598 0.4
November 28, 2011 NF 1,500 99.982 0.932 2.679 0.8
November 30, 2011 NF 2,700 99.969 0.951 1.820 1.9
December 6, 2011 12 2,500 99.141 0.904 2.785 0.4
December 6, 2011 3 6,500 99.774 0.844 2.217 0.3
December 6, 2011 6 2,500 99.586 0.904 2.639 0.4
December 12, 2011 CM 2,000 99.946 0.816 2.082 3.0
December 14, 2011 NF 2,800 99.942 0.916 2.410 2.1
December 20, 2011 12 2,600 99.119 0.891 2.456 0.7

 

Reference Table IV (cont’d)
Fiscal 2011–12 Treasury Bill Auction Results
Auction date Term
(months)
Issue amount
($ millions)
Average price
($)
Average yield
(%)
Bid coverage Tail
(basis points)
December 20, 2011 3 6,800 99.779 0.826 2.021 0.4
December 20, 2011 6 2,600 99.558 0.891 2.455 0.7
January 4, 2012 12 2,500 99.074 0.975 2.403 0.5
January 4, 2012 3 6,500 99.778 0.829 2.134 0.4
January 4, 2012 6 2,500 99.571 0.937 2.804 0.1
January 17, 2012 12 2,500 99.044 0.968 2.414 0.4
January 17, 2012 3 6,500 99.780 0.820 2.146 0.9
January 17, 2012 6 2,500 99.543 0.921 2.391 0.3
January 18, 2012 CM 2,700 99.962 0.924 2.044 2.6
January 20, 2012 NF 2,700 99.952 0.978 2.507 1.4
January 31, 2012 12 2,600 99.068 0.981 2.650 0.4
January 31, 2012 3 6,800 99.765 0.877 2.386 0.3
January 31, 2012 6 2,600 99.576 0.925 2.718 0.3
February 13, 2012 NF 1,800 99.953 0.945 2.807 1.3
February 14, 2012 12 2,600 98.979 1.034 2.340 0.6
February 14, 2012 3 6,800 99.750 0.933 2.080 0.6
February 14, 2012 6 2,600 99.511 0.986 2.375 0.3
February 17, 2012 NF 2,500 99.963 0.973 2.230 1.9
February 28, 2012 12 2,800 99.018 1.034 2.396 0.2
February 28, 2012 3 7,400 99.748 0.941 2.218 0.4
February 28, 2012 6 2,800 99.549 0.985 2.369 0.3
February 29, 2012 NF 3,200 99.989 0.992 2.876 1.2
March 13, 2012 12 2,900 98.919 1.096 2.864 0.4
March 13, 2012 3 7,700 99.753 0.923 2.277 0.2
March 13, 2012 6 2,900 99.504 1.000 2.598 0.7
March 16, 2012 NF 3,400 99.953 0.963 2.873 2.2
March 20, 2012 NF 2,200 99.957 0.982 2.531 1.0
March 23, 2012 CM 1,600 99.947 0.968 2.286 0.9
March 27, 2012 12 2,900 98.953 1.103 2.785 0.4
March 27, 2012 3 7,700 99.752 0.926 2.081 0.2
March 27, 2012 6 2,900 99.535 1.016 2.741 0.1
Total 427,400
Notes: Coverage is defined as the ratio of total bids at auction to the amount auctioned. Tail is defined as the highest accepted yield minus the average yield.
1 Non-fungible cash management bill.
2 Cash management bill.
Source: Bank of Canada.

 

Reference Table V
Issuance of Government of Canada Domestic Bonds
($ billions)
  Gross issuance    
  Nominal1 RRB   Buybacks  
 

 
 
Fiscal
year
2-year 3-year 5-year 10-year 30-year Total 30-year  Total Cash Switch Total Net
issuance
1995–96 11.1 5.1 17.0 10.5 5.0 48.7 1.0 49.7 49.7
1996–97 12.0 11.1 13.3 11.8 5.8 54.0 1.7 55.7 55.7
1997–98 14.0 9.9 9.3 5.0 38.2 1.7 39.9 39.9
1998–99 14.0 9.8 9.2 3.3 36.3 1.6 37.9 37.9
1999–00 14.2 14.0 12.9 3.7 44.8 1.3 46.0 -2.7 0.0 -2.7 43.3
2000–01 14.1 10.5 10.1 3.8 38.5 1.4 39.9 -2.8 0.0 -2.8 37.1
2001–02 14.0 10.0 9.9 6.3 40.2 1.4 41.6 -5.3 -0.4 -5.6 35.9
2002–03 13.9 11.0 12.6 4.8 42.3 1.4 43.7 -7.1 -5.0 -12.1 31.6
2003–04 13.0 10.7 11.5 4.2 39.4 1.4 40.8 -5.2 -5.0 -10.2 30.7
2004–05 12.0 9.6 10.6 3.3 35.5 1.4 36.9 -6.8 -4.7 -11.4 25.5
2005–06 10.0 9.2 10.0 3.2 32.4 1.5 33.9 -5.3 -3.3 -8.6 25.3
2006–07 10.3 7.8 10.4 3.3 31.8 1.6 33.4 -5.1 -4.7 -9.8 23.6
2007–08 11.7 6.3 10.7 3.4 32.0 2.3 34.3 -4.3 -2.4 -6.7 27.6
2008–09 23.2 29.0 15.7 5.1 72.9 2.1 75.0 -3.2 -2.7 -6.0 69.0
2009–10 31.5 20.1 24.0 17.4 7.0 100.0 2.2 102.2 0.0 -2.1 -2.1 100.1
2010–11 36.8 18.8 21.2 12.0 4.5 93.3 2.2 95.5 0.0 -4.4 -4.4 91.2
2011–12 44.0 18.0 21.0 10.0 4.7 97.7 2.2 99.9 -3.0 -3.0 -5.9 94.0
1 Including nominal issuance through switch buyback operations.
Source: Bank of Canada.

 

Reference Table VI
Fiscal 2011–12 Domestic Bond Program
Offering date Delivery date Maturity date Maturing
($ millions)
Gross
($ millions)
Bond repurchase
($ millions)
Net
($ millions)
Fixed-coupon
bonds
April 6, 2011 April 8, 2011 August 1, 2013 3,500 3,500
April 20, 2011 April 26, 2011 September 1, 2016 3,500 3,500
April 27, 2011 May 2, 2011 August 1, 2014 3,000 3,000
May 4, 2011 May 9, 2011 June 1, 2021 2,500 439 2,061
May 11, 2011 May 13, 2011 August 1, 2013 3,500 3,500
May 18, 2011 May 24, 2011 September 1, 2016 3,500 3,500
May 25, 2011 May 30, 2011 August 1, 2014 3,000 3,000
June 1, 2011 * 12,060 -12,060
June 2, 2011 June 6, 2011 August 1, 2013 0 0
June 8, 2011 June 13, 2011 December 1, 2045 1,400 500 900
June 15, 2011 June 17, 2011 August 1,2013 3,500 3,500
July 6, 2011 July 11, 2011 September 1, 2016 3,500 3,500
July 13, 2011 July 15, 2011 November 1, 2013 3,500 3,500
July 27, 2011 August 2, 2011 June 1, 2022 2,500 500 2,000
August 10, 2011 August 15, 2011 August 1, 2014 3,000 3,000
August 17, 2011 August 19, 2011 November 1, 2013 3,500 3,500
August 24, 2011 August 29, 2011 December 1, 2045 400 592 -192
September 1, 2011 * 9,524 -9,524
September 14, 2011 September 16, 2011 November 1, 2013 3,500 3,500
September 28, 2011 September 30, 2011 November 1, 2013 1,000 1,222 -222
October 5, 2011 October 11, 2011 June 1, 2022 2,500 452 2,048
October 12, 2011 October 17, 2011 March 1, 2017 3,500 3,500
October 19, 2011 October 21, 2011 February 1, 2014 3,500 3,500
November 2, 2011 November 7, 2011 February 1, 2015 3,000 3,000
November 9, 2011 November 14, 2011 February 1, 2014 3,500 3,500
November 16, 2011 November 21, 2011 December 1, 2045 1,500 113 1,387
November 23, 2011 November 28, 2011 March 1, 2017 3,500 3,500
December 1, 2011 * 4,978 -4,978
December 7, 2011 December 9, 2011 February 1, 2014 3,500 3,500
December 14, 2011 December 19, 2011 February 1, 2015 3,000 3,000
December 21, 2011 December 23, 2011 February 1, 2014 614 660 -46
January 11, 2012 January 13, 2012 May 1, 2014 3,500 3,500
January 25, 2012 January 30, 2012 February 1, 2015 3,000 3,000
February 1, 2012 February 6, 2012 June 1, 2022 2,500 482 2,018
February 8, 2012 February 10, 2012 May 1, 2014 3,500 3,500
February 15, 2012 February 21, 2012 March 1, 2017 3,500 3,500
March 1, 2012 * 5,953 -5,953
February 29, 2012 March 2, 2012 May 1, 2014 3,500 3,500
Fixed-coupon bonds
March 14, 2012 March 16, 2012 May 1, 2014 367 479 -112
March 21, 2012 March 26, 2012 December 1, 2045 1,400 480 920
Real Return Bonds
June 1, 2011 June 6, 2011 December 1, 2044 700 700
August 31, 2011 September 6, 2011 December 1, 2044 400 400
November 30, 2011 December 5, 2011 December 1, 2044 700 700
February 22, 2012 February 27, 2012 December 1, 2044 400 400
Totals for fiscal year     32,516 99,880 5,919 61,446
* Maturing date.
Source: Bank of Canada.

 

Reference Table VII
Fiscal 2011–12 Domestic Bond Auction Results
Auction date Term
(years)
Maturity date Coupon
rate
(%)
Issue amount
($ millions)
Average
price
($)
Average yield
(%)
Auction coverage Tail
(basis points)
April 6, 2011 2 August 1, 2013 2.00 3,500 99.907 2.042 2.77 0.3
April 20, 2011 5 September 1, 2016 2.75 3,500 99.958 2.759 2.48 0.6
April 27, 2011 3 August 1, 2014 2.25 3,000 99.998 2.251 2.60 0.3
May 4, 2011 10 June 1, 2021 3.25 2,500 100.332 3.211 2.60 0.4
May 11, 2011 2 August 1, 2013 2.00 3,500 100.275 1.873 2.67 0.2
May 18, 2011 5 September 1, 2016 2.75 3,500 100.898 2.567 2.74 0.2
May 25, 2011 3 August 1, 2014 2.25 3,000 100.652 2.037 2.92 0.3
June 1, 2011 30 December 1, 2044 1.50 * 700 113.587 1.020 2.19
June 8, 2011 30 December 1, 2045 3.50 1,400 99.703 3.515 2.51 0.3
June 15, 2011 2 August 1, 2013 2.00 3,500 100.891 1.572 2.57 0.3
July 6, 2011 5 September 1, 2016 2.75 3,500 102.126 2.309 2.63 0.2
July 13, 2011 2 November 1, 2013 1.50 3,500 99.830 1.576 2.65 0.2
July 27, 2011 10 June 1, 2022 2.75 2,500 97.759 2.994 2.61 0.3
August 10, 2011 3 August 1, 2014 2.25 3,000 103.743 0.965 2.33 0.4
August 17, 2011 2 November 1, 2013 1.50 3,500 101.020 1.030 2.65 0.8
August 31, 2011 30 December 1, 2044 1.50 * 400 117.233 0.899 2.61
September 14, 2011 2 November 1, 2013 1.50 3,500 101.146 0.954 2.68 0.3
October 5, 2011 10 June 1, 2022 2.75 2,500 104.669 2.254 2.67 0.4
October 12, 2011 5 March 1, 2017 1.50 3,500 98.830 1.729 2.47 0.4
October 19, 2011 2 February 1, 2014 1.00 3,500 99.783 1.097 2.53 0.3
November 2, 2011 3 February 1, 2015 1.00 3,000 99.308 1.219 2.56 0.7
November 9, 2011 2 February 1, 2014 1.00 3,500 100.072 0.967 2.70 0.3
November 16, 2011 30 December 1, 2045 3.50 1,500 116.188 2.763 2.64 0.4
November 23, 2011 5 March 1, 2017 1.50 3,500 100.298 1.441 2.43 0.3
November 30, 2011 30 December 1, 2044 1.50 * 700 124.496 0.671 2.12
December 7, 2011 2 February 1, 2014 1.00 3,500 100.134 0.937 2.73 0.3
December 14, 2011 3 February 1, 2015 1.00 3,000 99.930 1.023 2.73 0.4
January 11, 2012 2 May 1, 2014 0.75 3,500 99.494 0.973 2.79 0.1
January 25, 2012 3 February 1, 2015 1.00 3,000 99.532 1.159 2.61 0.2
February 1, 2012 10 June 1, 2022 2.75 2,500 106.814 2.015 2.51 0.3
February 8, 2012 2 May 1, 2014 0.75 3,500 99.245 1.095 2.54 0.3
February 15, 2012 5 March 1, 2017 1.50 3,500 100.367 1.424 2.63 0.3
February 22, 2012 30 December 1, 2044 1.50 * 400 127.583 0.575 2.58
February 29, 2012 2 May 1, 2014 0.75 3,500 99.219 1.116 2.35 0.5
March 21, 2012 30 December 1, 2045 3.50 1,400 115.365 2.793 2.84 0.3
Total       97,500        
Notes: Coverage is defined as the ratio of total bids at auction to the amount auctioned. Tail is defined as the highest accepted yield minus the average yield. Does not include nominal issuance resulting from switch buyback operations.
*  Real Return Bond.
Source: Bank of Canada.

 

Reference Table VIII
Outstanding Government of Canada Domestic Bonds
as at March 31, 2012
Maturity date Amount
($ millions)
Coupon rate
(%)
Inflation adjustment
($ millions)
Outstanding amount
($ millions)
Fixed-coupon bonds    
June 1, 2012 3,333 1.50    
June 1, 2012 4,761 3.75    
June 1, 2012 8,201 5.25    
September 1, 2012 11,365 2.00    
December 1, 2012 13,007 1.50    
March 1, 2013 13,394 1.75    
June 1, 2013 10,805 3.50    
June 1, 2013 8,796 5.25    
August 1, 2013 10,500 2.00    
September 1, 2013 9,200 2.50    
November 1, 2013 11,500 1.50    
February 1, 2014 11,114 1.00    
March 1, 2014 9,600 2.00    
March 15, 2014 710 10.25    
May 1, 2014 10,867 0.75    
June 1, 2014 13,150 3.00    
June 1, 2014 9,670 5.00    
August 1, 2014 9,000 2.25    
December 1, 2014 15,000 2.00    
February 1, 2015 9,000 1.00    
June 1, 2015 9,000 2.50    
June 1, 2015 10,143 4.50    
June 1, 2015 457 11.25    
December 1, 2015 11,342 3.00    
June 1, 2016 9,900 2.00    
June 1, 2016 10,157 4.00    
September 1, 2016 10,500 2.75    
March 1, 2017 10,500 1.50    
June 1, 2017 10,343 4.00    
June 1, 2018 10,623 4.25    
June 1, 2019 17,650 3.75    
June 1, 2020 13,100 3.50    
March 15, 2021 567 10.50    
June 1, 2021 11,500 3.25    
June 1, 2021 286 9.75    
June 1, 2022 7,500 2.75    
June 1, 2022 206 9.25    
June 1, 2023 2,499 8.00    
June 1, 2025 2,669 9.00    
Fixed-coupon bonds    
June 1, 2027 4,729 8.00    
June 1, 2029 12,408 5.75    
June 1, 2033 13,272 5.75    
June 1, 2037 13,999 5.00    
June 1, 2041 15,800 4.00    
December 1, 2045 4,700 3.50    
Total 406,823    
Real Return Bonds    
December 1, 2021 5,175 4.25 2,343 7,518
December 1, 2026 5,250 4.25 1,964 7,214
December 1, 2031 5,800 4.00 1,860 7,660
December 1, 2036 5,850 3.00 1,005 6,855
December 1, 2041 6,550 2.00 557 7,107
December 1, 2044 4,400 1.50 194 4,594
Total 33,025   7,923 40,948
Note: Outstanding bond amounts reported in this table are in accordance with Bank of Canada reports, which may vary slightly with Government of Canada amounts due to differences in classification methods.
Source: Bank of Canada.

 

Reference Table IX
Government of Canada Cross-Currency Swaps Outstanding
as at March 31, 2012
(CAD$ millions)
Swaps of domestic obligations Swaps of foreign obligations
 

 
Maturity date USD EUR JPY USD Total
2012 2,722 1,277 0 3,999
2013 1,122 1,550 120 2,793
2014 2,394 1,616 60 4,071
2015 2,344 1,290 0 3,635
2016 1,596 2,501 160 4,258
2017 2,769 1,377 0 4,106
2018 3,940 1,463 0 5,404
2019 1,860 1,330 0 3,191
2020 5,923 67 0 5,989
2021 3,389 3,027 0 6,416
2022 247 67 0 313
Total 28,306 15,525 340   44,173
Notes: Foreign currency swaps converted to Canadian dollars using Bank of Canada closing exchange rates as at March 31, 2012. Table does not include $184.1 million in foreign exchange swaps and $2,097.1 million in foreign exchange forwards that were outstanding as at March 31, 2012. Numbers may not add due to rounding.
Source: Public Accounts of Canada.             

 

Reference Table X
Fiscal 2011–12 Bond Buyback Program Operations
Buyback date Maturity date Coupon rate
(%)
Amount
($ millions)
Buyback on a cash basis      
May 4, 2011 June 1, 2023 8.00 275
June 1, 2025 9.00 90
June 1, 2027 8.00 74
Total 439
June 8, 2011 June 1, 2023 8.00 242
June 1, 2025 9.00 58
June 1, 2027 8.00 200
Total 500
July 27, 2011 June 1, 2023 8.00 63
June 1, 2025 9.00 67
June 1, 2027 8.00 370
Total 500
October 5, 2011 June 1, 2023 8.00 161
June 1, 2027 8.00 221
June 1, 2029 5.75 70
Total 452
November 16, 2011 June 1, 2023 8.00 10
June 1, 2029 5.75 35
June 1, 2033 5.75 68
Total 113
February 1, 2012 June 1, 2023 8.00 75
June 1, 2025 9.00 50
June 1, 2027 8.00 220
June 1, 2029 5.75 137
Total 482
March 21, 2012 June 1, 2023 8.00 132
June 1, 2025 9.00 75
June 1, 2027 8.00 188
June 1, 2029 5.75 15
June 1, 2033 5.75 70
Total 480
Grand total 2,966

 

Reference Table X (cont’d)
Fiscal 2011–12 Bond Buyback Program Operations
Buyback date Maturity date Coupon rate
(%)
Amount
($ millions)
Buyback on a switch basis      
June 2, 2011 0
Total 0
August 24, 2011 June 1, 2023 8.00 300
  June 1, 2025 9.00 67
  June 1, 2027 8.00 225
Total 592
September 28, 2011 June 1, 2013 3.50 1,171
June 1, 2013 5.25 51
Total 1,222
December 21, 2011 June 1, 2013 3.50 350
  June 1, 2014 3.00 310
Total 660
March 14, 2012 June 1, 2013 3.50 250
June 1, 2013 5.25 54
June 1, 2014 3.00 175
Total     479
Grand total 2,952
Cash management
bond buyback
April 5, 2011 June 1, 2011 1.25 45
  June 1, 2011 6.00 2
  September 1, 2011 1.00 311
  September 1, 2011 3.75 100
  June 1, 2012 5.25 42
Total 500
April 12, 2011 June 1, 2011 1.25 4
  June 1, 2011 6.00 70
  June 1, 2011 8.50 90
  September 1, 2011 1.00 116
  December 1, 2011 1.25 700
  June 1, 2012 5.25 20
Total     1,000
April 19, 2011 June 1, 2011 8.50 30
  September 1, 2011 1.00 237
  September 1, 2011 3.75 18
  March 1, 2012 1.50 215
Total 500
April 26, 2011 June 1, 2011 1.25 131
September 1, 2011 1.00 333
June 1, 2012 5.25 175
Total 639

 

Reference Table X (cont’d)
Fiscal 2011–12 Bond Buyback Program Operations
Buyback date Maturity date Coupon rate
(%)
Amount
($ millions)
Cash management
bond buyback
May 3, 2011 September 1, 2011 1.00 200
  June 1, 2012 5.25 300
Total 500
May 10, 2011 June 1, 2011 1.25 4
September 1, 2011 1.00 608
June 1, 2012 1.50 57
June 1, 2012 3.75 146
  June 1, 2012 5.25 171
Total 985
May 17, 2011 June 1, 2012 1.50 200
Total 200
May 31, 2011 December 1, 2011 1.25 238
June 1, 2012 1.50 162
June 1, 2012 3.75 100
Total 500
June 7, 2011 September 1, 2011 1.00 790
September 1, 2011 3.75 5
December 1, 2011 1.25 205
Total 1,000
June 14, 2011 March 1, 2012 1.50 200
June 1, 2012 1.50 50
  June 1, 2012 5.25 25
  September 1, 2012 2.00 225
Total 500
June 21, 2011 December 1, 2011 1.25 625
  June 1, 2012 1.50 75
  June 1, 2012 3.75 195
June 1, 2012 5.25 105
Total 1,000
June 28, 2011 September 1, 2012 2.00 500
Total 500
July 5, 2011 September 1, 2011 3.75 35
  December 1, 2011 1.25 85
  June 1, 2012 1.50 344
  June 1, 2012 3.75 481
  June 1, 2012 5.25 2
  September 1, 2012 2.00 54
Total     1,000
Cash management
bond buyback
     
July 12, 2011 June 1, 2012 1.50 493
  June 1, 2012 3.75 7
Total     500
July 19, 2011 September 1, 2011 1.00 101
  September 1, 2011 3.75 1
  December 1, 2011 1.25 481
  June 1, 2012 3.75 150
  June 1, 2012 5.25 12
Total     746
July 26, 2011 March 1, 2012 1.50 420
  June 1, 2012 1.50 38
  June 1, 2012 3.75 12
  June 1, 2012 5.25 30
Total     500
       
August 2, 2011 September 1, 2011 1.00 23
  June 1, 2012 1.50 5
  September 1, 2012 2.00 410
Total     438
       
August 9, 2011 September 1, 2012 2.00 500
Total     500
August 16, 2011 March 1, 2012 1.50 130
  June 1, 2012 1.50 266
  June 1, 2012 5.25 43
  September 1, 2012 2.00 561
Total     1,000
       
August 23, 2011 December 1, 2011 1.25 450
  March 1, 2012 1.50 50
Total     500
September 6, 2011 March 1, 2012 1.50 224
  June 1, 2012 1.50 100
  June 1, 2012 3.75 5
  June 1, 2012 5.25 6
Total     335
Cash management
bond buyback
     
September 13, 2011 December 1, 2011 1.25 117
  March 1, 2012 1.50 175
  June 1, 2012 1.50 25
  September 1, 2012 2.00 50
  December 1, 2012 1.50 195
Total     562
September 20, 2011 March 1, 2012 1.50 40
  June 1, 2012 1.50 363
  June 1, 2012 3.75 7
  September 1, 2012 2.00 90
Total     500
September 27, 2011 June 1, 2012 1.50 272
  September 1, 2012 2.00 425
  December 1, 2012 1.50 64
Total     761
October 4, 2011 December 1, 2011 1.25 45
  June 1, 2012 3.75 33
  June 1, 2012 5.25 20
  September 1, 2012 2.00 402
Total     500
October 11, 2011 December 1, 2011 1.25 18
  March 1, 2012 1.50 300
  June 1, 2012 1.50 3
  June 1, 2012 5.25 60
  September 1, 2012 2.00 619
Total     1,000
October 18, 2011 December 1, 2011 1.25 30
  June 1, 2012 5.25 182
  September 1, 2012 2.00 289
Total     500
October 25, 2011 June 1, 2012 1.50 401
  June 1, 2012 3.75 153
  June 1, 2012 5.25 50
  September 1, 2012 2.00 205
Total     809
Cash management
bond buyback
     
November 1, 2011 December 1, 2011 1.25 75
  June 1, 2012 1.50 118
  June 1, 2012 3.75 12
  June 1, 2012 5.25 2
  September 1, 2012 2.00 157
Total     364
November 8, 2011 December 1, 2011 1.25 13
  March 1, 2012 1.50 100
  June 1, 2012 1.50 3
  June 1, 2012 3.75 112
  June 1, 2012 5.25 25
  December 1, 2012 1.50 11
Total     264
November 15, 2011 December 1, 2011 1.25 100
  March 1, 2012 1.50 75
  September 1, 2012 2.00 325
Total     500
November 22, 2011 December 1, 2011 1.25 51
  June 1, 2012 1.50 200
  June 1, 2012 3.75 82
  June 1, 2012 5.25 74
  September 1, 2012 2.00 43
  December 1, 2012 1.50 550
Total     1,000
December 6, 2011 September 1, 2012 2.00 150
  December 1, 2012 1.50 50
  March 1, 2013 1.75 585
  June 1, 2013 3.50 15
Total     800
December 13, 2011 June 1, 2012 5.25 7
  September 1, 2012 2.00 30
  December 1, 2012 1.50 264
  March 1, 2013 1.75 199
Total     500
Cash management
bond buyback
     
December 20, 2011 June 1, 2012 1.50 202
  June 1, 2012 3.75 8
  June 1, 2012 5.25 81
  September 1, 2012 2.00 150
  December 1, 2012 1.50 150
  March 1, 2013 1.75 100
  June 1, 2013 3.50 291
  June 1, 2013 5.25 18
Total     1,000
January 4, 2012 June 1, 2012 3.75 73
  June 1, 2012 5.25 53
  March 1, 2013 1.75 725
Total     851
January 10, 2012 June 1, 2012 1.50 8
  March 1, 2013 1.75 242
  June 1, 2013 3.50 250
Total     500
January 17, 2012 June 1, 2012 3.75 14
  June 1, 2012 5.25 21
  March 1, 2013 1.75 200
  June 1, 2013 3.50 50
Total     285
January 24, 2012 June 1, 2012 5.25 37
  March 1, 2013 1.75 463
Total     500
January 31, 2012 September 1, 2012 2.00 650
  March 1, 2013 1.75 100
  June 1, 2013 3.50 243
  June 1, 2013 5.25 7
Total     1,000
February 7, 2012 June 1, 2012 1.50 86
  June 1, 2012 3.75 47
  June 1, 2012 5.25 2
  March 1, 2013 1.75 300
  June 1, 2013 3.50 65
Total     500
Cash management
bond buyback
     
February 14, 2012 June 1, 2012 1.50 96
  June 1, 2012 3.75 69
  June 1, 2012 5.25 61
  March 1, 2013 1.75 224
  June 1, 2013 3.50 550
Total     1,000
February 21, 2012 June 1, 2012 3.75 18
  March 1, 2013 1.75 314
  June 1, 2013 3.50 168
Total     500
March 6, 2012 June 1, 2012 3.75 39
  June 1, 2012 5.25 31
  December 1, 2012 1.50 35
  March 1, 2013 1.75 320
  June 1, 2013 3.50 75
Total     500
March 13, 2012 March 1, 2013 1.75 1,000
Total     1,000
March 20, 2012 September 1, 2012 2.00 251
  December 1, 2012 1.50 85
  March 1, 2013 1.75 164
Total     500
March 27, 2012 September 1, 2012 2.00 50
  March 1, 2013 1.75 660
  June 1, 2013 3.50 218
  June 1, 2013 5.25 71
Total     1,000
Grand total 30,538
Source: Bank of Canada.

 

Reference Table XI
Crown Corporation Borrowings as at March 31, 2012
($ millions)
Borrowings from the market 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Export Development Canada 20,375 17,178 16,191 13,730 15,533 16,743 26,925 23,001 22,033 24,141
Business Development Bank of Canada 6,263 7,302 7,432 7,898 8,256 8,025 2,354 1,488 897 658
Farm Credit Canada 8,082 9,209 10,181 11,133 12,182 9,624 3,949 1,765 1,293 913
Canada Mortgage
and Housing Corporation1
11,091 10,441 9,573 8,953 9,071 8,907 6,153 4,421 3,039 215,472
Canada Housing Trust1   57,518 77,840 96,547 127,566 160,664 180,440 199,238
Canada Post Corporation 114 108 71 64 61 58 93 90 1,051 1,051
Other 39 45 36 79 132 119 279 248 204 106
Total 45,964 44,283 101,002 119,697 141,782 171,042 200,417 211,453 227,755 242,341
1 During the year, Canada Mortgage and Housing Corporation – Minister’s Account was reclassified from a consolidated Crown corporation to an enterprise Crown corporation. As a result, figures for Canada Mortgage and Housing Corporation and Canada Housing Trust are now combined.

 

Reference Table XI (cont'd)
Crown Corporation Borrowings as at March 31, 2012
($ millions)
Government's loans and advances in enterprise
Crown corporations
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Business Development Bank of Canada 0 0 0 0  1,000 7,284 12,245 13,223 12,561
Canada Mortgage and Housing Corporation 5,408 5,189 4,999 4,799 4,651 4,393 61,863 72,262 69,569 66,5951
Canada Deposit
Insurance Corporation
0 0 0 0 0 0 0 0 0 0
Farm Credit Canada 0 0 0 0 0 3,840 11,450 15,931 17,558 19,326
Other 38 66 64 131 98 134 139 132 122 92
Total 5,446 5,255 5,063 4,930 4,749 9,367 80,736 100,570 100,472 98,574
1 Includes $54,806 million in outstanding lending related to the Insured Mortgage Purchase Program.
Source: Public Accounts of Canada.

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