Debt Management Report 2000-2001: 4

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Debt Management Report 2000-2001: 4
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Reference Table VI
Fiscal 2000-01 Treasury Bill Program


	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)														(%)
06-Apr-2000	5,250	–	–	–	5,250	–	–	–	1,900	–	-5,250	-5,250	94,600
13-Apr-2000	–	3,600	3,400	–	7,000	–	3,800	1,700	1,700	7,200	200	-5,050	94,800		5.35	5.58	5.87
20-Apr-2000	2,000	–	–	–	2,000	–	–	–	1,600	–	-2,000	-7,050	92,800
27-Apr-2000	–	3,800	–	3,000	6,800	–	3,400	1,600	–	-6,600	-200	-7,250	92,600		5.45	5.74	5.99
11-May-2000	–	3,800	3,200	–	7,000	–	3,000	1,500	1,400	6,000	-1,000	-8,250	91,600		5.66	5.9	6.25
25-May-2000	–	3,800	–	2,900	6,700	–	3,000	1,500	1,400	6,000	-700	-8,950	90,900		5.75	6.01	6.33
08-Jun-2000	–	4,000	3,100	–	7,100	–	2,900	1,300	1,500	5,500	-1,600	-10,550	89,300		5.64	5.8	6.11
22-Jun-2000	–	4,200	–	3,300	7,500	–	2,900	1,300	1,600	5,500	-2,000	-12,550	87,300		5.55	5.84	6.04
06-Jul-2000	–	4,200	3,500	–	7,700	–	2,900	1,300	1,700	5,500	-2,200	-14,750	85,100		5.55	5.77	5.99
20-Jul-2000	–	3,800	–	3,700	7,500	–	2,900	1,300	1,800	5,500	-2,000	-16,750	83,100		5.63	5.82	6.02
03-Aug-2000	–	3,400	3,600	–	7,000	–	3,200	1,400	–	6,000	-1,000	-17,750	82,100		5.65	5.79	5.97
17-Aug-2000	–	3,000	–	4,000	7,000	–	3,200	1,400	1,900	6,000	-1,000	-18,750	81,100		5.66	5.79	5.92
24-Aug-2000	–	–	–	–	–	3,000	–	–	2,000	3,000	3,000	-15,750	84,100	5.69
31-Aug-2000	–	3,000	3,600	–	6,600	2,000	3,500	1,500	–	8,500	1,900	-13,850	86,000	5.74	5.62	5.77	5.92
07-Sep-2000	3,000	–	–	–	3,000	–	–	–	2,000	–	-3,000	-16,850	83,000
14-Sep-2000	2,000	2,900	–	3,900	8,800	–	3,200	1,400	2,000	6,000	-2,800	-19,650	80,200		5.6	5.75	5.89
28-Sep-2000	–	2,900	3,500	–	6,400	–	3,200	1,400	1,900	6,000	-400	-20,050	79,800		5.56	5.72	5.81
12-Oct-2000	–	2,900	–	3,400	6,300	–	3,200	1,400	–	6,000	-300	-20,350	79,500		5.62	5.77	5.87
26-Oct-2000	–	2,900	3,100	–	6,000	–	3,200	1,400	1,800	6,000	–	-20,350	79,500		5.62	5.74	5.82
09-Nov-2000	–	3,200	–	3,200	6,400	–	3,200	1,400	1,600	6,000	-400	-20,750	79,100		5.68	5.82	5.93
23-Nov-2000	–	3,200	2,800	–	6,000	–	3,200	1,400	1,600	6,000	–	-20,750	79,100		5.74	5.88	5.97
07-Dec-2000	–	3,500	–	3,100	6,600	–	3,200	1,400	1,600	6,000	-600	-21,350	78,500		5.55	5.65	5.67
21-Dec-2000	–	3,200	2,600	–	5,800	–	3,200	1,400	1,700	6,000	200	-21,150	78,700		5.56	5.58	5.56
04-Jan-2001	–	3,200	–	3,500	6,700	–	3,500	1,500	–	6,500	-200	-21,350	78,500		5.45	5.38	5.24
18-Jan-2001	–	3,200	2,700	–	5,900	–	3,800	1,600	1,400	7,000	1,100	-20,250	79,600		5.24	5.18	5.10
01-Feb-2001	–	3,200	–	3,600	6,800	–	4,100	1,700	1,700	7,500	700	-19,550	80,300		5.14	5.05	4.97
15-Feb-2001	–	3,200	2,900	–	6,100	–	4,100	1,700	–	7,500	1,400	-18,150	81,700		5.13	5.01	4.98
01-Mar-2001	–	3,200	–	3,600	6,800	2,000	4,100	1,700	1,800	9,500	2,700	-15,450	84,400	5.07	4.8	4.74	4.72
15-Mar-2001	–	3,200	2,800	–	6,000	–	4,100	1,700	1,800	7,500	1,500	-13,950	85,900		4.66	4.64	4.64
29-Mar-2001	–	3,200	–	3,500	6,700	2,000	4,100	1,700	–	9,500	2,800	-11,150	88,700	4.83	4.6	4.58	4.58
Total	12,250	87,700	40,800	44,700	185,450	9,000	88,100	38,600	39,400	174,300	-11,150

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

Reference Table VII
Fiscal 2000-01 Treasury Bill Auction Results

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


	(months)	($ millions)	($)	(%)		(basis points)
13-Apr-2000	3	3,800	98.584	5.351	1.82	0.9
	6	1,700	97.496	5.579	2.009	1.1
	12	1,700	94.673	5.868	2.082	0.8
25-Apr-2000	3	3,400	98.558	5.449	1.929	0.8
	6	1,600	97.217	5.741	2.376	0.4
	12	1,600	94.36	5.993	2.056	0.7
09-May-2000	3	3,000	98.502	5.663	1.956	2.1
	6	1,500	97.357	5.899	1.926	2.1
	12	1,500	94.347	6.248	2.04	4.1
23-May-2000	3	3,000	98.479	5.751	2.234	0.8
	6	1,500	97.091	6.008	2.076	1.2
	12	1,500	94.067	6.325	1.999	0.8
06-Jun-2000	3	2,900	98.517	5.64	2.228	0.8
	6	1,300	97.402	5.796	1.869	1.2
	12	1,300	94.464	6.112	2.023	1.3
20-Jun-2000	3	2,900	98.531	5.551	2.237	0.9
	6	1,300	97.172	5.837	2.229	0.9
	12	1,300	94.279	6.035	2.048	0.3
04-Jul-2000	3	2,900	98.531	5.551	1.949	0.9
	6	1,300	97.414	5.767	2.067	1.1
	12	1,300	94.57	5.988	1.948	0.7
18-Jul-2000	3	2,900	98.512	5.625	2.077	1.2
	6	1,300	97.182	5.816	2.074	0.6
	12	1,300	94.335	6.022	2.061	0.7
01-Aug-2000	3	3,200	98.506	5.647	1.735	0.7
	6	1,400	97.402	5.794	2.027	1.4
	12	1,400	94.59	5.965	2.067	0.5
15-Aug-2000	3	3,200	98.504	5.656	1.863	0.4
	6	1,400	97.194	5.79	2.359	0.5
	12	1,400	94.423	5.923	1.982	0.9
29-Aug-2000	3	3,500	98.513	5.622	2.332	0.7
	6	1,500	97.415	5.766	1.921	1.1
	12	1,500	94.631	5.917	2.026	1.2
12-Sep-2000	3	3,200	98.519	5.599	2.3	0.9
	6	1,400	97.215	5.745	2.551	0.6
	12	1,400	94.453	5.889	2.235	0.4
26-Sep-2000	3	3,200	98.528	5.564	2.367	0.6
	6	1,400	97.436	5.717	2.38	0.6
	12	1,400	94.723	5.81	2.475	0.7

10-Oct-2000	3	3,200	98.513	5.62	2.05	0.8
	6	1,400	97.204	5.769	2.721	0.3
	12	1,400	94.467	5.873	2.455	0.6
24-Oct-2000	3	3,200	98.514	5.619	1.903	0.9
	6	1,400	97.426	5.741	2.522	0.3
	12	1,400	94.717	5.817	2.439	0.5
07-Nov-2000	3	3,200	98.499	5.677	1.945	0.6
	6	1,400	97.178	5.824	2.435	0.6
	12	1,400	94.418	5.928	2.195	0.4
21-Nov-2000	3	3,200	98.483	5.736	2.37	0.6
	6	1,400	97.367	5.875	2.763	0.5
	12	1,400	94.582	5.974	2.588	0.5
05-Dec-2000	3	3,200	98.532	5.549	2.311	0.6
	6	1,400	97.261	5.647	2.535	0.6
	12	1,400	94.651	5.667	2.182	0.5
19-Dec-2000	3	3,200	98.53	5.557	1.787	0.8
	6	1,400	97.496	5.579	2.122	1.0
	12	1,400	94.94	5.558	2.181	0.5
03-Jan-2001	3	3,500	98.559	5.445	2.062	0.7
	6	1,500	97.389	5.377	2.458	0.3
	12	1,500	95.032	5.242	2.235	1.2
16-Jan-2001	3	3,800	98.614	5.235	1.909	1.5
	6	1,600	97.671	5.181	2.244	0.9
	12	1,600	95.334	5.104	1.942	1.0
30-Jan-2001	3	4,100	98.638	5.142	1.63	1.7
	6	1,700	97.546	5.045	2.238	0.5
	12	1,700	95.284	4.963	2.1	0.9
13-Feb-2001	3	4,100	98.641	5.13	1.564	1.6
	6	1,700	97.744	5.014	1.852	1.1
	12	1,700	95.444	4.978	1.749	1.2
27-Feb-2001	3	4,100	98.727	4.804	1.6	2.0
	6	1,700	97.692	4.737	1.594	0.9
	12	1,700	95.506	4.718	1.524	1.3
13-Mar-2001	3	4,100	98.763	4.664	1.972	1.3
	6	1,700	97.909	4.641	1.72	1.4
	12	1,700	95.742	4.638	1.621	1.1
27-Mar-2001	3	4,100	98.779	4.604	1.453	2.3
	6	1,700	97.769	4.576	1.679	2.4
	12	1,700	95.634	4.578	1.669	1.7
Total		165,300

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 2000-01 Canadian-Dollar Marketable Bond Program


Offering date	Delivery date	Maturity date	Maturing	Gross	Bond repurchase	Net

	($ millions)
Fixed-coupon bonds 2000	2000
April 19	April 24	June 1, 2029		1,900		1,900
April 26	May 1	June 1, 2011	1,575	2,600		1,025
May 10	May 15	September 1, 2005		2,800		2,800
May 10	May 15				463	-463
June 7	June 15	December 1, 2002		3,600		3,600
	July 4*		3,075			-3,075
June 26	August 1	June 1, 2011		2,600		2,600
June 26	August 1				500	-500
August 9	August 15	September 1, 2005		2,700		2,700
	September 1*		8,800			-8,800
September 13	September 15	December 1, 2002		3,500		3,500
October 11	October 16	June 1, 2029		1,900		1,900
October 11	October 16				369	-369
October 25	October 30	June 1, 2011		2,400		2,400
November 8	November 14	September 1, 2006		2,500		2,500
November 8	November 14				500	-500
November 22	November 24	June 1, 2003		3,500		3,500
	December 1		7,000			-7,000
	December 15*		500			-500
2001
January 16	January 18				500	-500
January 24	January 29	June 1, 2011		2,500		2,500
January 24	January 29				500	-500
	February 1*		425			-425
February 7	February 12	September 1, 2006		2,500		2,500
February 7	February 12				500	-500
February 13	February 15				1,000	-1,000
	March 1*		12,567			-12,567
March 13	March 15				1,000	-1,000
March 14	March 16	June 1, 2003		3,500		3,500
Real return bonds
2000
May 31	June 5	December 1, 2031		350		350
August 30	September 5	December 1, 2031		350		350
December 6	December 11	December 1, 2031		350		350
2001
February 28	March 5	December 1, 2031		350		350
Total fiscal year 2000-2001			33,942	39,900	5,332	626

* Maturing date. Source: Bank of Canada.

Reference Table IX
Fiscal 2000-01 Marketable Bond Auction Results


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

	(years)		(%)	($ millions)	($)	(%)		(basis points)
19-Apr-2000	30	01-Jun-2029	5.76	1,900	99.923	5.755	2.21	4.4
26-Apr-2000	10	01-Jun-2011	6.00	2,600	98.987	6.128	2.68	1.0
10-May-2000	5	01-Sep-2005	6.00	2,800	98.33	6.374	2.37	0.5
31-May-2000	30	01-Dec-2031	4.00*	350	103.842	3.790	3.29	n.a.
7-Jun-2000	2	01-Dec-2002	6.00	3,600	99.857	6.065	2.44	0.8
26-Jul-2000	10	01-Jun-2011	6.00	2,600	100.79	5.899	2.47	1.1
9-Aug-2000	5	01-Sep-2005	6.00	2,700	100.561	5.869	2.49	0.4
30-Aug-2000	30	01-Dec-2031	4.00*	350	106.293	3.660	3.32	n.a.
13-Sep-2000	2	01-Dec-2002	6.00	3,500	100.467	5.768	2.38	0.5
11-Oct-2000	30	01-Jun-2029	5.75	1,900	102.293	5.588	2.36	1.1
25-Oct-2000	10	01-Jun-2011	6.00	2,400	102.506	5.681	2.50	0.8
8-Nov-2000	5	01-Sep-2006	5.75	2,500	99.013	5.956	2.44	0.9
22-Nov-2000	2	01-Jun-2003	5.75	3,500	99.844	5.818	2.69	0.4
6-Dec-2000	30	01-Dec-2031	4.00*	350	110.415	3.450	2.89	n.a.
24-Jan-2001	10	01-Jun-2011	6.00	2,500	103.694	5.525	2.50	1.4
7-Feb-2001	5	01-Sep-2006	5.75	2,500	102.394	5.247	2.55	0.2
28-Feb-2001	30	01-Dec-2031	4.00*	350	111.281	3.405	2.72	n.a.
14-Mar-2001	2	01-Jun-2003	5.75	3,500	102.207	4.684	2.17	0.6
Total				39,900

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. *Real return bonds. Source: Department of Finance. - Table of Contents - Previous - Next -



		Last Updated: 2004-05-13			Important Notices