EX-99.C.5 2 d477728dex99c5.htm EX-99.C.5 EX-99.C.5

EXHIBIT C-5

Recent Developments of Canada

TABLES AND SUPPLEMENTARY INFORMATION

The tables and supplementary information under the heading Unmatured Market Debt have been provided by the Department of Finance and the Bank of Canada.

Unmatured Market Debt

All debt obligations listed below are direct obligations of the Government of Canada and constitute a charge on the Consolidated Revenue Fund of Canada.

 

(A)

PAYABLE IN CANADA IN CANADIAN DOLLARS

MARKETABLE BONDS(1)

 

Maturity date

     

Coupon%

   

Issue date(s)

   

Series

     

Outstanding at

December 31, 2021

  

2022 — Feb. 1

      1.50    2019: Nov. 4, Nov. 22, Dec. 20; 2020: Jan. 10      K601        12,000,000,000  

2022 — Mar. 1

      0.50    2016: Oct. 11, Nov. 15; 2017: Jan. 24, Feb. 21; 2018: Dec. 24; 2019: Mar. 29      G328        19,000,000,000  

2022 — May 1

      1.50    2020: Jan. 27, Feb. 14, Mar. 13, Mar. 30, Apr. 13      K866        20,000,000,000  

2022 — Jun. 1

      2.75    2011: Aug. 2, Oct. 11; 2012: Feb. 6, May 7, Jun. 11      ZU15        12,700,000,000  

2022 — Jun. 1

      9.25    1991: Dec. 16; 1992: Jan. 3, May 15      A49        206,022,000  

2022 — Aug. 1

      0.25    2020: May 4, May 25, Jun. 15, Jul. 6, Jul. 24      L286        30,000,000,000  

2022 — Sep. 1

      1.00    2017: Apr. 10, May 30, Jul. 10, Aug. 28; 2019: May 17, Jun. 14, Aug. 6, Sep. 27      G732        25,200,000,000  

2022 — Nov. 1

      0.25    2020: Aug. 17, Aug. 24, Aug. 31, Sep. 14, Oct. 2, Oct. 13      L369        37,000,000,000  

2023 — Feb. 1

      0.25    2020: Oct. 26, Nov. 4, Nov. 18, Dec. 2, Dec. 29; 2021: Jan. 15      L773        32,000,000,000  

2023 — Mar. 1

      1.75    2017: Oct. 6, Nov. 10; 2018: Jan. 22, Feb. 16; 2019: Oct. 25, Nov. 15; 2020: Feb. 10, Feb. 28      H490        24,600,000,000  

2023 — May 1

      0.25    2021: Feb. 5, Feb. 19, Mar. 5, Mar. 17, Apr. 19      L856        30,000,000,000  

2023 — Jun. 1

      1.50    2012: Jul. 30, Oct. 22; 2013: Feb. 4, Apr. 2, May 6      A610        14,200,000,000  

2023 — Jun. 1

      8.00    1992: Aug. 17; 1993: Feb. 1, Apr. 1, Jul. 26, Oct. 15; 1994: Feb. 1, May 2      A55        2,358,552,000  

2023 — Aug. 1

      0.25    2021: May 14, Jun. 21, Jun. 30, Jul. 19      M359        20,000,000,000  

2023 — Sep. 1

      2.00    2018: Apr. 6, May 22, Jul. 9, Aug. 24; 2020: Apr. 20, May 22, Jun. 19, Jul. 10, Aug. 4, Sep. 25      H987        40,500,000,000  

2023 — Nov. 1

      0.50    2021: Aug. 9, Aug. 23, Sep. 17, Oct. 8      M763        16,500,000,000  

2024 — Feb. 1

      0.75    2021: Oct. 22, Nov. 19, Dec. 15      M920        10,500,000,000  

2024 — Mar. 1

      2.25    2018: Oct. 5, Nov. 16; 2019: Jan. 18, Feb. 15      J546        11,907,680,000  

2024 — Apr. 1

      0.25    2020: Oct. 16, Oct. 28, Dec. 7; 2021: Feb. 26, Mar. 24, Apr.12, May 21      L690        37,000,000,000  

2024 — Jun. 1

      2.50    2013: Jul. 2, Aug. 19, Oct. 7; 2014: Feb. 10, Apr. 28      B451        13,700,000,000  

2024 — Sep. 1

      1.50    2019: Apr. 5, May 10, Jul. 5, Aug. 23      J967        16,065,381,000  

2024 — Oct. 1

      0.75    2021: Jul. 12, Aug. 27, Oct. 27, Nov. 24      M508        14,000,000,000  

2025 — Mar. 1

      1.25    2019: Oct. 11, Nov 8; 2020: Feb. 3, Feb. 21, Mar. 25      K528        17,300,000,000  

2025 — Jun. 1

      2.25    2014: Jun. 30, Jul. 28, Oct. 20; 2015: Jan. 27, Apr. 21      D507        13,100,000,000  

2025 — Jun. 1

      9.00    1994: Aug. 2, Nov. 1; 1995: Feb. 1, May 1, Aug. 1, Nov. 1; 1996: Feb. 1      A76        2,133,858,000  

2025 — Sep. 1

      0.50    2020: Apr. 3, Apr. 14, May 15, Jun. 1, Jun. 29, Jul. 20, Aug. 7, Aug. 21, Sep. 8      K940        47,500,000,000  

2026 —Mar. 1

      0.25    2020: Oct. 9, Oct. 23, Nov. 12, Dec. 9; 2021: Jan. 18, Feb. 16, Mar. 11, Apr. 5      L518        34,000,000,000  

2026 — Jun. 1

      1.50    2015: Jul. 21, Oct. 27; 2016: Jan. 26, Apr. 25, Jun. 27      E679        13,472,000,000  

2026 —Sep. 1

      1.00    2021: Apr. 16, May 7, Jun. 7, Jul. 9, Aug. 13, Sep. 23      L930        23,000,000,000  

2026 —Dec. 1

      4.25    1995: Dec. 7; 1996: Mar. 6, Jun. 6, Sep. 6, Dec. 6; 1997: Mar. 12, Jun. 9, Sep. 8, Dec. 8; 1998: Mar. 9, Jun. 8, Sep. 8, Dec. 7      VS05        8,600,077,500 (2) 

2027 — Mar. 1

      1.25    2021: Oct. 15, Nov. 15      M847        9,000,000,000  

2027 — Jun. 1

      1.00    2016: Oct. 31; 2017: Mar. 7, May 1, Jun. 26      F825        14,740,000,000  

2027 — Jun. 1

      8.00    1996: May 1, Aug. 1, Nov. 1; 1997: Feb. 3, May 1, Aug. 1, Nov. 3      VW17        3,620,841,000  

2028 — Jun. 1

      2.00    2017: Aug. 1, Oct. 30; 2018: Feb. 23, Apr. 27, Jun. 22      H235        13,500,000,000  

2029 — Jun. 1

      2.25    2018: Jul. 27, Oct. 19; 2019: Jan. 25, Apr. 22      J397        12,300,000,000  

2029 — Jun. 1

      5.75    1998: Feb. 2, May 1, Nov. 2; 1999: May 3, Oct. 15; 2000: Apr. 24, Oct. 16; 2001: Apr. 23      WL43        10,598,959,000  

2030 — Jun. 1

      1.25    2019: Jul. 26, Oct. 4; 2020: Jan. 17, Mar. 23, Apr. 1, Apr. 6, May 8, Jun. 22, Jul. 13, Aug. 10, Aug. 28, Sep. 28      K379        44,200,000,000  

2030 —Dec. 1

      0.50    2020: Oct. 5, Oct. 21, Nov. 16, Dec. 23; 2021: Jan. 11, Feb. 1, Mar. 8, Mar. 29      L443        40,000,000,000  

2031 — Jun. 1

      1.5    2021: Apr. 26, May 10, Jun. 16, Jul. 5, Jul. 23, Aug. 6, Sep. 7, Sep. 29      M276        42,000,000,000  

2031— Dec. 1

      1.50    2021: Oct. 25, Nov. 3, Dec. 1, Dec. 22      N266        17,000,000,000  

2031 —Dec. 1

      4.00    1999: Mar. 8, Jun. 8, Sep. 7, Dec. 6; 2000: Mar. 6, Jun. 5, Sep. 5, Dec. 11; 2001: Mar. 5, Jun. 11, Sep. 24, Dec. 10; 2002: Mar. 18, Jun. 10, Sep. 16, Dec. 9; 2003: Mar. 17      WV25        9,131,230,000 (2) 

2033 — Jun. 1

      5.75    2001: Oct. 15; 2002: Jan. 21, Mar. 4, May 6, Jul. 15, Nov. 25; 2003: Jan. 20, Mar. 3, Apr. 14, Jul. 14, Aug. 25, Nov. 10; 2004: Jan. 19, Mar. 1      XG49        11,988,905,000  

2036 —Dec. 1

      3.00    2003: Jun. 9, Sep. 15, Dec. 8; 2004: Mar. 8, Jun. 7, Sep. 7, Dec. 6; 2005: Mar. 7, Jun. 6, Sep. 6, Dec. 5; 2006: Mar. 06, Jun. 5, Oct. 2, Dec. 4; 2007: Mar. 5      XQ21        8,171,806,500 (2) 

2037 — Jun. 1

      5.00    2004: Jul. 19, Sep. 14, Nov. 8; 2005: Jan. 17, Apr. 11, Jul. 11, Oct. 18; 2006: Jan. 16, May 1, Jul. 24, Oct. 31; 2007: Jan. 15, Jun. 11, Jul. 23, Oct. 9; 2008: Jan. 21; 2009: Jan. 12      XW98        11,730,774,000  

2041 — Jun. 1

      4.00    2008: Jun. 9, Sep. 15, Dec. 15; 2009: Mar. 23, May 19, Jul. 14, Aug. 5, Oct. 20; 2010: Feb. 22, Mar. 22, May 25, Sep. 7, Nov. 22; 2011: Mar. 21      YQ12        13,838,441,000  

2041 —Dec. 1

      2.00    2007: Jun. 4, Sep. 4, Dec. 10; 2008: Mar. 3, Jun. 2, Sep. 2, Dec. 8; 2009: Mar. 9, Jun. 2, Aug. 31, Dec. 7; 2010: Mar. 1      YK42        8,472,818,000 (2) 

2044 —Dec. 1

      1.50    2010: May 31, Aug. 30, Dec. 6; 2011: Feb. 28, Jun. 6, Sep. 6, Dec. 5; 2012: Feb. 27, Jun. 4, Sep. 17, Dec. 10, 2013: Feb. 25, Jun. 10, Sep. 16      ZH04        9,582,881,000 (2) 

2045 —Dec. 1

      3.50    2011: Jun. 13, Aug. 29, Nov. 21; 2012: Mar. 26, May 28, Jul. 24, Sep. 24, Dec. 3; 2013: Feb. 5, Mar. 18, May 27, Aug. 6, Nov. 18; 2014: Feb. 18, Mar. 11      ZS68        16,300,000,000  

2047 —Dec. 1

      1.25    2013: Dec. 2; 2014: Mar. 3, Jun. 16, Aug. 25, Dec. 15; 2015: Mar. 16, Jun. 8, Sep. 8, Dec. 8; 2016: Mar. 7, Jun. 6, Sep. 19, Dec. 13; 2017: Feb. 13      B949        8,985,130,000 (2) 

2048 —Dec. 1

      2.75    2014: Jun. 2, Sep. 3, Nov. 17; 2015: Feb. 9, May 25, Aug. 24, Nov. 30; 2016: May 24, Oct. 3, Nov. 28; 2017: Jan. 31, May 23, Aug. 21, Oct. 2      D358        14,900,000,000  

2050 —Dec. 1

      0.50    2017: Jun. 5, Sep. 15, Dec. 1; 2018: Mar. 5, Jun. 18, Sep. 14, Nov. 30; 2019: Feb. 22, May 24, Sep. 13, Nov. 29; 2020: May 29, Sep. 4      G997        8,412,896,000 (2) 

2051 —Dec. 1

      2.00    2017: Dec. 22; 2018: Jan. 29, May 25, Aug. 17, Sep. 24, Nov. 2; 2019: Jan. 21, Apr. 29, Aug. 16, Sep. 30, Nov. 18; 2020: Mar. 18, Mar. 27, Apr. 24, Jun. 8, Jul. 27, Aug. 14, Sep. 21, Oct. 19, Nov. 2, Dec. 21; 2021: Jan. 25, Mar. 1, Mar. 22, May 3, May 28, Jun. 25      H722        51,816,529,000  

2053 —Dec. 1

      1.75    2021: Aug. 3, Aug. 30, Sep. 20, Nov. 1, Nov. 26, Dec. 20      M680        15,000,000,000  

2054 —Dec. 1

      0.25    2021: Jun. 4, Sep. 3      M433        1,133,055,000 (2) 

2064 —Dec. 1

      2.75    2014: May 1, Jul. 15, Nov. 25; 2017: Sep. 1, Nov. 20; 2021: May 20, Sep. 27, Nov. 8      C939        7,750,000,000  
     

 

 

  
Total Unmatured Marketable Bonds Payable in Canadian Dollars:         1,002,717,836,000  
     

 

 

  

 

1

Unmatured Market Debt (Continued)

 

TREASURY BILLS

 

                                                                                   

Maturity date(s)

   

Yield %

         

Issue dates

   

Outstanding at     

December 31, 2021

  

Various maturity dates

from Jan. 6, 2022

to Dec. 8, 2022

    0.040 to 0.889   

                             

   

Various issue dates

from Jan. 7, 2021 to

Dec. 23, 2021

    $ 190,600,000,000  
           

 

 

  

CANADA SAVINGS BONDS

 

                                                                                   

Maturity date      

     

      Annual

  Coupons %  

     

    Issue date    

     

Series

   

Outstanding at     

December 31, 2021

  
                 

 

 

  

Total

                   $                                  0  
                 

 

 

  

CANADA PREMIUM BONDS

 

Maturity date      

     

      Annual

  Coupons %  

       

    Issue date    

       

Series

     

Outstanding at     

December 31, 2021

  
                 

 

 

  

Total

                   $                                 0  
                 

 

 

  

 

Total Unmatured Market Debt Payable in Canadian Dollars    $
 1,193,317,836,000
  
        

 

 

  
        

 

 

  

 

(B) PAYABLE IN FOREIGN CURRENCY (1) (3)

CANADA BILLS

 

Maturity date(s)

      Yield(s) %    Original issue amount    Issue date(s)   

Outstanding at

December 31, 2021

  

Various maturity dates from
Jan. 4, 2022 to July 15, 2022

      0.04 to 0.07    USD 3,953,562,000    Various issue dates
from May 18, 2021 to
Dec. 17, 2021    		    $ 4,999,279,149  
             

 

 

  

OTHER MARKETABLE BONDS PAYABLE IN FOREIGN CURRENCIES

 

Maturity date

     

Coupon %

  

 Original amount at

issue or assumption

   

Issue or

assumption date

   

Outstanding at

December 31, 2021

  

2022 — Jan. 25

      2.625   USD  3,000,000,000    2019 — Jan. 25    $ 3,793,500,000  

2022 — Nov. 15

      2.00   USD  3,000,000,000    2017 — Nov. 15      3,793,500,000  

2025 — Jan. 22

      1.625   USD  3,000,000,000    2020 — Jan. 22      3,793,500,000  

2026 — May 19

      0.75   USD  3,500,000,000    2021 — May 19      4,425,750,000  
            

 

 

  

Total

    $ 15,806,250,000  
            

 

 

  
Total Unmatured Market Debt Payable in Foreign Currency    $ 20,805,529,149  
            

 

 

  
Total Unmatured Market Debt    $ 1,214,123,365,149  
            

 

 

  

 

2

Unmatured Market Debt (Continued)

 

(C) CROSS CURRENCY SWAPS

For the cross currency swaps listed below (outstanding as of December 31, 2021), the Government’s Canadian dollar liability has been swapped into a U.S. dollar liability.

 

    

Canadian dollar liability

     

U.S. dollar liability

Maturity date

   

Coupon %

  

Notional amount

     

Basis

  

   Notional amount

2022 — Feb. 6

    0.9446   $      188,295,000      Fixed   USD 150,000,000

             Feb. 12

    1.0430   125,250,000      Fixed   100,000,000

             Feb. 20

    1.98960   48,066,474      3 month LIBOR   47,216,576

             Mar. 16

    0.90400   132,750,000      Fixed   100,000,000

             Mar. 20

    2.06980   67,549,554      3 month LIBOR   67,414,725

             Apr. 20

    2.16100   118,258,207      3 month LIBOR   119,392,436

             Apr. 20

    2.22240   13,045,854      3 month LIBOR   13,144,437

             May 8

    0.22500   1,255,200      SOFR   1,000,000

             May 20

    2.01810   150,480,000      3 month LIBOR   150,000,000

             May 20

    2.04090   49,715,000      3 month LIBOR   50,000,000

             May 20

    2.04640   100,200,000      3 month LIBOR   100,000,000

             May 20

    2.07870   24,737,500      3 month LIBOR   25,000,000

             May 20

    2.09420   24,762,500      3 month LIBOR   25,000,000

             May 20

    2.12000   49,265,000      3 month LIBOR   50,000,000

             May 20

    2.16300   24,905,000      3 month LIBOR   25,000,000

             Jun. 10

    1.3449   124,140,000      3 month LIBOR   100,000,000

             Jun. 11

    1.3584   52,649,285      3 month LIBOR   42,631,000

             Jun. 16

    1.3669   123,150,000      3 month LIBOR   100,000,000

             Jun. 20

    1.85000   86,606,176      3 month LIBOR   84,551,573

             Jun. 20

    1.85060   102,290,000      3 month LIBOR   100,000,000

             Jun. 20

    1.91050   50,150,000      3 month LIBOR   50,000,000

             Jun. 20

    2.08300   24,622,500      3 month LIBOR   25,000,000

             Jun. 20

    2.08520   150,084,800      3 month LIBOR   152,000,000

             Jun. 20

    2.08950   98,720,000      3 month LIBOR   100,000,000

             Jul. 10

    1.0632   159,819,000      3 month LIBOR   125,250,000

             Jul. 20

    1.1167   129,300,000      3 month LIBOR   100,000,000

             Jul. 20

    1.72730   51,300,000      3 month LIBOR   50,000,000

             Jul. 20

    1.73460   51,325,000      3 month LIBOR   50,000,000

             Jul. 20

    1.74000   51,425,000      3 month LIBOR   50,000,000

             Jul. 20

    1.77550   77,325,000      3 month LIBOR       75,000,000

             Jul. 20

    1.78200   51,325,000      3 month LIBOR   50,000,000

             Jul. 20

    1.79420   51,000,000      3 month LIBOR   50,000,000

             Jul. 20

    1.80000   102,550,000      3 month LIBOR   100,000,000

             Jul. 20

    1.80300   102,600,000      3 month LIBOR   100,000,000

             Aug. 20

    1.58000   101,805,000      3 month LIBOR   100,000,000

             Aug. 20

    1.58950   50,915,000      3 month LIBOR   50,000,000

             Aug. 20

    1.59990   50,800,000      3 month LIBOR   50,000,000

             Aug. 20

    1.64840   50,400,000      3 month LIBOR   50,000,000

             Aug. 20

    1.66000   51,025,000      3 month LIBOR   50,000,000

             Aug. 20

    1.66700   69,052,452      3 month LIBOR   67,566,000

             Aug. 20

    1.66700   71,470,000      3 month LIBOR   70,000,000

             Aug. 25

    0.8909   131,250,000      3 month LIBOR   100,000,000

             Sep. 15

    1.0770   66,290,000      3 month LIBOR   50,000,000

             Sep. 20

    1.71520   100,200,000      3 month LIBOR   100,000,000

             Sep. 20

    1.71640   100,400,000      3 month LIBOR   100,000,000

             Sep. 20

    1.80800   98,940,000      3 month LIBOR   100,000,000

             Sep. 20

    1.83510   49,750,000      3 month LIBOR   50,000,000

             Sep. 20

    1.92480   49,475,000      3 month LIBOR   50,000,000

             Sep. 24

    1.0867   132,820,000      3 month LIBOR   100,000,000

             Oct. 1

    0.24440   1,339,400      SOFR   1,000,000

             Oct. 16

    1.06380   133,714,600      3 month LIBOR   103,000,000

             Oct. 20

    1.85500   97,620,000      3 month LIBOR   100,000,000

             Oct. 20

    1.90450   97,600,000      3 month LIBOR   100,000,000

             Oct. 20

    1.92060   97,500,000      3 month LIBOR   100,000,000

 

3

Unmatured Market Debt (Continued)

 

    

Canadian dollar liability

     

U.S. dollar liability

Maturity date

   

Coupon %

  

Notional amount

     

Basis

  

   Notional amount

2023 — Feb. 20

    1.93800   $      19,832,670      3 month LIBOR   USD  20,100,000

             Feb. 20

    1.94000   51,027,900      3 month LIBOR   51,700,000

             Feb. 20

    1.93900   49,400,000      3 month LIBOR   50,000,000

             Feb. 20

    1.92890   49,680,000      Fixed   50,000,000

             Feb. 20

    1.93350   99,420,000      Fixed   100,000,000

             Feb. 20

    1.91400   50,135,000      Fixed   50,000,000

             Feb. 20

    1.99700   100,900,000      Fixed   100,000,000

             Mar. 20

    2.03160   50,150,000      Fixed   50,000,000

             Mar. 20

    2.02700   99,900,000      Fixed   100,000,000

             Mar. 20

    1.98480   50,150,000      Fixed   50,000,000

             Mar. 20

    1.98480   100,700,000      Fixed   100,000,000

             Mar. 20

    1.97830   50,325,000      Fixed   50,000,000

             Mar. 20

    2.04710   100,420,000      Fixed   100,000,000

             Mar. 20

    2.04400   150,465,000      Fixed   150,000,000

             Mar. 20

    2.02500   100,100,000      Fixed   100,000,000

             Mar. 20

    2.02830   100,100,000      Fixed   100,000,000

             Mar. 20

    2.03100   100,120,000      Fixed   100,000,000

             Mar. 20

    2.02000   101,250,000      Fixed   100,000,000

             Mar. 20

    2.01680   101,200,000      Fixed   100,000,000

             Mar. 20

    2.04500   101,680,000      Fixed   100,000,000

             Apr. 20

    1.89700   102,970,000      Fixed   100,000,000

             Apr. 20

    1.90510   103,030,000      Fixed   100,000,000

             Apr. 20

    1.95880   102,800,000      Fixed   100,000,000

             Apr. 20

    1.95380   102,760,000      Fixed   100,000,000

             Apr. 20

    1.94200   102,600,000      Fixed   100,000,000

             Apr. 20

    1.94100   102,650,000      Fixed   100,000,000

             Apr. 20

    1.95070   205,700,000      Fixed   200,000,000

             Apr. 20

    1.97460   102,650,000      Fixed   100,000,000

             Apr. 20

    1.97110   205,420,000      Fixed   200,000,000

             Apr. 20

    1.88460   78,771,000      3 month LIBOR   77,000,000

             Apr. 20

    1.83980   204,900,000      Fixed   200,000,000

             May 3

    1.13630   125,100,000      Fixed   100,000,000

             May 20

    1.71930   114,307,200      3 month LIBOR   112,000,000

             May 20

    1.71930   89,812,800      3 month LIBOR   88,000,000

             May 20

    1.69580              101,720,000      3 month LIBOR   100,000,000

             Jun. 20

    1.93050   103,100,000      3 month LIBOR   100,000,000

             Jun. 22

    1.4896   121,550,000      3 month LIBOR   100,000,000

             Jul. 20

    2.17690   102,000,000      3 month LIBOR   100,000,000

             Jul. 20

    2.19500   101,900,000      3 month LIBOR   100,000,000

             Jul. 20

    2.16600   101,700,000      3 month LIBOR   100,000,000

             Jul. 20

    2.15000   102,070,000      3 month LIBOR   100,000,000

             Jul. 20

    2.28700   207,000,000      3 month LIBOR   200,000,000

             Jul. 20

    2.28950   103,690,000      3 month LIBOR   100,000,000

             Jul. 20

    2.49090   48,650,400      3 month LIBOR   46,400,000

             Aug. 20

    1.1344   130,900,000      3 month LIBOR   100,000,000

             Aug. 20

    2.49150   105,850,000      3 month LIBOR   100,000,000

             Aug. 20

    2.47400   130,055,150      3 month LIBOR   123,100,000

             Aug. 20

    2.42970   104,000,000     

SOFR

   100,000,000

             Sep. 18

    1.3032   38,309,000      3 month LIBOR   29,000,000

             Sep. 20

    2.55970   205,800,000      3 month LIBOR   200,000,000

             Sep. 20

    2.51030   104,300,000      3 month LIBOR   100,000,000

             Oct. 20

    2.74130       207,880,000     

SOFR

     200,000,000

             Oct. 20

    2.61040   103,000,000     

SOFR

   100,000,000

             Oct. 20

    2.61040   51,500,000      3 month LIBOR   50,000,000

             Oct. 20

    2.61040   25,750,000      3 month LIBOR   25,000,000

             Oct. 20

    2.61040   25,750,000      3 month LIBOR   25,000,000

             Dec. 13

    1.3323   197,550,000      Fixed   150,000,000

2024 — Jan. 20

    2.53160   78,345,000      3 month LIBOR   75,000,000

             Jan. 20

    2.58780   105,250,000      3 month LIBOR   100,000,000

             Jan. 20

    2.63700   104,850,000      3 month LIBOR   100,000,000

             Jan. 20

    2.64000   104,900,000      3 month LIBOR   100,000,000

             Feb. 20

    2.44240   78,120,000      3 month LIBOR   70,000,000

             Feb. 20

    2.57680   117,390,000      3 month LIBOR   107,500,000

             Feb. 20

    2.61220   109,600,000     

SOFR

   100,000,000

             Mar. 20

    2.36450   111,100,000      3 month LIBOR   100,000,000

             Mar. 20

    2.40440   111,350,000      3 month LIBOR   100,000,000

             Apr. 20

    2.49320   84,000,000      3 month LIBOR   75,000,000

             May 20

    2.38680   65,899,650      3 month LIBOR   60,100,000

             May 20

    2.44830   137,212,500     

SOFR

   125,000,000

             May 20

    2.47500   50,458,500      3 month LIBOR   45,000,000

             Jun. 20

    2.34430   109,740,000      Fixed   100,000,000

             Jun. 20

    2.36750   81,757,500     

Fixed

   75,000,000

             Jun. 20

    2.40570   109,640,000     

Fixed

   100,000,000

             Aug. 20

    2.11200   135,137,500     

Fixed

   125,000,000

             Aug. 20

    2.11420   136,813,205      3 month LIBOR   126,550,000

             Aug. 20

    2.11440   107,360,000     

Fixed

   100,000,000

             Aug. 20

    2.14130   107,370,000      3 month LIBOR   100,000,000

             Aug. 20

    2.21890   107,320,000     

Fixed

   100,000,000

             Aug. 20

    2.25360   106,750,000     

Fixed

   100,000,000

             Aug. 20

    2.25940   106,730,000     

Fixed

   100,000,000

             Sep. 20

    2.07730   109,370,000      3 month LIBOR   100,000,000

             Sep. 20

    2.08840   109,380,000     

SOFR

   100,000,000

             Sep. 20

    2.10840   109,150,000      3 month LIBOR   100,000,000

             Oct. 20

    2.08440   54,375,000      3 month LIBOR   50,000,000

             Nov. 20

    2.02720   111,800,000      3 month LIBOR   100,000,000

             Nov. 20

    1.95800   112,300,000     

SOFR

   100,000,000

             Nov. 20

    1.88120   113,080,000     

Fixed

   100,000,000

             Nov. 20

    1.98340   112,240,000     

Fixed

   100,000,000

             Nov. 20

    2.00210   113,040,000      Fixed   100,000,000

             Dec. 2

    1.90520   113,790,000     

SOFR

   100,000,000

             Dec. 3

    1.85390   113,780,000     

SOFR

   100,000,000

             Dec. 11

    1.87030   114,180,000     

SOFR

   100,000,000

             Dec. 15

    2.01060   13,745,295     

SOFR

   12,150,000

 

4

Unmatured Market Debt (Continued)

 

    

Canadian dollar liability

     

U.S. dollar liability

Maturity date

   

Coupon %

  

Notional amount

     

Basis

  

   Notional amount

2025 — Jan. 16

    1.5504   $    119,390,000      3 month LIBOR   USD  100,000,000

             Jan. 20

    2.04600   114,150,000     

Fixed

   100,000,000

             Jan. 22

    1.4957   121,050,000      3 month LIBOR   100,000,000

             Jan. 22

    1.6175   59,780,000      Fixed   50,000,000

             Jan. 30

    1.3553   124,490,000     

SOFR

   100,000,000

             Feb. 5

    1.2298   125,240,000      Fixed   100,000,000

             May 11

    1.20510   64,925,000      Fixed   50,000,000

             May 31

    1.23740   258,800,000      Fixed   200,000,000

             Jun. 2

    1.20030   262,000,000      Fixed   200,000,000

             Jun. 3

    1.18618  

196,275,000

      Fixed   150,000,000

             Jun. 6

    1.17250  

196,710,000

      Fixed   150,000,000

             Jun. 7

    1.07010  

64,745,000

      Fixed   50,000,000

             Jun. 13

    1.03840  

127,300,000

      Fixed   100,000,000

             Jun. 14

    1.02860  

127,110,000

      Fixed   100,000,000

             Jun. 14

    1.03916  

127,400,000

      Fixed   100,000,000

             Dec. 8

    1.61800   133,730,000      Fixed   100,000,000

             Dec. 10

    1.54170   271,120,000      Fixed   200,000,000

             Dec. 14

    1.50160   271,800,000      Fixed   200,000,000

             Dec. 17

    1.48580   274,800,000      Fixed   200,000,000

             Dec. 18

    1.52620   275,720,000      Fixed   200,000,000

2026 — Feb. 4

    1.15570   140,450,000      Fixed   100,000,000

             Mar. 3

    1.18280   202,290,000      Fixed   150,000,000

             Apr. 18

    1.28570   128,420,000      Fixed   100,000,000

             Apr. 18

   

1.30940

  

128,400,000

      Fixed   100,000,000

             Apr. 19

    1.28480   160,662,500      Fixed   125,000,000

             Apr. 21

    1.31760   127,180,000      Fixed   100,000,000

             Apr. 22

    1.31360              633,750,000      Fixed                  500,000,000

             Jul. 18

    1.03600  

258,440,000

     Fixed   200,000,000

             Jul. 18

    1.03940  

129,310,000

     Fixed   100,000,000

             Jul. 21

    1.08950  

195,555,000

     Fixed   150,000,000

             Aug. 5

    1.07810  

262,000,000

     Fixed   200,000,000

             Aug. 11

    1.00290  

262,340,000

     Fixed   200,000,000

             Aug. 12

    0.99620  

260,960,000

     Fixed   200,000,000

             Aug. 22

    1.04870  

255,320,000

     Fixed   200,000,000

             Aug. 23

    0.83100   128,080,000      SOFR   100,000,000

             Sep. 1

    1.02180  

130,620,000

     Fixed   100,000,000

             Sep. 1

    1.02170  

156,960,000

     Fixed   120,000,000

             Sep. 7

    1.06050  

    162,687,500

     Fixed     125,000,000

             Sep. 19

    1.21390  

198,045,000

     Fixed   150,000,000

             Sep. 21

    1.19880  

131,690,000

     Fixed   100,000,000

             Sep. 30

    0.97050  

132,190,000

     Fixed   100,000,000

             Sep. 30

    0.96630  

66,290,000

     Fixed   50,000,000

             Sep. 30

    0.95990  

           132,470,000

      Fixed   100,000,000

             Oct. 3

    0.97690   196,485,000      Fixed   150,000,000

             Oct. 4

    0.99950   131,250,000      Fixed   100,000,000

             Oct. 5

    0.99060   164,000,000      Fixed   125,000,000

             Oct. 17

    1.18900   131,930,000      Fixed   100,000,000

             Oct. 24

    1.17710   230,982,500      Fixed   175,000,000

             Oct. 25

    1.13570   99,922,500      Fixed   75,000,000

             Oct. 26

    1.13800   133,480,000      Fixed   100,000,000

             Oct. 26

    1.15210   133,870,000      Fixed   100,000,000

             Oct. 28

    1.16070   133,660,000      Fixed   100,000,000

             Nov. 1

    1.23170   334,900,000      Fixed   250,000,000

             Nov. 2

    1.21510   200,955,000      Fixed   150,000,000

             Nov. 3

    1.24200   267,740,000      Fixed   200,000,000

             Nov. 8

    1.18440   147,664,000      Fixed   110,000,000

             Nov. 8

    1.17350   100,822,500      Fixed   75,000,000

             Nov. 21

    1.52660   201,195,000      Fixed   150,000,000

             Nov. 25

    1.55800   200,925,000      Fixed   150,000,000

2027 — Jan. 6

    1.74140   133,350,000      Fixed   100,000,000

             Jan. 9

    1.69530   265,720,000      Fixed   200,000,000

             Apr. 7

    1.60600   133,800,000      Fixed   100,000,000

             Apr. 7

    1.60600   133,960,000      Fixed   100,000,000

             Apr. 7

    1.59640   268,000,000      Fixed   200,000,000

             Apr. 7

    1.59330   134,130,000      Fixed   100,000,000

             Apr. 11

    1.55040   133,720,000      Fixed   100,000,000

             Apr. 21

    1.48350   67,350,000      Fixed   50,000,000

             Apr. 24

    1.50090   134,670,000      Fixed   100,000,000

             Apr. 28

    1.52590   339,500,000      Fixed   250,000,000

             Apr. 28

    1.51570   204,000,000      Fixed   150,000,000

             May 9

    1.5340   137,500,000      Fixed   100,000,000

             May 9

    1.53290   274,200,000      Fixed   200,000,000

             Jun. 5

    1.43600   134,990,000      Fixed   100,000,000

             Jun. 5

    1.43380   134,900,000      Fixed   100,000,000

             Jun. 26

    1.49080   132,600,000      Fixed   100,000,000

             Jun. 26

    1.49860   99,165,000      Fixed   75,000,000

 

5

Unmatured Market Debt (Continued)

 

    

Canadian dollar liability

     

U.S. dollar liability

Maturity date

   

Coupon %

  

Notional amount

     

Basis

  

   Notional amount

2028 — Feb. 26

    2.3080   $      63,570,000      Fixed   USD    50,000,000

             Feb. 27

    2.2790   126,670,000      Fixed   100,000,000

             Feb. 28

    2.2200   126,880,000      Fixed   100,000,000

             Mar. 6

    2.1774   128,900,000      Fixed   100,000,000

             Mar. 6

    2.1799   128,890,000      Fixed   100,000,000

             Mar. 12

    2.2198   258,420,000      Fixed   200,000,000

             Mar. 13

    2.2420   257,280,000      Fixed   200,000,000

             Mar. 26

    2.1820   129,060,000      Fixed   100,000,000

             Apr. 9

    2.1858   191,700,000      Fixed   150,000,000

             Apr. 10

    2.1570   191,250,000      Fixed   150,000,000

             Apr. 18

    2.2807   188,775,000      Fixed   150,000,000

             Apr. 23

    2.3155   126,100,000      Fixed   100,000,000

             Apr. 27

    2.3482   128,800,000      Fixed   100,000,000

             Jun. 4

    2.2153   64,915,000      Fixed   50,000,000

             Jun. 7

    2.2416   130,020,000      Fixed   100,000,000

             Jun. 8

    2.3135   64,575,000      Fixed   50,000,000

             Jun. 12

    2.3047   64,900,000      Fixed   50,000,000

             Jun. 14

    2.2945   64,935,000      Fixed   50,000,000

             Jun. 21

    1.1467   123,480,000      Fixed   100,000,000

             Jun. 22

    2.1720   66,575,000      Fixed   50,000,000

             Jun. 22

    2.1697   133,210,000      Fixed   100,000,000

             Jun. 25

    2.1213   133,060,000      Fixed   100,000,000

             Jun. 25

    2.1262   133,040,000      Fixed   100,000,000

             Jun. 26

    2.1200   66,650,000      Fixed   50,000,000

             Jun. 28

    2.1010   133,100,000      Fixed   100,000,000

             Jun. 28

    2.0955   66,500,000      Fixed   50,000,000

             Jul. 3

    2.1035   132,870,000      Fixed   100,000,000

             Jul. 9

    2.1297   65,660,000      Fixed   50,000,000

             Jul. 10

    2.1274   131,000,000      Fixed   100,000,000

             Jul. 13

    1.0966   124,950,000      SOFR   100,000,000

             Jul. 16

    2.1629   197,475,000      Fixed   150,000,000

             Jul. 16

    2.1561   131,720,000      Fixed   100,000,000

             Jul. 16

    2.1549   98,752,500      Fixed   75,000,000

             Jul. 17

    2.1402   65,885,000      Fixed   50,000,000

             Jul. 17

    2.1310   65,835,000      Fixed   50,000,000

             Jul. 17

    2.1334   65,830,000      Fixed   50,000,000

             Jul. 18

    2.1618   131,300,000      Fixed   100,000,000

             Jul. 19

    2.1017   131,900,000      Fixed   100,000,000

             Jul. 20

    2.1210   132,260,000      Fixed   100,000,000

             Jul. 20

    1.0747   125,810,000      SOFR   100,000,000

             Jul. 23

    2.1222   66,240,000      Fixed   50,000,000

             Jul. 24

    2.1723         65,645,000      Fixed       50,000,000

             Jul. 25

    2.2136   131,570,000      Fixed   100,000,000

             Jul. 26

    2.2344   131,660,000      Fixed   100,000,000

             Jul. 26

    2.2298   131,460,000      Fixed   100,000,000

             Jul. 27

    2.2229   65,630,000      Fixed   50,000,000

             Jul. 30

    2.2773   65,345,000      Fixed   50,000,000

             Aug 13

    1.0763   125,000,000      SOFR   100,000,000

             Aug 27

    1.0206   126,210,000      SOFR   100,000,000

             Aug 30

    1.0743   126,220,000      SOFR   100,000,000

             Aug 31

    1.0596   126,650,000      SOFR   100,000,000

             Sep. 2

    0.9883   126,180,000      SOFR   100,000,000

             Sep. 14

    1.0230   125,870,000      SOFR   100,000,000

             Sep. 25

    2.4299   129,200,000      Fixed   100,000,000

             Oct. 2

    2.42330   129,230,000      Fixed   100,000,000

             Oct. 3

    2.48300   128,200,000      Fixed   100,000,000

             Oct. 5

    2.48930   128,260,000      Fixed   100,000,000

             Oct. 16

    2.48760   260,400,000      Fixed   200,000,000

             Oct. 20

    1.4432   123,830,000      Fixed   100,000,000

             Oct. 22

    2.51600   130,340,000      Fixed   100,000,000

             Oct. 22

    2.51630   130,350,000      Fixed   100,000,000

             Oct. 29

    2.44760   130,520,000      Fixed   100,000,000

             Oct. 29

    2.43550   130,920,000      Fixed   100,000,000

             Oct. 30

    2.40560   131,510,000      Fixed   100,000,000

             Oct. 30

    2.40100   131,460,000      Fixed   100,000,000

             Oct. 31

    2.39760   131,050,000      Fixed   100,000,000

             Nov. 1

    2.40860   65,660,000      Fixed   50,000,000

             Nov. 3

    1.6085   123,670,000      Fixed   100,000,000

             Nov. 19

    2.37805   132,310,000      Fixed   100,000,000

             Nov. 24

    1.6080   126,710,000      Fixed   100,000,000

             Nov. 26

    1.6680   152,472,000      Fixed   120,000,000

             Nov. 29

    1.6896   253,860,000      Fixed   200,000,000

             Dec. 3

    2.30050   132,650,000      Fixed   100,000,000

             Dec. 3

    2.30070   132,700,000      Fixed   100,000,000

             Dec. 4

    2.27470   133,040,000      Fixed   100,000,000

             Dec. 4

    2.26650   133,170,000      Fixed   100,000,000

             Dec. 4

    2.26180   133,040,000      Fixed   100,000,000

             Dec. 10

    2.05280   134,220,000      Fixed   100,000,000

             Dec. 10

    2.03550   268,400,000      Fixed   200,000,000

             Dec. 11

    2.10190   132,960,000      Fixed   100,000,000

             Dec. 11

    2.10530   132,750,000      Fixed   100,000,000

             Dec. 12

    2.05570   133,550,000      Fixed   100,000,000

             Dec. 15

    1.3600   204,432,000      Fixed   160,000,000

             Dec. 17

    1.3394   257,540,000      Fixed   200,000,000

             Dec. 18

    2.11600   133,880,000      Fixed   100,000,000

             Dec. 18

    2.11250   133,850,000      Fixed   100,000,000

 

6

Unmatured Market Debt (Continued)

 

    

Canadian dollar liability

     

U.S. dollar liability

Maturity date

   

Coupon %

  

Notional amount

     

Basis

  

   Notional amount

2029 — Jan. 8

    1.89320   $    134,320,000      Fixed   USD  100,000,000

             Jan. 16

    1.93840   132,680,000      Fixed   100,000,000

             Jan. 22

    1.98840   132,950,000      Fixed   100,000,000

             Jan. 25

    1.96490   133,650,000      Fixed   100,000,000

             Feb. 7

    1.93640   131,400,000      Fixed   100,000,000

             Mar. 13

    1.76100   134,190,000      Fixed   100,000,000

             Apr. 5

    1.70510   133,310,000      Fixed   100,000,000

             Apr. 8

    1.69880   133,610,000      Fixed   100,000,000

             Apr. 10

    1.72730   133,230,000      Fixed   100,000,000

             Apr. 17

    1.79980   133,150,000      Fixed   100,000,000

             Apr. 17

    1.75810   133,780,000      Fixed   100,000,000

             Apr. 18

    1.78000   133,720,000      Fixed   100,000,000

             Apr. 18

    1.78280   133,490,000      Fixed   100,000,000

             Apr. 18

    1.77920   133,560,000      Fixed   100,000,000

             Apr. 24

    1.76000   133,860,000      Fixed   100,000,000

             Apr. 29

    1.67900   135,030,000      Fixed   100,000,000

             Apr. 29

    1.69380   134,980,000      Fixed   100,000,000

             Apr. 30

    1.69280   134,920,000      Fixed   100,000,000

             May 6

    1.71920   134,680,000      Fixed   100,000,000

             May 8

    1.72130   134,560,000      Fixed   100,000,000

             May 8

    1.71700   134,470,000      Fixed   100,000,000

             May 16

    1.68930   134,580,000      Fixed   100,000,000

             May 17

    1.63650   134,800,000      Fixed   100,000,000

             May 22

    1.64400   134,910,000      Fixed   100,000,000

             May 22

    1.67090   134,740,000      Fixed   100,000,000

             May 23

    1.73500   134,240,000      Fixed   100,000,000

             May 23

    1.74300   134,120,000      Fixed   100,000,000

             May 28

    1.67270   134,880,000      Fixed   100,000,000

             May 28

    1.64800   134,860,000      Fixed   100,000,000

             Jul. 17

    1.59960   130,250,000      Fixed   100,000,000

             Jul. 26

    1.45170   131,270,000      Fixed   100,000,000

             Oct. 29

    1.5009   130,670,000      Fixed   100,000,000

             Nov. 22

    1.4695   132,240,000      Fixed   100,000,000

             Nov. 26

    1.4675   132,640,000      Fixed   100,000,000

2030 — Jul. 8

    0.5507   135,470,000      Fixed   100,000,000

             Jul. 20

    0.4983   135,450,000      Fixed   100,000,000

             Jul. 24

    0.4985   134,330,000      Fixed   100,000,000

             Jul. 31

    0.4775   133,630,000      Fixed   100,000,000

             Aug. 6

    0.43851   134,160,000      Fixed   100,000,000

             Aug. 7

    0.476   132,530,000      Fixed   100,000,000

             Aug. 14

    0.6126   132,650,000      Fixed   100,000,000

             Aug. 18

    0.6162   132,470,000      Fixed   100,000,000

             Aug. 21

    0.5588   131,680,000      Fixed   100,000,000

             Aug. 27

    0.5938   132,030,000      Fixed   100,000,000

             Sep. 3

    0.636   130,230,000      Fixed   100,000,000

             Sep. 17

    0.5609   131,590,000      Fixed   100,000,000

             Sep. 25

    0.557   133,510,000      Fixed   100,000,000

             Oct. 1

    0.5463   133,730,000      Fixed   100,000,000

             Oct. 8

    0.557   132,660,000      Fixed   100,000,000

             Oct. 16

    0.5815   131,250,000      Fixed   100,000,000

             Oct. 22

    0.5984   131,840,000      Fixed   100,000,000

             Nov. 2

    0.6051   133,500,000      Fixed   100,000,000

             Nov. 5

    0.692   131,150,000      Fixed   100,000,000

             Nov. 25

    0.6933   130,880,000      Fixed   100,000,000

2031 — Apr. 8

    1.5197   125,500,000      Fixed   100,000,000

             Apr. 14

    1.5041   125,340,000      Fixed   100,000,000

             Apr. 15

    1.5011   125,650,000      Fixed   100,000,000

             Apr. 16

    1.5155   125,530,000      Fixed   100,000,000

             Apr. 26

    1.544   125,100,000      Fixed   100,000,000

             Apr. 27

    1.5093   124,880,000      Fixed   100,000,000

             Apr. 30

    1.5735   123,940,000      Fixed   100,000,000

             May 5

    1.5527   245,840,000      Fixed   200,000,000

             May 11

    1.5196   121,960,000      Fixed   100,000,000

             May 17

    1.6025   121,300,000      Fixed   100,000,000

             May 18

    1.5521   242,360,000      Fixed   200,000,000

             May 21

    1.5841   120,700,000      Fixed   100,000,000

             May 28

    1.4593   121,160,000      Fixed   100,000,000

             Jun. 3

    1.5156   120,320,000      Fixed   100,000,000

             Jun. 3

    1.5323   120,320,000      Fixed   100,000,000

             Jun. 3

    1.514   120,500,000      Fixed   100,000,000

             Jun. 7

    1.4932   120,740,000      Fixed   100,000,000

             Jun. 7

    1.5157   121,060,000      Fixed   100,000,000

             Jul. 6

    1.4013   123,980,000      Fixed   100,000,000

             Jul. 9

    1.2921   124,360,000      Fixed   100,000,000

             Jul. 19

    1.2947   125,430,000      Fixed   100,000,000

             Jul. 20

    1.2834   125,850,000      Fixed   100,000,000

             Jul. 21

    1.1671   127,600,000      Fixed   100,000,000

             Jul. 27

    1.2222   125,910,000      Fixed   100,000,000

             Aug. 11

    1.2192   125,530,000      SOFR   100,000,000

             Aug. 12

    1.2528   125,600,000      SOFR   100,000,000

             Aug. 16

    1.277   125,140,000      Fixed   100,000,000

             Aug. 18

    1.1565   125,760,000      Fixed   100,000,000

             Sep. 16

    1.1986   126,650,000      Fixed   100,000,000

             Sep. 17

    1.2238   126,470,000      SOFR   100,000,000

             Oct. 4

    1.4766   127,120,000      SOFR   100,000,000

             Oct. 5

    1.4758   126,700,000      SOFR   100,000,000

             Nov. 4

    1.7190   124,000,000      Fixed   100,000,000

             Nov. 5

    1.7159   155,212,500      SOFR   125,000,000

             Nov. 12

    1.5906   149,412,000      SOFR   120,000,000

             Nov. 17

    1.6670   156,575,000      SOFR   125,000,000

             Nov. 19

    1.7309   144,670,000      SOFR   115,000,000

             Dec. 2

    1.5398   165,971,000      SOFR   130,000,000

             Dec. 3

    1.5780   223,037,500      SOFR   175,000,000

             Dec. 3

    1.5906   159,337,500      SOFR   125,000,000

             Dec. 6

    1.4832   224,420,000      SOFR   175,000,000

             Dec. 7

    1.5280   254,940,000      SOFR   200,000,000

             Dec. 13

    1.5121   253,740,000      Fixed   200,000,000

             Dec. 13

    1.5258   158,562,500      SOFR   125,000,000

             Dec. 14

    1.5218   190,770,000      SOFR   150,000,000

             Dec. 16

    1.4338   256,660,000      Fixed   200,000,000

             Dec. 20

    1.3889   255,640,000      Fixed   200,000,000

             Dec. 20

    1.3677   319,900,000      Fixed   250,000,000

             Dec. 21

    1.3289   384,990,000      Fixed   300,000,000

             Dec. 22

    1.3078   271,824,000      Fixed   210,000,000
    

 

       

 

     $      53,729,798,772        USD        43,597,766,747
    

 

       

 

 

7

Unmatured Market Debt (Continued)

 

For the cross currency swaps listed below (outstanding as of December 31, 2021), the Government’s Canadian dollar liability has been swapped into a euro liability.

 

   

Canadian dollar liability

       

Euro liability

  

Maturity date

  

Coupon %

  

Notional amount

       

Basis

  

   Notional amount

  

2022 — Jan. 20

   2.02240   $     67,825,000        Fixed     EUR 50,000,000  

             Feb. 20

   2.48200     147,510,000        Fixed     100,000,000  

             Aug. 21

   1.0148     129,915,000        Fixed     90,000,000  

             Sep. 16

   1.0469     134,595,000        Fixed     90,000,000  

2023 — Jun. 18

   1.4465     138,600,000        Fixed     100,000,000  

             Sep. 20

   2.69480     137,000,000        Fixed     100,000,000  

             Oct. 20

   2.69570     138,800,000        Fixed     100,000,000  

             Oct. 20

   2.81850     68,750,000        Fixed     50,000,000  

2024 — May 20

   2.37900     114,270,000        Fixed     75,000,000  

             May 20

   2.38450     151,950,000        Fixed     100,000,000  

             Jul. 20

   2.29210     147,100,000        Fixed     100,000,000  

             Jul. 20

   2.29750     110,602,500        Fixed     75,000,000  

             Aug. 20

   2.25000     109,312,500        Fixed     75,000,000  

             Aug. 28

   1.2983     136,170,000        Fixed     90,000,000  

             Sep. 1

   1.2937     134,550,000        Fixed     90,000,000  

             Sep. 4

   1.3479     134,586,000        Fixed     90,000,000  

             Oct. 20

   2.12130         105,652,500        Fixed         75,000,000  

             Oct. 20

   2.18500     42,672,000        Fixed     30,000,000  

             Oct. 20

   2.19030     85,056,000        Fixed     60,000,000  

             Oct. 20

   2.20090     99,449,000        Fixed     70,000,000  

             Oct. 20

   2.21480     128,925,000        Fixed     90,000,000  

             Nov. 28

   1.99800     139,900,000        Fixed     100,000,000  

             Dec. 10

   1.94890     140,550,000        Fixed     100,000,000  

             Dec. 15

   2.03960     105,825,000        Fixed     75,000,000  

2025 — Feb. 9

   1.2820     142,380,000        Fixed     100,000,000  

             Sep. 3

   1.4661     133,425,000        Fixed     90,000,000  

2026 — Feb. 8

   1.17530        153,574,400        Fixed             100,000,000  

             Apr. 8

   1.6290     149,880,096        Fixed     100,000,000  

             Aug. 15

   1.70460     244,125,000        Fixed     175,000,000  

             Oct. 3

  

1.4043

     72,400,000        Fixed     50,000,000  

2027 — Jan. 13

   1.69020     138,700,000        Fixed     100,000,000  

             Jan. 17

   1.72790     139,550,000        Fixed     100,000,000  

             Jan. 17

   1.72220     139,530,000        Fixed     100,000,000  

             Jan. 23

   1.74670     141,050,000        Fixed     100,000,000  

             Jan. 23

   1.76540     141,250,000        Fixed     100,000,000  

             Jan. 25

   1.71050     143,000,000        Fixed     100,000,000  

             Jan. 27

   1.80010     140,720,000        Fixed     100,000,000  

             Feb. 6

   1.74160     140,560,000        Fixed     100,000,000  

             Apr. 28

   1.52260     295,440,000        Fixed     200,000,000  

             Jul. 18

   1.87360     145,300,000        Fixed     100,000,000  

             Oct. 3

  

1.4305

     144,720,000        Fixed     100,000,000  

2028 — Jan. 15

   2.1719     150,950,000        Fixed     100,000,000  

             Jan. 23

   2.2310     76,155,000        Fixed     50,000,000  

             Jan. 24

   2.2238     152,510,000        Fixed     100,000,000  

             Feb. 1

   2.2880     153,130,000        Fixed     100,000,000  

             Feb. 2

   2.2815     76,505,000        Fixed     50,000,000  

             Feb. 7

   2.3681     309,800,000        Fixed     200,000,000  

             Feb. 13

   2.3452     154,400,000        Fixed     100,000,000  

             Feb. 14

   2.3418     154,270,000        Fixed     100,000,000  

             Sep. 13

   1.0101     149,720,000        Fixed     100,000,000  

2029 — Feb. 20

   1.93070     149,710,000        Fixed     100,000,000  

             May 16

   1.67350     150,990,000        Fixed     100,000,000  

             Jun. 17

   1.47780     150,300,000        Fixed     100,000,000  

             Jun. 27

   1.45330     299,820,000        Fixed     200,000,000  

             Jul. 5

   1.45600     44,373,000        Fixed     30,000,000  

             Jul. 15

   1.57600     147,190,000        Fixed     100,000,000  

             Jul. 16

   1.61500     146,730,000        Fixed     100,000,000  

             Aug. 23

   1.19040     147,360,000        Fixed     100,000,000  

             Aug. 28

   1.21000     148,160,000        Fixed     100,000,000  

             Aug. 30

   1.11080     147,590,000        Fixed     100,000,000  

             Aug. 30

   1.12240     147,300,000        Fixed     100,000,000  

             Sep. 23

   1.40310     293,740,000        Fixed     200,000,000  

             Oct. 21

   1.5616     134,596,000        Fixed     92,000,000  

             Nov. 14

   1.5996     145,750,000        Fixed     100,000,000  

             Nov. 15

   1.538     145,880,000        Fixed     100,000,000  

2030 — Jan. 6

   1.6261     145,160,000        Fixed     100,000,000  

             Jan. 10

   1.5776     289,516,000        Fixed     200,000,000  

             Jan. 15

   1.6098     145,040,000        Fixed     100,000,000  

             Jan. 15

   1.6121     145,150,000        Fixed     100,000,000  

             Feb. 18

   1.3795     143,920,000        Fixed     100,000,000  

             Jun. 8

   0.6676     130,041,500        Fixed     85,000,000  

             Jun. 11

   0.6341     129,327,500        Fixed     85,000,000  

             Jun. 25

   0.5443     129,956,500        Fixed     85,000,000  

             Jul. 2

   0.5175     153,970,000        Fixed     100,000,000  

             Jul. 10

   0.5315     153,460,000        Fixed     100,000,000  

             Jul. 21

   0.504     155,010,000        Fixed     100,000,000  

             Jul. 22

   0.4989     155,100,000        Fixed     100,000,000  

             Jul. 23

   0.5137     154,030,000        Fixed     100,000,000  

             Jul. 30

   0.4978     157,020,000        Fixed     100,000,000  

             Aug. 13

   0.5423     156,790,000        Fixed     100,000,000  

             Aug. 26

   0.5462     155,810,000        Fixed     100,000,000  

             Sep. 1

   0.5824     155,560,000        Fixed     100,000,000  

             Sep. 4

   0.577     155,050,000        Fixed     100,000,000  

             Sep. 18

   0.5374     156,230,000        Fixed     100,000,000  

             Sep. 24

   0.553     156,400,000        Fixed     100,000,000  

             Oct. 7

   0.5922     156,200,000        Fixed     100,000,000  

             Oct. 19

   0.5458     154,750,000        Fixed     100,000,000  

             Oct. 26

   0.6272     155,520,000        Fixed     100,000,000  

             Oct. 27

   0.6553     155,610,000        Fixed     100,000,000  

             Nov. 12

   0.775     153,270,000        Fixed     100,000,000  

             Nov. 13

   0.794     153,920,000        Fixed     100,000,000  

             Nov. 19

   0.7142     155,440,000        Fixed     100,000,000  

2031 — May 3

   1.6003     148,910,000        Fixed     100,000,000  

             May 20

   1.5874     147,230,000        Fixed     100,000,000  

             May 26

   1.5575     146,980,000        Fixed     100,000,000  

             Oct. 21

   1.6202     216,090,000        Fixed     150,000,000  
   

 

 

         

 

 

  
    $ 14,098,560,496            EUR 9,517,000,000  
   

 

 

         

 

 

  

 

8

Unmatured Market Debt (Continued)

 

For the cross currency swaps listed below (outstanding as of December 31, 2021), the Government’s Canadian dollar liability has been swapped into a yen liability.

 

   

Canadian dollar liability

       

Yen liability

  

Maturity date

  

Coupon %

  

  Notional amount  

       

Basis

  

          Notional amount

  

2022 — Mar. 9

   1.15570     $          58,844,298        Fixed     JPY      5,000,000,000  

             Mar. 21

   1.28990     70,320,000        Fixed     6,000,000,000  

             Mar. 21

   1.30530     70,440,000        Fixed     6,000,000,000  

             Mar. 21

   1.26930     70,380,000        Fixed     6,000,000,000  

             Mar. 22

   1.23920     70,440,000        Fixed     6,000,000,000  

             Mar. 23

   1.22920     70,680,000        Fixed     6,000,000,000  

             Mar. 24

   1.20030     71,160,000        Fixed     6,000,000,000  

             Mar. 27

   1.14480     72,420,000        Fixed     6,000,000,000  

2023 — Sep. 10

   2.15160     59,311,981        Fixed     5,000,000,000  

             Oct. 18

   2.39750     115,473,441        Fixed     10,000,000,000  

             Oct. 19

   2.38740     115,685,844        Fixed     10,000,000,000  

             Oct. 19

   2.38300     231,722,860        Fixed     20,000,000,000  

             Oct. 22

   2.42600     115,828,685        Fixed     10,000,000,000  

             Oct. 31

   2.35370     116,672,500        Fixed     10,000,000,000  

             Nov. 1

   2.34760     139,809,626        Fixed     12,000,000,000  

             Nov. 7

   2.43020     196,875,470        Fixed     17,000,000,000  

             Nov. 9

   2.44630     115,377,515        Fixed     10,000,000,000  

             Nov. 13

   2.44080     115,227,286        Fixed     10,000,000,000  

             Nov. 14

   2.43410     115,944,718        Fixed     10,000,000,000  

             Nov. 15

   2.39570     116,292,592        Fixed     10,000,000,000  

             Nov. 16

   2.38700     116,191,251        Fixed     10,000,000,000  

             Nov. 19

   2.31140     116,890,707        Fixed     10,000,000,000  

             Nov. 19

   2.31300     116,814,242        Fixed     10,000,000,000  

             Dec. 10

   1.98690     119,260,584        Fixed     10,000,000,000  

             Dec. 10

   1.97030     119,431,506        Fixed     10,000,000,000  

2024 — Jan. 24

   1.91490     121,943,784        Fixed     10,000,000,000  

             Jan. 25

   1.90120     121,614,555        Fixed     10,000,000,000  

             Jan. 31

   1.88340     60,580,360        Fixed     5,000,000,000  

             Jul. 18

   1.53040     121,921,483        Fixed     10,000,000,000  

             Jul. 26

   1.36560     121,472,735        Fixed     10,000,000,000  

             Aug. 1

   1.41820     121,315,055        Fixed     10,000,000,000  

             Oct. 23

   1.5662     120,869,292        Fixed     10,000,000,000  

             Oct. 25

   1.504     120,637,448        Fixed     10,000,000,000  

             Dec. 9

   1.6206     121,000,000        Fixed     10,000,000,000  

             Dec. 10

   1.6095     121,770,000        Fixed     10,000,000,000  

             Dec. 11

   1.5796     121,900,000        Fixed     10,000,000,000  

             Dec. 12

   1.5892     121,900,000        Fixed     10,000,000,000  

2025 — Feb. 5

   1.3144     122,000,000        Fixed     10,000,000,000  

             Feb. 6

   1.3164     121,600,000        Fixed     10,000,000,000  

             Feb. 7

   1.382     121,000,000        Fixed     10,000,000,000  

             Feb. 10

   1.3761     192,835,500        Fixed     15,950,000,000  

             Mar. 3

   1.0584     124,000,000        Fixed     10,000,000,000  

             May 28

   0.3873     64,300,000        Fixed     5,000,000,000  

             May 29

   0.3825     64,050,000        Fixed     5,000,000,000  

             Jun. 17

   0.3258     63,400,000        Fixed     5,000,000,000  

             Jun. 19

   0.3603     63,100,000        Fixed     5,000,000,000  

             Oct. 2

   0.3397     126,400,000        Fixed     10,000,000,000  

             Oct. 20

   0.3244     125,300,000        Fixed     10,000,000,000  

             Oct. 23

   0.3700     125,300,000        Fixed     10,000,000,000  

             Nov. 4

   0.3957     126,600,000        Fixed     10,000,000,000  

             Nov. 20

   0.436     125,838,398        Fixed     10,000,000,000  

             Nov. 26

   0.455     124,595,066        Fixed     10,000,000,000  

2026 — Jun. 7

   0.943     109,892,525        Fixed     10,000,000,000  

             Jun. 15

   0.8603     110,465,502        Fixed     10,000,000,000  

             Jun. 21

   0.9461     111,610,880        Fixed     10,000,000,000  

             Jul. 26

   0.8043     116,022,740        Fixed     10,000,000,000  

             Aug. 24

   0.8328     117,453,606        Fixed     10,000,000,000  

             Aug. 25

   0.859     115,821,172        Fixed     10,000,000,000  

             Sep. 3

   0.858     114,584,288        Fixed     10,000,000,000  

             Sep. 7

   0.8318     114,626,318        Fixed     10,000,000,000  

             Nov. 1

   1.4694     108,837,614        Fixed     10,000,000,000  

             Nov. 2

   1.4495     108,613,012        Fixed     10,000,000,000  

             Dec. 1

   1.4723     112,069,932        Fixed     10,000,000,000  
   

 

 

         

 

 

  
      $     7,024,736,372            JPY  591,950,000,000  
   

 

 

         

 

 

  

 

9

Unmatured Market Debt (Continued)

 

For the cross currency swaps listed below (outstanding as of December 31, 2021), the Government’s Canadian dollar liability has been swapped into a pound sterling liability.

 

   

Canadian dollar liability

       

Pound sterling liability

  

Maturity date

  

Coupon %

  

   Notional amount

       

Basis

  

     Notional amount

  

2023 — Sep. 8

   1.2519     $    167,535,000        Fixed     GBP    85,000,000  

2024 — Sep. 8

   1.3753     133,510,000        Fixed     65,000,000  

             Sep. 8

   1.4063     132,223,000        Fixed     65,000,000  

2025 — Sep. 8

   1.4788     131,690,000        Fixed     65,000,000  

             Sep. 8

   1.4817     132,795,000        Fixed     65,000,000  

             Sep. 8

   1.4982     132,632,500        Fixed     65,000,000  

             Sep. 8

   1.5052     133,009,500        Fixed     65,000,000  

             Sep. 8

   1.5578     131,787,500        Fixed     65,000,000  

             Sep. 8

   1.5955     123,825,000        Fixed     65,000,000  

             Sep. 8

   1.6630     153,120,000        Fixed     80,000,000  

             Sep. 8

   1.7711     104,208,500        Fixed     55,000,000  

             Sep. 8

   1.7750     142,905,000        Fixed     75,000,000  

             Sep. 8

   1.7984     165,180,500        Fixed     85,000,000  

             Sep. 8

   1.8166     98,587,800        Fixed     54,000,000  

             Sep. 8

   1.8258     164,900,000        Fixed     85,000,000  

             Sep. 8

   1.45800     198,950,000        Fixed     100,000,000  

             Sep. 8

   1.46210     202,120,000        Fixed     100,000,000  

             Sep. 8

   1.45290     131,365,000        Fixed     65,000,000  

             Sep. 8

   1.68360     131,625,000        Fixed     65,000,000  

             Sep. 8

   1.66710     131,950,000        Fixed     65,000,000  

             Sep. 8

   1.61080     140,777,000        Fixed     70,000,000  

             Sep. 8

   1.58350     200,970,000        Fixed     100,000,000  

             Sep. 8

   1.57250     203,300,000        Fixed     100,000,000  

             Sep. 8

   1.45380     207,800,000        Fixed     100,000,000  

             Sep. 8

   1.32500     133,835,000        Fixed     65,000,000  

             Sep. 8

   1.33340     288,174,000        Fixed     140,000,000  

             Sep. 8

   1.31470     204,800,000        Fixed     100,000,000  

             Sep. 8

   1.18950     101,650,000        Fixed     50,000,000  

             Sep. 8

   1.25740     141,225,000        Fixed     70,000,000  

             Sep. 8

   1.25510     282,940,000        Fixed     140,000,000  

             Sep. 8

   1.17710     99,760,000        Fixed     50,000,000  

             Sep. 8

   1.22870     281,848,000        Fixed     140,000,000  

             Sep. 8

   1.13580     101,385,000        Fixed     50,000,000  

2026 — Mar. 7

   1.26820     142,327,500        Fixed     75,000,000  

             Mar. 22

   1.31940     131,383,000        Fixed     70,000,000  

             Mar. 24

   1.29830                 93,100,000        Fixed                   50,000,000  

             May 19

   1.37420     264,510,000        Fixed     150,000,000  

             Dec. 2

   1.58030     200,280,000        Fixed     120,000,000  

2027 — Jan. 12

   1.67990     160,640,000        Fixed     100,000,000  

             Jan. 24

   1.74510     164,350,000        Fixed     100,000,000  

             Feb. 1

   1.79150     164,200,000        Fixed     100,000,000  

             Feb. 3

   1.80000     165,500,000        Fixed     100,000,000  

             Feb. 6

   1.73900     163,300,000        Fixed     100,000,000  

             Feb. 13

   1.64020     247,050,000        Fixed     150,000,000  

             Feb. 21

   1.77800     81,550,000        Fixed     50,000,000  

             Feb. 22

   1.71720     162,680,000        Fixed     100,000,000  

             Mar. 6

   1.70010     164,070,000        Fixed     100,000,000  

             Mar. 6

   1.70730     164,080,000        Fixed     100,000,000  

             Mar. 15

   1.83300     327,000,000        Fixed     200,000,000  

             Mar. 16

   1.85790     343,665,000        Fixed     210,000,000  

2031 — Dec. 21

  

1.31128

     255,435,000        Fixed     150,000,000  
   

 

 

         

 

 

  
      $     8,627,503,800            GBP 4,634,000,000  
   

 

 

         

 

 

  

 

10

Unmatured Market Debt (Continued)

 

(D) FOREIGN EXCHANGE SWAPS

For the foreign exchange swaps listed below (outstanding as of December 31, 2021), the Government swapped Canadian dollars for U.S. dollars.

 

     Canadian dollar      U.S. dollar  

Maturity date

    Notional amount      Notional amount  

2022 — Jan. 7

    $     424,215,549        USD    336,277,734  

(E) FOREIGN EXCHANGE FORWARDS

The Government entered into transactions to purchase (outstanding as of December 31, 2021): USD 1,965,587,152 in exchange for EUR 1,737,553,000, USD 469,329,748 in exchange for JPY 53,468,300,000, USD 519,220,026 in exchange for GBP 386,171,000, and USD 711,123,858 in exchange for CNH 4,571,360,000.

Notes:

(1)

Non-callable except as otherwise noted.

(2)

Real Return Bonds bear interest adjusted in relation to the CPI for Canada. At maturity, a final payment equal to the sum of inflation compensation from the original issue date to maturity and principal will be made. All amounts shown for these issues include the inflation compensation accrued to date.

(3)

Converted at USD 1.00 = CAD 1.2645, the closing rate on December 31, 2021.

 

11