Government Securities Auctions
Schedules and Results
Government of Canada Historical Auction Results
Updated as of January 31, 2020
- Nominal Bond Results
- RRB Results
- Treasury Bill Results
- Cash Management Bill Results
- Cash Management Bond Buyback Results
- Switch Operation Results
- Ultra Long Bond Results
Rules and Terms
- Details on Bond Buyback Operations
- Calculation of the Clean Price of a Bond in a Cash Management Bond Repurchase Operation
- Calculation of the Conversion Ratio in a Duration-Neutral Switch Operation
- Proposed repurchase program for the Bank of Canada's holdings of Government of Canada securities
- Standard Terms for Auctions of Government of Canada Securities
- Standard Terms for Auctions of Government of Canada Ultra Long Bonds
- Overview of the Standard Terms for Government of Canada’s Modified Auction for Ultra-Long Bonds
- IIROC Rule 2800
- A code of conduct developed by the Investment Industry Regulatory Organization of Canada to reinforce the integrity of the secondary market for Government of Canada securities
- Rule 2800C
Standard Terms for Auctions
- Standard Terms for Auctions to Primary Dealers Under the Bank of Canada Securities-Lending Program
- Terms and conditions governing the morning auction of Receiver General cash balances
- Terms and conditions governing the afternoon auction of Receiver General cash balances
- Switch operations of Government of Canada Marketable Bonds
- Repurchase Operations of Government of Canada Marketable Bonds
- Terms and Conditions for Term Repo Operations
- Bank of Canada Margin Call Practice for Domestic Operations
Legal Terms and Conditions for Government of Canada Domestic Marketable Debt Securities
Forms and Certificates
Certificates of Compliance
- Annual Certificate of Compliance
- Certificate of Non-Affiliated Bidder
- Certificate for Separate Bidder Status
- Incumbency Certificate
Forms
- Form for reporting customer net positions directly to the Bank of Canada
- Customer's Application for Bidder Identification Number
- Application for Ultra Long Bonds Bidder Identification Number
Data
- Bank of Canada Holdings
- Balance Sheet Purchases
- Government of Canada Treasury Bills and Bonds Outstanding
- Real Return Bonds - Index Ratio
- Summary of Government of Canada Direct Securities and Loans
- Government of Canada Direct Marketable Bonds: Details of Unmatured Outstanding Issues
Definitions and Formulas
- Description of Government of Canada Market Debt Instruments (Department of Finance)
- Formulas and Market Conventions for Bonds and Treasury Bills (Department of Finance)
- Inclusion of Reconstituted Bonds into the Computation of Net Excess Long Positions