July 20, 2020
Learn about the program; access information about upcoming operations, results and reporting; and find key contacts and related notices.
Program details
The Bank of Canada’s Securities Repo Operations program provides a temporary source of Government of Canada nominal bonds and treasury bills to primary dealers to support liquidity in the securities financing market. The Bank will make a portion of its holdings of these securities available on an overnight basis through daily repurchase operations. The program is consistent with best practices at other central banks and with recommendations from the Bank for International Settlements regarding managing the impact of large-scale asset purchases on market functioning.
For operational details, see the full terms and conditions for this program.
Operations
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Upcoming operations
Details for the next operation—including maximum operation amount and rate—will be provided in this table on the morning of the operation. The Bank of Canada will make up to 50 per cent of its holdings of eligible Government of Canada securities available to the market on a given day.
| Operation date | Maturity date | Maximum operation amount ($M) | Rate |
|---|
Results
Overview
Results will be updated in this table shortly after each operation.
| Operation date | Maturity date | Maximum operation amount ($M) | Total allocated amount ($M) | Rate |
|---|---|---|---|---|
| 2020-08-04 | 2020-08-05 | 5,500 | 587 | 0.100 |
| 2020-07-31 | 2020-08-04 | 5,500 | 43 | 0.100 |
| 2020-07-30 | 2020-07-31 | 5,500 | 57 | 0.100 |
| 2020-07-29 | 2020-07-30 | 5,500 | 91 | 0.100 |
| 2020-07-28 | 2020-07-29 | 5,500 | 41 | 0.100 |
Details
| Operation date | Maturity date | Coupon rate | Security maturity date | ISIN | Security type | Allocated amount ($M) | Rate |
|---|---|---|---|---|---|---|---|
| 2020-08-04 | 2020-08-05 | 3.250 | 2021-06-01 | CA135087ZJ69 | Bond | 85 | 0.100 |
| 2020-08-04 | 2020-08-05 | 2.750 | 2022-06-01 | CA135087ZU15 | Bond | 87 | 0.100 |
| 2020-08-04 | 2020-08-05 | 1.500 | 2024-09-01 | CA135087J967 | Bond | 43 | 0.100 |
| 2020-08-04 | 2020-08-05 | 1.250 | 2025-03-01 | CA135087K528 | Bond | 335 | 0.100 |
| 2020-08-04 | 2020-08-05 | 2.250 | 2025-06-01 | CA135087D507 | Bond | 37 | 0.100 |
| 2020-07-31 | 2020-08-04 | - | 2021-01-21 | CA1350Z77S78 | Treasury Bill | 42 | 0.100 |
| 2020-07-31 | 2020-08-04 | 3.250 | 2021-06-01 | CA135087ZJ69 | Bond | 1 | 0.100 |
| 2020-07-30 | 2020-07-31 | - | 2021-01-21 | CA1350Z77S78 | Treasury Bill | 41 | 0.100 |
| 2020-07-30 | 2020-07-31 | - | 2021-07-15 | CA1350Z77R95 | Treasury Bill | 16 | 0.100 |
| 2020-07-29 | 2020-07-30 | - | 2021-01-14 | CA1350Z77Q13 | Treasury Bill | 5 | 0.100 |
| 2020-07-29 | 2020-07-30 | - | 2021-07-15 | CA1350Z77R95 | Treasury Bill | 86 | 0.100 |
| 2020-07-28 | 2020-07-29 | - | 2021-01-14 | CA1350Z77Q13 | Treasury Bill | 5 | 0.100 |
| 2020-07-28 | 2020-07-29 | - | 2021-07-15 | CA1350Z77R95 | Treasury Bill | 36 | 0.100 |
Reporting
The Bank’s aggregate amount of securities sold under repurchase agreement and holdings of Government of Canada bonds and treasury bill are updated every Friday on the Bank’s weekly balance sheet.
The Bank’s individual holdings of all Government of Canada securities and federal government guaranteed debt securities issued by federal Crown corporations are available at Bank of Canada Holdings.
Key contacts
Director
Financial Markets Department
Bank of Canada
613-782-7723
Director
Financial Markets Department
Bank of Canada
613-782-7245